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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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  :    39,182:     1,012      4,246      7,547     26,463     18,977     35,022     30,770:     4,160      8,412
Old  :    39,182:     1,012      4,246      7,547     26,463     18,977     35,022     30,770:     4,160      8,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :    -6,383:      -187     -1,133     -1,985     -3,835     -2,275     -6,007     -5,393:      -376       -991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       10.8       19.3       67.5       48.4       89.4       78.5:      10.6       21.5
Old  :     100.0:       2.6       10.8       19.3       67.5       48.4       89.4       78.5:      10.6       21.5
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  :        71:        10         14         17         38         32         57         55:
Old  :        71:        10         14         17         38         32         57         55:
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  :                 41.0       33.8       52.1       47.6       41.0       32.8       49.1       45.7
Old  :                 41.0       33.8       52.1       47.6       41.0       32.8       49.1       45.7
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, May 4, 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  :   253,650:    73,792     13,528     59,745     92,723    138,517    226,260    211,790:    27,391     41,860
Old  :   216,867:    66,292     18,839     45,848     83,160    118,673    195,300    183,360:    21,567     33,507
Other:    36,783:    14,168      1,358      7,228      9,563     19,844     30,959     28,430:     5,824      8,353
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :     6,691:     2,029     -2,340      3,619         32     -2,506      5,679     -1,227:     1,011      7,918
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        5.3       23.6       36.6       54.6       89.2       83.5:      10.8       16.5
Old  :     100.0:      30.6        8.7       21.1       38.3       54.7       90.1       84.5:       9.9       15.5
Other:     100.0:      38.5        3.7       19.6       26.0       53.9       84.2       77.3:      15.8       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:       131         45        102         52         63        224        178:
Old  :       258:       123         57         99         46         63        216        177:
Other:       108:        43         13         28         27         40         79         73:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       31.4       29.7       39.4       16.3       30.5       26.8       36.5
Old  :                 19.5       33.3       32.1       40.2       18.2       32.6       29.6       38.0
Other:                 25.9       31.1       40.5       40.3       25.5       27.3       38.6       35.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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  :   459,254:   154,617     16,446    132,891    137,702    224,970    425,210    374,307:    34,044     84,947
Old  :   459,254:   154,617     16,446    132,891    137,702    224,970    425,210    374,307:    34,044     84,947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :    14,173:     6,035      6,376      2,134      2,767      2,829     10,935     11,338:     3,238      2,835
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7        3.6       28.9       30.0       49.0       92.6       81.5:       7.4       18.5
Old  :     100.0:      33.7        3.6       28.9       30.0       49.0       92.6       81.5:       7.4       18.5
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  :       450:       174         62        124         96        186        329        327:
Old  :       450:       174         62        124         96        186        329        327:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       15.6       24.9       24.1       13.8       14.9       22.7       21.0
Old  :                 14.8       15.6       24.9       24.1       13.8       14.9       22.7       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 2010                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :    10,894:     4,999        698      1,397      2,319      7,026      8,715      9,121:     2,179      1,774
Old  :    10,894:     4,999        698      1,397      2,319      7,026      8,715      9,121:     2,179      1,774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :      -574:      -566       -119       -230        194        -89       -602       -439:        28       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.9        6.4       12.8       21.3       64.5       80.0       83.7:      20.0       16.3
Old  :     100.0:      45.9        6.4       12.8       21.3       64.5       80.0       83.7:      20.0       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        33          8         12         22         25         61         41:
Old  :        75:        33          8         12         22         25         61         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       38.8       43.5       53.2       28.1       38.8       43.5       52.1
Old  :                 28.1       38.8       43.5       53.2       28.1       38.8       43.5       52.1
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, May 4, 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  :    48,768:    23,638      3,799      6,444     11,535     14,571     41,618     24,813:     7,150     23,954
Old  :    48,768:    23,638      3,799      6,444     11,535     14,571     41,618     24,813:     7,150     23,954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :    -1,562:      -496        295       -932        -59       -854     -1,486     -1,491:       -75        -71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.5        7.8       13.2       23.7       29.9       85.3       50.9:      14.7       49.1
Old  :     100.0:      48.5        7.8       13.2       23.7       29.9       85.3       50.9:      14.7       49.1
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  :       187:        52         29         24         45         85        113        125:
Old  :       187:        52         29         24         45         85        113        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8        8.6       30.1       15.3       17.7        8.0       29.5       13.1
Old  :                 17.8        8.6       30.1       15.3       17.7        8.0       29.5       13.1
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, May 4, 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  :    30,226:     8,393        205        236     15,596     29,465     24,225     29,906:     6,001        320
Old  :    30,226:     8,393        205        236     15,596     29,465     24,225     29,906:     6,001        320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :     1,175:       -40          0          0      1,050        996      1,010        996:       165        179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        0.7        0.8       51.6       97.5       80.1       98.9:      19.9        1.1
Old  :     100.0:      27.8        0.7        0.8       51.6       97.5       80.1       98.9:      19.9        1.1
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  :        27:         8          2          2         11         14         20         17:
Old  :        27:         8          2          2         11         14         20         17:
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  :                 50.4       79.1       69.0       93.6       46.4       71.4       55.6       76.5
Old  :                 50.4       79.1       69.0       93.6       46.4       71.4       55.6       76.5
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, May 4, 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  :   153,718:    67,161     11,863      5,375     30,522    116,234    103,057    133,472:    50,661     20,246
Old  :   153,718:    67,161     11,863      5,375     30,522    116,234    103,057    133,472:    50,661     20,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :    -3,463:    -5,932       -242        684      2,243     -4,859     -3,006     -4,418:      -458        954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7        7.7        3.5       19.9       75.6       67.0       86.8:      33.0       13.2
Old  :     100.0:      43.7        7.7        3.5       19.9       75.6       67.0       86.8:      33.0       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        39         11         14         27         25         69         47:
Old  :        85:        39         11         14         27         25         69         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  :                 27.1       45.5       35.4       63.8       27.1       44.4       35.2       60.1
Old  :                 27.1       45.5       35.4       63.8       27.1       44.4       35.2       60.1
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, May 4, 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  :    54,704:    12,918     29,300      1,817     27,861      5,891     42,596     37,008:    12,108     17,697
Old  :    54,704:    12,918     29,300      1,817     27,861      5,891     42,596     37,008:    12,108     17,697
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :     2,716:      -220      2,696        286      2,767     -1,920      2,833      1,063:      -117      1,653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       53.6        3.3       50.9       10.8       77.9       67.7:      22.1       32.3
Old  :     100.0:      23.6       53.6        3.3       50.9       10.8       77.9       67.7:      22.1       32.3
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  :        46:        11         19          7         13          9         27         32:
Old  :        46:        11         19          7         13          9         27         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       31.0       58.8       42.9       38.8       31.0       57.6       42.9
Old  :                 40.1       31.0       58.8       42.9       38.8       31.0       57.6       42.9
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, May 4, 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  :   118,216:    91,669      8,626        128     19,957    107,529    111,754    116,283:     6,462      1,933
Old  :   118,216:    91,669      8,626        128     19,957    107,529    111,754    116,283:     6,462      1,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :    -9,710:   -15,887       -889        128      6,308     -8,435     -9,451     -9,196:      -259       -514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.5        7.3        0.1       16.9       91.0       94.5       98.4:       5.5        1.6
Old  :     100.0:      77.5        7.3        0.1       16.9       91.0       94.5       98.4:       5.5        1.6
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  :       103:        52         16          2         19         19         72         36:
Old  :       103:        52         16          2         19         19         72         36:
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       68.2       70.4       83.4       57.5       68.0       70.4       83.2
Old  :                 57.5       68.2       70.4       83.4       57.5       68.0       70.4       83.2
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, May 4, 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  :   151,952:    13,152     78,650     12,119    106,681     25,089    131,952    115,859:    19,999     36,093
Old  :   151,952:    13,152     78,650     12,119    106,681     25,089    131,952    115,859:    19,999     36,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :    14,669:       -55     10,597      2,398     12,689     -1,884     15,032     11,112:      -363      3,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       51.8        8.0       70.2       16.5       86.8       76.2:      13.2       23.8
Old  :     100.0:       8.7       51.8        8.0       70.2       16.5       86.8       76.2:      13.2       23.8
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  :       101:        19         46         25         24         26         58         82:
Old  :       101:        19         46         25         24         26         58         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.8       27.4       62.8       36.4       48.3       27.2       59.1       36.0
Old  :                 48.8       27.4       62.8       36.4       48.3       27.2       59.1       36.0
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, May 4, 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  :   166,851:    14,644     78,848     12,584    122,731     30,062    149,960    121,495:    16,891     45,356
Old  :   166,851:    14,644     78,848     12,584    122,731     30,062    149,960    121,495:    16,891     45,356
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :    13,077:    -1,413     14,945      1,891     13,069     -5,719     13,546     11,117:      -469      1,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       47.3        7.5       73.6       18.0       89.9       72.8:      10.1       27.2
Old  :     100.0:       8.8       47.3        7.5       73.6       18.0       89.9       72.8:      10.1       27.2
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  :       115:        20         57         31         26         25         68         91:
Old  :       115:        20         57         31         26         25         68         91:
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  :                 55.7       24.5       64.6       34.5       52.7       21.0       59.9       29.0
Old  :                 55.7       24.5       64.6       34.5       52.7       21.0       59.9       29.0
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, May 4, 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  :   359,421:    42,936    135,761     69,385    191,232     90,025    303,553    295,172:    55,867     64,249
Old  :   359,421:    42,936    135,761     69,385    191,232     90,025    303,553    295,172:    55,867     64,249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :    46,201:     5,648     14,978     11,345     24,875     15,432     41,867     41,754:     4,334      4,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       37.8       19.3       53.2       25.0       84.5       82.1:      15.5       17.9
Old  :     100.0:      11.9       37.8       19.3       53.2       25.0       84.5       82.1:      15.5       17.9
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  :       215:        61         91         69         42         47        138        172:
Old  :       215:        61         91         69         42         47        138        172:
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  :                 32.8       20.4       43.4       29.9       30.4       18.4       38.0       24.9
Old  :                 32.8       20.4       43.4       29.9       30.4       18.4       38.0       24.9
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, May 4, 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  :    23,312:    18,961      3,985          0        888     17,835     19,849     21,820:     3,463      1,492
Old  :    23,312:    18,961      3,985          0        888     17,835     19,849     21,820:     3,463      1,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :     1,515:     1,407       -660          0       -230      2,016      1,177      1,356:       338        159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.3       17.1        0.0        3.8       76.5       85.1       93.6:      14.9        6.4
Old  :     100.0:      81.3       17.1        0.0        3.8       76.5       85.1       93.6:      14.9        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        18          8          0          4         12         22         20:
Old  :        41:        18          8          0          4         12         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       46.3       73.0       73.0       61.0       45.7       73.0       72.4
Old  :                 61.0       46.3       73.0       73.0       61.0       45.7       73.0       72.4
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, May 4, 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  :13,608,142: 1,342,002    393,370  4,700,809  6,682,172  7,411,831 12,724,982 12,506,009:   883,159  1,102,132
Old  :13,608,142: 1,342,002    393,370  4,700,809  6,682,172  7,411,831 12,724,982 12,506,009:   883,159  1,102,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :   103,322:  -179,112     37,906     72,037    221,379      1,045    114,304    110,988:   -10,983     -7,667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        2.9       34.5       49.1       54.5       93.5       91.9:       6.5        8.1
Old  :     100.0:       9.9        2.9       34.5       49.1       54.5       93.5       91.9:       6.5        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  :       304:        56         77        119        150        161        279        290:
Old  :       304:        56         77        119        150        161        279        290:
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  :                 22.7       22.4       32.6       33.9       17.6       14.6       23.2       18.5
Old  :                 22.7       22.4       32.6       33.9       17.6       14.6       23.2       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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  :   413,884:    19,089     43,514     30,751    276,965    277,294    326,805    351,559:    87,079     62,324
Old  :   413,884:    19,089     43,514     30,751    276,965    277,294    326,805    351,559:    87,079     62,324
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :     8,878:     2,637      6,542      2,914      1,442      2,093      6,993     11,548:     1,885     -2,671
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       10.5        7.4       66.9       67.0       79.0       84.9:      21.0       15.1
Old  :     100.0:       4.6       10.5        7.4       66.9       67.0       79.0       84.9:      21.0       15.1
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  :       160:        27         32         42         80         70        130        121:
Old  :       160:        27         32         42         80         70        130        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       17.7       27.7       29.3       17.0       17.2       25.1       28.5
Old  :                 19.4       17.7       27.7       29.3       17.0       17.2       25.1       28.5
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, May 4, 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  : 2,789,458:   349,471    403,229    134,126  1,972,101  1,971,150  2,455,698  2,508,505:   333,761    280,953
Old  : 2,789,458:   349,471    403,229    134,126  1,972,101  1,971,150  2,455,698  2,508,505:   333,761    280,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :    21,078:    12,455     14,191     19,166    -33,304    -41,139     -1,683     -7,782:    22,761     28,860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       14.5        4.8       70.7       70.7       88.0       89.9:      12.0       10.1
Old  :     100.0:      12.5       14.5        4.8       70.7       70.7       88.0       89.9:      12.0       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       505:        97        129         87        179        205        320        377:
Old  :       505:        97        129         87        179        205        320        377:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       12.7       28.8       20.2       17.1        8.6       24.5       15.6
Old  :                 19.3       12.7       28.8       20.2       17.1        8.6       24.5       15.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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  :    97,282:    12,164      8,664        650     75,938     84,168     88,752     93,482:     8,530      3,799
Old  :    97,282:    12,164      8,664        650     75,938     84,168     88,752     93,482:     8,530      3,799
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :    -5,976:     1,523         56         92     -3,886     -5,848     -2,271     -5,700:    -3,704       -275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        8.9        0.7       78.1       86.5       91.2       96.1:       8.8        3.9
Old  :     100.0:      12.5        8.9        0.7       78.1       86.5       91.2       96.1:       8.8        3.9
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  :        87:        12          2          1         49         39         61         42:
Old  :        87:        12          2          1         49         39         61         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       47.1       52.4       65.5       30.1       39.5       41.8       55.5
Old  :                 36.0       47.1       52.4       65.5       30.1       39.5       41.8       55.5
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, May 4, 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  :    22,087:     6,785      2,277          0     11,776     14,547     18,561     16,824:     3,526      5,263
Old  :    22,087:     6,785      2,277          0     11,776     14,547     18,561     16,824:     3,526      5,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :     3,266:     1,028       -246          0      2,976      3,046      4,004      2,800:      -737        466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       10.3        0.0       53.3       65.9       84.0       76.2:      16.0       23.8
Old  :     100.0:      30.7       10.3        0.0       53.3       65.9       84.0       76.2:      16.0       23.8
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  :        26:         2          3          0         14         10         16         13:
Old  :        26:         2          3          0         14         10         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       51.8       72.4       68.6       54.7       51.8       68.1       66.6
Old  :                 58.1       51.8       72.4       68.6       54.7       51.8       68.1       66.6
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, May 4, 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  :   383,478:   121,443    106,999      5,894    209,762    253,276    337,099    366,169:    46,379     17,309
Old  :   383,478:   121,443    106,999      5,894    209,762    253,276    337,099    366,169:    46,379     17,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :     2,013:    -9,475     -2,727     -3,520      8,282      8,665     -4,714      2,418:     6,727       -404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       27.9        1.5       54.7       66.0       87.9       95.5:      12.1        4.5
Old  :     100.0:      31.7       27.9        1.5       54.7       66.0       87.9       95.5:      12.1        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        83         43         24         71         82        163        141:
Old  :       258:        83         43         24         71         82        163        141:
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  :                 22.4       26.5       36.5       41.5       21.9       25.6       34.8       40.3
Old  :                 22.4       26.5       36.5       41.5       21.9       25.6       34.8       40.3
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, May 4, 2010                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   142,707:    68,342     11,095      2,592     37,516    109,589    108,451    123,277:    34,256     19,430
Old  :   142,707:    68,342     11,095      2,592     37,516    109,589    108,451    123,277:    34,256     19,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :    -2,449:    -7,412      2,025        517      6,528     -5,290       -366     -2,748:    -2,083        299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.9        7.8        1.8       26.3       76.8       76.0       86.4:      24.0       13.6
Old  :     100.0:      47.9        7.8        1.8       26.3       76.8       76.0       86.4:      24.0       13.6
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  :        77:        36         15         12         15         18         57         39:
Old  :        77:        36         15         12         15         18         57         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       56.3       46.9       72.6       33.2       56.2       43.6       68.6
Old  :                 33.2       56.3       46.9       72.6       33.2       56.2       43.6       68.6
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, May 4, 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  :    43,422:    14,448      6,122          0     17,320     20,228     31,768     26,350:    11,654     17,072
Old  :    43,422:    14,448      6,122          0     17,320     20,228     31,768     26,350:    11,654     17,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :    -4,276:      -515     -5,229          0     -4,580        183     -5,095     -5,046:       819        770
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       14.1        0.0       39.9       46.6       73.2       60.7:      26.8       39.3
Old  :     100.0:      33.3       14.1        0.0       39.9       46.6       73.2       60.7:      26.8       39.3
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  :        59:        16         14          0         15         18         31         32:
Old  :        59:        16         14          0         15         18         31         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       28.6       46.2       36.5       31.5       23.7       43.2       31.6
Old  :                 32.5       28.6       46.2       36.5       31.5       23.7       43.2       31.6
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, May 4, 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  :    47,166:    12,458      6,624      1,350     15,962     35,023     29,770     42,997:    17,396      4,169
Old  :    47,166:    12,458      6,624      1,350     15,962     35,023     29,770     42,997:    17,396      4,169
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :       866:    -4,502      2,846       -168      1,374      5,753     -3,296      8,431:     4,162     -7,565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       14.0        2.9       33.8       74.3       63.1       91.2:      36.9        8.8
Old  :     100.0:      26.4       14.0        2.9       33.8       74.3       63.1       91.2:      36.9        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  :        65:        18         12          2         17         23         36         36:
Old  :        65:        18         12          2         17         23         36         36:
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  :                 20.1       42.8       34.6       56.8       19.5       38.4       27.5       51.3
Old  :                 20.1       42.8       34.6       56.8       19.5       38.4       27.5       51.3
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, May 4, 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  :    30,136:     3,916          0         80     22,250     28,686     26,246     28,766:     3,890      1,370
Old  :    30,136:     3,916          0         80     22,250     28,686     26,246     28,766:     3,890      1,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :       904:       136          0          0        189      1,122        325      1,122:       579       -218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        0.0        0.3       73.8       95.2       87.1       95.5:      12.9        4.5
Old  :     100.0:      13.0        0.0        0.3       73.8       95.2       87.1       95.5:      12.9        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         7          0          1         21         19         28         20:
Old  :        40:         7          0          1         21         19         28         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       66.8       64.7       81.5       49.9       66.7       61.7       81.5
Old  :                 52.0       66.8       64.7       81.5       49.9       66.7       61.7       81.5
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, May 4, 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  :    22,103:     5,676          0          0     10,299     19,990     15,975     19,990:     6,128      2,113
Old  :    22,103:     5,676          0          0     10,299     19,990     15,975     19,990:     6,128      2,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :       559:      -238          0          0        -36        440       -274        440:       833        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        0.0        0.0       46.6       90.4       72.3       90.4:      27.7        9.6
Old  :     100.0:      25.7        0.0        0.0       46.6       90.4       72.3       90.4:      27.7        9.6
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  :        30:        10          0          0         12         11         22         11:
Old  :        30:        10          0          0         12         11         22         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  :                 39.1       75.0       53.7       88.5       38.1       75.0       52.7       88.4
Old  :                 39.1       75.0       53.7       88.5       38.1       75.0       52.7       88.4
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, May 4, 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  :    19,599:     5,002      5,740        113     10,551     13,371     15,666     19,224:     3,933        375
Old  :    19,599:     5,002      5,740        113     10,551     13,371     15,666     19,224:     3,933        375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :       -63:        99        -41        113          9        -96        221        -24:      -284        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       29.3        0.6       53.8       68.2       79.9       98.1:      20.1        1.9
Old  :     100.0:      25.5       29.3        0.6       53.8       68.2       79.9       98.1:      20.1        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        13          6          2          7          2         21          9:
Old  :        27:        13          6          2          7          2         21          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       95.9       64.8       98.1       53.5       95.9       64.3       97.5
Old  :                 53.9       95.9       64.8       98.1       53.5       95.9       64.3       97.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 7, 2010