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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :    35,541:       788      3,321      6,617     23,673     17,459     31,078     27,396:     4,462      8,144
Old  :    35,541:       788      3,321      6,617     23,673     17,459     31,078     27,396:     4,462      8,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    -6,564:       122     -1,452     -1,717     -4,799     -1,806     -6,393     -4,975:      -171     -1,589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        9.3       18.6       66.6       49.1       87.4       77.1:      12.6       22.9
Old  :     100.0:       2.2        9.3       18.6       66.6       49.1       87.4       77.1:      12.6       22.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        10         12         17         40         26         60         45:
Old  :        68:        10         12         17         40         26         60         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       34.7       50.8       47.8       39.8       33.2       49.9       43.2
Old  :                 39.8       34.7       50.8       47.8       39.8       33.2       49.9       43.2
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, July 6, 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  :   218,959:    47,286     19,102     57,454     93,618    108,373    198,358    184,930:    20,600     34,029
Old  :   145,393:    40,235     28,185     27,943     64,879     68,297    133,057    124,424:    12,336     20,969
Other:    73,565:    20,980      4,846     15,583     28,739     40,077     65,302     60,506:     8,264     13,060
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    -3,682:    -3,460      1,134      1,666       -797     -5,885     -2,591     -3,086:    -1,090       -596
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        8.7       26.2       42.8       49.5       90.6       84.5:       9.4       15.5
Old  :     100.0:      27.7       19.4       19.2       44.6       47.0       91.5       85.6:       8.5       14.4
Other:     100.0:      28.5        6.6       21.2       39.1       54.5       88.8       82.2:      11.2       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        97         48         86         57         66        194        174:
Old  :       228:        90         60         72         48         62        176        158:
Other:       143:        54         23         41         41         51        113         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       23.7       32.8       32.9       19.6       22.2       31.3       29.4
Old  :                 23.6       26.1       36.2       35.2       22.6       25.5       34.2       33.4
Other:                 31.8       26.0       45.3       36.9       29.2       21.6       40.2       29.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :   390,976:   116,084     37,014     95,197    145,905    186,263    357,186    318,474:    33,791     72,503
Old  :   390,976:   116,084     37,014     95,197    145,905    186,263    357,186    318,474:    33,791     72,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     4,037:     5,021       -781     -4,871       -873      5,249       -723       -404:     4,761      4,441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        9.5       24.3       37.3       47.6       91.4       81.5:       8.6       18.5
Old  :     100.0:      29.7        9.5       24.3       37.3       47.6       91.4       81.5:       8.6       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  :       386:       133         66        124         84        162        272        310:
Old  :       386:       133         66        124         84        162        272        310:
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  :                 17.4       15.6       28.0       23.6       16.3       13.0       26.3       19.4
Old  :                 17.4       15.6       28.0       23.6       16.3       13.0       26.3       19.4
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     9,250:     3,690      3,573        831      2,931      3,202      7,451      7,605:     1,799      1,645
Old  :     9,250:     3,690      3,573        831      2,931      3,202      7,451      7,605:     1,799      1,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :      -443:       -30        -52       -154         40         59       -144       -147:      -299       -296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9       38.6        9.0       31.7       34.6       80.6       82.2:      19.4       17.8
Old  :     100.0:      39.9       38.6        9.0       31.7       34.6       80.6       82.2:      19.4       17.8
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  :        78:        23         27         15         17         20         49         54:
Old  :        78:        23         27         15         17         20         49         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       27.5       55.0       43.8       40.5       27.5       54.7       40.8
Old  :                 40.5       27.5       55.0       43.8       40.5       27.5       54.7       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    41,431:    15,022      5,378      5,773     12,834     10,268     33,630     21,419:     7,801     20,012
Old  :    41,431:    15,022      5,378      5,773     12,834     10,268     33,630     21,419:     7,801     20,012
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :       442:       196        138       -512        266        441        -50         67:       492        375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       13.0       13.9       31.0       24.8       81.2       51.7:      18.8       48.3
Old  :     100.0:      36.3       13.0       13.9       31.0       24.8       81.2       51.7:      18.8       48.3
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  :       162:        41         30         30         55         59        113        103:
Old  :       162:        41         30         30         55         59        113        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       14.4       29.0       21.4       18.0       11.7       28.4       17.6
Old  :                 18.0       14.4       29.0       21.4       18.0       11.7       28.4       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :    27,538:     3,958      1,055        602     17,984     25,628     22,544     27,285:     4,994        253
Old  :    27,538:     3,958      1,055        602     17,984     25,628     22,544     27,285:     4,994        253
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :       482:      -113       -100          0        263        513        150        413:       332         69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        3.8        2.2       65.3       93.1       81.9       99.1:      18.1        0.9
Old  :     100.0:      14.4        3.8        2.2       65.3       93.1       81.9       99.1:      18.1        0.9
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  :        22:         4          3          1         13          9         18         12:
Old  :        22:         4          3          1         13          9         18         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       76.7       69.5       93.8       30.1       60.8       40.1       62.3
Old  :                 51.7       76.7       69.5       93.8       30.1       60.8       40.1       62.3
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, July 6, 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  :   111,850:    28,822     16,993     10,499     35,170     66,538     74,491     94,031:    37,359     17,819
Old  :   111,850:    28,822     16,993     10,499     35,170     66,538     74,491     94,031:    37,359     17,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     5,342:    -4,822      2,980      3,042     10,066     -1,971      8,285      4,050:    -2,943      1,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       15.2        9.4       31.4       59.5       66.6       84.1:      33.4       15.9
Old  :     100.0:      25.8       15.2        9.4       31.4       59.5       66.6       84.1:      33.4       15.9
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  :        73:        23         19         20         25         20         59         48:
Old  :        73:        23         19         20         25         20         59         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       39.5       34.6       58.2       25.2       37.7       33.5       55.5
Old  :                 25.2       39.5       34.6       58.2       25.2       37.7       33.5       55.5
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, July 6, 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  :    50,320:     6,857     14,495      3,917     24,382     19,104     35,156     37,516:    15,164     12,805
Old  :    50,320:     6,857     14,495      3,917     24,382     19,104     35,156     37,516:    15,164     12,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     3,129:      -859     -6,194      1,515     -3,655      9,805     -2,999      5,126:     6,128     -1,997
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       28.8        7.8       48.5       38.0       69.9       74.6:      30.1       25.4
Old  :     100.0:      13.6       28.8        7.8       48.5       38.0       69.9       74.6:      30.1       25.4
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  :        43:        11         14          9         12         12         29         29:
Old  :        43:        11         14          9         12         12         29         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       28.6       48.5       47.9       37.5       28.5       46.5       46.4
Old  :                 37.5       28.6       48.5       47.9       37.5       28.5       46.5       46.4
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, July 6, 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  :    61,340:    30,858      8,133          2     25,463     51,364     56,323     59,499:     5,017      1,841
Old  :    61,340:    30,858      8,133          2     25,463     51,364     56,323     59,499:     5,017      1,841
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    -5,506:   -14,854      4,917          1     10,186    -10,811     -4,667     -5,893:      -839        387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.3       13.3        0.0       41.5       83.7       91.8       97.0:       8.2        3.0
Old  :     100.0:      50.3       13.3        0.0       41.5       83.7       91.8       97.0:       8.2        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        23         19          1         18         17         41         37:
Old  :        74:        23         19          1         18         17         41         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.5       60.1       69.3       78.3       53.5       59.6       69.3       77.8
Old  :                 53.5       60.1       69.3       78.3       53.5       59.6       69.3       77.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :   146,986:    18,624     57,679     14,971     96,768     44,257    130,363    116,907:    16,623     30,079
Old  :   146,986:    18,624     57,679     14,971     96,768     44,257    130,363    116,907:    16,623     30,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     4,025:      -281      3,860      1,703      1,732      2,900      3,155      8,464:       871     -4,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       39.2       10.2       65.8       30.1       88.7       79.5:      11.3       20.5
Old  :     100.0:      12.7       39.2       10.2       65.8       30.1       88.7       79.5:      11.3       20.5
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  :        97:        18         46         30         18         27         54         85:
Old  :        97:        18         46         30         18         27         54         85:
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  :                 50.3       24.4       63.4       35.5       48.8       24.2       61.3       35.2
Old  :                 50.3       24.4       63.4       35.5       48.8       24.2       61.3       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :   157,978:    59,485     19,037     20,634     47,360     90,536    127,479    130,206:    30,499     27,772
Old  :   157,978:    59,485     19,037     20,634     47,360     90,536    127,479    130,206:    30,499     27,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    20,168:     7,960     -2,824      7,198      1,426     13,068     16,584     17,442:     3,584      2,726
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       12.1       13.1       30.0       57.3       80.7       82.4:      19.3       17.6
Old  :     100.0:      37.7       12.1       13.1       30.0       57.3       80.7       82.4:      19.3       17.6
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  :       113:        37         33         22         25         32         74         75:
Old  :       113:        37         33         22         25         32         74         75:
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  :                 28.8       37.0       39.0       51.3       28.0       36.4       36.7       45.8
Old  :                 28.8       37.0       39.0       51.3       28.0       36.4       36.7       45.8
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, July 6, 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  :   308,580:    50,581     89,032     61,511    142,439     96,454    254,531    246,997:    54,049     61,583
Old  :   308,580:    50,581     89,032     61,511    142,439     96,454    254,531    246,997:    54,049     61,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     5,845:     7,892    -20,466      3,368    -11,589     20,124       -329      3,026:     6,174      2,819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       28.9       19.9       46.2       31.3       82.5       80.0:      17.5       20.0
Old  :     100.0:      16.4       28.9       19.9       46.2       31.3       82.5       80.0:      17.5       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        54         71         63         39         47        126        148:
Old  :       188:        54         71         63         39         47        126        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       27.1       37.2       34.7       27.0       26.1       33.0       30.1
Old  :                 28.6       27.1       37.2       34.7       27.0       26.1       33.0       30.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :    12,959:     8,093      5,516          0      2,751      6,141     10,844     11,657:     2,115      1,302
Old  :    12,959:     8,093      5,516          0      2,751      6,141     10,844     11,657:     2,115      1,302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :        79:      -366       -457          0        794        630        428        173:      -349        -94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.5       42.6        0.0       21.2       47.4       83.7       90.0:      16.3       10.0
Old  :     100.0:      62.5       42.6        0.0       21.2       47.4       83.7       90.0:      16.3       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         9          9          0          5          9         14         18:
Old  :        31:         9          9          0          5          9         14         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       60.8       75.3       76.8       59.8       60.8       75.3       76.8
Old  :                 59.8       60.8       75.3       76.8       59.8       60.8       75.3       76.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :12,307,088: 1,062,145    308,858  4,204,622  6,116,810  6,847,442 11,383,578 11,360,922:   923,510    946,166
Old  :12,307,088: 1,062,145    308,858  4,204,622  6,116,810  6,847,442 11,383,578 11,360,922:   923,510    946,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :   190,771:    69,691     20,739     86,032     44,615    142,303    200,337    249,074:    -9,567    -58,304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        2.5       34.2       49.7       55.6       92.5       92.3:       7.5        7.7
Old  :     100.0:       8.6        2.5       34.2       49.7       55.6       92.5       92.3:       7.5        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        61         66        113        140        145        270        260:
Old  :       284:        61         66        113        140        145        270        260:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       23.7       34.0       35.0       18.8       15.5       25.1       19.7
Old  :                 22.3       23.7       34.0       35.0       18.8       15.5       25.1       19.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  : 1,033,964:    63,304     89,419     82,736    720,076    716,278    866,116    888,434:   167,847    145,530
Old  : 1,033,964:    63,304     89,419     82,736    720,076    716,278    866,116    888,434:   167,847    145,530
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    27,786:    -8,716     15,477      7,731     21,293     -7,738     20,308     15,470:     7,478     12,316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        8.6        8.0       69.6       69.3       83.8       85.9:      16.2       14.1
Old  :     100.0:       6.1        8.6        8.0       69.6       69.3       83.8       85.9:      16.2       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       559:        98        131         96        226        229        380        401:
Old  :       559:        98        131         96        226        229        380        401:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0        9.1       24.3       16.2       13.1        8.3       19.8       14.0
Old  :                 16.0        9.1       24.3       16.2       13.1        8.3       19.8       14.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :   413,910:    21,940     53,690     35,290    278,146    239,566    335,376    328,545:    78,534     85,364
Old  :   413,910:    21,940     53,690     35,290    278,146    239,566    335,376    328,545:    78,534     85,364
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     3,085:    -1,825     14,066     -4,479      7,421     -7,413      1,117      2,174:     1,968        912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       13.0        8.5       67.2       57.9       81.0       79.4:      19.0       20.6
Old  :     100.0:       5.3       13.0        8.5       67.2       57.9       81.0       79.4:      19.0       20.6
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  :       151:        25         26         34         76         70        118        113:
Old  :       151:        25         26         34         76         70        118        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       18.1       26.6       27.9       17.2       18.1       25.3       26.0
Old  :                 18.3       18.1       26.6       27.9       17.2       18.1       25.3       26.0
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,100,269:   340,426    312,254    103,626  2,209,648  2,383,562  2,653,700  2,799,442:   446,568    300,827
Old  : 3,100,269:   340,426    312,254    103,626  2,209,648  2,383,562  2,653,700  2,799,442:   446,568    300,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :   123,501:    20,601     62,120      5,988     69,363     -1,627     95,952     66,481:    27,549     57,020
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       10.1        3.3       71.3       76.9       85.6       90.3:      14.4        9.7
Old  :     100.0:      11.0       10.1        3.3       71.3       76.9       85.6       90.3:      14.4        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       499:        85        118         75        196        207        326        355:
Old  :       499:        85        118         75        196        207        326        355:
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       10.7       30.1       18.9       17.0        8.5       25.8       16.3
Old  :                 19.3       10.7       30.1       18.9       17.0        8.5       25.8       16.3
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, July 6, 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  :    88,684:     7,267      7,861        843     71,160     76,692     79,270     85,396:     9,414      3,288
Old  :    88,684:     7,267      7,861        843     71,160     76,692     79,270     85,396:     9,414      3,288
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    -4,541:    -2,714        230        843     -2,247     -5,419     -4,118     -4,346:      -423       -195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        8.9        1.0       80.2       86.5       89.4       96.3:      10.6        3.7
Old  :     100.0:       8.2        8.9        1.0       80.2       86.5       89.4       96.3:      10.6        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:         8          3          2         48         40         56         45:
Old  :        86:         8          3          2         48         40         56         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       51.7       52.9       68.8       33.3       51.7       49.6       67.2
Old  :                 35.0       51.7       52.9       68.8       33.3       51.7       49.6       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :    73,684:    10,014     16,044      1,285     53,456     51,041     64,756     68,370:     8,928      5,314
Old  :    73,684:    10,014     16,044      1,285     53,456     51,041     64,756     68,370:     8,928      5,314
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    12,651:       743      4,211        658      7,265      6,978      8,666     11,847:     3,985        804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       21.8        1.7       72.5       69.3       87.9       92.8:      12.1        7.2
Old  :     100.0:      13.6       21.8        1.7       72.5       69.3       87.9       92.8:      12.1        7.2
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  :       213:        50         39         18         74         83        132        132:
Old  :       213:        50         39         18         74         83        132        132:
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  :                 28.4       22.2       41.9       36.0       27.7       20.7       40.7       31.7
Old  :                 28.4       22.2       41.9       36.0       27.7       20.7       40.7       31.7
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, July 6, 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  :    11,093:       547        775          3      5,915      9,027      6,465      9,805:     4,628      1,288
Old  :    11,093:       547        775          3      5,915      9,027      6,465      9,805:     4,628      1,288
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        7.0        0.0       53.3       81.4       58.3       88.4:      41.7       11.6
Old  :     100.0:       4.9        7.0        0.0       53.3       81.4       58.3       88.4:      41.7       11.6
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  :        21:         2          1          1         10         10         12         12:
Old  :        21:         2          1          1         10         10         12         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       70.8       49.6       86.4       35.2       70.8       49.6       86.4
Old  :                 35.2       70.8       49.6       86.4       35.2       70.8       49.6       86.4
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, July 6, 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  :   312,953:    49,369     78,377      4,381    237,704    210,068    291,454    292,827:    21,500     20,127
Old  :   312,953:    49,369     78,377      4,381    237,704    210,068    291,454    292,827:    21,500     20,127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     7,791:     3,014     19,212      1,245      6,748    -10,246     11,007     10,211:    -3,216     -2,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       25.0        1.4       76.0       67.1       93.1       93.6:       6.9        6.4
Old  :     100.0:      15.8       25.0        1.4       76.0       67.1       93.1       93.6:       6.9        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  :       211:        48         41         17         69         78        126        127:
Old  :       211:        48         41         17         69         78        126        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       23.0       48.2       36.2       31.5       22.8       46.7       35.5
Old  :                 32.3       23.0       48.2       36.2       31.5       22.8       46.7       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :    74,620:    26,398     18,682      6,831     18,131     29,979     51,360     55,491:    23,260     19,129
Old  :    74,620:    26,398     18,682      6,831     18,131     29,979     51,360     55,491:    23,260     19,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     5,754:    -1,906      3,752      1,210      5,262       -425      4,567      4,537:     1,187      1,216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       25.0        9.2       24.3       40.2       68.8       74.4:      31.2       25.6
Old  :     100.0:      35.4       25.0        9.2       24.3       40.2       68.8       74.4:      31.2       25.6
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  :        62:        22         18         14         14         19         47         40:
Old  :        62:        22         18         14         14         19         47         40:
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       30.5       33.7       46.9       19.2       26.6       32.2       40.0
Old  :                 19.4       30.5       33.7       46.9       19.2       26.6       32.2       40.0
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, July 6, 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  :    32,415:    12,676      4,591          8     11,563     10,728     24,247     15,327:     8,168     17,088
Old  :    32,415:    12,676      4,591          8     11,563     10,728     24,247     15,327:     8,168     17,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     2,123:     1,760       -213          0       -644      1,294      1,116      1,081:     1,007      1,042
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       14.2        0.0       35.7       33.1       74.8       47.3:      25.2       52.7
Old  :     100.0:      39.1       14.2        0.0       35.7       33.1       74.8       47.3:      25.2       52.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        15          8          1         15         13         30         22:
Old  :        48:        15          8          1         15         13         30         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       25.5       48.2       33.7       36.4       25.5       48.2       33.7
Old  :                 36.4       25.5       48.2       33.7       36.4       25.5       48.2       33.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :    43,298:     5,498      9,003        272     28,131     24,536     33,901     33,811:     9,397      9,487
Old  :    43,298:     5,498      9,003        272     28,131     24,536     33,901     33,811:     9,397      9,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     3,544:        15      3,158         -5      3,267      1,546      3,277      4,699:       267     -1,155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       20.8        0.6       65.0       56.7       78.3       78.1:      21.7       21.9
Old  :     100.0:      12.7       20.8        0.6       65.0       56.7       78.3       78.1:      21.7       21.9
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  :        59:         8         12          2         18         25         27         38:
Old  :        59:         8         12          2         18         25         27         38:
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  :                 45.6       30.3       59.3       43.1       42.2       30.2       54.0       41.5
Old  :                 45.6       30.3       59.3       43.1       42.2       30.2       54.0       41.5
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, July 6, 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  :    40,142:     8,003        253        300     28,352     37,217     36,655     37,770:     3,487      2,372
Old  :    40,142:     8,003        253        300     28,352     37,217     36,655     37,770:     3,487      2,372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :       329:    -1,110         41          0      1,252       -255        142       -214:       187        543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        0.6        0.7       70.6       92.7       91.3       94.1:       8.7        5.9
Old  :     100.0:      19.9        0.6        0.7       70.6       92.7       91.3       94.1:       8.7        5.9
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  :        45:         8          1          1         22         21         30         23:
Old  :        45:         8          1          1         22         21         30         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       64.3       64.2       78.0       50.4       63.1       62.9       76.5
Old  :                 51.6       64.3       64.2       78.0       50.4       63.1       62.9       76.5
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI INDEX X $50)                                                         :
     :          :                                                                            :
All  :    25,694:     5,799        818          0     14,294     23,377     20,093     24,195:     5,601      1,499
Old  :    25,694:     5,799        818          0     14,294     23,377     20,093     24,195:     5,601      1,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :       175:      -316        105          0        797        231        481        336:      -306       -161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        3.2        0.0       55.6       91.0       78.2       94.2:      21.8        5.8
Old  :     100.0:      22.6        3.2        0.0       55.6       91.0       78.2       94.2:      21.8        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        10          3          0         16         16         26         19:
Old  :        40:        10          3          0         16         16         26         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       66.8       57.3       82.8       40.8       66.8       56.3       82.3
Old  :                 41.8       66.8       57.3       82.8       40.8       66.8       56.3       82.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :    15,967:     2,513      5,138          0      9,949     10,349     12,462     15,487:     3,505        480
Old  :    15,967:     2,513      5,138          0      9,949     10,349     12,462     15,487:     3,505        480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :      -284:      -212         -4       -226         46         47       -392       -183:       108       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       32.2        0.0       62.3       64.8       78.0       97.0:      22.0        3.0
Old  :     100.0:      15.7       32.2        0.0       62.3       64.8       78.0       97.0:      22.0        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         7          7          0          6          2         13          9:
Old  :        21:         7          7          0          6          2         13          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  :                 62.3       91.7       72.5       96.3       62.3       91.7       72.5       96.3
Old  :                 62.3       91.7       72.5       96.3       62.3       91.7       72.5       96.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 9, 2010