MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    48,733:       536      6,652     10,241     32,322     22,331     43,099     39,225:     5,634      9,508
Old  :    48,733:       536      6,652     10,241     32,322     22,331     43,099     39,225:     5,634      9,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     1,042:        35         -9        169        363      1,088        567      1,247:       475       -206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1       13.7       21.0       66.3       45.8       88.4       80.5:      11.6       19.5
Old  :     100.0:       1.1       13.7       21.0       66.3       45.8       88.4       80.5:      11.6       19.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        10         27         20         31         29         54         63:
Old  :        77:        10         27         20         31         29         54         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  :                 41.1       25.7       54.9       37.8       38.2       21.1       50.2       28.8
Old  :                 41.1       25.7       54.9       37.8       38.2       21.1       50.2       28.8
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, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   179,879:    27,054     41,068     61,689     68,314     50,841    157,058    153,599:    22,821     26,280
Old  :   160,071:    24,265     43,172     53,529     63,863     40,950    141,656    137,651:    18,415     22,420
Other:    19,808:     6,564      1,670      4,386      4,451      9,892     15,401     15,948:     4,407      3,860
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     3,540:    -2,183       -543      4,199      1,325       -523      3,341      3,134:       198        406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       22.8       34.3       38.0       28.3       87.3       85.4:      12.7       14.6
Old  :     100.0:      15.2       27.0       33.4       39.9       25.6       88.5       86.0:      11.5       14.0
Other:     100.0:      33.1        8.4       22.1       22.5       49.9       77.8       80.5:      22.2       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        74         72         75         42         40        153        157:
Old  :       203:        71         75         73         41         37        149        153:
Other:        81:        30         16         21         20         23         60         50:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       16.0       30.9       25.1       17.0       11.6       25.2       18.3
Old  :                 20.1       16.9       33.7       26.5       18.6       13.5       27.7       19.9
Other:                 24.4       28.5       37.4       44.3       20.9       23.0       29.0       35.2
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   260,805:    57,619     55,969     58,381    116,377    100,808    232,377    215,158:    28,427     45,647
Old  :   260,805:    57,619     55,969     58,381    116,377    100,808    232,377    215,158:    28,427     45,647
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    12,637:      -884     12,848      3,814      8,578     -6,799     11,508      9,863:     1,128      2,773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       21.5       22.4       44.6       38.7       89.1       82.5:      10.9       17.5
Old  :     100.0:      22.1       21.5       22.4       44.6       38.7       89.1       82.5:      10.9       17.5
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  :       323:        87         80         79         98        129        222        259:
Old  :       323:        87         80         79         98        129        222        259:
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  :                 17.7       11.8       28.0       18.6       17.6        9.9       27.3       15.7
Old  :                 17.7       11.8       28.0       18.6       17.6        9.9       27.3       15.7
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, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     9,740:     3,427      2,358      1,491      2,573      3,838      7,491      7,687:     2,249      2,053
Old  :     9,740:     3,427      2,358      1,491      2,573      3,838      7,491      7,687:     2,249      2,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     1,393:       311     -1,310        659       -166      1,992        804      1,342:       589         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       24.2       15.3       26.4       39.4       76.9       78.9:      23.1       21.1
Old  :     100.0:      35.2       24.2       15.3       26.4       39.4       76.9       78.9:      23.1       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  :        86:        29         18         15         21         30         59         58:
Old  :        86:        29         18         15         21         30         59         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       25.6       45.8       39.7       28.6       23.0       43.6       35.0
Old  :                 28.6       25.6       45.8       39.7       28.6       23.0       43.6       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, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    24,621:     7,731      1,587      4,337      7,161      8,709     19,229     14,633:     5,392      9,989
Old  :    24,621:     7,731      1,587      4,337      7,161      8,709     19,229     14,633:     5,392      9,989
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :       545:       326       -138       -158        151        446        318        149:       227        396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        6.4       17.6       29.1       35.4       78.1       59.4:      21.9       40.6
Old  :     100.0:      31.4        6.4       17.6       29.1       35.4       78.1       59.4:      21.9       40.6
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  :       123:        32         19         21         35         49         80         77:
Old  :       123:        32         19         21         35         49         80         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  :                 25.2       25.1       37.6       30.4       19.2       17.5       30.8       21.4
Old  :                 25.2       25.1       37.6       30.4       19.2       17.5       30.8       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    13,937:     3,352      1,176          0     10,275     12,410     13,627     13,586:       310        351
Old  :    13,937:     3,352      1,176          0     10,275     12,410     13,627     13,586:       310        351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     1,204:         3        -84          0      1,170      1,345      1,173      1,261:        31        -57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        8.4        0.0       73.7       89.0       97.8       97.5:       2.2        2.5
Old  :     100.0:      24.1        8.4        0.0       73.7       89.0       97.8       97.5:       2.2        2.5
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  :        24:         4          4          0         13          9         17         13:
Old  :        24:         4          4          0         13          9         17         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  :                 61.0       69.3       84.4       87.4       56.2       67.5       77.9       79.7
Old  :                 61.0       69.3       84.4       87.4       56.2       67.5       77.9       79.7
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, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   110,559:    31,160     25,524      9,788     30,452     57,127     71,400     92,440:    39,158     18,119
Old  :   110,559:    31,160     25,524      9,788     30,452     57,127     71,400     92,440:    39,158     18,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     5,412:      -455      4,404      1,972      2,742       -906      4,259      5,470:     1,153        -57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       23.1        8.9       27.5       51.7       64.6       83.6:      35.4       16.4
Old  :     100.0:      28.2       23.1        8.9       27.5       51.7       64.6       83.6:      35.4       16.4
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  :        66:        21         18         14         16         21         45         46:
Old  :        66:        21         18         14         16         21         45         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       39.5       39.0       55.0       25.3       38.3       33.8       51.1
Old  :                 29.1       39.5       39.0       55.0       25.3       38.3       33.8       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    49,809:    15,616      7,241      3,271     14,127     28,889     33,015     39,402:    16,794     10,407
Old  :    49,809:    15,616      7,241      3,271     14,127     28,889     33,015     39,402:    16,794     10,407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     3,304:     1,555        -78        250        478      3,590      2,283      3,763:     1,021       -459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       14.5        6.6       28.4       58.0       66.3       79.1:      33.7       20.9
Old  :     100.0:      31.4       14.5        6.6       28.4       58.0       66.3       79.1:      33.7       20.9
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  :        37:        14         11          5          9         10         26         23:
Old  :        37:        14         11          5          9         10         26         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       54.5       43.6       64.5       29.5       52.3       40.5       58.7
Old  :                 30.7       54.5       43.6       64.5       29.5       52.3       40.5       58.7
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, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    50,823:    32,097      6,709        609     14,922     42,051     47,628     49,369:     3,195      1,454
Old  :    50,823:    32,097      6,709        609     14,922     42,051     47,628     49,369:     3,195      1,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :       554:       745       -839        214       -342      1,424        617        799:       -63       -245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.2       13.2        1.2       29.4       82.7       93.7       97.1:       6.3        2.9
Old  :     100.0:      63.2       13.2        1.2       29.4       82.7       93.7       97.1:       6.3        2.9
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  :        61:        25         14          3         12         14         37         31:
Old  :        61:        25         14          3         12         14         37         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       65.9       73.1       78.1       58.3       65.8       72.9       78.0
Old  :                 58.3       65.9       73.1       78.1       58.3       65.8       72.9       78.0
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, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   117,636:    20,201     39,713     12,275     60,387     37,659     92,862     89,646:    24,774     27,990
Old  :   117,636:    20,201     39,713     12,275     60,387     37,659     92,862     89,646:    24,774     27,990
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    10,019:     1,855     -2,757      4,060        759      6,679      6,675      7,982:     3,344      2,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       33.8       10.4       51.3       32.0       78.9       76.2:      21.1       23.8
Old  :     100.0:      17.2       33.8       10.4       51.3       32.0       78.9       76.2:      21.1       23.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        19         24         11         16         18         41         47:
Old  :        67:        19         24         11         16         18         41         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  :                 40.4       36.4       52.2       48.9       40.3       34.8       49.1       45.3
Old  :                 40.4       36.4       52.2       48.9       40.3       34.8       49.1       45.3
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, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   110,027:    32,388     22,939      9,247     45,937     58,006     87,572     90,192:    22,455     19,835
Old  :   110,027:    32,388     22,939      9,247     45,937     58,006     87,572     90,192:    22,455     19,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :       370:    -1,113     -2,788        369      4,943      5,526      4,199      3,107:    -3,829     -2,737
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       20.8        8.4       41.8       52.7       79.6       82.0:      20.4       18.0
Old  :     100.0:      29.4       20.8        8.4       41.8       52.7       79.6       82.0:      20.4       18.0
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  :        83:        21         31         17         21         25         54         61:
Old  :        83:        21         31         17         21         25         54         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  :                 30.2       37.9       43.5       49.2       27.6       36.1       40.8       44.5
Old  :                 30.2       37.9       43.5       49.2       27.6       36.1       40.8       44.5
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, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   192,023:    45,462     42,936     24,150     69,280     84,964    138,892    152,051:    53,131     39,972
Old  :   192,023:    45,462     42,936     24,150     69,280     84,964    138,892    152,051:    53,131     39,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    22,400:        24     10,481      6,071     14,922      2,806     21,016     19,358:     1,383      3,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       22.4       12.6       36.1       44.2       72.3       79.2:      27.7       20.8
Old  :     100.0:      23.7       22.4       12.6       36.1       44.2       72.3       79.2:      27.7       20.8
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  :       131:        41         47         28         29         32         88         89:
Old  :       131:        41         47         28         29         32         88         89:
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  :                 16.6       28.5       27.1       37.8       15.2       25.3       24.3       33.3
Old  :                 16.6       28.5       27.1       37.8       15.2       25.3       24.3       33.3
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, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    27,273:    15,297      1,165          0      9,349     25,171     24,646     26,336:     2,627        937
Old  :    27,273:    15,297      1,165          0      9,349     25,171     24,646     26,336:     2,627        937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     2,518:     1,946        346          0        358      2,095      2,304      2,441:       214         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.1        4.3        0.0       34.3       92.3       90.4       96.6:       9.6        3.4
Old  :     100.0:      56.1        4.3        0.0       34.3       92.3       90.4       96.6:       9.6        3.4
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  :        35:        12          5          0          9         11         21         16:
Old  :        35:        12          5          0          9         11         21         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  :                 56.0       82.3       72.9       91.2       56.0       80.7       72.9       88.7
Old  :                 56.0       82.3       72.9       91.2       56.0       80.7       72.9       88.7
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, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :12,882,430:   860,579    208,632  4,427,607  6,465,406  7,278,771 11,753,592 11,915,010: 1,128,838    967,420
Old  :12,882,430:   860,579    208,632  4,427,607  6,465,406  7,278,771 11,753,592 11,915,010: 1,128,838    967,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :   286,975:   -70,587      8,415    124,977    140,157     67,348    194,548    200,740:    92,427     86,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        1.6       34.4       50.2       56.5       91.2       92.5:       8.8        7.5
Old  :     100.0:       6.7        1.6       34.4       50.2       56.5       91.2       92.5:       8.8        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        75         32         99        120        118        230        222:
Old  :       239:        75         32         99        120        118        230        222:
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       27.7       32.8       41.5       11.5       18.2       14.9       21.5
Old  :                 20.4       27.7       32.8       41.5       11.5       18.2       14.9       21.5
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, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   626,562:    52,427     29,331     44,574    397,740    478,882    494,741    552,787:   131,822     73,776
Old  :   626,562:    52,427     29,331     44,574    397,740    478,882    494,741    552,787:   131,822     73,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    24,210:      -430        199      8,862      9,216     10,949     17,649     20,010:     6,561      4,200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        4.7        7.1       63.5       76.4       79.0       88.2:      21.0       11.8
Old  :     100.0:       8.4        4.7        7.1       63.5       76.4       79.0       88.2:      21.0       11.8
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  :       160:        25         28         34         86         75        132        116:
Old  :       160:        25         28         34         86         75        132        116:
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  :                 17.9       25.8       27.2       40.5       15.4       24.2       22.3       35.5
Old  :                 17.9       25.8       27.2       40.5       15.4       24.2       22.3       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,925,872:   546,957    412,455    114,468  2,075,590  2,051,061  2,737,014  2,577,983:   188,858    347,889
Old  : 2,925,872:   546,957    412,455    114,468  2,075,590  2,051,061  2,737,014  2,577,983:   188,858    347,889
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    43,606:   -16,882    -11,644      9,069     68,504     22,330     60,690     19,755:   -17,084     23,851
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       14.1        3.9       70.9       70.1       93.5       88.1:       6.5       11.9
Old  :     100.0:      18.7       14.1        3.9       70.9       70.1       93.5       88.1:       6.5       11.9
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  :       437:        98        108         67        160        156        290        299:
Old  :       437:        98        108         67        160        156        290        299:
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       19.5       30.6       28.0       15.0       13.3       26.9       21.7
Old  :                 17.8       19.5       30.6       28.0       15.0       13.3       26.9       21.7
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, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   106,589:    13,795     11,327        495     82,890     91,489     97,180    103,311:     9,409      3,278
Old  :   106,589:    13,795     11,327        495     82,890     91,489     97,180    103,311:     9,409      3,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :      -946:    -2,009       -937         35         92       -234     -1,882     -1,135:       935        189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       10.6        0.5       77.8       85.8       91.2       96.9:       8.8        3.1
Old  :     100.0:      12.9       10.6        0.5       77.8       85.8       91.2       96.9:       8.8        3.1
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  :        79:         8          7          2         45         31         54         39:
Old  :        79:         8          7          2         45         31         54         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       51.3       52.0       68.5       31.5       51.2       49.1       68.5
Old  :                 33.9       51.3       52.0       68.5       31.5       51.2       49.1       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    26,441:     3,045      7,097          0     14,975     16,299     18,020     23,396:     8,421      3,045
Old  :    26,441:     3,045      7,097          0     14,975     16,299     18,020     23,396:     8,421      3,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -1,549:       531       -215          0     -2,023       -517     -1,492       -732:       -57       -817
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       26.8        0.0       56.6       61.6       68.2       88.5:      31.8       11.5
Old  :     100.0:      11.5       26.8        0.0       56.6       61.6       68.2       88.5:      31.8       11.5
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  :        36:         5          5          0         13         17         18         22:
Old  :        36:         5          5          0         13         17         18         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       46.1       58.6       63.0       38.1       35.6       50.4       52.5
Old  :                 42.2       46.1       58.6       63.0       38.1       35.6       50.4       52.5
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, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   290,019:    97,002     53,481      8,225    166,728    191,236    271,955    252,942:    18,064     37,077
Old  :   290,019:    97,002     53,481      8,225    166,728    191,236    271,955    252,942:    18,064     37,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :   -17,236:   -20,633     -4,475      2,982      1,170    -10,231    -16,481    -11,725:      -755     -5,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       18.4        2.8       57.5       65.9       93.8       87.2:       6.2       12.8
Old  :     100.0:      33.4       18.4        2.8       57.5       65.9       93.8       87.2:       6.2       12.8
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  :       210:        59         45         23         54         65        122        125:
Old  :       210:        59         45         23         54         65        122        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       31.0       50.9       42.2       26.5       21.7       37.5       31.6
Old  :                 39.3       31.0       50.9       42.2       26.5       21.7       37.5       31.6
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, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   105,797:    42,410     10,738      7,338     30,029     77,810     79,777     95,887:    26,020      9,910
Old  :   105,797:    42,410     10,738      7,338     30,029     77,810     79,777     95,887:    26,020      9,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     5,260:       401      1,506      1,726      3,429      1,890      5,556      5,121:      -296        139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1       10.1        6.9       28.4       73.5       75.4       90.6:      24.6        9.4
Old  :     100.0:      40.1       10.1        6.9       28.4       73.5       75.4       90.6:      24.6        9.4
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  :        62:        28         10          9         16         16         48         31:
Old  :        62:        28         10          9         16         16         48         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  :                 35.1       66.5       45.2       76.1       35.1       64.6       44.3       73.4
Old  :                 35.1       66.5       45.2       76.1       35.1       64.6       44.3       73.4
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, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    27,315:     7,794      5,745        203     13,324     16,054     21,321     22,002:     5,994      5,313
Old  :    27,315:     7,794      5,745        203     13,324     16,054     21,321     22,002:     5,994      5,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     1,835:      -622        946        200      2,317        879      1,895      2,025:       -60       -190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       21.0        0.7       48.8       58.8       78.1       80.5:      21.9       19.5
Old  :     100.0:      28.5       21.0        0.7       48.8       58.8       78.1       80.5:      21.9       19.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        14         12          2         15         18         30         32:
Old  :        56:        14         12          2         15         18         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  :                 24.8       36.8       39.4       50.4       24.8       34.3       39.3       47.9
Old  :                 24.8       36.8       39.4       50.4       24.8       34.3       39.3       47.9
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, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    54,693:    11,727     14,278      2,789     24,395     32,634     38,911     49,701:    15,782      4,992
Old  :    54,693:    11,727     14,278      2,789     24,395     32,634     38,911     49,701:    15,782      4,992
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -4,421:     1,266     -2,995        586      1,542      1,560      3,394       -849:    -7,815     -3,572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       26.1        5.1       44.6       59.7       71.1       90.9:      28.9        9.1
Old  :     100.0:      21.4       26.1        5.1       44.6       59.7       71.1       90.9:      28.9        9.1
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  :        71:        18         17          4         20         22         39         42:
Old  :        71:        18         17          4         20         22         39         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       49.9       35.1       65.1       19.0       49.2       30.0       60.5
Old  :                 21.5       49.9       35.1       65.1       19.0       49.2       30.0       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                                                          Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    23,639:     3,218      7,985        281     18,302     13,868     21,801     22,134:     1,838      1,505
Old  :    23,639:     3,218      7,985        281     18,302     13,868     21,801     22,134:     1,838      1,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -1,279:       362     -1,007        173     -1,497        -92       -962       -926:      -317       -353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       33.8        1.2       77.4       58.7       92.2       93.6:       7.8        6.4
Old  :     100.0:      13.6       33.8        1.2       77.4       58.7       92.2       93.6:       7.8        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  :        32:         9          5          4         11         10         22         17:
Old  :        32:         9          5          4         11         10         22         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       68.9       75.4       86.0       59.1       68.9       71.2       83.9
Old  :                 63.3       68.9       75.4       86.0       59.1       68.9       71.2       83.9
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, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    16,177:     4,649        753          0     10,156     15,104     14,805     15,857:     1,372        320
Old  :    16,177:     4,649        753          0     10,156     15,104     14,805     15,857:     1,372        320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :      -495:       165         34          0       -434       -283       -269       -249:      -226       -246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        4.7        0.0       62.8       93.4       91.5       98.0:       8.5        2.0
Old  :     100.0:      28.7        4.7        0.0       62.8       93.4       91.5       98.0:       8.5        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        12          2          0          7          5         19          7:
Old  :        25:        12          2          0          7          5         19          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       96.0       72.1       98.0       57.2       95.9       71.2       97.2
Old  :                 58.1       96.0       72.1       98.0       57.2       95.9       71.2       97.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 5, 2009