MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :    42,205:     3,624      1,306      7,617     25,331     23,300     36,572     32,223:     5,634      9,982
Old  :    42,205:     3,624      1,306      7,617     25,331     23,300     36,572     32,223:     5,634      9,982
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :    -1,409:        61        245        406     -1,637     -1,532     -1,169       -881:      -240       -527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        3.1       18.0       60.0       55.2       86.7       76.3:      13.3       23.7
Old  :     100.0:       8.6        3.1       18.0       60.0       55.2       86.7       76.3:      13.3       23.7
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  :        62:        21          6         15         27         26         53         40:
Old  :        62:        21          6         15         27         26         53         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       30.0       50.9       44.7       31.9       25.1       41.6       35.4
Old  :                 35.9       30.0       50.9       44.7       31.9       25.1       41.6       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   276,519:    44,075     34,557     73,774    128,992    133,719    246,841    242,050:    29,678     34,470
Old  :   209,939:    29,448     57,188     44,681    117,007     79,751    191,136    181,620:    18,803     28,319
Other:    66,580:    38,020        762      5,699     11,986     53,968     55,705     60,430:    10,875      6,150
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :     5,328:       632       -492      2,978      1,119      2,496      4,729      4,982:       599        346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       12.5       26.7       46.6       48.4       89.3       87.5:      10.7       12.5
Old  :     100.0:      14.0       27.2       21.3       55.7       38.0       91.0       86.5:       9.0       13.5
Other:     100.0:      57.1        1.1        8.6       18.0       81.1       83.7       90.8:      16.3        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        70         85        111         40         50        183        192:
Old  :       230:        52        101        103         40         49        169        190:
Other:       132:        66         11         26         26         41         96         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.6       26.7       37.9       36.4       22.9       22.5       33.4       28.5
Old  :                 28.8       21.8       42.8       31.2       27.9       18.9       39.3       25.2
Other:                 36.9       52.6       49.4       64.4       35.9       50.3       48.4       59.7
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                         Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :     1,971:       367        303        181        691      1,029      1,239      1,513:       732        458
Old  :     1,938:       374        303        162        685      1,027      1,221      1,492:       717        446
Other:        33:         0          7         12          6          2         18         21:        15         12
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :       -52:        50        -10        -14        -13        -34         23        -58:       -75          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       15.4        9.2       35.1       52.2       62.9       76.8:      37.1       23.2
Old  :     100.0:      19.3       15.6        8.4       35.3       53.0       63.0       77.0:      37.0       23.0
Other:     100.0:       0.0       21.2       36.4       18.2        6.1       54.5       63.6:      45.5       36.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         9          7          3          7          3         17         13:
Old  :        26:         9          7          3          7          3         17         13:
Other:         5:         0          1          2          1          2          3          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.3       56.7       48.8       69.3       33.3       56.6       45.4       64.9
Old  :                 33.6       57.5       48.7       69.4       33.6       57.5       45.9       65.9
Other:                 54.5       63.6       54.5       63.6       18.2       27.3       18.2       27.3
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2008                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   356,425:   114,789     41,286     69,752    148,789    171,316    333,330    282,354:    23,095     74,071
Old  :   356,425:   114,789     41,286     69,752    148,789    171,316    333,330    282,354:    23,095     74,071
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :     6,983:     4,607     -1,928      2,092     -1,244      4,550      5,454      4,713:     1,528      2,269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       11.6       19.6       41.7       48.1       93.5       79.2:       6.5       20.8
Old  :     100.0:      32.2       11.6       19.6       41.7       48.1       93.5       79.2:       6.5       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  :       385:       102         87         97        101        181        254        321:
Old  :       385:       102         87         97        101        181        254        321:
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       15.2       33.2       20.8       19.9       14.3       32.5       19.6
Old  :                 20.4       15.2       33.2       20.8       19.9       14.3       32.5       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2008                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :    14,816:     4,346      4,465      2,257      6,006      5,906     12,609     12,628:     2,207      2,187
Old  :    14,816:     4,346      4,465      2,257      6,006      5,906     12,609     12,628:     2,207      2,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :      -679:        96        274       -198       -705       -641       -807       -566:       129       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       30.1       15.2       40.5       39.9       85.1       85.2:      14.9       14.8
Old  :     100.0:      29.3       30.1       15.2       40.5       39.9       85.1       85.2:      14.9       14.8
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  :        97:        29         25         16         25         29         62         68:
Old  :        97:        29         25         16         25         29         62         68:
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  :                 28.5       25.1       50.6       39.0       28.5       25.1       48.5       38.8
Old  :                 28.5       25.1       50.6       39.0       28.5       25.1       48.5       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2008                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    34,393:    12,352      7,366      6,010     11,067      7,188     29,428     20,564:     4,965     13,830
Old  :    34,393:    12,352      7,366      6,010     11,067      7,188     29,428     20,564:     4,965     13,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :    -1,850:    -2,590         68       -423        774       -658     -2,239     -1,013:       389       -836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       21.4       17.5       32.2       20.9       85.6       59.8:      14.4       40.2
Old  :     100.0:      35.9       21.4       17.5       32.2       20.9       85.6       59.8:      14.4       40.2
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  :       140:        36         34         33         43         49         97        102:
Old  :       140:        36         34         33         43         49         97        102:
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  :                 25.3       12.9       35.9       21.4       22.2        9.3       31.5       16.5
Old  :                 25.3       12.9       35.9       21.4       22.2        9.3       31.5       16.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   130,695:    52,904     15,959      7,269     35,987     84,583     96,160    107,811:    34,536     22,884
Old  :   130,695:    52,904     15,959      7,269     35,987     84,583     96,160    107,811:    34,536     22,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :    17,088:    16,825     -7,623       -242     -4,768     22,104     11,816     14,240:     5,273      2,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       12.2        5.6       27.5       64.7       73.6       82.5:      26.4       17.5
Old  :     100.0:      40.5       12.2        5.6       27.5       64.7       73.6       82.5:      26.4       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  :        80:        27         15         10         26         28         59         47:
Old  :        80:        27         15         10         26         28         59         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       33.2       39.3       47.8       24.8       31.2       36.9       45.7
Old  :                 27.2       33.2       39.3       47.8       24.8       31.2       36.9       45.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :    74,377:    17,861     20,602      7,751     31,648     30,186     57,260     58,539:    17,117     15,838
Old  :    74,377:    17,861     20,602      7,751     31,648     30,186     57,260     58,539:    17,117     15,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :     3,802:    -7,870      3,503        439     11,151     -2,829      3,720      1,113:        82      2,689
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       27.7       10.4       42.6       40.6       77.0       78.7:      23.0       21.3
Old  :     100.0:      24.0       27.7       10.4       42.6       40.6       77.0       78.7:      23.0       21.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        17         13          6         10         11         28         29:
Old  :        46:        17         13          6         10         11         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  :                 45.3       33.4       58.7       55.9       37.6       31.4       47.0       48.6
Old  :                 45.3       33.4       58.7       55.9       37.6       31.4       47.0       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   122,815:   108,564      7,053        700      6,278    113,095    115,542    120,848:     7,273      1,967
Old  :   122,815:   108,564      7,053        700      6,278    113,095    115,542    120,848:     7,273      1,967
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :     6,345:     8,005     -2,710         65       -437     11,708      7,633      9,063:    -1,288     -2,718
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.4        5.7        0.6        5.1       92.1       94.1       98.4:       5.9        1.6
Old  :     100.0:      88.4        5.7        0.6        5.1       92.1       94.1       98.4:       5.9        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        69         15          4          9         20         80         37:
Old  :       107:        69         15          4          9         20         80         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       60.9       63.5       75.3       47.8       60.0       63.5       74.4
Old  :                 47.8       60.9       63.5       75.3       47.8       60.0       63.5       74.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   163,951:    14,508     41,854     12,521    121,245     83,003    148,275    137,378:    15,676     26,573
Old  :   163,951:    14,508     41,854     12,521    121,245     83,003    148,275    137,378:    15,676     26,573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :    12,937:    -8,838     -4,053      1,309     19,332     16,333     11,803     13,589:     1,134       -652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       25.5        7.6       74.0       50.6       90.4       83.8:       9.6       16.2
Old  :     100.0:       8.8       25.5        7.6       74.0       50.6       90.4       83.8:       9.6       16.2
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  :        75:        15         29         10         22         24         42         58:
Old  :        75:        15         29         10         22         24         42         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  :                 69.0       39.8       76.8       52.1       66.4       35.3       70.4       46.0
Old  :                 69.0       39.8       76.8       52.1       66.4       35.3       70.4       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2008                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   223,519:    65,319     20,966     24,281    104,617    155,465    194,217    200,712:    29,303     22,808
Old  :   223,519:    65,319     20,966     24,281    104,617    155,465    194,217    200,712:    29,303     22,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :     3,411:    -4,837      2,738        860      8,513     -2,111      4,536      1,487:    -1,125      1,924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        9.4       10.9       46.8       69.6       86.9       89.8:      13.1       10.2
Old  :     100.0:      29.2        9.4       10.9       46.8       69.6       86.9       89.8:      13.1       10.2
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  :       110:        39         32         20         25         25         77         64:
Old  :       110:        39         32         20         25         25         77         64:
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  :                 33.8       42.4       49.7       60.1       31.0       37.7       40.4       50.3
Old  :                 33.8       42.4       49.7       60.1       31.0       37.7       40.4       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   260,908:    55,773     62,429     44,833    110,418    104,965    211,024    212,227:    49,884     48,681
Old  :   260,908:    55,773     62,429     44,833    110,418    104,965    211,024    212,227:    49,884     48,681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :    16,914:     4,852     -4,777      7,746      4,775     20,992     17,372     23,961:      -458     -7,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       23.9       17.2       42.3       40.2       80.9       81.3:      19.1       18.7
Old  :     100.0:      21.4       23.9       17.2       42.3       40.2       80.9       81.3:      19.1       18.7
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  :       165:        51         66         50         34         37        120        118:
Old  :       165:        51         66         50         34         37        120        118:
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  :                 31.4       28.0       42.4       40.3       29.5       25.6       35.9       32.7
Old  :                 31.4       28.0       42.4       40.3       29.5       25.6       35.9       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :    23,946:    11,449      5,112         24      9,248     17,547     20,721     22,683:     3,225      1,263
Old  :    23,946:    11,449      5,112         24      9,248     17,547     20,721     22,683:     3,225      1,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :       322:       651       -197         -8     -1,172         16       -529       -189:       851        511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.8       21.3        0.1       38.6       73.3       86.5       94.7:      13.5        5.3
Old  :     100.0:      47.8       21.3        0.1       38.6       73.3       86.5       94.7:      13.5        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        16          6          1          9         12         26         18:
Old  :        39:        16          6          1          9         12         26         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       62.2       68.3       87.2       46.8       60.7       63.7       80.0
Old  :                 46.8       62.2       68.3       87.2       46.8       60.7       63.7       80.0
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, May 6, 2008                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :15,800,279:   920,351    570,048  5,697,877  8,015,135  8,497,904 14,633,362 14,765,828: 1,166,917  1,034,451
Old  :15,800,279:   920,351    570,048  5,697,877  8,015,135  8,497,904 14,633,362 14,765,828: 1,166,917  1,034,451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :   309,775:     4,769     40,645     62,758    199,242    159,694    266,769    263,098:    43,005     46,677
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        3.6       36.1       50.7       53.8       92.6       93.5:       7.4        6.5
Old  :     100.0:       5.8        3.6       36.1       50.7       53.8       92.6       93.5:       7.4        6.5
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  :       276:        87         40        103        139        138        260        251:
Old  :       276:        87         40        103        139        138        260        251:
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  :                 17.2       20.4       26.9       32.1       11.9       12.0       15.2       17.8
Old  :                 17.2       20.4       26.9       32.1       11.9       12.0       15.2       17.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   676,643:    65,620     74,820     77,090    403,584    396,396    546,294    548,305:   130,349    128,338
Old  :   676,643:    65,620     74,820     77,090    403,584    396,396    546,294    548,305:   130,349    128,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :    14,725:     2,190      4,773      7,012        658      1,838      9,860     13,623:     4,864      1,101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       11.1       11.4       59.6       58.6       80.7       81.0:      19.3       19.0
Old  :     100.0:       9.7       11.1       11.4       59.6       58.6       80.7       81.0:      19.3       19.0
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  :       216:        46         56         67         86         67        174        149:
Old  :       216:        46         56         67         86         67        174        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       22.3       25.1       32.1       17.7       21.8       24.4       31.5
Old  :                 18.1       22.3       25.1       32.1       17.7       21.8       24.4       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  : 2,293,248:   371,840    537,877    157,483  1,374,816  1,357,634  1,904,139  2,052,994:   389,109    240,254
Old  : 2,293,248:   371,840    537,877    157,483  1,374,816  1,357,634  1,904,139  2,052,994:   389,109    240,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :    75,430:    53,404       -811     14,135     13,848     21,873     81,387     35,198:    -5,957     40,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       23.5        6.9       60.0       59.2       83.0       89.5:      17.0       10.5
Old  :     100.0:      16.2       23.5        6.9       60.0       59.2       83.0       89.5:      17.0       10.5
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  :       355:        82        120         79        111         99        242        249:
Old  :       355:        82        120         79        111         99        242        249:
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       20.3       26.8       31.6       12.5       15.7       21.4       26.6
Old  :                 17.1       20.3       26.8       31.6       12.5       15.7       21.4       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :    88,761:     6,163     41,988         65     72,211     41,942     78,439     83,995:    10,323      4,767
Old  :    88,761:     6,163     41,988         65     72,211     41,942     78,439     83,995:    10,323      4,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :      -814:      -716        -27         64       -555        -85     -1,207        -48:       392       -767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       47.3        0.1       81.4       47.3       88.4       94.6:      11.6        5.4
Old  :     100.0:       6.9       47.3        0.1       81.4       47.3       88.4       94.6:      11.6        5.4
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  :        89:        11         18          1         44         27         56         45:
Old  :        89:        11         18          1         44         27         56         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       42.4       50.6       59.2       29.9       41.0       48.0       57.8
Old  :                 31.5       42.4       50.6       59.2       29.9       41.0       48.0       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :    36,912:     4,655      8,166        100     24,004     16,633     28,759     24,899:     8,153     12,013
Old  :    36,912:     4,655      8,166        100     24,004     16,633     28,759     24,899:     8,153     12,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :     3,378:        88        -29         84      1,307      2,860      1,479      2,915:     1,899        463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       22.1        0.3       65.0       45.1       77.9       67.5:      22.1       32.5
Old  :     100.0:      12.6       22.1        0.3       65.0       45.1       77.9       67.5:      22.1       32.5
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  :        52:         8         10          3         25         19         35         30:
Old  :        52:         8         10          3         25         19         35         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       28.3       53.2       45.1       36.4       25.9       53.0       41.8
Old  :                 36.4       28.3       53.2       45.1       36.4       25.9       53.0       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   382,091:    97,721    140,128     12,605    215,701    205,313    326,027    358,045:    56,064     24,046
Old  :   382,091:    97,721    140,128     12,605    215,701    205,313    326,027    358,045:    56,064     24,046
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :    34,689:    22,145     10,944     -1,277     12,972     24,948     33,840     34,616:       849         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       36.7        3.3       56.5       53.7       85.3       93.7:      14.7        6.3
Old  :     100.0:      25.6       36.7        3.3       56.5       53.7       85.3       93.7:      14.7        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        65         71         27         51         52        133        133:
Old  :       225:        65         71         27         51         52        133        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       28.2       43.7       43.0       32.2       28.0       43.1       41.8
Old  :                 32.3       28.2       43.7       43.0       32.2       28.0       43.1       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   109,484:    75,286     10,320      2,598      2,094     86,190     79,978     99,108:    29,506     10,376
Old  :   109,484:    75,286     10,320      2,598      2,094     86,190     79,978     99,108:    29,506     10,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :    10,011:    14,450       -358        946     -5,643      9,375      9,752      9,963:       258         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.8        9.4        2.4        1.9       78.7       73.0       90.5:      27.0        9.5
Old  :     100.0:      68.8        9.4        2.4        1.9       78.7       73.0       90.5:      27.0        9.5
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  :        62:        33          9          3          7         19         42         29:
Old  :        62:        33          9          3          7         19         42         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  :                 34.6       54.8       46.6       68.8       34.6       54.6       46.6       68.6
Old  :                 34.6       54.8       46.6       68.8       34.6       54.6       46.6       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2008                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    40,055:     4,125     14,009      1,346     19,934     20,415     25,406     35,770:    14,649      4,284
Old  :    40,055:     4,125     14,009      1,346     19,934     20,415     25,406     35,770:    14,649      4,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :     1,463:     2,990        157        134     -2,146        730        978      1,021:       485        442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       35.0        3.4       49.8       51.0       63.4       89.3:      36.6       10.7
Old  :     100.0:      10.3       35.0        3.4       49.8       51.0       63.4       89.3:      36.6       10.7
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  :        60:         6         22          6         16         22         24         48:
Old  :        60:         6         22          6         16         22         24         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       31.3       52.2       44.1       38.0       31.3       50.7       44.0
Old  :                 39.3       31.3       52.2       44.1       38.0       31.3       50.7       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2008                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   689,765:    69,894    273,530     14,727    592,426    324,478    677,047    612,735:    12,718     77,030
Old  :   689,765:    69,894    273,530     14,727    592,426    324,478    677,047    612,735:    12,718     77,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :     6,960:     4,181      4,920     -1,324      3,222     -1,117      6,079      2,479:       880      4,480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       39.7        2.1       85.9       47.0       98.2       88.8:       1.8       11.2
Old  :     100.0:      10.1       39.7        2.1       85.9       47.0       98.2       88.8:       1.8       11.2
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  :       284:        38        131         42         64         86        136        225:
Old  :       284:        38        131         42         64         86        136        225:
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  :                 60.9       20.4       76.5       29.0       56.3       18.1       71.2       25.8
Old  :                 60.9       20.4       76.5       29.0       56.3       18.1       71.2       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :    88,725:    13,591     51,467        266     65,251     30,523     79,108     82,255:     9,617      6,470
Old  :    88,725:    13,591     51,467        266     65,251     30,523     79,108     82,255:     9,617      6,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :     5,716:     2,587      6,408         -0      2,482        341      5,069      6,749:       647     -1,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       58.0        0.3       73.5       34.4       89.2       92.7:      10.8        7.3
Old  :     100.0:      15.3       58.0        0.3       73.5       34.4       89.2       92.7:      10.8        7.3
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  :        80:        20         22          2         18         24         40         46:
Old  :        80:        20         22          2         18         24         40         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  :                 52.0       48.5       67.9       64.1       52.0       48.5       65.4       61.8
Old  :                 52.0       48.5       67.9       64.1       52.0       48.5       65.4       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :    59,187:    24,380      4,134        596     18,538     36,575     43,514     41,305:    15,673     17,882
Old  :    59,187:    24,380      4,134        596     18,538     36,575     43,514     41,305:    15,673     17,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :     1,794:     5,643      1,606       -348      2,652     -1,372      7,947       -114:    -6,153      1,908
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.2        7.0        1.0       31.3       61.8       73.5       69.8:      26.5       30.2
Old  :     100.0:      41.2        7.0        1.0       31.3       61.8       73.5       69.8:      26.5       30.2
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  :        53:        16          9          2         14         15         30         26:
Old  :        53:        16          9          2         14         15         30         26:
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       36.8       51.5       51.9       39.9       36.5       49.8       49.7
Old  :                 39.9       36.8       51.5       51.9       39.9       36.5       49.8       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                                                          Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :    17,424:     2,350     10,898         97     12,775      4,982     15,222     15,977:     2,202      1,447
Old  :    17,424:     2,350     10,898         97     12,775      4,982     15,222     15,977:     2,202      1,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :       803:        69        162        -33        482        875        518      1,004:       285       -201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       62.5        0.6       73.3       28.6       87.4       91.7:      12.6        8.3
Old  :     100.0:      13.5       62.5        0.6       73.3       28.6       87.4       91.7:      12.6        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  :        23:         5          5          1          8          7         13         13:
Old  :        23:         5          5          1          8          7         13         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  :                 66.5       71.3       78.3       83.6       57.5       67.2       69.3       76.6
Old  :                 66.5       71.3       78.3       83.6       57.5       67.2       69.3       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :    17,447:     6,956        216         34      9,220     16,518     16,210     16,768:     1,237        679
Old  :    17,447:     6,956        216         34      9,220     16,518     16,210     16,768:     1,237        679
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :      -571:        83         77         34        120         90        237        201:      -808       -772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9        1.2        0.2       52.8       94.7       92.9       96.1:       7.1        3.9
Old  :     100.0:      39.9        1.2        0.2       52.8       94.7       92.9       96.1:       7.1        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        13          1          1          6          5         19          7:
Old  :        23:        13          1          1          6          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  :                 61.8       94.1       75.6       96.1       60.7       94.1       74.5       94.1
Old  :                 61.8       94.1       75.6       96.1       60.7       94.1       74.5       94.1
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, May 6, 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  :    26,544:     4,182      3,425         39     18,666     13,198     22,887     16,662:     3,657      9,882
Old  :    26,544:     4,182      3,425         39     18,666     13,198     22,887     16,662:     3,657      9,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :     2,191:       408       -100          0        774        -86      1,182       -186:     1,009      2,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       12.9        0.1       70.3       49.7       86.2       62.8:      13.8       37.2
Old  :     100.0:      15.8       12.9        0.1       70.3       49.7       86.2       62.8:      13.8       37.2
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  :        35:         7          4          2         15         18         23         23:
Old  :        35:         7          4          2         15         18         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       36.4       67.3       51.7       51.3       32.2       64.2       45.1
Old  :                 51.3       36.4       67.3       51.7       51.3       32.2       64.2       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 14, 2008