MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :    44,842:     5,386      1,475      8,036     25,903     25,215     39,325     34,726:     5,517     10,115
Old  :    44,842:     5,386      1,475      8,036     25,903     25,215     39,325     34,726:     5,517     10,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -2,364:       600        208       -846     -1,115       -813     -1,362     -1,451:    -1,003       -913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        3.3       17.9       57.8       56.2       87.7       77.4:      12.3       22.6
Old  :     100.0:      12.0        3.3       17.9       57.8       56.2       87.7       77.4:      12.3       22.6
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  :        66:        18         11         14         30         27         56         44:
Old  :        66:        18         11         14         30         27         56         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       30.9       55.5       45.3       33.5       26.5       46.0       35.8
Old  :                 37.4       30.9       55.5       45.3       33.5       26.5       46.0       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :   288,195:    45,718     39,770     77,988    134,159    135,567    257,865    253,324:    30,330     34,871
Old  :   209,735:    35,573     63,854     40,705    115,438     78,349    191,715    182,907:    18,020     26,828
Other:    78,460:    39,223      4,993      8,206     18,721     57,218     66,150     70,417:    12,310      8,043
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     1,232:    -1,106      3,095     -2,618      4,626       -791        902       -314:       331      1,546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       13.8       27.1       46.6       47.0       89.5       87.9:      10.5       12.1
Old  :     100.0:      17.0       30.4       19.4       55.0       37.4       91.4       87.2:       8.6       12.8
Other:     100.0:      50.0        6.4       10.5       23.9       72.9       84.3       89.7:      15.7       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        77         93        101         38         53        190        182:
Old  :       232:        63        100         81         37         52        164        175:
Other:       140:        66         17         34         24         43        101         84:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.4       28.6       37.9       37.3       25.3       24.5       34.6       30.4
Old  :                 31.7       25.3       45.0       34.5       31.7       24.6       42.9       31.4
Other:                 29.2       46.1       42.0       57.1       28.6       44.3       41.4       51.4
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                         Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :     2,127:       690        483        152        490        940      1,332      1,575:       795        552
Old  :     2,071:       689        488        146        484        938      1,319      1,572:       752        499
Other:        56:         6          0          1          6          2         13          3:        43         53
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :       113:       116         38         67        -31         -5        152        100:       -39         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       22.7        7.1       23.0       44.2       62.6       74.0:      37.4       26.0
Old  :     100.0:      33.3       23.6        7.0       23.4       45.3       63.7       75.9:      36.3       24.1
Other:     100.0:      10.7        0.0        1.8       10.7        3.6       23.2        5.4:      76.8       94.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        12          9          2          6          3         18         14:
Old  :        29:        11         10          2          6          3         18         14:
Other:         5:         2          0          1          1          2          3          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       49.3       45.3       64.0       28.7       48.6       43.2       60.9
Old  :                 29.7       50.5       46.2       65.6       29.2       49.8       44.1       62.5
Other:                 23.2        5.4       23.2        5.4       21.4        3.6       21.4        3.6
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :   367,938:    99,819     30,642     78,022    163,670    181,696    341,511    290,360:    26,426     77,577
Old  :   367,938:    99,819     30,642     78,022    163,670    181,696    341,511    290,360:    26,426     77,577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -5,712:    -4,572     -2,263     -1,792        467     -2,596     -5,897     -6,651:       185        939
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        8.3       21.2       44.5       49.4       92.8       78.9:       7.2       21.1
Old  :     100.0:      27.1        8.3       21.2       44.5       49.4       92.8       78.9:       7.2       21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       395:       114         84        108        100        182        268        327:
Old  :       395:       114         84        108        100        182        268        327:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       14.5       33.7       21.0       20.9       13.7       32.0       18.8
Old  :                 21.3       14.5       33.7       21.0       20.9       13.7       32.0       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :    15,280:     4,545      4,608      2,692      5,405      5,588     12,641     12,888:     2,639      2,392
Old  :    15,280:     4,545      4,608      2,692      5,405      5,588     12,641     12,888:     2,639      2,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :      -618:       -65        181       -226       -691     -1,051       -982     -1,096:       364        478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       30.2       17.6       35.4       36.6       82.7       84.3:      17.3       15.7
Old  :     100.0:      29.7       30.2       17.6       35.4       36.6       82.7       84.3:      17.3       15.7
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  :       105:        34         33         22         23         27         65         77:
Old  :       105:        34         33         22         23         27         65         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       24.9       46.5       39.5       25.0       24.9       42.5       37.3
Old  :                 25.7       24.9       46.5       39.5       25.0       24.9       42.5       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :    33,884:     9,483      3,981      8,550     11,144      7,895     29,177     20,426:     4,707     13,458
Old  :    33,884:     9,483      3,981      8,550     11,144      7,895     29,177     20,426:     4,707     13,458
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     1,019:    -1,016       -310        198      1,411        904        593        792:       426        227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       11.8       25.2       32.9       23.3       86.1       60.3:      13.9       39.7
Old  :     100.0:      28.0       11.8       25.2       32.9       23.3       86.1       60.3:      13.9       39.7
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  :       142:        35         29         30         36         50         95         92:
Old  :       142:        35         29         30         36         50         95         92:
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  :                 27.6       18.2       38.0       27.1       20.7        9.7       28.6       14.4
Old  :                 27.6       18.2       38.0       27.1       20.7        9.7       28.6       14.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :   137,602:    66,835     16,241      8,571     25,139     83,660    100,546    108,471:    37,056     29,131
Old  :   137,602:    66,835     16,241      8,571     25,139     83,660    100,546    108,471:    37,056     29,131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -4,870:    -7,126     -2,394      1,636      1,108    -11,986     -4,382    -12,744:      -488      7,874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6       11.8        6.2       18.3       60.8       73.1       78.8:      26.9       21.2
Old  :     100.0:      48.6       11.8        6.2       18.3       60.8       73.1       78.8:      26.9       21.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        33         14          7         25         27         64         42:
Old  :        84:        33         14          7         25         27         64         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       29.3       35.8       46.7       23.8       28.3       34.1       45.7
Old  :                 25.2       29.3       35.8       46.7       23.8       28.3       34.1       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, June 3, 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  :    76,030:    13,661     20,819      6,376     37,074     30,070     57,111     57,265:    18,919     18,765
Old  :    76,030:    13,661     20,819      6,376     37,074     30,070     57,111     57,265:    18,919     18,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -3,249:    -4,981     -6,540        867      2,629     -3,093     -1,485     -8,766:    -1,764      5,517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       27.4        8.4       48.8       39.6       75.1       75.3:      24.9       24.7
Old  :     100.0:      18.0       27.4        8.4       48.8       39.6       75.1       75.3:      24.9       24.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        14         15          3         12         13         28         29:
Old  :        48:        14         15          3         12         13         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  :                 44.3       33.4       55.9       50.5       31.6       29.2       39.6       38.5
Old  :                 44.3       33.4       55.9       50.5       31.6       29.2       39.6       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :   150,702:   104,836      6,001      2,235     30,891    131,923    137,962    140,159:    12,740     10,543
Old  :   150,702:   104,836      6,001      2,235     30,891    131,923    137,962    140,159:    12,740     10,543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    30,364:     4,408        329      1,753     18,773     19,545     24,934     21,627:     5,430      8,737
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.6        4.0        1.5       20.5       87.5       91.5       93.0:       8.5        7.0
Old  :     100.0:      69.6        4.0        1.5       20.5       87.5       91.5       93.0:       8.5        7.0
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  :       105:        68         14          6         10         18         82         36:
Old  :       105:        68         14          6         10         18         82         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       59.5       51.6       76.2       33.1       51.7       45.4       66.1
Old  :                 34.7       59.5       51.6       76.2       33.1       51.7       45.4       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :   177,823:    19,383     46,434      9,750    127,235     95,644    156,367    151,827:    21,456     25,996
Old  :   177,823:    19,383     46,434      9,750    127,235     95,644    156,367    151,827:    21,456     25,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :      -581:    -3,690        353        848     -2,611     -1,231     -5,454        -30:     4,873       -551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       26.1        5.5       71.6       53.8       87.9       85.4:      12.1       14.6
Old  :     100.0:      10.9       26.1        5.5       71.6       53.8       87.9       85.4:      12.1       14.6
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  :        82:        19         34         10         20         21         44         60:
Old  :        82:        19         34         10         20         21         44         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.9       40.5       72.9       51.7       64.9       36.9       69.0       47.3
Old  :                 65.9       40.5       72.9       51.7       64.9       36.9       69.0       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :   217,186:    50,409     31,562     23,052    114,367    128,751    187,827    183,365:    29,359     33,821
Old  :   217,186:    50,409     31,562     23,052    114,367    128,751    187,827    183,365:    29,359     33,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -6,694:    -8,898      1,991        488      3,608    -23,204     -4,803    -20,726:    -1,891     14,032
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       14.5       10.6       52.7       59.3       86.5       84.4:      13.5       15.6
Old  :     100.0:      23.2       14.5       10.6       52.7       59.3       86.5       84.4:      13.5       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        35         29         15         23         23         61         64:
Old  :        99:        35         29         15         23         23         61         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  :                 40.2       38.4       57.2       53.0       30.4       32.3       39.5       39.2
Old  :                 40.2       38.4       57.2       53.0       30.4       32.3       39.5       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :   277,153:    57,083     67,557     33,600    138,770    117,564    229,452    218,721:    47,701     58,432
Old  :   277,153:    57,083     67,557     33,600    138,770    117,564    229,452    218,721:    47,701     58,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    12,482:    -7,916      2,622        932     21,529     -1,756     14,546      1,798:    -2,064     10,684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       24.4       12.1       50.1       42.4       82.8       78.9:      17.2       21.1
Old  :     100.0:      20.6       24.4       12.1       50.1       42.4       82.8       78.9:      17.2       21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        49         56         40         34         37        107        109:
Old  :       155:        49         56         40         34         37        107        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       31.7       47.2       42.3       36.6       29.7       43.2       34.8
Old  :                 37.4       31.7       47.2       42.3       36.6       29.7       43.2       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :    32,954:    13,965      7,637         33     16,523     18,750     30,521     26,420:     2,433      6,534
Old  :    32,954:    13,965      7,637         33     16,523     18,750     30,521     26,420:     2,433      6,534
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :       830:     1,062       -302         14       -338     -4,107        738     -4,395:        92      5,225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       23.2        0.1       50.1       56.9       92.6       80.2:       7.4       19.8
Old  :     100.0:      42.4       23.2        0.1       50.1       56.9       92.6       80.2:       7.4       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        16          7          1          7         14         24         21:
Old  :        40:        16          7          1          7         14         24         21:
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  :                 55.6       51.1       75.3       71.5       50.6       47.7       66.8       62.6
Old  :                 55.6       51.1       75.3       71.5       50.6       47.7       66.8       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :16,686,163:   870,526    496,663  6,094,163  8,559,014  9,070,458 15,523,703 15,661,284: 1,162,461  1,024,880
Old  :16,686,163:   870,526    496,663  6,094,163  8,559,014  9,070,458 15,523,703 15,661,284: 1,162,461  1,024,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :   451,948:   -14,517        220    160,979    271,786    271,018    418,248    432,217:    33,700     19,731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        3.0       36.5       51.3       54.4       93.0       93.9:       7.0        6.1
Old  :     100.0:       5.2        3.0       36.5       51.3       54.4       93.0       93.9:       7.0        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:        87         42        107        141        137        270        251:
Old  :       282:        87         42        107        141        137        270        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  :                 18.1       19.9       28.7       32.2       12.5       11.5       16.5       16.9
Old  :                 18.1       19.9       28.7       32.2       12.5       11.5       16.5       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :   670,953:    61,319     89,970     75,963    399,410    385,217    536,691    551,150:   134,262    119,803
Old  :   670,953:    61,319     89,970     75,963    399,410    385,217    536,691    551,150:   134,262    119,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -6,213:    -1,375      4,984     -3,196     -3,268     -3,117     -7,839     -1,330:     1,626     -4,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       13.4       11.3       59.5       57.4       80.0       82.1:      20.0       17.9
Old  :     100.0:       9.1       13.4       11.3       59.5       57.4       80.0       82.1:      20.0       17.9
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  :       203:        44         49         56         82         71        158        145:
Old  :       203:        44         49         56         82         71        158        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       20.5       26.8       31.5       18.0       20.3       25.5       30.9
Old  :                 19.1       20.5       26.8       31.5       18.0       20.3       25.5       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  : 2,513,958:   443,562    619,071    180,612  1,553,821  1,493,124  2,177,995  2,292,807:   335,963    221,151
Old  : 2,513,958:   443,562    619,071    180,612  1,553,821  1,493,124  2,177,995  2,292,807:   335,963    221,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    62,265:    24,499    -18,557     16,804     62,301     51,039    103,605     49,287:   -41,340     12,977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       24.6        7.2       61.8       59.4       86.6       91.2:      13.4        8.8
Old  :     100.0:      17.6       24.6        7.2       61.8       59.4       86.6       91.2:      13.4        8.8
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  :       365:        92        116         82        106        106        241        261:
Old  :       365:        92        116         82        106        106        241        261:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       20.5       31.3       31.4       17.3       13.1       26.6       23.8
Old  :                 21.6       20.5       31.3       31.4       17.3       13.1       26.6       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :    96,488:    13,037     42,222        353     71,591     49,807     84,981     92,382:    11,507      4,107
Old  :    96,488:    13,037     42,222        353     71,591     49,807     84,981     92,382:    11,507      4,107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     2,357:     1,725        118        289        812      1,964      2,826      2,371:      -469        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       43.8        0.4       74.2       51.6       88.1       95.7:      11.9        4.3
Old  :     100.0:      13.5       43.8        0.4       74.2       51.6       88.1       95.7:      11.9        4.3
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  :        91:        13         20          3         42         30         57         51:
Old  :        91:        13         20          3         42         30         57         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       39.4       46.9       58.1       27.9       38.2       45.2       56.9
Old  :                 29.1       39.4       46.9       58.1       27.9       38.2       45.2       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :    37,485:     5,188      7,614         41     24,887     19,413     30,116     27,068:     7,369     10,417
Old  :    37,485:     5,188      7,614         41     24,887     19,413     30,116     27,068:     7,369     10,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :      -375:       346     -1,922         -6       -668       -206       -327     -2,133:       -48      1,758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       20.3        0.1       66.4       51.8       80.3       72.2:      19.7       27.8
Old  :     100.0:      13.8       20.3        0.1       66.4       51.8       80.3       72.2:      19.7       27.8
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  :        50:         8         10          2         23         17         33         27:
Old  :        50:         8         10          2         23         17         33         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       33.7       55.9       51.6       37.7       32.9       55.9       48.8
Old  :                 37.7       33.7       55.9       51.6       37.7       32.9       55.9       48.8
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, June 3, 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  :   379,297:    89,923    147,026     14,364    224,449    192,579    328,736    353,969:    50,561     25,328
Old  :   379,297:    89,923    147,026     14,364    224,449    192,579    328,736    353,969:    50,561     25,328
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -9,774:   -28,469     14,521      3,498      7,955    -31,445    -17,016    -13,426:     7,242      3,651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       38.8        3.8       59.2       50.8       86.7       93.3:      13.3        6.7
Old  :     100.0:      23.7       38.8        3.8       59.2       50.8       86.7       93.3:      13.3        6.7
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  :       231:        61         77         30         51         55        130        144:
Old  :       231:        61         77         30         51         55        130        144:
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  :                 34.4       26.6       44.8       41.8       33.8       25.2       44.1       39.6
Old  :                 34.4       26.6       44.8       41.8       33.8       25.2       44.1       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :   112,734:    63,122     10,303      3,039     11,754     76,802     77,915     90,145:    34,819     22,589
Old  :   112,734:    63,122     10,303      3,039     11,754     76,802     77,915     90,145:    34,819     22,589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     1,284:    -4,797     -1,059      1,211      2,825    -10,500       -761    -10,347:     2,044     11,631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.0        9.1        2.7       10.4       68.1       69.1       80.0:      30.9       20.0
Old  :     100.0:      56.0        9.1        2.7       10.4       68.1       69.1       80.0:      30.9       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        36          7          3          9         15         45         25:
Old  :        62:        36          7          3          9         15         45         25:
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  :                 23.0       54.0       36.2       64.2       22.9       53.9       35.5       64.1
Old  :                 23.0       54.0       36.2       64.2       22.9       53.9       35.5       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :    42,985:     6,859     13,719      1,617     17,552     23,289     26,028     38,625:    16,957      4,360
Old  :    42,985:     6,859     13,719      1,617     17,552     23,289     26,028     38,625:    16,957      4,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :       904:      -541        194        124       -508        783       -925      1,101:     1,829       -197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       31.9        3.8       40.8       54.2       60.6       89.9:      39.4       10.1
Old  :     100.0:      16.0       31.9        3.8       40.8       54.2       60.6       89.9:      39.4       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         6         19          6         15         24         23         47:
Old  :        57:         6         19          6         15         24         23         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  :                 38.8       31.4       51.7       46.7       36.0       31.4       45.5       44.2
Old  :                 38.8       31.4       51.7       46.7       36.0       31.4       45.5       44.2
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, June 3, 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  :   748,891:    75,858    306,769     15,677    644,883    342,638    736,418    665,084:    12,473     83,807
Old  :   748,891:    75,858    306,769     15,677    644,883    342,638    736,418    665,084:    12,473     83,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    13,388:       652     10,553        118     13,650      2,209     14,420     12,880:    -1,032        508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       41.0        2.1       86.1       45.8       98.3       88.8:       1.7       11.2
Old  :     100.0:      10.1       41.0        2.1       86.1       45.8       98.3       88.8:       1.7       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  :       280:        38        121         35         70         84        134        214:
Old  :       280:        38        121         35         70         84        134        214:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       18.3       74.9       27.2       52.3       16.8       69.7       24.8
Old  :                 56.1       18.3       74.9       27.2       52.3       16.8       69.7       24.8
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, June 3, 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  :    93,488:    10,625     51,302        728     71,728     32,762     83,081     84,791:    10,407      8,697
Old  :    93,488:    10,625     51,302        728     71,728     32,762     83,081     84,791:    10,407      8,697
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     2,727:      -921        -63        333      2,179      1,979      1,591      2,249:     1,136        478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       54.9        0.8       76.7       35.0       88.9       90.7:      11.1        9.3
Old  :     100.0:      11.4       54.9        0.8       76.7       35.0       88.9       90.7:      11.1        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        16         26          6         17         23         38         50:
Old  :        77:        16         26          6         17         23         38         50:
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  :                 52.3       42.1       69.2       60.4       49.2       39.6       63.0       55.5
Old  :                 52.3       42.1       69.2       60.4       49.2       39.6       63.0       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :    65,728:    22,244      6,028      1,038     22,159     41,405     45,441     48,471:    20,287     17,257
Old  :    65,728:    22,244      6,028      1,038     22,159     41,405     45,441     48,471:    20,287     17,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     2,939:       -58        247        282      2,573      3,093      2,797      3,622:       142       -683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8        9.2        1.6       33.7       63.0       69.1       73.7:      30.9       26.3
Old  :     100.0:      33.8        9.2        1.6       33.7       63.0       69.1       73.7:      30.9       26.3
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  :        58:        18          8          5         20         17         38         30:
Old  :        58:        18          8          5         20         17         38         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  :                 28.6       39.7       41.9       54.3       28.1       36.3       38.6       49.5
Old  :                 28.6       39.7       41.9       54.3       28.1       36.3       38.6       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                                                          Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :    16,298:     3,542     10,637         62     10,747      4,067     14,351     14,766:     1,947      1,532
Old  :    16,298:     3,542     10,637         62     10,747      4,067     14,351     14,766:     1,947      1,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :      -525:        63       -470        -35       -512        -55       -484       -560:       -41         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       65.3        0.4       65.9       25.0       88.1       90.6:      11.9        9.4
Old  :     100.0:      21.7       65.3        0.4       65.9       25.0       88.1       90.6:      11.9        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         6          4          2          8          5         14         11:
Old  :        21:         6          4          2          8          5         14         11:
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  :                 61.7       75.7       76.1       88.4       52.5       71.5       67.0       79.1
Old  :                 61.7       75.7       76.1       88.4       52.5       71.5       67.0       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :    16,160:     6,490        328          0      8,332     15,109     14,822     15,437:     1,338        723
Old  :    16,160:     6,490        328          0      8,332     15,109     14,822     15,437:     1,338        723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :        67:       210        124          0       -199        -22         11        102:        56        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2        2.0        0.0       51.6       93.5       91.7       95.5:       8.3        4.5
Old  :     100.0:      40.2        2.0        0.0       51.6       93.5       91.7       95.5:       8.3        4.5
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  :        21:        11          2          0          5          5         16          7:
Old  :        21:        11          2          0          5          5         16          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  :                 62.2       92.8       79.1       95.5       61.1       92.8       77.9       93.6
Old  :                 62.2       92.8       79.1       95.5       61.1       92.8       77.9       93.6
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, June 3, 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  :    29,407:     4,037      3,841        450     23,825     13,961     28,312     18,252:     1,095     11,155
Old  :    29,407:     4,037      3,841        450     23,825     13,961     28,312     18,252:     1,095     11,155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     2,309:      -822      1,120        411      3,558        131      3,147      1,662:      -838        647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       13.1        1.5       81.0       47.5       96.3       62.1:       3.7       37.9
Old  :     100.0:      13.7       13.1        1.5       81.0       47.5       96.3       62.1:       3.7       37.9
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  :        36:         8          4          4         16         16         27         21:
Old  :        36:         8          4          4         16         16         27         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       32.4       73.2       49.8       59.2       27.9       69.9       41.1
Old  :                 59.2       32.4       73.2       49.8       59.2       27.9       69.9       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 6, 2008