BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, July 28, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     4,755:         0          0          0      4,310      4,130      4,310      4,130:       445        625
Old  :     4,755:         0          0          0      4,310      4,130      4,310      4,130:       445        625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :        33:         0          0          0         84         17         84         17:       -51         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       90.6       86.9       90.6       86.9:       9.4       13.1
Old  :     100.0:       0.0        0.0        0.0       90.6       86.9       90.6       86.9:       9.4       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          0          0         19         13         19         13:
Old  :        23:         0          0          0         19         13         19         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       71.3       76.2       83.0       59.4       71.1       72.7       80.3
Old  :                 61.5       71.3       76.2       83.0       59.4       71.1       72.7       80.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, July 28, 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  :    29,108:     1,827      6,819      2,590     20,205     15,248     24,622     24,657:     4,486      4,451
Old  :    29,108:     1,827      6,819      2,590     20,205     15,248     24,622     24,657:     4,486      4,451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :       437:       384        245        177        170        190        731        612:      -294       -175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       23.4        8.9       69.4       52.4       84.6       84.7:      15.4       15.3
Old  :     100.0:       6.3       23.4        8.9       69.4       52.4       84.6       84.7:      15.4       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        14         22         19         30         22         54         53:
Old  :        74:        14         22         19         30         22         54         53:
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  :                 39.1       33.6       53.7       49.8       38.1       31.0       52.7       46.7
Old  :                 39.1       33.6       53.7       49.8       38.1       31.0       52.7       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, July 28, 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  :   125,840:    26,288     47,836     16,954     61,737     35,314    104,979    100,104:    20,861     25,736
Old  :    67,248:    17,374     30,133      3,741     36,472     16,726     57,587     50,600:     9,661     16,648
Other:    58,592:    16,588     25,377      5,539     25,265     18,588     47,392     49,504:    11,200      9,088
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    -6,688:    -1,297      1,627     -5,346      1,286     -2,690     -5,357     -6,409:    -1,331       -279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       38.0       13.5       49.1       28.1       83.4       79.5:      16.6       20.5
Old  :     100.0:      25.8       44.8        5.6       54.2       24.9       85.6       75.2:      14.4       24.8
Other:     100.0:      28.3       43.3        9.5       43.1       31.7       80.9       84.5:      19.1       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        62         65         53         37         37        133        136:
Old  :       176:        45         79         24         25         32         88        118:
Other:       141:        56         34         30         29         33         95         87:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.4       18.9       39.2       27.8       23.3       16.8       37.9       25.3
Old  :                 36.7       17.3       49.7       25.9       36.6       17.3       49.7       25.9
Other:                 28.0       29.3       39.5       39.3       27.8       28.2       38.0       38.2
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, July 28, 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  :   229,406:    66,824     39,691     36,155    101,406    111,380    204,385    187,226:    25,021     42,180
Old  :   229,406:    66,824     39,691     36,155    101,406    111,380    204,385    187,226:    25,021     42,180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :     1,939:     1,808      1,546      1,432       -356      1,650      2,884      4,628:      -945     -2,689
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       17.3       15.8       44.2       48.6       89.1       81.6:      10.9       18.4
Old  :     100.0:      29.1       17.3       15.8       44.2       48.6       89.1       81.6:      10.9       18.4
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  :       332:        95         69         86         76        135        224        252:
Old  :       332:        95         69         86         76        135        224        252:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       14.1       35.3       21.6       21.8       12.7       33.7       19.2
Old  :                 22.1       14.1       35.3       21.6       21.8       12.7       33.7       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, July 28, 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  :     8,612:     3,144      2,346        882      2,832      3,982      6,858      7,210:     1,754      1,402
Old  :     8,612:     3,144      2,346        882      2,832      3,982      6,858      7,210:     1,754      1,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :       794:      -174       -163        540        308        437        674        814:       120        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5       27.2       10.2       32.9       46.2       79.6       83.7:      20.4       16.3
Old  :     100.0:      36.5       27.2       10.2       32.9       46.2       79.6       83.7:      20.4       16.3
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  :        76:        26         18         12         16         21         49         46:
Old  :        76:        26         18         12         16         21         49         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       27.8       50.3       45.3       32.5       27.8       49.2       45.3
Old  :                 32.5       27.8       50.3       45.3       32.5       27.8       49.2       45.3
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 - Futures Only, July 28, 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  :    27,165:    10,804      2,840      4,717      5,643      8,993     21,164     16,550:     6,001     10,615
Old  :    27,165:    10,804      2,840      4,717      5,643      8,993     21,164     16,550:     6,001     10,615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :      -156:      -288        175        520       -779       -678       -547         17:       391       -173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       10.5       17.4       20.8       33.1       77.9       60.9:      22.1       39.1
Old  :     100.0:      39.8       10.5       17.4       20.8       33.1       77.9       60.9:      22.1       39.1
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  :       124:        39         21         19         29         48         77         81:
Old  :       124:        39         21         19         29         48         77         81:
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  :                 19.2       19.3       29.9       26.6       12.7       11.3       22.5       17.4
Old  :                 19.2       19.3       29.9       26.6       12.7       11.3       22.5       17.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, July 28, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    20,924:     5,597        171          0     15,108     20,358     20,705     20,529:       219        395
Old  :    20,924:     5,597        171          0     15,108     20,358     20,705     20,529:       219        395
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :     1,567:     1,942       -111          0       -132      1,572      1,810      1,461:      -243        106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        0.8        0.0       72.2       97.3       99.0       98.1:       1.0        1.9
Old  :     100.0:      26.7        0.8        0.0       72.2       97.3       99.0       98.1:       1.0        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  :        21:         7          1          0         11          9         18         10:
Old  :        21:         7          1          0         11          9         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  :                 63.6       85.3       83.1       96.7       52.0       73.4       70.8       76.6
Old  :                 63.6       85.3       83.1       96.7       52.0       73.4       70.8       76.6
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, July 28, 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  :    92,023:    48,548     19,480        613      9,804     55,553     58,965     75,646:    33,058     16,377
Old  :    92,023:    48,548     19,480        613      9,804     55,553     58,965     75,646:    33,058     16,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :     2,130:     5,901     -6,661          9     -2,275      7,773      3,635      1,121:    -1,505      1,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.8       21.2        0.7       10.7       60.4       64.1       82.2:      35.9       17.8
Old  :     100.0:      52.8       21.2        0.7       10.7       60.4       64.1       82.2:      35.9       17.8
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  :        63:        24         13          4         13         18         39         33:
Old  :        63:        24         13          4         13         18         39         33:
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  :                 33.3       37.3       42.1       60.4       33.3       37.3       42.1       59.3
Old  :                 33.3       37.3       42.1       60.4       33.3       37.3       42.1       59.3
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, July 28, 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  :    37,313:    18,808      4,638         41      2,900     25,014     21,749     29,693:    15,564      7,620
Old  :    37,313:    18,808      4,638         41      2,900     25,014     21,749     29,693:    15,564      7,620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    -2,326:    -1,374     -2,347        -45        617       -301       -802     -2,693:    -1,524        367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.4       12.4        0.1        7.8       67.0       58.3       79.6:      41.7       20.4
Old  :     100.0:      50.4       12.4        0.1        7.8       67.0       58.3       79.6:      41.7       20.4
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  :        31:        14          7          2          3          9         17         18:
Old  :        31:        14          7          2          3          9         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       58.8       45.7       70.8       28.9       58.8       45.7       69.5
Old  :                 28.9       58.8       45.7       70.8       28.9       58.8       45.7       69.5
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 - Futures Only, July 28, 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  :    56,665:    40,014      9,807         43     12,208     43,869     52,265     53,719:     4,400      2,946
Old  :    56,665:    40,014      9,807         43     12,208     43,869     52,265     53,719:     4,400      2,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    13,579:    16,837     -2,155         32     -3,895     16,169     12,974     14,046:       605       -467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.6       17.3        0.1       21.5       77.4       92.2       94.8:       7.8        5.2
Old  :     100.0:      70.6       17.3        0.1       21.5       77.4       92.2       94.8:       7.8        5.2
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  :        59:        21         16          2         11         14         32         32:
Old  :        59:        21         16          2         11         14         32         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       55.7       71.5       76.4       55.7       55.7       71.5       76.4
Old  :                 55.7       55.7       71.5       76.4       55.7       55.7       71.5       76.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, July 28, 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  :    92,133:    23,863     31,906        152     48,534     41,792     72,549     73,850:    19,584     18,283
Old  :    92,133:    23,863     31,906        152     48,534     41,792     72,549     73,850:    19,584     18,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    -2,018:    -3,578     -1,226         23      2,621     -1,784       -934     -2,987:    -1,084        969
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       34.6        0.2       52.7       45.4       78.7       80.2:      21.3       19.8
Old  :     100.0:      25.9       34.6        0.2       52.7       45.4       78.7       80.2:      21.3       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  :        65:        17         25          4         13         15         33         41:
Old  :        65:        17         25          4         13         15         33         41:
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  :                 43.7       43.7       59.1       55.8       43.6       43.7       57.2       55.8
Old  :                 43.7       43.7       59.1       55.8       43.6       43.7       57.2       55.8
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, July 28, 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  :    90,649:    37,334     13,032         51     28,105     62,714     65,490     75,797:    25,159     14,852
Old  :    90,649:    37,334     13,032         51     28,105     62,714     65,490     75,797:    25,159     14,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :   -19,961:   -15,639     -3,753         20     -2,317    -16,901    -17,936    -20,634:    -2,025        673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.2       14.4        0.1       31.0       69.2       72.2       83.6:      27.8       16.4
Old  :     100.0:      41.2       14.4        0.1       31.0       69.2       72.2       83.6:      27.8       16.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        27         15          3         13         16         41         33:
Old  :        67:        27         15          3         13         16         41         33:
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  :                 23.3       58.1       39.1       69.1       23.3       56.3       38.7       67.2
Old  :                 23.3       58.1       39.1       69.1       23.3       56.3       38.7       67.2
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 - Futures Only, July 28, 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  :   136,354:    55,671     35,384        500     26,861     65,511     83,032    101,395:    53,322     34,959
Old  :   136,354:    55,671     35,384        500     26,861     65,511     83,032    101,395:    53,322     34,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    -7,060:   -10,602      3,883         36      2,075    -14,255     -8,491    -10,336:     1,431      3,276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.8       26.0        0.4       19.7       48.0       60.9       74.4:      39.1       25.6
Old  :     100.0:      40.8       26.0        0.4       19.7       48.0       60.9       74.4:      39.1       25.6
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  :       118:        41         35         10         19         28         63         70:
Old  :       118:        41         35         10         19         28         63         70:
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  :                 21.8       26.5       30.3       40.0       21.5       26.5       29.1       38.9
Old  :                 21.8       26.5       30.3       40.0       21.5       26.5       29.1       38.9
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, July 28, 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  :    22,692:    17,990        423          0      2,220     21,440     20,210     21,863:     2,482        829
Old  :    22,692:    17,990        423          0      2,220     21,440     20,210     21,863:     2,482        829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :       705:     1,031       -353          0       -371      1,343        660        990:        45       -285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.3        1.9        0.0        9.8       94.5       89.1       96.3:      10.9        3.7
Old  :     100.0:      79.3        1.9        0.0        9.8       94.5       89.1       96.3:      10.9        3.7
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  :        31:        12          3          0          4         13         16         16:
Old  :        31:        12          3          0          4         13         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.8       78.9       80.5       89.0       61.8       78.9       80.5       87.7
Old  :                 61.8       78.9       80.5       89.0       61.8       78.9       80.5       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, July 28, 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  : 6,639,965: 1,038,601    276,848    711,550  3,959,425  4,740,202  5,709,576  5,728,600:   930,389    911,365
Old  : 6,639,965: 1,038,601    276,848    711,550  3,959,425  4,740,202  5,709,576  5,728,600:   930,389    911,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    70,370:    -2,644     67,750      9,692     64,708    -21,181     71,756     56,261:    -1,386     14,109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        4.2       10.7       59.6       71.4       86.0       86.3:      14.0       13.7
Old  :     100.0:      15.6        4.2       10.7       59.6       71.4       86.0       86.3:      14.0       13.7
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  :       227:        63         41         81        106        105        209        194:
Old  :       227:        63         41         81        106        105        209        194:
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  :                 25.8       42.1       35.1       51.7       23.4       36.4       29.5       42.8
Old  :                 25.8       42.1       35.1       51.7       23.4       36.4       29.5       42.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, July 28, 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  :   386,329:    26,341     40,776      2,828    265,159    298,004    294,328    341,608:    92,001     44,721
Old  :   386,329:    26,341     40,776      2,828    265,159    298,004    294,328    341,608:    92,001     44,721
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    -4,525:     1,380     -3,300        763     -1,493        239        650     -2,298:    -5,175     -2,227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       10.6        0.7       68.6       77.1       76.2       88.4:      23.8       11.6
Old  :     100.0:       6.8       10.6        0.7       68.6       77.1       76.2       88.4:      23.8       11.6
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  :       141:        20         19          9         69         64         95         86:
Old  :       141:        20         19          9         69         64         95         86:
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  :                 23.4       31.4       33.2       45.0       22.5       31.4       32.1       43.8
Old  :                 23.4       31.4       33.2       45.0       22.5       31.4       32.1       43.8
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, July 28, 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  : 2,503,699:   481,928    378,794     30,118  1,818,087  1,853,702  2,330,133  2,262,614:   173,566    241,085
Old  : 2,503,699:   481,928    378,794     30,118  1,818,087  1,853,702  2,330,133  2,262,614:   173,566    241,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    83,216:    16,255    -14,828      5,312     52,965    137,180     74,532    127,664:     8,684    -44,448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       15.1        1.2       72.6       74.0       93.1       90.4:       6.9        9.6
Old  :     100.0:      19.2       15.1        1.2       72.6       74.0       93.1       90.4:       6.9        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  :       424:        93        100         34        136        149        243        269:
Old  :       424:        93        100         34        136        149        243        269:
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  :                 18.9       22.5       32.8       31.3       17.7       17.5       29.3       25.7
Old  :                 18.9       22.5       32.8       31.3       17.7       17.5       29.3       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, July 28, 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  :   103,923:    17,275      9,395          0     77,180     91,113     94,455    100,508:     9,468      3,415
Old  :   103,923:    17,275      9,395          0     77,180     91,113     94,455    100,508:     9,468      3,415
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :     3,668:     3,643       -721       -902        445      5,756      3,186      4,133:       482       -465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        9.0        0.0       74.3       87.7       90.9       96.7:       9.1        3.3
Old  :     100.0:      16.6        9.0        0.0       74.3       87.7       90.9       96.7:       9.1        3.3
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  :        81:        10          6          0         47         30         57         36:
Old  :        81:        10          6          0         47         30         57         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  :                 32.2       51.9       48.9       71.9       27.0       51.9       43.2       69.8
Old  :                 32.2       51.9       48.9       71.9       27.0       51.9       43.2       69.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, July 28, 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  :    17,182:     3,817      3,937          0      9,317      8,330     13,134     12,267:     4,048      4,915
Old  :    17,182:     3,817      3,937          0      9,317      8,330     13,134     12,267:     4,048      4,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    -2,623:       681       -784          0     -3,187       -325     -2,506     -1,109:      -117     -1,514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       22.9        0.0       54.2       48.5       76.4       71.4:      23.6       28.6
Old  :     100.0:      22.2       22.9        0.0       54.2       48.5       76.4       71.4:      23.6       28.6
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  :        34:         4          6          0         13         15         17         21:
Old  :        34:         4          6          0         13         15         17         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  :                 49.0       34.4       65.2       50.8       49.0       34.4       65.0       50.8
Old  :                 49.0       34.4       65.2       50.8       49.0       34.4       65.0       50.8
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 - Futures Only, July 28, 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  :   305,032:   109,409     76,460      2,799    159,666    207,858    271,874    287,117:    33,158     17,915
Old  :   305,032:   109,409     76,460      2,799    159,666    207,858    271,874    287,117:    33,158     17,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    25,124:    35,094      9,846        318    -10,491     17,008     24,921     27,172:       203     -2,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       25.1        0.9       52.3       68.1       89.1       94.1:      10.9        5.9
Old  :     100.0:      35.9       25.1        0.9       52.3       68.1       89.1       94.1:      10.9        5.9
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  :       228:        61         60         13         48         71        117        136:
Old  :       228:        61         60         13         48         71        117        136:
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  :                 32.7       25.0       45.5       37.7       29.4       17.8       40.6       29.0
Old  :                 32.7       25.0       45.5       37.7       29.4       17.8       40.6       29.0
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, July 28, 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  :   103,394:    53,877     10,382        163     23,448     83,098     77,488     93,643:    25,906      9,751
Old  :   103,394:    53,877     10,382        163     23,448     83,098     77,488     93,643:    25,906      9,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :     4,915:     2,825     -1,882        -57        -45      5,452      2,723      3,513:     2,192      1,402
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.1       10.0        0.2       22.7       80.4       74.9       90.6:      25.1        9.4
Old  :     100.0:      52.1       10.0        0.2       22.7       80.4       74.9       90.6:      25.1        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  :        52:        23          9          1         11         12         35         21:
Old  :        52:        23          9          1         11         12         35         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  :                 44.1       69.9       54.4       83.3       44.1       69.9       54.3       82.6
Old  :                 44.1       69.9       54.4       83.3       44.1       69.9       54.3       82.6
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, July 28, 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  :    32,770:     9,709     10,528          0     10,077     16,973     19,786     27,501:    12,984      5,269
Old  :    32,770:     9,709     10,528          0     10,077     16,973     19,786     27,501:    12,984      5,269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :     3,347:       772      2,758          0      1,730      1,093      2,502      3,851:       845       -504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       32.1        0.0       30.8       51.8       60.4       83.9:      39.6       16.1
Old  :     100.0:      29.6       32.1        0.0       30.8       51.8       60.4       83.9:      39.6       16.1
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  :        55:        11         13          0         16         19         27         32:
Old  :        55:        11         13          0         16         19         27         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       37.1       33.6       51.9       19.7       36.3       33.3       51.0
Old  :                 19.7       37.1       33.6       51.9       19.7       36.3       33.3       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, July 28, 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  :    42,757:    12,858     10,692        463     23,283     18,733     36,604     29,888:     6,153     12,869
Old  :    42,757:    12,858     10,692        463     23,283     18,733     36,604     29,888:     6,153     12,869
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :     2,953:     2,488       -774       -868      2,882      1,631      4,502        -11:    -1,549      2,964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       25.0        1.1       54.5       43.8       85.6       69.9:      14.4       30.1
Old  :     100.0:      30.1       25.0        1.1       54.5       43.8       85.6       69.9:      14.4       30.1
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  :        67:        16         10          2         27         21         43         33:
Old  :        67:        16         10          2         27         21         43         33:
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  :                 32.6       25.9       45.1       40.2       29.8       25.9       42.2       40.2
Old  :                 32.6       25.9       45.1       40.2       29.8       25.9       42.2       40.2
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, July 28, 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  :    24,666:     3,609      6,981        154     18,097     15,451     21,860     22,586:     2,806      2,080
Old  :    24,666:     3,609      6,981        154     18,097     15,451     21,860     22,586:     2,806      2,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :      -310:        21        215          0       -655       -526       -634       -311:       324          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       28.3        0.6       73.4       62.6       88.6       91.6:      11.4        8.4
Old  :     100.0:      14.6       28.3        0.6       73.4       62.6       88.6       91.6:      11.4        8.4
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  :        33:         8          4          2         11         13         20         18:
Old  :        33:         8          4          2         11         13         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       65.0       73.1       81.9       55.3       65.0       68.1       78.9
Old  :                 60.2       65.0       73.1       81.9       55.3       65.0       68.1       78.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders - Futures Only, July 28, 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  :    15,422:     3,433        701          0     10,830     14,219     14,263     14,920:     1,159        502
Old  :    15,422:     3,433        701          0     10,830     14,219     14,263     14,920:     1,159        502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :       344:       135        158          0        103        386        238        544:       106       -200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        4.5        0.0       70.2       92.2       92.5       96.7:       7.5        3.3
Old  :     100.0:      22.3        4.5        0.0       70.2       92.2       92.5       96.7:       7.5        3.3
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  :        22:         9          3          0          8          4         17          7:
Old  :        22:         9          3          0          8          4         17          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  :                 62.5       94.4       77.8       96.7       61.6       94.4       76.9       95.8
Old  :                 62.5       94.4       77.8       96.7       61.6       94.4       76.9       95.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 31, 2009