BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     4,238:         0          0          0      3,204      4,064      3,204      4,064:     1,034        175
Old  :     4,238:         0          0          0      3,204      4,064      3,204      4,064:     1,034        175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :       103:         0          0          0         71         73         71         73:        31         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       75.6       95.9       75.6       95.9:      24.4        4.1
Old  :     100.0:       0.0        0.0        0.0       75.6       95.9       75.6       95.9:      24.4        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         14          8         14          8:
Old  :        20:         0          0          0         14          8         14          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       76.2       60.8       95.9       42.9       74.4       60.6       92.5
Old  :                 42.9       76.2       60.8       95.9       42.9       74.4       60.6       92.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    50,457:     5,105      1,926      7,985     32,060     30,535     45,151     40,446:     5,306     10,011
Old  :    50,457:     5,105      1,926      7,985     32,060     30,535     45,151     40,446:     5,306     10,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     1,170:       154       -138         82      1,079      1,477      1,315      1,422:      -146       -252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        3.8       15.8       63.5       60.5       89.5       80.2:      10.5       19.8
Old  :     100.0:      10.1        3.8       15.8       63.5       60.5       89.5       80.2:      10.5       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        11         17         22         26         30         53         53:
Old  :        65:        11         17         22         26         30         53         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       31.4       62.7       44.2       38.8       25.8       53.2       35.9
Old  :                 43.6       31.4       62.7       44.2       38.8       25.8       53.2       35.9
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 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   256,020:    46,933     33,666     63,768    116,450    123,073    227,151    220,508:    28,869     35,512
Old  :   107,100:    24,477     47,776      9,961     61,531     34,737     95,969     92,474:    11,130     14,625
Other:   148,920:    46,159      9,594     30,103     54,920     88,336    131,182    128,033:    17,738     20,887
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    -7,855:    -5,935      2,633       -451     -1,512     -9,169     -7,897     -6,987:        42       -868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       13.1       24.9       45.5       48.1       88.7       86.1:      11.3       13.9
Old  :     100.0:      22.9       44.6        9.3       57.5       32.4       89.6       86.3:      10.4       13.7
Other:     100.0:      31.0        6.4       20.2       36.9       59.3       88.1       86.0:      11.9       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        90         71         98         46         55        196        183:
Old  :       211:        66         80         51         38         48        135        149:
Other:       201:        85         40         62         38         51        155        128:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.5       26.9       37.7       37.0       24.9       24.1       35.5       30.6
Old  :                 39.2       17.7       50.7       27.9       39.2       17.6       50.7       26.0
Other:                 27.6       34.8       39.7       46.7       24.3       31.9       34.5       41.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   356,559:    74,451     43,226     94,797    161,244    153,425    330,493    291,449:    26,067     65,111
Old  :   356,559:    74,451     43,226     94,797    161,244    153,425    330,493    291,449:    26,067     65,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    -5,348:    -4,315      6,440     -3,454      3,624     -4,432     -4,145     -1,446:    -1,203     -3,902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       12.1       26.6       45.2       43.0       92.7       81.7:       7.3       18.3
Old  :     100.0:      20.9       12.1       26.6       45.2       43.0       92.7       81.7:       7.3       18.3
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  :       369:        93         90        117        102        154        268        307:
Old  :       369:        93         90        117        102        154        268        307:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       15.4       31.4       24.3       19.6       12.3       30.9       20.1
Old  :                 19.9       15.4       31.4       24.3       19.6       12.3       30.9       20.1
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 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    14,909:     3,835      5,108      2,928      6,054      4,870     12,817     12,906:     2,092      2,002
Old  :    14,909:     3,835      5,108      2,928      6,054      4,870     12,817     12,906:     2,092      2,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :       328:       -37       -446        190        -23        386        130        131:       198        197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       34.3       19.6       40.6       32.7       86.0       86.6:      14.0       13.4
Old  :     100.0:      25.7       34.3       19.6       40.6       32.7       86.0       86.6:      14.0       13.4
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  :       113:        40         32         21         22         29         72         77:
Old  :       113:        40         32         21         22         29         72         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       24.2       48.2       38.5       26.7       22.2       44.7       34.6
Old  :                 26.7       24.2       48.2       38.5       26.7       22.2       44.7       34.6
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 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    34,952:    11,917      6,148      8,780      8,906      7,277     29,602     22,204:     5,350     12,748
Old  :    34,952:    11,917      6,148      8,780      8,906      7,277     29,602     22,204:     5,350     12,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    -1,959:       835       -197       -306     -1,512         71       -982       -432:      -977     -1,527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       17.6       25.1       25.5       20.8       84.7       63.5:      15.3       36.5
Old  :     100.0:      34.1       17.6       25.1       25.5       20.8       84.7       63.5:      15.3       36.5
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  :       131:        37         32         37         44         36        108         85:
Old  :       131:        37         32         37         44         36        108         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  :                 21.3       20.3       33.9       28.8       17.3       13.4       25.7       19.7
Old  :                 21.3       20.3       33.9       28.8       17.3       13.4       25.7       19.7
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 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   109,004:    32,932     32,116      7,112     37,558     46,296     77,603     85,524:    31,401     23,480
Old  :   109,004:    32,932     32,116      7,112     37,558     46,296     77,603     85,524:    31,401     23,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    -1,368:   -12,470     11,985       -844     13,239    -11,813        -74       -672:    -1,294       -696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       29.5        6.5       34.5       42.5       71.2       78.5:      28.8       21.5
Old  :     100.0:      30.2       29.5        6.5       34.5       42.5       71.2       78.5:      28.8       21.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        23         20         10         25         23         51         51:
Old  :        81:        23         20         10         25         23         51         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       24.3       35.5       40.8       19.6       23.1       30.2       39.5
Old  :                 22.1       24.3       35.5       40.8       19.6       23.1       30.2       39.5
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 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    63,505:    17,779     22,092      3,554     24,295     20,741     45,628     46,387:    17,877     17,119
Old  :    63,505:    17,779     22,092      3,554     24,295     20,741     45,628     46,387:    17,877     17,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     5,170:      -315      2,440        493      9,686       -436      9,864      2,497:    -4,693      2,673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       34.8        5.6       38.3       32.7       71.8       73.0:      28.2       27.0
Old  :     100.0:      28.0       34.8        5.6       38.3       32.7       71.8       73.0:      28.2       27.0
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  :        50:        14         16          5         15         12         30         32:
Old  :        50:        14         16          5         15         12         30         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       32.0       49.5       45.6       32.3       32.0       42.8       42.9
Old  :                 36.6       32.0       49.5       45.6       32.3       32.0       42.8       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   104,643:    90,545     11,789        305      5,705     91,016     96,555    103,110:     8,088      1,533
Old  :   104,643:    90,545     11,789        305      5,705     91,016     96,555    103,110:     8,088      1,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    -7,046:    -7,430      3,926     -1,144        105     -9,300     -8,469     -6,518:     1,423       -528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.5       11.3        0.3        5.5       87.0       92.3       98.5:       7.7        1.5
Old  :     100.0:      86.5       11.3        0.3        5.5       87.0       92.3       98.5:       7.7        1.5
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  :       102:        67         13          1          9         16         76         30:
Old  :       102:        67         13          1          9         16         76         30:
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  :                 50.5       64.1       61.6       83.0       50.5       64.1       61.6       82.0
Old  :                 50.5       64.1       61.6       83.0       50.5       64.1       61.6       82.0
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 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   111,838:    43,270     40,778      6,842     41,524     38,158     91,636     85,778:    20,201     26,059
Old  :   111,838:    43,270     40,778      6,842     41,524     38,158     91,636     85,778:    20,201     26,059
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    -4,483:    -5,248     -3,497        448      1,997       -645     -2,802     -3,694:    -1,681       -789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7       36.5        6.1       37.1       34.1       81.9       76.7:      18.1       23.3
Old  :     100.0:      38.7       36.5        6.1       37.1       34.1       81.9       76.7:      18.1       23.3
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  :        77:        20         32         11         14         19         40         56:
Old  :        77:        20         32         11         14         19         40         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       27.2       50.2       39.6       31.9       25.4       48.4       37.0
Old  :                 33.4       27.2       50.2       39.6       31.9       25.4       48.4       37.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   223,505:    34,188     44,712     20,026    145,664    133,184    199,878    197,922:    23,627     25,583
Old  :   223,505:    34,188     44,712     20,026    145,664    133,184    199,878    197,922:    23,627     25,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    -8,398:    -8,096      9,750       -846      3,896    -21,076     -5,046    -12,172:    -3,351      3,775
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       20.0        9.0       65.2       59.6       89.4       88.6:      10.6       11.4
Old  :     100.0:      15.3       20.0        9.0       65.2       59.6       89.4       88.6:      10.6       11.4
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  :        98:        31         30         17         27         23         65         63:
Old  :        98:        31         30         17         27         23         65         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.7       44.2       63.5       60.0       33.6       31.5       40.4       40.6
Old  :                 48.7       44.2       63.5       60.0       33.6       31.5       40.4       40.6
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 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   193,533:    53,919     68,768     31,109     62,046     43,672    147,074    143,550:    46,459     49,983
Old  :   193,533:    53,919     68,768     31,109     62,046     43,672    147,074    143,550:    46,459     49,983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :   -17,671:   -16,948      3,861        512      1,525    -22,561    -14,911    -18,188:    -2,760        517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       35.5       16.1       32.1       22.6       76.0       74.2:      24.0       25.8
Old  :     100.0:      27.9       35.5       16.1       32.1       22.6       76.0       74.2:      24.0       25.8
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  :       146:        50         49         41         32         37        102        107:
Old  :       146:        50         49         41         32         37        102        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       18.0       31.0       28.4       19.1       14.7       27.1       23.1
Old  :                 20.0       18.0       31.0       28.4       19.1       14.7       27.1       23.1
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 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    28,995:    11,649     10,065          0     14,667     17,116     26,316     27,181:     2,679      1,814
Old  :    28,995:    11,649     10,065          0     14,667     17,116     26,316     27,181:     2,679      1,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     1,063:    -1,735      1,665          0      2,773       -980      1,038        685:        25        378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       34.7        0.0       50.6       59.0       90.8       93.7:       9.2        6.3
Old  :     100.0:      40.2       34.7        0.0       50.6       59.0       90.8       93.7:       9.2        6.3
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  :        39:        12          9          0         13         10         25         19:
Old  :        39:        12          9          0         13         10         25         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  :                 50.7       78.6       69.1       86.4       50.7       72.7       65.8       80.5
Old  :                 50.7       78.6       69.1       86.4       50.7       72.7       65.8       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :15,688,209:   851,711    354,837  5,300,365  8,477,371  9,045,787 14,629,447 14,700,989: 1,058,762    987,219
Old  :15,688,209:   851,711    354,837  5,300,365  8,477,371  9,045,787 14,629,447 14,700,989: 1,058,762    987,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :   197,409:   -29,759     16,415    169,757     88,076     81,488    228,074    267,660:   -30,665    -70,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        2.3       33.8       54.0       57.7       93.3       93.7:       6.7        6.3
Old  :     100.0:       5.4        2.3       33.8       54.0       57.7       93.3       93.7:       6.7        6.3
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  :       281:        82         50        119        132        127        271        250:
Old  :       281:        82         50        119        132        127        271        250:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       21.9       31.1       34.4       16.8       13.9       20.6       20.5
Old  :                 20.6       21.9       31.1       34.4       16.8       13.9       20.6       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   705,042:    77,845     52,207     84,682    418,776    413,579    581,302    550,468:   123,739    154,573
Old  :   705,042:    77,845     52,207     84,682    418,776    413,579    581,302    550,468:   123,739    154,573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     7,708:    -7,217      2,800      1,726      9,051      1,815      3,560      6,341:     4,149      1,367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        7.4       12.0       59.4       58.7       82.4       78.1:      17.6       21.9
Old  :     100.0:      11.0        7.4       12.0       59.4       58.7       82.4       78.1:      17.6       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  :       209:        51         51         65         83         65        169        147:
Old  :       209:        51         51         65         83         65        169        147:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       21.9       26.8       32.2       17.3       21.8       25.4       31.2
Old  :                 17.8       21.9       26.8       32.2       17.3       21.8       25.4       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,665,854:   469,338    629,459    188,983  1,507,511  1,638,545  2,165,833  2,456,987:   500,021    208,867
Old  : 2,665,854:   469,338    629,459    188,983  1,507,511  1,638,545  2,165,833  2,456,987:   500,021    208,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    74,374:    27,116    -20,679     11,391     32,200     79,896     70,706     70,609:     3,668      3,765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       23.6        7.1       56.5       61.5       81.2       92.2:      18.8        7.8
Old  :     100.0:      17.6       23.6        7.1       56.5       61.5       81.2       92.2:      18.8        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       395:       117        114         98        112        109        285        266:
Old  :       395:       117        114         98        112        109        285        266:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       18.0       26.1       27.1       12.1       13.6       20.4       22.2
Old  :                 16.7       18.0       26.1       27.1       12.1       13.6       20.4       22.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   105,331:    16,076     30,525        641     74,179     70,983     90,896    102,149:    14,434      3,182
Old  :   105,331:    16,076     30,525        641     74,179     70,983     90,896    102,149:    14,434      3,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     9,319:     3,713        422        280      4,796      9,002      8,789      9,704:       530       -385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       29.0        0.6       70.4       67.4       86.3       97.0:      13.7        3.0
Old  :     100.0:      15.3       29.0        0.6       70.4       67.4       86.3       97.0:      13.7        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  :        84:        11         18          4         39         28         53         47:
Old  :        84:        11         18          4         39         28         53         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       39.9       48.1       61.9       26.4       39.9       44.4       60.7
Old  :                 27.8       39.9       48.1       61.9       26.4       39.9       44.4       60.7
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 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    30,219:     3,128      6,195          5     20,970     17,623     24,103     23,823:     6,116      6,396
Old  :    30,219:     3,128      6,195          5     20,970     17,623     24,103     23,823:     6,116      6,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     1,680:       177     -1,840         -0      1,272      1,763      1,449        -77:       231      1,757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       20.5        0.0       69.4       58.3       79.8       78.8:      20.2       21.2
Old  :     100.0:      10.4       20.5        0.0       69.4       58.3       79.8       78.8:      20.2       21.2
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  :        48:         5         11          1         20         20         26         31:
Old  :        48:         5         11          1         20         20         26         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       36.2       62.8       54.5       49.1       36.2       61.3       54.4
Old  :                 50.6       36.2       62.8       54.5       49.1       36.2       61.3       54.4
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 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   331,670:   104,569    139,875      8,615    187,035    156,850    300,219    305,341:    31,451     26,329
Old  :   331,670:   104,569    139,875      8,615    187,035    156,850    300,219    305,341:    31,451     26,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     2,565:    10,108     -3,741     -2,996     -7,506     10,888       -394      4,151:     2,958     -1,586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       42.2        2.6       56.4       47.3       90.5       92.1:       9.5        7.9
Old  :     100.0:      31.5       42.2        2.6       56.4       47.3       90.5       92.1:       9.5        7.9
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  :       240:        71         71         24         55         57        143        136:
Old  :       240:        71         71         24         55         57        143        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       22.6       39.9       35.0       23.6       21.9       35.6       33.5
Old  :                 27.4       22.6       39.9       35.0       23.6       21.9       35.6       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   101,014:    45,321     19,160      5,508     20,964     66,465     71,793     91,133:    29,222      9,881
Old  :   101,014:    45,321     19,160      5,508     20,964     66,465     71,793     91,133:    29,222      9,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :   -17,551:   -21,200      4,395     -2,380      8,353    -16,166    -15,228    -14,152:    -2,324     -3,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9       19.0        5.5       20.8       65.8       71.1       90.2:      28.9        9.8
Old  :     100.0:      44.9       19.0        5.5       20.8       65.8       71.1       90.2:      28.9        9.8
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  :        58:        23         12          3         19         15         43         29:
Old  :        58:        23         12          3         19         15         43         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  :                 20.4       49.3       33.4       66.8       18.3       47.7       30.2       64.1
Old  :                 20.4       49.3       33.4       66.8       18.3       47.7       30.2       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    31,464:     1,320     11,474          0     26,154     16,219     27,474     27,693:     3,990      3,770
Old  :    31,464:     1,320     11,474          0     26,154     16,219     27,474     27,693:     3,990      3,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    -4,380:       296     -4,155          0     -1,305         33     -1,009     -4,122:    -3,371       -258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       36.5        0.0       83.1       51.5       87.3       88.0:      12.7       12.0
Old  :     100.0:       4.2       36.5        0.0       83.1       51.5       87.3       88.0:      12.7       12.0
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  :        51:         3         15          0         19         19         22         34:
Old  :        51:         3         15          0         19         19         22         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       29.8       71.6       46.0       52.4       28.2       62.8       43.3
Old  :                 59.7       29.8       71.6       46.0       52.4       28.2       62.8       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   601,485:    83,635    261,354      5,332    500,248    310,630    589,214    577,316:    12,271     24,169
Old  :   601,485:    83,635    261,354      5,332    500,248    310,630    589,214    577,316:    12,271     24,169
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :   -33,713:       103    -19,059       -287    -34,034      9,431    -34,219     -9,915:       505    -23,798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       43.5        0.9       83.2       51.6       98.0       96.0:       2.0        4.0
Old  :     100.0:      13.9       43.5        0.9       83.2       51.6       98.0       96.0:       2.0        4.0
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  :       256:        40        105         27         60         75        120        187:
Old  :       256:        40        105         27         60         75        120        187:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.4       23.4       73.7       33.5       57.3       23.4       70.2       32.6
Old  :                 60.4       23.4       73.7       33.5       57.3       23.4       70.2       32.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    76,994:    14,141     37,871          7     54,130     31,204     68,278     69,082:     8,716      7,912
Old  :    76,994:    14,141     37,871          7     54,130     31,204     68,278     69,082:     8,716      7,912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     1,720:        32      1,422          0      1,574       -369      1,606      1,053:       114        667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       49.2        0.0       70.3       40.5       88.7       89.7:      11.3       10.3
Old  :     100.0:      18.4       49.2        0.0       70.3       40.5       88.7       89.7:      11.3       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        21         20          3         16         23         39         44:
Old  :        74:        21         20          3         16         23         39         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.2       45.2       68.2       65.1       52.2       43.8       67.3       63.7
Old  :                 52.2       45.2       68.2       65.1       52.2       43.8       67.3       63.7
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 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    59,910:     7,952      8,666        388     20,342     41,594     28,682     50,648:    31,228      9,262
Old  :    59,910:     7,952      8,666        388     20,342     41,594     28,682     50,648:    31,228      9,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     7,857:       297      2,113         49        881      3,327      1,227      5,489:     6,630      2,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       14.5        0.6       34.0       69.4       47.9       84.5:      52.1       15.5
Old  :     100.0:      13.3       14.5        0.6       34.0       69.4       47.9       84.5:      52.1       15.5
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  :        56:        13          9          2         19         19         34         28:
Old  :        56:        13          9          2         19         19         34         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       48.9       29.3       64.0       17.9       46.4       25.1       58.7
Old  :                 20.2       48.9       29.3       64.0       17.9       46.4       25.1       58.7
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 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    19,741:     5,222     11,371         52     12,835      6,615     18,109     18,038:     1,632      1,703
Old  :    19,741:     5,222     11,371         52     12,835      6,615     18,109     18,038:     1,632      1,703
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :       834:       316        618          0        291         12        607        630:       227        204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       57.6        0.3       65.0       33.5       91.7       91.4:       8.3        8.6
Old  :     100.0:      26.5       57.6        0.3       65.0       33.5       91.7       91.4:       8.3        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        11          6          1          8          7         19         14:
Old  :        30:        11          6          1          8          7         19         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.7       62.2       75.9       80.8       59.8       62.2       69.4       77.3
Old  :                 65.7       62.2       75.9       80.8       59.8       62.2       69.4       77.3
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 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    14,849:     6,288      1,490          0      7,718     12,626     14,006     14,116:       843        733
Old  :    14,849:     6,288      1,490          0      7,718     12,626     14,006     14,116:       843        733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :       142:       254        706          0        -17       -523        237        183:       -95        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3       10.0        0.0       52.0       85.0       94.3       95.1:       5.7        4.9
Old  :     100.0:      42.3       10.0        0.0       52.0       85.0       94.3       95.1:       5.7        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        12          6          0          6          6         18         12:
Old  :        27:        12          6          0          6          6         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  :                 66.5       86.7       83.6       91.8       65.1       86.7       81.8       91.4
Old  :                 66.5       86.7       83.6       91.8       65.1       86.7       81.8       91.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 100,000,000)                                             :
     :          :                                                                            :
All  :    13,685:     1,080      1,127         14      8,910     10,409     10,004     11,550:     3,681      2,135
Old  :    13,685:     1,080      1,127         14      8,910     10,409     10,004     11,550:     3,681      2,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     1,197:         0        400          0        680      1,216        680      1,616:       517       -419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        8.2        0.1       65.1       76.1       73.1       84.4:      26.9       15.6
Old  :     100.0:       7.9        8.2        0.1       65.1       76.1       73.1       84.4:      26.9       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          4          2         14         13         19         18:
Old  :        28:         4          4          2         14         13         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       52.9       57.3       68.3       40.1       49.6       54.8       63.1
Old  :                 42.3       52.9       57.3       68.3       40.1       49.6       54.8       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 1, 2008