BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :     4,120:         0          0          0      3,215      3,961      3,215      3,961:       905        159
Old  :     4,120:         0          0          0      3,215      3,961      3,215      3,961:       905        159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       78.0       96.1       78.0       96.1:      22.0        3.9
Old  :     100.0:       0.0        0.0        0.0       78.0       96.1       78.0       96.1:      22.0        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         14         10         14         10:
Old  :        20:         0          0          0         14         10         14         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  :                 45.5       72.8       64.7       95.8       45.5       70.5       64.3       93.1
Old  :                 45.5       72.8       64.7       95.8       45.5       70.5       64.3       93.1
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 with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    52,271:     5,077      1,359      8,927     32,582     30,724     46,586     41,010:     5,685     11,261
Old  :    52,271:     5,077      1,359      8,927     32,582     30,724     46,586     41,010:     5,685     11,261
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     2,331:      -649        462        584      2,669      1,299      2,604      2,345:      -273        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        2.6       17.1       62.3       58.8       89.1       78.5:      10.9       21.5
Old  :     100.0:       9.7        2.6       17.1       62.3       58.8       89.1       78.5:      10.9       21.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        12         12         17         31         30         52         50:
Old  :        62:        12         12         17         31         30         52         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       31.8       60.2       45.5       35.2       25.3       48.8       34.1
Old  :                 39.9       31.8       60.2       45.5       35.2       25.3       48.8       34.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   266,061:    48,033     41,754     65,720    123,335    124,448    237,088    231,922:    28,973     34,138
Old  :   168,658:    32,765     61,688     28,070     92,228     56,712    153,064    146,470:    15,594     22,188
Other:    97,402:    40,604      5,402     12,313     31,106     67,736     84,024     85,452:    13,378     11,950
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     7,859:       414     -2,479      2,197      4,596      6,627      7,206      6,345:       654      1,515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       15.7       24.7       46.4       46.8       89.1       87.2:      10.9       12.8
Old  :     100.0:      19.4       36.6       16.6       54.7       33.6       90.8       86.8:       9.2       13.2
Other:     100.0:      41.7        5.5       12.6       31.9       69.5       86.3       87.7:      13.7       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        80         78         96         39         53        182        177:
Old  :       220:        56         98         72         36         49        148        167:
Other:       160:        76         23         39         31         48        117        100:
     :----------------------------------------------------------------------------------------------------
     :             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       27.7       36.0       35.5       22.5       24.1       33.8       29.6
Old  :                 29.9       23.8       43.3       33.5       29.6       22.8       41.6       30.6
Other:                 26.0       40.0       40.3       49.4       25.4       37.9       39.3       45.9
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                         Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :     2,269:       816        576         78        357        929      1,251      1,583:     1,018        686
Old  :     2,199:       816        575         78        351        926      1,245      1,579:       954        620
Other:        70:         0          1          0          6          3          6          4:        64         66
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :         5:        74         57       -172        -40        -37       -138       -152:       143        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       25.4        3.4       15.7       40.9       55.1       69.8:      44.9       30.2
Old  :     100.0:      37.1       26.1        3.5       16.0       42.1       56.6       71.8:      43.4       28.2
Other:     100.0:       0.0        1.4        0.0        8.6        4.3        8.6        5.7:      91.4       94.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        11         11          2          5          3         18         14:
Old  :        29:        11         11          2          5          3         18         14:
Other:         4:         0          1          0          1          2          1          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       46.3       41.6       60.8       28.7       46.1       40.5       58.3
Old  :                 29.3       47.6       42.7       62.6       29.3       47.5       41.6       60.1
Other:                  8.6        5.7        8.6        5.7        8.6        5.7        8.6        5.7
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   375,865:    97,877     20,556     81,413    170,124    198,192    349,413    300,160:    26,451     75,705
Old  :   375,865:    97,877     20,556     81,413    170,124    198,192    349,413    300,160:    26,451     75,705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     9,392:      -907     -2,741      6,028      1,521      5,966      6,642      9,253:     2,750        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        5.5       21.7       45.3       52.7       93.0       79.9:       7.0       20.1
Old  :     100.0:      26.0        5.5       21.7       45.3       52.7       93.0       79.9:       7.0       20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       395:       138         60        103         94        172        279        303:
Old  :       395:       138         60        103         94        172        279        303:
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       14.9       33.0       22.7       19.3       14.5       29.9       20.6
Old  :                 21.6       14.9       33.0       22.7       19.3       14.5       29.9       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :    14,587:     4,489      4,844      2,048      5,686      5,354     12,224     12,246:     2,363      2,341
Old  :    14,587:     4,489      4,844      2,048      5,686      5,354     12,224     12,246:     2,363      2,341
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :        -6:       -50       -229        127        -38         51         39        -51:       -46         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       33.2       14.0       39.0       36.7       83.8       84.0:      16.2       16.0
Old  :     100.0:      30.8       33.2       14.0       39.0       36.7       83.8       84.0:      16.2       16.0
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  :       100:        31         29         16         23         33         59         74:
Old  :       100:        31         29         16         23         33         59         74:
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  :                 26.4       24.8       46.9       39.0       25.7       24.8       43.5       38.0
Old  :                 26.4       24.8       46.9       39.0       25.7       24.8       43.5       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    34,833:     8,735      5,043      9,733     11,513      6,654     29,980     21,429:     4,853     13,404
Old  :    34,833:     8,735      5,043      9,733     11,513      6,654     29,980     21,429:     4,853     13,404
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :      -458:      -198       -112        251       -681       -294       -628       -155:       169       -304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       14.5       27.9       33.1       19.1       86.1       61.5:      13.9       38.5
Old  :     100.0:      25.1       14.5       27.9       33.1       19.1       86.1       61.5:      13.9       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  :       135:        34         35         35         41         43        101         91:
Old  :       135:        34         35         35         41         43        101         91:
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       18.9       36.4       27.6       17.3        9.2       25.6       14.0
Old  :                 25.8       18.9       36.4       27.6       17.3        9.2       25.6       14.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :    96,384:    31,468     31,686      5,771     25,901     28,455     63,140     65,912:    33,244     30,472
Old  :    96,384:    31,468     31,686      5,771     25,901     28,455     63,140     65,912:    33,244     30,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -45,311:    -8,457     -5,483        406    -26,546    -29,108    -34,597    -34,186:   -10,714    -11,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       32.9        6.0       26.9       29.5       65.5       68.4:      34.5       31.6
Old  :     100.0:      32.6       32.9        6.0       26.9       29.5       65.5       68.4:      34.5       31.6
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  :        71:        23         18          8         24         14         51         37:
Old  :        71:        23         18          8         24         14         51         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       28.7       28.8       42.3       17.6       25.7       25.2       38.4
Old  :                 20.5       28.7       28.8       42.3       17.6       25.7       25.2       38.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    52,159:    13,749     16,560      3,362     16,087     20,030     33,198     39,952:    18,961     12,207
Old  :    52,159:    13,749     16,560      3,362     16,087     20,030     33,198     39,952:    18,961     12,207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     2,269:     3,249     -3,262        521     -1,508      6,215      2,261      3,473:         8     -1,205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       31.7        6.4       30.8       38.4       63.6       76.6:      36.4       23.4
Old  :     100.0:      26.4       31.7        6.4       30.8       38.4       63.6       76.6:      36.4       23.4
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  :        37:        13         12          3          7          9         21         23:
Old  :        37:        13         12          3          7          9         21         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  :                 27.6       36.5       45.0       54.2       22.2       36.5       34.6       47.3
Old  :                 27.6       36.5       45.0       54.2       22.2       36.5       34.6       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   116,518:   101,766      3,596        245      6,722     99,040    108,733    102,881:     7,785     13,637
Old  :   116,518:   101,766      3,596        245      6,722     99,040    108,733    102,881:     7,785     13,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     4,607:     1,818       -505        -10      2,233      9,462      4,041      8,947:       566     -4,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.3        3.1        0.2        5.8       85.0       93.3       88.3:       6.7       11.7
Old  :     100.0:      87.3        3.1        0.2        5.8       85.0       93.3       88.3:       6.7       11.7
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  :        98:        69          9          1         11         13         80         23:
Old  :        98:        69          9          1         11         13         80         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  :                 41.6       72.0       53.4       82.9       41.6       72.0       53.4       82.0
Old  :                 41.6       72.0       53.4       82.9       41.6       72.0       53.4       82.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :    86,302:    24,485     35,913      7,453     39,644     17,521     71,581     60,887:    14,721     25,414
Old  :    86,302:    24,485     35,913      7,453     39,644     17,521     71,581     60,887:    14,721     25,414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -12,136:     4,111    -14,140        368    -10,705      5,716     -6,225     -8,056:    -5,911     -4,080
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       41.6        8.6       45.9       20.3       82.9       70.6:      17.1       29.4
Old  :     100.0:      28.4       41.6        8.6       45.9       20.3       82.9       70.6:      17.1       29.4
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  :        72:        16         30          8         14         19         35         52:
Old  :        72:        16         30          8         14         19         35         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  :                 34.3       20.6       52.8       34.7       34.2       18.3       52.3       29.1
Old  :                 34.3       20.6       52.8       34.7       34.2       18.3       52.3       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   203,341:    32,064     46,987     13,700    131,053    114,122    176,818    174,809:    26,523     28,532
Old  :   203,341:    32,064     46,987     13,700    131,053    114,122    176,818    174,809:    26,523     28,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     3,104:    -4,462     14,248     -1,005      9,361     -6,534      3,894      6,710:      -790     -3,606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       23.1        6.7       64.5       56.1       87.0       86.0:      13.0       14.0
Old  :     100.0:      15.8       23.1        6.7       64.5       56.1       87.0       86.0:      13.0       14.0
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  :        85:        27         23         10         25         20         55         50:
Old  :        85:        27         23         10         25         20         55         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       42.9       60.0       55.5       30.5       27.6       37.7       37.3
Old  :                 47.0       42.9       60.0       55.5       30.5       27.6       37.7       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   182,408:    57,620     54,675     25,858     46,604     57,240    130,083    137,773:    52,325     44,634
Old  :   182,408:    57,620     54,675     25,858     46,604     57,240    130,083    137,773:    52,325     44,634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    15,303:     7,740     -3,252      1,384      6,656     20,997     15,780     19,129:      -476     -3,825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       30.0       14.2       25.5       31.4       71.3       75.5:      28.7       24.5
Old  :     100.0:      31.6       30.0       14.2       25.5       31.4       71.3       75.5:      28.7       24.5
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  :       143:        51         44         36         30         37        103         96:
Old  :       143:        51         44         36         30         37        103         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       22.2       29.6       34.1       19.1       21.9       25.4       30.4
Old  :                 20.1       22.2       29.6       34.1       19.1       21.9       25.4       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    25,319:    11,543      8,893          0     11,244     14,484     22,787     23,377:     2,532      1,942
Old  :    25,319:    11,543      8,893          0     11,244     14,484     22,787     23,377:     2,532      1,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       224:       737       -347          0      2,301        385      3,038         38:    -2,814        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.6       35.1        0.0       44.4       57.2       90.0       92.3:      10.0        7.7
Old  :     100.0:      45.6       35.1        0.0       44.4       57.2       90.0       92.3:      10.0        7.7
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  :        34:        12          7          0         10          9         22         16:
Old  :        34:        12          7          0         10          9         22         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       81.7       76.5       88.4       56.4       81.4       76.4       88.1
Old  :                 56.4       81.7       76.5       88.4       56.4       81.4       76.4       88.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :14,625,696:   703,846    596,286  4,841,378  7,966,847  8,165,685 13,512,071 13,603,350: 1,113,626  1,022,346
Old  :14,625,696:   703,846    596,286  4,841,378  7,966,847  8,165,685 13,512,071 13,603,350: 1,113,626  1,022,346
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   392,374:    20,863     86,375     18,587    335,913    308,158    375,363    413,121:    17,011    -20,746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        4.1       33.1       54.5       55.8       92.4       93.0:       7.6        7.0
Old  :     100.0:       4.8        4.1       33.1       54.5       55.8       92.4       93.0:       7.6        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        78         41         95        130        124        246        227:
Old  :       260:        78         41         95        130        124        246        227:
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  :                 21.2       20.8       31.8       33.6       16.3       13.1       20.9       18.7
Old  :                 21.2       20.8       31.8       33.6       16.3       13.1       20.9       18.7
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 with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   623,335:    72,064     62,616     69,179    362,989    376,201    504,232    507,996:   119,103    115,339
Old  :   623,335:    72,064     62,616     69,179    362,989    376,201    504,232    507,996:   119,103    115,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :  -166,599:    10,546    -37,399    -24,746   -112,745    -67,342   -126,945   -129,487:   -39,654    -37,111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       10.0       11.1       58.2       60.4       80.9       81.5:      19.1       18.5
Old  :     100.0:      11.6       10.0       11.1       58.2       60.4       80.9       81.5:      19.1       18.5
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  :       197:        57         34         51         77         65        152        133:
Old  :       197:        57         34         51         77         65        152        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       23.8       28.0       34.9       19.4       23.5       27.2       34.3
Old  :                 19.9       23.8       28.0       34.9       19.4       23.5       27.2       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,103,431:   288,096    526,759    145,773  1,310,858  1,190,086  1,744,727  1,862,619:   358,704    240,812
Old  : 2,103,431:   288,096    526,759    145,773  1,310,858  1,190,086  1,744,727  1,862,619:   358,704    240,812
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :  -991,739:  -180,798   -113,928   -133,292   -508,434   -570,587   -822,524   -817,807:  -169,214   -173,931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       25.0        6.9       62.3       56.6       82.9       88.6:      17.1       11.4
Old  :     100.0:      13.7       25.0        6.9       62.3       56.6       82.9       88.6:      17.1       11.4
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  :       341:        86        106         75         96        100        215        248:
Old  :       341:        86        106         75         96        100        215        248:
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       17.3       30.4       27.5       14.2       13.4       23.9       23.3
Old  :                 19.7       17.3       30.4       27.5       14.2       13.4       23.9       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    92,105:    15,562     25,817        284     66,710     63,181     82,556     89,282:     9,549      2,823
Old  :    92,105:    15,562     25,817        284     66,710     63,181     82,556     89,282:     9,549      2,823
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -27,970:       422     -9,115     -1,451    -22,726    -14,616    -23,755    -25,182:    -4,215     -2,788
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       28.0        0.3       72.4       68.6       89.6       96.9:      10.4        3.1
Old  :     100.0:      16.9       28.0        0.3       72.4       68.6       89.6       96.9:      10.4        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        15         14          2         36         32         52         47:
Old  :        84:        15         14          2         36         32         52         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  :                 32.2       39.7       52.5       57.9       30.2       38.3       50.1       56.4
Old  :                 32.2       39.7       52.5       57.9       30.2       38.3       50.1       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW YORK CDD - CHICAGO MERCANTILE EXCHANGE                                                              Code-16264C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CME CDD INDEX X $20)                                                      :
     :          :                                                                            :
All  :    15,122:       892      7,859      1,392     12,838      5,856     15,122     15,107:         0         15
Old  :    15,122:       892      7,859      1,392     12,838      5,856     15,122     15,107:         0         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     1,739:       -85      4,976        210      1,613      1,462      1,739      6,649:         0     -4,910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       52.0        9.2       84.9       38.7      100.0       99.9:       0.0        0.1
Old  :     100.0:       5.9       52.0        9.2       84.9       38.7      100.0       99.9:       0.0        0.1
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:         6          4          2          8         11         15         16:
Old  :        23:         6          4          2          8         11         15         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  :                 66.7       82.5       93.7       92.7       57.8       74.2       76.6       78.3
Old  :                 66.7       82.5       93.7       92.7       57.8       74.2       76.6       78.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    25,705:     5,182      6,527         10     14,085     13,233     19,277     19,771:     6,428      5,935
Old  :    25,705:     5,182      6,527         10     14,085     13,233     19,277     19,771:     6,428      5,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -27,024:       384     -1,028       -264    -20,216    -15,332    -20,095    -16,623:    -6,929    -10,401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       25.4        0.0       54.8       51.5       75.0       76.9:      25.0       23.1
Old  :     100.0:      20.2       25.4        0.0       54.8       51.5       75.0       76.9:      25.0       23.1
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  :        50:        12          9          1         21         17         34         26:
Old  :        50:        12          9          1         21         17         34         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       36.7       49.3       55.2       35.5       35.8       46.5       52.1
Old  :                 35.7       36.7       49.3       55.2       35.5       35.8       46.5       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   277,081:    97,641    105,420     10,253    134,585    133,475    242,479    249,148:    34,602     27,932
Old  :   277,081:    97,641    105,420     10,253    134,585    133,475    242,479    249,148:    34,602     27,932
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :  -206,176:    -3,313    -51,992    -12,980   -145,987   -121,976   -162,279   -186,948:   -43,896    -19,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       38.0        3.7       48.6       48.2       87.5       89.9:      12.5       10.1
Old  :     100.0:      35.2       38.0        3.7       48.6       48.2       87.5       89.9:      12.5       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  :       221:        61         71         24         53         51        127        133:
Old  :       221:        61         71         24         53         51        127        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       24.0       34.9       38.2       22.3       19.5       32.7       33.2
Old  :                 22.8       24.0       34.9       38.2       22.3       19.5       32.7       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :    93,021:    58,477      9,459      1,719      3,861     65,342     64,058     76,520:    28,963     16,501
Old  :    93,021:    58,477      9,459      1,719      3,861     65,342     64,058     76,520:    28,963     16,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    16,711:    15,133      3,058       -484        762     24,038     15,411     26,613:     1,299     -9,902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.9       10.2        1.8        4.2       70.2       68.9       82.3:      31.1       17.7
Old  :     100.0:      62.9       10.2        1.8        4.2       70.2       68.9       82.3:      31.1       17.7
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  :        51:        28          8          2         10         14         39         23:
Old  :        51:        28          8          2         10         14         39         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  :                 29.0       53.0       43.0       67.7       29.0       52.3       42.8       66.2
Old  :                 29.0       53.0       43.0       67.7       29.0       52.3       42.8       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    28,940:       406     11,757          0     22,109     13,828     22,515     25,585:     6,425      3,355
Old  :    28,940:       406     11,757          0     22,109     13,828     22,515     25,585:     6,425      3,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -25,279:    -7,623     -1,421     -3,145     -2,959    -18,016    -13,727    -22,581:   -11,552     -2,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       40.6        0.0       76.4       47.8       77.8       88.4:      22.2       11.6
Old  :     100.0:       1.4       40.6        0.0       76.4       47.8       77.8       88.4:      22.2       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  :        41:         1         11          0         16         18         17         29:
Old  :        41:         1         11          0         16         18         17         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       33.2       70.4       51.7       52.3       32.7       63.9       49.0
Old  :                 58.8       33.2       70.4       51.7       52.3       32.7       63.9       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   601,745:    65,939    249,871      4,868    513,119    308,486    583,926    563,226:    17,820     38,520
Old  :   601,745:    65,939    249,871      4,868    513,119    308,486    583,926    563,226:    17,820     38,520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :  -193,583:   -12,053    -52,697    -34,578   -134,291    -45,025   -180,922   -132,300:   -12,661    -61,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       41.5        0.8       85.3       51.3       97.0       93.6:       3.0        6.4
Old  :     100.0:      11.0       41.5        0.8       85.3       51.3       97.0       93.6:       3.0        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  :       252:        31        107         26         68         74        116        190:
Old  :       252:        31        107         26         68         74        116        190:
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  :                 55.5       21.1       76.6       31.4       52.0       20.4       72.6       29.5
Old  :                 55.5       21.1       76.6       31.4       52.0       20.4       72.6       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    67,088:    12,201     31,620          7     47,328     31,771     59,536     63,398:     7,552      3,690
Old  :    67,088:    12,201     31,620          7     47,328     31,771     59,536     63,398:     7,552      3,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     3,443:       242       -880         -0      4,147      8,529      4,389      7,649:      -946     -4,206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       47.1        0.0       70.5       47.4       88.7       94.5:      11.3        5.5
Old  :     100.0:      18.2       47.1        0.0       70.5       47.4       88.7       94.5:      11.3        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  :        61:        18         16          3         14         17         34         34:
Old  :        61:        18         16          3         14         17         34         34:
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       56.1       69.9       71.6       52.7       56.1       69.9       71.6
Old  :                 52.7       56.1       69.9       71.6       52.7       56.1       69.9       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    35,471:     7,203      5,744        419     15,998     23,767     23,620     29,930:    11,851      5,541
Old  :    35,471:     7,203      5,744        419     15,998     23,767     23,620     29,930:    11,851      5,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     4,175:    -1,080      1,105         27      5,355      5,513      4,302      6,645:      -127     -2,470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       16.2        1.2       45.1       67.0       66.6       84.4:      33.4       15.6
Old  :     100.0:      20.3       16.2        1.2       45.1       67.0       66.6       84.4:      33.4       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        10          9          1         16         14         27         23:
Old  :        45:        10          9          1         16         14         27         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  :                 28.6       49.7       44.7       64.1       28.4       49.5       41.5       62.7
Old  :                 28.6       49.7       44.7       64.1       28.4       49.5       41.5       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                                                          Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    18,030:     4,468     10,939         52     12,002      5,453     16,522     16,444:     1,508      1,586
Old  :    18,030:     4,468     10,939         52     12,002      5,453     16,522     16,444:     1,508      1,586
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    -1,117:       -57       -248        -56       -217       -777       -330     -1,081:      -787        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       60.7        0.3       66.6       30.2       91.6       91.2:       8.4        8.8
Old  :     100.0:      24.8       60.7        0.3       66.6       30.2       91.6       91.2:       8.4        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         9          6          1          9          6         18         13:
Old  :        28:         9          6          1          9          6         18         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       70.9       74.5       84.9       54.6       70.2       67.1       79.5
Old  :                 61.5       70.9       74.5       84.9       54.6       70.2       67.1       79.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    15,451:     6,332        418          0      8,009     14,166     14,341     14,584:     1,110        867
Old  :    15,451:     6,332        418          0      8,009     14,166     14,341     14,584:     1,110        867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.0        2.7        0.0       51.8       91.7       92.8       94.4:       7.2        5.6
Old  :     100.0:      41.0        2.7        0.0       51.8       91.7       92.8       94.4:       7.2        5.6
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:        10          2          0          5          5         15          7:
Old  :        20:        10          2          0          5          5         15          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  :                 68.2       91.1       84.6       94.4       66.9       91.1       83.3       92.4
Old  :                 68.2       91.1       84.6       94.4       66.9       91.1       83.3       92.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 100,000,000)                                             :
     :          :                                                                            :
All  :    12,290:     1,772        966         14      7,983      8,771      9,769      9,751:     2,521      2,539
Old  :    12,290:     1,772        966         14      7,983      8,771      9,769      9,751:     2,521      2,539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     1,399:         0          0          0        -21      1,378        -21      1,378:     1,420         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        7.9        0.1       65.0       71.4       79.5       79.3:      20.5       20.7
Old  :     100.0:      14.4        7.9        0.1       65.0       71.4       79.5       79.3:      20.5       20.7
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  :        26:         6          2          2         12         10         19         13:
Old  :        26:         6          2          2         12         10         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  :                 45.1       58.6       61.6       75.1       45.0       55.7       61.6       70.7
Old  :                 45.1       58.6       61.6       75.1       45.0       55.7       61.6       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 27, 2008