BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :     3,465:         0          0          0      2,480      2,982      2,480      2,982:       985        483
Old  :     3,465:         0          0          0      2,480      2,982      2,480      2,982:       985        483
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :        11:         0          0          0         68         44         68         44:       -58        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       71.6       86.1       71.6       86.1:      28.4       13.9
Old  :     100.0:       0.0        0.0        0.0       71.6       86.1       71.6       86.1:      28.4       13.9
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  :        20:         0          0          0         15          9         15          9:
Old  :        20:         0          0          0         15          9         15          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       70.8       59.3       85.2       43.2       70.6       58.0       82.3
Old  :                 44.6       70.8       59.3       85.2       43.2       70.6       58.0       82.3
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, September 30, 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  :    59,485:     3,854      5,995      9,626     39,466     32,972     52,946     48,592:     6,538     10,892
Old  :    59,485:     3,854      5,995      9,626     39,466     32,972     52,946     48,592:     6,538     10,892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :     3,870:     1,094        621        704      3,159      3,181      4,957      4,506:    -1,087       -636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       10.1       16.2       66.3       55.4       89.0       81.7:      11.0       18.3
Old  :     100.0:       6.5       10.1       16.2       66.3       55.4       89.0       81.7:      11.0       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  :        74:         9         23         21         28         35         55         61:
Old  :        74:         9         23         21         28         35         55         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       26.1       58.9       37.4       39.5       22.8       52.6       32.7
Old  :                 44.8       26.1       58.9       37.4       39.5       22.8       52.6       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   216,467:    37,936     30,717     51,351    103,173    100,392    192,459    182,460:    24,007     34,006
Old  :    22,831:     7,325      4,343      4,196      7,530      9,733     19,051     18,271:     3,779      4,560
Other:   193,636:    33,623     29,387     44,143     95,643     90,659    173,408    164,189:    20,228     29,447
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    -3,008:    -1,586      1,771     -3,159        622     -4,534     -4,122     -5,922:     1,115      2,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       14.2       23.7       47.7       46.4       88.9       84.3:      11.1       15.7
Old  :     100.0:      32.1       19.0       18.4       33.0       42.6       83.4       80.0:      16.6       20.0
Other:     100.0:      17.4       15.2       22.8       49.4       46.8       89.6       84.8:      10.4       15.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        72         78         84         50         60        174        186:
Old  :       123:        43         31         26         20         41         76         85:
Other:       228:        67         74         78         47         59        160        179:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.5       24.8       37.1       35.5       22.5       21.2       35.6       28.4
Old  :                 27.0       27.8       37.8       39.3       22.2       20.7       30.7       31.1
Other:                 25.2       26.9       40.8       35.9       25.1       24.6       38.9       31.2
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   291,455:    65,348     55,627     57,179    144,475    121,327    267,002    234,132:    24,453     57,322
Old  :   291,455:    65,348     55,627     57,179    144,475    121,327    267,002    234,132:    24,453     57,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    -6,061:    -2,439     -4,286       -694     -3,121     -1,810     -6,254     -6,790:       193        728
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       19.1       19.6       49.6       41.6       91.6       80.3:       8.4       19.7
Old  :     100.0:      22.4       19.1       19.6       49.6       41.6       91.6       80.3:       8.4       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       343:        71         98         94        101        145        232        292:
Old  :       343:        71         98         94        101        145        232        292:
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  :                 20.3       16.3       33.1       24.3       19.6       13.2       32.3       19.2
Old  :                 20.3       16.3       33.1       24.3       19.6       13.2       32.3       19.2
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, September 30, 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  :    11,805:     3,832      5,077      1,451      4,483      2,787      9,766      9,315:     2,040      2,490
Old  :    11,805:     3,832      5,077      1,451      4,483      2,787      9,766      9,315:     2,040      2,490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :      -691:      -596       -217       -308        -15       -330       -919       -856:       228        165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       43.0       12.3       38.0       23.6       82.7       78.9:      17.3       21.1
Old  :     100.0:      32.5       43.0       12.3       38.0       23.6       82.7       78.9:      17.3       21.1
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  :        99:        29         32         18         22         27         59         74:
Old  :        99:        29         32         18         22         27         59         74:
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  :                 26.8       26.2       45.1       35.3       26.4       26.2       44.5       35.0
Old  :                 26.8       26.2       45.1       35.3       26.4       26.2       44.5       35.0
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, September 30, 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  :    28,697:     8,468      9,933      5,729      9,684      3,745     23,881     19,407:     4,816      9,290
Old  :    28,697:     8,468      9,933      5,729      9,684      3,745     23,881     19,407:     4,816      9,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :      -945:       112         44       -652       -136        -83       -676       -691:      -270       -254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       34.6       20.0       33.7       13.1       83.2       67.6:      16.8       32.4
Old  :     100.0:      29.5       34.6       20.0       33.7       13.1       83.2       67.6:      16.8       32.4
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  :       124:        33         39         26         40         23         86         79:
Old  :       124:        33         39         26         40         23         86         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       23.2       29.8       30.9       17.7       18.0       26.2       23.5
Old  :                 20.1       23.2       29.8       30.9       17.7       18.0       26.2       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   105,737:    19,410     34,575     14,087     49,653     35,362     83,150     84,024:    22,587     21,713
Old  :   105,737:    19,410     34,575     14,087     49,653     35,362     83,150     84,024:    22,587     21,713
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :     2,179:     1,912        878      2,763        347        563      5,022      4,204:    -2,843     -2,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       32.7       13.3       47.0       33.4       78.6       79.5:      21.4       20.5
Old  :     100.0:      18.4       32.7       13.3       47.0       33.4       78.6       79.5:      21.4       20.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        22         24         18         20         18         50         55:
Old  :        77:        22         24         18         20         18         50         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       32.5       51.2       45.2       37.2       29.8       46.5       39.9
Old  :                 39.9       32.5       51.2       45.2       37.2       29.8       46.5       39.9
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, September 30, 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  :    49,478:     5,783     15,976      8,138     22,101     11,167     36,021     35,282:    13,457     14,197
Old  :    49,478:     5,783     15,976      8,138     22,101     11,167     36,021     35,282:    13,457     14,197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    -2,097:    -3,702       -684      2,323        108     -5,458     -1,272     -3,819:      -825      1,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       32.3       16.4       44.7       22.6       72.8       71.3:      27.2       28.7
Old  :     100.0:      11.7       32.3       16.4       44.7       22.6       72.8       71.3:      27.2       28.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        10         19          9          8          7         22         31:
Old  :        41:        10         19          9          8          7         22         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  :                 41.2       31.4       58.0       43.9       36.1       22.1       46.1       31.8
Old  :                 41.2       31.4       58.0       43.9       36.1       22.1       46.1       31.8
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, September 30, 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  :    55,063:    18,220      6,204          0     33,784     46,190     52,004     52,394:     3,059      2,669
Old  :    55,063:    18,220      6,204          0     33,784     46,190     52,004     52,394:     3,059      2,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :     6,501:     3,722     -1,865          0      3,496      8,632      7,218      6,767:      -717       -266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       11.3        0.0       61.4       83.9       94.4       95.2:       5.6        4.8
Old  :     100.0:      33.1       11.3        0.0       61.4       83.9       94.4       95.2:       5.6        4.8
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  :        56:        18         17          0         10         12         28         29:
Old  :        56:        18         17          0         10         12         28         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  :                 60.3       71.0       79.3       83.5       50.4       55.5       62.0       64.3
Old  :                 60.3       71.0       79.3       83.5       50.4       55.5       62.0       64.3
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, September 30, 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  :   122,067:    19,444     51,087     14,751     74,840     29,643    109,035     95,481:    13,032     26,586
Old  :   122,067:    19,444     51,087     14,751     74,840     29,643    109,035     95,481:    13,032     26,586
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :     6,262:     7,794     -6,725      2,295     -4,231     12,014      5,857      7,584:       405     -1,322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       41.9       12.1       61.3       24.3       89.3       78.2:      10.7       21.8
Old  :     100.0:      15.9       41.9       12.1       61.3       24.3       89.3       78.2:      10.7       21.8
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  :        72:        14         33         13         16         19         34         61:
Old  :        72:        14         33         13         16         19         34         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       22.0       64.8       34.6       42.2       21.4       60.5       31.3
Old  :                 44.9       22.0       64.8       34.6       42.2       21.4       60.5       31.3
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, September 30, 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  :   203,237:    64,398     27,108     18,307     93,282    141,292    175,986    186,707:    27,251     16,530
Old  :   203,237:    64,398     27,108     18,307     93,282    141,292    175,986    186,707:    27,251     16,530
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    21,211:    17,157      7,714      2,290        -71     10,593     19,376     20,596:     1,835        615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       13.3        9.0       45.9       69.5       86.6       91.9:      13.4        8.1
Old  :     100.0:      31.7       13.3        9.0       45.9       69.5       86.6       91.9:      13.4        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        41         28         21         22         19         74         57:
Old  :       100:        41         28         21         22         19         74         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       52.9       53.4       67.6       36.7       52.7       46.2       65.0
Old  :                 39.7       52.9       53.4       67.6       36.7       52.7       46.2       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   233,352:    26,059     58,134     47,826    103,358     67,860    177,243    173,820:    56,109     59,532
Old  :   233,352:    26,059     58,134     47,826    103,358     67,860    177,243    173,820:    56,109     59,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    30,701:    -4,777     -7,990     10,332     11,912     12,866     17,467     15,208:    13,235     15,494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       24.9       20.5       44.3       29.1       76.0       74.5:      24.0       25.5
Old  :     100.0:      11.2       24.9       20.5       44.3       29.1       76.0       74.5:      24.0       25.5
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  :       140:        40         58         37         29         34         89        109:
Old  :       140:        40         58         37         29         34         89        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       22.6       36.3       34.2       19.3       16.9       27.8       21.3
Old  :                 22.7       22.6       36.3       34.2       19.3       16.9       27.8       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :    18,911:     4,552      9,333          0     13,508      7,110     18,060     16,443:       851      2,468
Old  :    18,911:     4,552      9,333          0     13,508      7,110     18,060     16,443:       851      2,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    -3,426:       134        329          0     -3,168     -2,615     -3,034     -2,286:      -392     -1,140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       49.4        0.0       71.4       37.6       95.5       86.9:       4.5       13.1
Old  :     100.0:      24.1       49.4        0.0       71.4       37.6       95.5       86.9:       4.5       13.1
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  :        26:         5          8          0         10          5         15         13:
Old  :        26:         5          8          0         10          5         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.9       72.1       88.3       81.5       65.9       72.1       86.3       81.0
Old  :                 65.9       72.1       88.3       81.5       65.9       72.1       86.3       81.0
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, September 30, 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  :13,622,875:   755,078    387,688  4,445,624  7,535,839  7,913,200 12,736,540 12,746,512:   886,334    876,362
Old  :13,622,875:   755,078    387,688  4,445,624  7,535,839  7,913,200 12,736,540 12,746,512:   886,334    876,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :   220,057:    12,264       -519    123,853    187,911    121,028    324,028    244,362:  -103,971    -24,305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        2.8       32.6       55.3       58.1       93.5       93.6:       6.5        6.4
Old  :     100.0:       5.5        2.8       32.6       55.3       58.1       93.5       93.6:       6.5        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        74         40        100        125        119        241        223:
Old  :       248:        74         40        100        125        119        241        223:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       23.6       34.9       37.8       19.1       14.8       22.4       21.7
Old  :                 25.7       23.6       34.9       37.8       19.1       14.8       22.4       21.7
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, September 30, 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  :   770,080:    86,923     48,691     82,186    480,391    502,665    649,501    633,542:   120,580    136,538
Old  :   770,080:    86,923     48,691     82,186    480,391    502,665    649,501    633,542:   120,580    136,538
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    71,385:       984     -5,048        -88     70,852     66,252     71,748     61,116:      -362     10,270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        6.3       10.7       62.4       65.3       84.3       82.3:      15.7       17.7
Old  :     100.0:      11.3        6.3       10.7       62.4       65.3       84.3       82.3:      15.7       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        56         36         56         87         76        168        143:
Old  :       206:        56         36         56         87         76        168        143:
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  :                 17.1       19.0       27.1       30.9       15.1       18.3       21.9       28.4
Old  :                 17.1       19.0       27.1       30.9       15.1       18.3       21.9       28.4
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, September 30, 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  : 2,817,531:   370,941    495,300    224,104  1,663,178  1,757,804  2,258,223  2,477,208:   559,308    340,323
Old  : 2,817,531:   370,941    495,300    224,104  1,663,178  1,757,804  2,258,223  2,477,208:   559,308    340,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :   345,566:    30,735      4,416     30,986    181,976    291,245    243,697    326,647:   101,869     18,919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       17.6        8.0       59.0       62.4       80.1       87.9:      19.9       12.1
Old  :     100.0:      13.2       17.6        8.0       59.0       62.4       80.1       87.9:      19.9       12.1
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  :       401:       108        102         86        131        131        287        271:
Old  :       401:       108        102         86        131        131        287        271:
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  :                 16.1       21.2       26.0       31.5       11.0       18.4       20.8       26.5
Old  :                 16.1       21.2       26.0       31.5       11.0       18.4       20.8       26.5
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, September 30, 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  :    94,439:     9,776     20,075      1,035     72,199     69,956     83,010     91,066:    11,429      3,373
Old  :    94,439:     9,776     20,075      1,035     72,199     69,956     83,010     91,066:    11,429      3,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :     7,801:       104     -1,419        667      5,585      8,359      6,357      7,607:     1,445        195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       21.3        1.1       76.5       74.1       87.9       96.4:      12.1        3.6
Old  :     100.0:      10.4       21.3        1.1       76.5       74.1       87.9       96.4:      12.1        3.6
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  :        79:         8         13          2         35         35         44         49:
Old  :        79:         8         13          2         35         35         44         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       40.1       54.6       57.6       30.6       40.1       49.9       57.6
Old  :                 33.2       40.1       54.6       57.6       30.6       40.1       49.9       57.6
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, September 30, 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  :    22,175:     1,472      3,417         10     15,513     10,690     16,995     14,117:     5,180      8,058
Old  :    22,175:     1,472      3,417         10     15,513     10,690     16,995     14,117:     5,180      8,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :     1,143:      -379        -91        -79      1,502     -1,481      1,044     -1,650:        99      2,794
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       15.4        0.0       70.0       48.2       76.6       63.7:      23.4       36.3
Old  :     100.0:       6.6       15.4        0.0       70.0       48.2       76.6       63.7:      23.4       36.3
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  :        38:         4          9          1         21         14         25         24:
Old  :        38:         4          9          1         21         14         25         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       37.6       51.8       49.4       36.8       33.1       48.9       44.2
Old  :                 36.9       37.6       51.8       49.4       36.8       33.1       48.9       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   314,836:    71,781     68,951      5,785    181,204    205,825    258,770    280,561:    56,067     34,275
Old  :   314,836:    71,781     68,951      5,785    181,204    205,825    258,770    280,561:    56,067     34,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    24,733:   -14,425    -35,681       -268      7,378     37,915     -7,316      1,966:    32,049     22,767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       21.9        1.8       57.6       65.4       82.2       89.1:      17.8       10.9
Old  :     100.0:      22.8       21.9        1.8       57.6       65.4       82.2       89.1:      17.8       10.9
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  :       211:        53         49         18         61         66        118        129:
Old  :       211:        53         49         18         61         66        118        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       18.2       42.8       31.0       29.4       16.5       39.5       28.2
Old  :                 31.8       18.2       42.8       31.0       29.4       16.5       39.5       28.2
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, September 30, 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  :    61,298:     9,986     22,745      4,492     32,585     19,228     47,063     46,466:    14,234     14,832
Old  :    61,298:     9,986     22,745      4,492     32,585     19,228     47,063     46,466:    14,234     14,832
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :      -885:     1,338     -4,464      1,198       -739      3,166      1,798        -99:    -2,683       -786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       37.1        7.3       53.2       31.4       76.8       75.8:      23.2       24.2
Old  :     100.0:      16.3       37.1        7.3       53.2       31.4       76.8       75.8:      23.2       24.2
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  :        44:         9         18          7         10         14         22         36:
Old  :        44:         9         18          7         10         14         22         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       28.1       65.7       44.4       46.6       27.3       58.7       42.0
Old  :                 48.2       28.1       65.7       44.4       46.6       27.3       58.7       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :    61,402:    14,115     19,458         21     38,894     33,744     53,030     53,223:     8,372      8,179
Old  :    61,402:    14,115     19,458         21     38,894     33,744     53,030     53,223:     8,372      8,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :     2,827:      -521     -1,773         14      2,244      2,885      1,736      1,126:     1,091      1,701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       31.7        0.0       63.3       55.0       86.4       86.7:      13.6       13.3
Old  :     100.0:      23.0       31.7        0.0       63.3       55.0       86.4       86.7:      13.6       13.3
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  :        63:        16         13          2         17         21         34         35:
Old  :        63:        16         13          2         17         21         34         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       45.2       63.0       65.9       45.4       42.4       59.9       61.0
Old  :                 45.5       45.2       63.0       65.9       45.4       42.4       59.9       61.0
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, September 30, 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  :    59,304:     9,449     11,333        300     31,328     33,032     41,077     44,665:    18,227     14,639
Old  :    59,304:     9,449     11,333        300     31,328     33,032     41,077     44,665:    18,227     14,639
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :     6,027:       572     -3,736        169      3,010      3,816      3,751        249:     2,276      5,778
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       19.1        0.5       52.8       55.7       69.3       75.3:      30.7       24.7
Old  :     100.0:      15.9       19.1        0.5       52.8       55.7       69.3       75.3:      30.7       24.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        11          9          2         17         23         30         32:
Old  :        56:        11          9          2         17         23         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  :                 34.9       37.7       49.0       50.5       31.4       37.3       45.1       48.9
Old  :                 34.9       37.7       49.0       50.5       31.4       37.3       45.1       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                                                          Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :    18,193:     3,147      5,692         37     13,314     10,958     16,498     16,687:     1,695      1,506
Old  :    18,193:     3,147      5,692         37     13,314     10,958     16,498     16,687:     1,695      1,506
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :      -280:      -711     -2,951          0        357      2,557       -354       -394:        74        114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       31.3        0.2       73.2       60.2       90.7       91.7:       9.3        8.3
Old  :     100.0:      17.3       31.3        0.2       73.2       60.2       90.7       91.7:       9.3        8.3
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  :        28:         6          6          1          8         10         15         16:
Old  :        28:         6          6          1          8         10         15         16:
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  :                 63.2       52.1       78.7       79.3       54.9       51.9       69.5       73.4
Old  :                 63.2       52.1       78.7       79.3       54.9       51.9       69.5       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :    15,716:     6,404      1,915          0      8,478     13,048     14,882     14,963:       834        753
Old  :    15,716:     6,404      1,915          0      8,478     13,048     14,882     14,963:       834        753
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :        92:        72        106          0       -124         75        -52        181:       144        -89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7       12.2        0.0       53.9       83.0       94.7       95.2:       5.3        4.8
Old  :     100.0:      40.7       12.2        0.0       53.9       83.0       94.7       95.2:       5.3        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         8          9          0          6          5         14         14:
Old  :        26:         8          9          0          6          5         14         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  :                 66.7       84.4       85.0       90.1       65.6       84.4       83.9       90.1
Old  :                 66.7       84.4       85.0       90.1       65.6       84.4       83.9       90.1
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, September 30, 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  :     9,623:       690        986        429      7,520      6,009      8,639      7,424:       984      2,199
Old  :     9,623:       690        986        429      7,520      6,009      8,639      7,424:       984      2,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       10.2        4.5       78.1       62.4       89.8       77.1:      10.2       22.9
Old  :     100.0:       7.2       10.2        4.5       78.1       62.4       89.8       77.1:      10.2       22.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          3          1         10          9         14         12:
Old  :        20:         3          3          1         10          9         14         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  :                 67.9       49.6       82.4       67.3       65.3       48.3       76.9       62.1
Old  :                 67.9       49.6       82.4       67.3       65.3       48.3       76.9       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 3, 2008