MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    34,378:     2,709      7,558      1,505     26,583     17,623     30,797     26,686:     3,581      7,692
Old  :    34,378:     2,709      7,558      1,505     26,583     17,623     30,797     26,686:     3,581      7,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :       296:      -428       -228        223         50        360       -155        355:       451        -59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       22.0        4.4       77.3       51.3       89.6       77.6:      10.4       22.4
Old  :     100.0:       7.9       22.0        4.4       77.3       51.3       89.6       77.6:      10.4       22.4
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  :        68:         6         26         13         25         21         39         52:
Old  :        68:         6         26         13         25         21         39         52:
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  :                 52.4       27.4       63.8       42.4       52.4       23.2       62.3       37.4
Old  :                 52.4       27.4       63.8       42.4       52.4       23.2       62.3       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   128,736:    20,208     28,398     23,693     59,673     49,746    103,574    101,837:    25,162     26,899
Old  :   123,538:    18,925     28,188     22,672     58,168     47,225     99,765     98,085:    23,773     25,453
Other:     5,198:     2,118      1,045        186      1,505      2,521      3,809      3,752:     1,389      1,446
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :    -1,268:    -3,759     -2,606      1,024        -79        909     -2,814       -673:     1,546       -595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       22.1       18.4       46.4       38.6       80.5       79.1:      19.5       20.9
Old  :     100.0:      15.3       22.8       18.4       47.1       38.2       80.8       79.4:      19.2       20.6
Other:     100.0:      40.7       20.1        3.6       29.0       48.5       73.3       72.2:      26.7       27.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        48         56         64         43         40        131        136:
Old  :       179:        47         58         64         42         39        130        135:
Other:        45:        12         12          4         12         15         26         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       22.9       35.6       32.2       22.1       21.0       32.1       29.0
Old  :                 25.4       23.0       36.1       32.6       22.9       21.5       32.4       29.6
Other:                 48.2       30.2       58.8       45.4       48.2       30.2       56.7       45.3
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   211,521:    47,354     50,556     32,896    105,632     88,499    185,882    171,951:    25,639     39,570
Old  :   211,521:    47,354     50,556     32,896    105,632     88,499    185,882    171,951:    25,639     39,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     5,194:    -1,483     -1,482      1,615      1,922      5,644      2,054      5,777:     3,140       -583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       23.9       15.6       49.9       41.8       87.9       81.3:      12.1       18.7
Old  :     100.0:      22.4       23.9       15.6       49.9       41.8       87.9       81.3:      12.1       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:        64         78         70         74        124        179        239:
Old  :       303:        64         78         70         74        124        179        239:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       11.1       32.9       18.4       18.8       11.1       30.9       17.9
Old  :                 19.9       11.1       32.9       18.4       18.8       11.1       30.9       17.9
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 - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     6,613:     2,471      3,459        431      2,458      1,284      5,360      5,174:     1,253      1,439
Old  :     6,613:     2,471      3,459        431      2,458      1,284      5,360      5,174:     1,253      1,439
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :       159:         3        255        -32        169         32        140        255:        19        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       52.3        6.5       37.2       19.4       81.1       78.2:      18.9       21.8
Old  :     100.0:      37.4       52.3        6.5       37.2       19.4       81.1       78.2:      18.9       21.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        18         27          9         16         15         39         47:
Old  :        69:        18         27          9         16         15         39         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       32.5       58.0       46.1       39.5       32.5       56.4       45.4
Old  :                 40.7       32.5       58.0       46.1       39.5       32.5       56.4       45.4
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 - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    21,637:     5,488      4,555      3,492      6,890      4,146     15,870     12,193:     5,767      9,444
Old  :    21,637:     5,488      4,555      3,492      6,890      4,146     15,870     12,193:     5,767      9,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :    -1,408:        26         -6         56       -605        -40       -523         10:      -885     -1,418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       21.1       16.1       31.8       19.2       73.3       56.4:      26.7       43.6
Old  :     100.0:      25.4       21.1       16.1       31.8       19.2       73.3       56.4:      26.7       43.6
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  :       101:        21         28         19         28         31         63         67:
Old  :       101:        21         28         19         28         31         63         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       18.2       29.2       24.8       14.8       10.9       24.6       16.8
Old  :                 17.7       18.2       29.2       24.8       14.8       10.9       24.6       16.8
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 - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :    56,641:     5,203     25,875      1,032     22,166     13,792     28,401     40,699:    28,240     15,942
Old  :    56,641:     5,203     25,875      1,032     22,166     13,792     28,401     40,699:    28,240     15,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :   -37,338:    -3,512     -6,790     -3,263    -30,974    -18,793    -37,749    -28,846:       411     -8,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       45.7        1.8       39.1       24.3       50.1       71.9:      49.9       28.1
Old  :     100.0:       9.2       45.7        1.8       39.1       24.3       50.1       71.9:      49.9       28.1
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  :        51:        12         17          4         11         12         25         31:
Old  :        51:        12         17          4         11         12         25         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       32.1       38.8       45.7       31.9       32.1       38.0       45.7
Old  :                 32.1       32.1       38.8       45.7       31.9       32.1       38.0       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 - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    27,937:     6,311      9,459         63      9,106      7,648     15,480     17,170:    12,457     10,767
Old  :    27,937:     6,311      9,459         63      9,106      7,648     15,480     17,170:    12,457     10,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :    -3,189:       369     -4,921         10     -5,334      7,227     -4,955      2,316:     1,766     -5,505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       33.9        0.2       32.6       27.4       55.4       61.5:      44.6       38.5
Old  :     100.0:      22.6       33.9        0.2       32.6       27.4       55.4       61.5:      44.6       38.5
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  :        33:        12          8          2         10          5         22         15:
Old  :        33:        12          8          2         10          5         22         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       44.3       39.2       55.7       27.2       44.3       39.2       55.7
Old  :                 27.2       44.3       39.2       55.7       27.2       44.3       39.2       55.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :    43,726:    12,439     13,569         97     29,883     27,131     42,419     40,797:     1,307      2,929
Old  :    43,726:    12,439     13,569         97     29,883     27,131     42,419     40,797:     1,307      2,929
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :    -3,771:     3,261     -3,079        -19     -7,377        242     -4,135     -2,856:       364       -915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       31.0        0.2       68.3       62.0       97.0       93.3:       3.0        6.7
Old  :     100.0:      28.4       31.0        0.2       68.3       62.0       97.0       93.3:       3.0        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  :        54:        13         23          1          5         14         18         38:
Old  :        54:        13         23          1          5         14         18         38:
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  :                 81.8       46.5       91.3       63.4       81.8       46.5       90.8       62.9
Old  :                 81.8       46.5       91.3       63.4       81.8       46.5       90.8       62.9
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 - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :    76,157:     9,352     40,098        149     45,030     14,809     54,531     55,056:    21,626     21,101
Old  :    76,157:     9,352     40,098        149     45,030     14,809     54,531     55,056:    21,626     21,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :       -41:     1,621       -623        132     -3,879       -409     -2,126       -900:     2,085        859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       52.7        0.2       59.1       19.4       71.6       72.3:      28.4       27.7
Old  :     100.0:      12.3       52.7        0.2       59.1       19.4       71.6       72.3:      28.4       27.7
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  :        54:         9         27          2         11         12         21         40:
Old  :        54:         9         27          2         11         12         21         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       33.1       62.3       47.0       51.6       33.1       61.7       47.0
Old  :                 51.6       33.1       62.3       47.0       51.6       33.1       61.7       47.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :    69,923:    25,057     32,719        233     29,910     16,662     55,200     49,614:    14,723     20,309
Old  :    69,923:    25,057     32,719        233     29,910     16,662     55,200     49,614:    14,723     20,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :      -584:    -2,113        853          2     -3,153     -2,597     -5,264     -1,742:     4,680      1,158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       46.8        0.3       42.8       23.8       78.9       71.0:      21.1       29.0
Old  :     100.0:      35.8       46.8        0.3       42.8       23.8       78.9       71.0:      21.1       29.0
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  :        70:        16         30          5         18         15         39         45:
Old  :        70:        16         30          5         18         15         39         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       27.7       53.2       41.6       39.0       27.7       53.1       40.8
Old  :                 39.0       27.7       53.2       41.6       39.0       27.7       53.1       40.8
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 - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   112,887:    32,680     38,138        592     37,912     44,237     71,184     82,967:    41,703     29,920
Old  :   112,887:    32,680     38,138        592     37,912     44,237     71,184     82,967:    41,703     29,920
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     1,810:      -977     -4,558         44        857      9,373        -76      4,859:     1,886     -3,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       33.8        0.5       33.6       39.2       63.1       73.5:      36.9       26.5
Old  :     100.0:      28.9       33.8        0.5       33.6       39.2       63.1       73.5:      36.9       26.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        38         31          7         19         21         60         56:
Old  :       102:        38         31          7         19         21         60         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       29.8       36.0       42.9       24.3       27.7       35.8       40.8
Old  :                 24.5       29.8       36.0       42.9       24.3       27.7       35.8       40.8
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 - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    15,198:     3,383      6,268          0      8,146      7,392     11,529     13,660:     3,669      1,538
Old  :    15,198:     3,383      6,268          0      8,146      7,392     11,529     13,660:     3,669      1,538
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :      -350:       511     -2,684          0       -832      2,535       -321       -149:       -29       -201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       41.2        0.0       53.6       48.6       75.9       89.9:      24.1       10.1
Old  :     100.0:      22.3       41.2        0.0       53.6       48.6       75.9       89.9:      24.1       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  :        25:         5          9          0          8          4         13         13:
Old  :        25:         5          9          0          8          4         13         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       62.9       68.8       84.1       43.9       62.7       68.8       83.9
Old  :                 43.9       62.9       68.8       84.1       43.9       62.7       68.8       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                        Code-032741
Commitments of Traders - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000)                                                  :
     :          :                                                                            :
All  :    37,120:     4,110          0        877     25,021     32,693     30,008     33,570:     7,112      3,550
Old  :    37,120:     4,110          0        877     25,021     32,693     30,008     33,570:     7,112      3,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        0.0        2.4       67.4       88.1       80.8       90.4:      19.2        9.6
Old  :     100.0:      11.1        0.0        2.4       67.4       88.1       80.8       90.4:      19.2        9.6
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  :        20:         4          0          2         14          8         18         10:
Old  :        20:         4          0          2         14          8         18         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       76.4       57.4       89.2       35.8       68.7       55.8       77.9
Old  :                 35.8       76.4       57.4       89.2       35.8       68.7       55.8       77.9
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 - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  : 5,970,682:   726,036    353,484    505,499  3,903,747  4,400,150  5,135,282  5,259,133:   835,400    711,549
Old  : 5,970,682:   726,036    353,484    505,499  3,903,747  4,400,150  5,135,282  5,259,133:   835,400    711,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :   200,761:   124,947     -5,230     43,156    -42,961    230,742    125,142    268,668:    75,619    -67,907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        5.9        8.5       65.4       73.7       86.0       88.1:      14.0       11.9
Old  :     100.0:      12.2        5.9        8.5       65.4       73.7       86.0       88.1:      14.0       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        55         25         63        100         99        183        168:
Old  :       198:        55         25         63        100         99        183        168:
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       40.1       38.7       50.7       27.6       33.5       34.4       40.7
Old  :                 28.6       40.1       38.7       50.7       27.6       33.5       34.4       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   423,477:    49,199     28,241      1,780    279,660    348,542    330,639    378,563:    92,838     44,914
Old  :   423,477:    49,199     28,241      1,780    279,660    348,542    330,639    378,563:    92,838     44,914
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :  -266,031:     4,139    -58,521    -10,901   -179,813   -170,680   -186,575   -240,102:   -79,456    -25,929
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        6.7        0.4       66.0       82.3       78.1       89.4:      21.9       10.6
Old  :     100.0:      11.6        6.7        0.4       66.0       82.3       78.1       89.4:      21.9       10.6
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  :       150:        29         17         13         73         58        107         83:
Old  :       150:        29         17         13         73         58        107         83:
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       33.6       34.9       50.4       22.6       33.6       34.5       50.1
Old  :                 23.0       33.6       34.9       50.4       22.6       33.6       34.5       50.1
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 - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,428,148:   469,144    394,615     18,153  1,783,084  1,816,605  2,270,381  2,229,373:   157,767    198,775
Old  : 2,428,148:   469,144    394,615     18,153  1,783,084  1,816,605  2,270,381  2,229,373:   157,767    198,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :-1,501,222:  -300,091   -108,282    -78,082 -1,082,227 -1,047,817 -1,460,400 -1,234,181:   -40,822   -267,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       16.3        0.7       73.4       74.8       93.5       91.8:       6.5        8.2
Old  :     100.0:      19.3       16.3        0.7       73.4       74.8       93.5       91.8:       6.5        8.2
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  :       403:        91        101         29        133        139        238        255:
Old  :       403:        91        101         29        133        139        238        255:
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       20.9       35.9       33.4       19.1       17.0       32.1       28.4
Old  :                 21.6       20.9       35.9       33.4       19.1       17.0       32.1       28.4
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 - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   112,146:    12,256     11,951          0     91,825     96,306    104,081    108,257:     8,065      3,889
Old  :   112,146:    12,256     11,951          0     91,825     96,306    104,081    108,257:     8,065      3,889
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :   -23,679:    -2,689      1,147       -557    -22,202    -22,375    -25,448    -21,785:     1,769     -1,894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       10.7        0.0       81.9       85.9       92.8       96.5:       7.2        3.5
Old  :     100.0:      10.9       10.7        0.0       81.9       85.9       92.8       96.5:       7.2        3.5
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  :        82:         7          8          0         46         32         53         40:
Old  :        82:         7          8          0         46         32         53         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       57.9       52.5       72.5       31.9       57.9       49.9       72.5
Old  :                 34.5       57.9       52.5       72.5       31.9       57.9       49.9       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    17,893:     1,877      1,519          0     12,071     14,639     13,948     16,158:     3,945      1,735
Old  :    17,893:     1,877      1,519          0     12,071     14,639     13,948     16,158:     3,945      1,735
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :   -27,178:       529     -2,944       -522    -17,102    -17,411    -17,095    -20,877:   -10,083     -6,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        8.5        0.0       67.5       81.8       78.0       90.3:      22.0        9.7
Old  :     100.0:      10.5        8.5        0.0       67.5       81.8       78.0       90.3:      22.0        9.7
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  :        33:         3          4          0         14         16         17         20:
Old  :        33:         3          4          0         14         16         17         20:
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  :                 52.7       50.6       65.1       68.2       52.2       47.0       62.8       63.6
Old  :                 52.7       50.6       65.1       68.2       52.2       47.0       62.8       63.6
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 - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   236,219:    36,119     58,177      1,929    185,110    160,936    223,158    221,042:    13,061     15,177
Old  :   236,219:    36,119     58,177      1,929    185,110    160,936    223,158    221,042:    13,061     15,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :  -162,596:   -15,800    -29,459     -9,363   -120,718    -81,062   -145,881   -119,884:   -16,715    -42,712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       24.6        0.8       78.4       68.1       94.5       93.6:       5.5        6.4
Old  :     100.0:      15.3       24.6        0.8       78.4       68.1       94.5       93.6:       5.5        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        37         45          8         55         60         96        109:
Old  :       185:        37         45          8         55         60         96        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  :                 45.2       32.5       55.8       44.8       34.4       26.5       44.0       36.0
Old  :                 45.2       32.5       55.8       44.8       34.4       26.5       44.0       36.0
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 - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :    58,361:    22,254     13,841         26     18,787     36,283     41,067     50,150:    17,294      8,211
Old  :    58,361:    22,254     13,841         26     18,787     36,283     41,067     50,150:    17,294      8,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     7,864:     7,328     -1,504         26       -246     10,658      7,108      9,180:       756     -1,316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       23.7        0.0       32.2       62.2       70.4       85.9:      29.6       14.1
Old  :     100.0:      38.1       23.7        0.0       32.2       62.2       70.4       85.9:      29.6       14.1
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  :        52:        24         12          1          8         10         32         23:
Old  :        52:        24         12          1          8         10         32         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       59.4       45.0       71.8       33.5       59.4       45.0       71.8
Old  :                 33.5       59.4       45.0       71.8       33.5       59.4       45.0       71.8
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 - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    27,497:     4,301     10,895          0     17,411     11,634     21,712     22,529:     5,785      4,968
Old  :    27,497:     4,301     10,895          0     17,411     11,634     21,712     22,529:     5,785      4,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :      -446:      -660       -513          0       -270      1,254       -930        741:       484     -1,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       39.6        0.0       63.3       42.3       79.0       81.9:      21.0       18.1
Old  :     100.0:      15.6       39.6        0.0       63.3       42.3       79.0       81.9:      21.0       18.1
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  :        45:         9         10          0         11         17         20         27:
Old  :        45:         9         10          0         11         17         20         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  :                 49.4       35.8       62.8       51.2       49.4       35.4       62.8       50.1
Old  :                 49.4       35.8       62.8       51.2       49.4       35.4       62.8       50.1
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 - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    38,803:    13,495      7,265          0     17,153     27,202     30,648     34,467:     8,155      4,336
Old  :    38,803:    13,495      7,265          0     17,153     27,202     30,648     34,467:     8,155      4,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     2,031:    -2,987       -882          0      4,429      2,954      1,442      2,072:       589        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       18.7        0.0       44.2       70.1       79.0       88.8:      21.0       11.2
Old  :     100.0:      34.8       18.7        0.0       44.2       70.1       79.0       88.8:      21.0       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  :        54:         8          9          0         26         16         34         25:
Old  :        54:         8          9          0         26         16         34         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  :                 28.7       57.4       44.0       72.4       28.7       57.4       42.8       69.6
Old  :                 28.7       57.4       44.0       72.4       28.7       57.4       42.8       69.6
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 - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    29,000:     3,754      9,081        342     23,281     17,976     27,377     27,399:     1,623      1,601
Old  :    29,000:     3,754      9,081        342     23,281     17,976     27,377     27,399:     1,623      1,601
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :    -1,456:    -2,051      1,110         54        249     -1,964     -1,748       -800:       292       -656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       31.3        1.2       80.3       62.0       94.4       94.5:       5.6        5.5
Old  :     100.0:      12.9       31.3        1.2       80.3       62.0       94.4       94.5:       5.6        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         8          6          2         12         13         21         20:
Old  :        36:         8          6          2         12         13         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.7       65.8       80.0       80.6       68.3       65.8       78.6       80.6
Old  :                 69.7       65.8       80.0       80.6       68.3       65.8       78.6       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    14,891:     4,085      1,591          0      9,959     13,023     14,044     14,614:       847        277
Old  :    14,891:     4,085      1,591          0      9,959     13,023     14,044     14,614:       847        277
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :       223:       -83        524          0        124         82         41        606:       182       -383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       10.7        0.0       66.9       87.5       94.3       98.1:       5.7        1.9
Old  :     100.0:      27.4       10.7        0.0       66.9       87.5       94.3       98.1:       5.7        1.9
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  :        25:        11          5          0          7          4         18          9:
Old  :        25:        11          5          0          7          4         18          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.9       94.1       79.1       97.9       65.6       94.1       78.8       97.5
Old  :                 65.9       94.1       79.1       97.9       65.6       94.1       78.8       97.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 27, 2009