MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    28,474:       762      7,936        628     23,903     14,695     25,293     23,259:     3,181      5,215
Old  :    28,474:       762      7,936        628     23,903     14,695     25,293     23,259:     3,181      5,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :     1,552:       236      1,154        -60      1,178        266      1,354      1,360:       198        192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       27.9        2.2       83.9       51.6       88.8       81.7:      11.2       18.3
Old  :     100.0:       2.7       27.9        2.2       83.9       51.6       88.8       81.7:      11.2       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:         5         20          8         28         25         38         49:
Old  :        67:         5         20          8         28         25         38         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       39.1       63.1       54.3       51.3       37.6       62.6       52.8
Old  :                 51.3       39.1       63.1       54.3       51.3       37.6       62.6       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   222,571:    69,094     27,584     33,943     92,650    122,452    195,687    183,979:    26,884     38,592
Old  :   191,475:    61,856     29,595     25,250     83,420    105,328    170,526    160,173:    20,949     31,302
Other:    31,096:    13,333      4,084      2,598      9,230     17,124     25,161     23,806:     5,935      7,290
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :    -3,036:    -3,289      1,923     -2,796      2,117     -3,171     -3,968     -4,044:       932      1,008
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       12.4       15.3       41.6       55.0       87.9       82.7:      12.1       17.3
Old  :     100.0:      32.3       15.5       13.2       43.6       55.0       89.1       83.7:      10.9       16.3
Other:     100.0:      42.9       13.1        8.4       29.7       55.1       80.9       76.6:      19.1       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:       107         63        107         46         59        214        184:
Old  :       258:       103         73         97         38         59        197        183:
Other:       111:        33         25         22         27         36         76         71:
     :----------------------------------------------------------------------------------------------------
     :             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       32.4       34.2       38.9       19.4       31.5       31.7       37.3
Old  :                 22.2       34.0       36.5       40.9       21.7       33.3       34.7       39.6
Other:                 31.3       28.0       46.7       37.9       31.3       25.6       46.7       35.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   376,949:   152,053     43,674     65,903    126,380    190,345    344,336    299,922:    32,613     77,027
Old  :   376,949:   152,053     43,674     65,903    126,380    190,345    344,336    299,922:    32,613     77,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :     5,012:     4,303      3,448     -2,513      1,800        439      3,590      1,374:     1,422      3,638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       11.6       17.5       33.5       50.5       91.3       79.6:       8.7       20.4
Old  :     100.0:      40.3       11.6       17.5       33.5       50.5       91.3       79.6:       8.7       20.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       419:       158         65         96         65        174        268        296:
Old  :       419:       158         65         96         65        174        268        296:
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  :                 16.4       14.6       26.9       23.2       15.9       14.1       25.9       20.8
Old  :                 16.4       14.6       26.9       23.2       15.9       14.1       25.9       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     8,229:     3,600        494        738      2,132      5,504      6,470      6,736:     1,759      1,493
Old  :     8,229:     3,600        494        738      2,132      5,504      6,470      6,736:     1,759      1,493
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :    -2,419:    -1,402       -350       -463       -159     -1,408     -2,024     -2,221:      -395       -198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7        6.0        9.0       25.9       66.9       78.6       81.9:      21.4       18.1
Old  :     100.0:      43.7        6.0        9.0       25.9       66.9       78.6       81.9:      21.4       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        23          5          7         14         18         40         29:
Old  :        54:        23          5          7         14         18         40         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  :                 36.7       45.3       51.8       60.7       36.7       45.3       50.1       59.8
Old  :                 36.7       45.3       51.8       60.7       36.7       45.3       50.1       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    41,830:    21,329      6,007      2,896     11,335     11,933     35,560     20,836:     6,270     20,994
Old  :    41,830:    21,329      6,007      2,896     11,335     11,933     35,560     20,836:     6,270     20,994
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :    -2,414:    -2,215       -520         99        224     -1,259     -1,892     -1,680:      -522       -734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.0       14.4        6.9       27.1       28.5       85.0       49.8:      15.0       50.2
Old  :     100.0:      51.0       14.4        6.9       27.1       28.5       85.0       49.8:      15.0       50.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        46         28         19         31         71         92        108:
Old  :       171:        46         28         19         31         71         92        108:
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  :                 20.8        8.3       34.1       14.7       20.8        8.0       33.8       14.1
Old  :                 20.8        8.3       34.1       14.7       20.8        8.0       33.8       14.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    29,276:     5,070        205        236     18,301     28,569     23,607     29,010:     5,669        266
Old  :    29,276:     5,070        205        236     18,301     28,569     23,607     29,010:     5,669        266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :      -950:    -3,323          0          0      2,705       -896       -618       -896:      -332        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        0.7        0.8       62.5       97.6       80.6       99.1:      19.4        0.9
Old  :     100.0:      17.3        0.7        0.8       62.5       97.6       80.6       99.1:      19.4        0.9
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  :        26:         7          2          2         12         13         20         16:
Old  :        26:         7          2          2         12         13         20         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  :                 49.0       80.7       69.1       94.2       42.9       70.7       53.1       75.0
Old  :                 49.0       80.7       69.1       94.2       42.9       70.7       53.1       75.0
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 - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   122,092:    58,010      7,556        610     26,666     98,039     85,286    106,205:    36,806     15,887
Old  :   122,092:    58,010      7,556        610     26,666     98,039     85,286    106,205:    36,806     15,887
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :   -15,089:    -7,421     -5,863        570        969     -8,121     -5,882    -13,414:    -9,207     -1,675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.5        6.2        0.5       21.8       80.3       69.9       87.0:      30.1       13.0
Old  :     100.0:      47.5        6.2        0.5       21.8       80.3       69.9       87.0:      30.1       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        25         12          4         23         20         51         34:
Old  :        70:        25         12          4         23         20         51         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  :                 32.7       50.8       44.3       70.7       32.7       49.8       44.3       67.6
Old  :                 32.7       50.8       44.3       70.7       32.7       49.8       44.3       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    50,562:    10,020     27,547          0     31,079      3,597     41,099     31,144:     9,463     19,418
Old  :    50,562:    10,020     27,547          0     31,079      3,597     41,099     31,144:     9,463     19,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :      -777:    -2,645     -1,710          0      3,728     -1,103      1,083     -2,813:    -1,860      2,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       54.5        0.0       61.5        7.1       81.3       61.6:      18.7       38.4
Old  :     100.0:      19.8       54.5        0.0       61.5        7.1       81.3       61.6:      18.7       38.4
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  :        42:         7         18          0         14          8         21         26:
Old  :        42:         7         18          0         14          8         21         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  :                 46.0       30.8       64.3       43.3       45.8       30.8       64.0       43.3
Old  :                 46.0       30.8       64.3       43.3       45.8       30.8       64.0       43.3
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 - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    95,941:    47,507      5,549          0     43,754     88,600     91,261     94,149:     4,680      1,792
Old  :    95,941:    47,507      5,549          0     43,754     88,600     91,261     94,149:     4,680      1,792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :   -22,265:   -44,162     -3,077       -128     23,797    -18,929    -20,493    -22,134:    -1,772       -131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.5        5.8        0.0       45.6       92.3       95.1       98.1:       4.9        1.9
Old  :     100.0:      49.5        5.8        0.0       45.6       92.3       95.1       98.1:       4.9        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        34         13          0         20         18         54         31:
Old  :        80:        34         13          0         20         18         54         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.6       69.9       69.1       86.8       56.6       69.6       69.0       85.0
Old  :                 56.6       69.9       69.1       86.8       56.6       69.6       69.0       85.0
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 - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   142,670:    10,269     82,457      1,092    115,351     23,897    126,712    107,446:    15,958     35,224
Old  :   142,670:    10,269     82,457      1,092    115,351     23,897    126,712    107,446:    15,958     35,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :     8,682:    -2,793      3,779       -266     12,806      3,695      9,747      7,208:    -1,065      1,474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       57.8        0.8       80.9       16.7       88.8       75.3:      11.2       24.7
Old  :     100.0:       7.2       57.8        0.8       80.9       16.7       88.8       75.3:      11.2       24.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:         9         42          4         21         24         33         67:
Old  :        86:         9         42          4         21         24         33         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       31.4       71.5       40.8       56.3       31.2       69.2       40.5
Old  :                 57.6       31.4       71.5       40.8       56.3       31.2       69.2       40.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   146,389:    23,265     57,934         56    106,673     60,755    129,994    118,745:    16,395     27,644
Old  :   146,389:    23,265     57,934         56    106,673     60,755    129,994    118,745:    16,395     27,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :      -854:    10,835    -20,108       -471    -12,933     34,015     -2,569     13,436:     1,715    -14,290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       39.6        0.0       72.9       41.5       88.8       81.1:      11.2       18.9
Old  :     100.0:      15.9       39.6        0.0       72.9       41.5       88.8       81.1:      11.2       18.9
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  :        96:        22         36          2         20         27         43         64:
Old  :        96:        22         36          2         20         27         43         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       32.3       66.8       45.4       53.7       26.7       62.2       39.8
Old  :                 55.0       32.3       66.8       45.4       53.7       26.7       62.2       39.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   287,589:    39,584    153,474      2,753    197,808     73,314    240,145    229,541:    47,444     58,048
Old  :   287,589:    39,584    153,474      2,753    197,808     73,314    240,145    229,541:    47,444     58,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :    26,513:     2,909     13,397       -145     21,967     10,386     24,731     23,638:     1,782      2,875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       53.4        1.0       68.8       25.5       83.5       79.8:      16.5       20.2
Old  :     100.0:      13.8       53.4        1.0       68.8       25.5       83.5       79.8:      16.5       20.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        37         77         19         35         44         85        127:
Old  :       181:        37         77         19         35         44         85        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       27.1       57.3       35.2       45.2       26.3       55.6       34.1
Old  :                 46.9       27.1       57.3       35.2       45.2       26.3       55.6       34.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    24,215:    20,428      3,536          0        902     19,501     21,330     23,037:     2,885      1,178
Old  :    24,215:    20,428      3,536          0        902     19,501     21,330     23,037:     2,885      1,178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :       903:     1,467       -449          0         14      1,666      1,481      1,217:      -578       -314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.4       14.6        0.0        3.7       80.5       88.1       95.1:      11.9        4.9
Old  :     100.0:      84.4       14.6        0.0        3.7       80.5       88.1       95.1:      11.9        4.9
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  :        37:        14          7          0          4         14         18         21:
Old  :        37:        14          7          0          4         14         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.0       52.2       78.6       79.2       68.0       52.2       78.6       78.2
Old  :                 68.0       52.2       78.6       79.2       68.0       52.2       78.6       78.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  : 7,712,085: 1,087,796    521,255    967,102  4,859,300  5,225,200  6,914,198  6,713,557:   797,887    998,528
Old  : 7,712,085: 1,087,796    521,255    967,102  4,859,300  5,225,200  6,914,198  6,713,557:   797,887    998,528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :  -185,961:  -102,246     16,577    -49,798    -47,204   -155,153   -199,248   -188,374:    13,287      2,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        6.8       12.5       63.0       67.8       89.7       87.1:      10.3       12.9
Old  :     100.0:      14.1        6.8       12.5       63.0       67.8       89.7       87.1:      10.3       12.9
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  :       276:        55         50         85        135        152        242        248:
Old  :       276:        55         50         85        135        152        242        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  :                 32.1       29.3       43.1       38.0       31.3       24.6       40.3       31.3
Old  :                 32.1       29.3       43.1       38.0       31.3       24.6       40.3       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   318,228:    16,865     35,970      2,614    221,543    213,862    241,022    252,446:    77,206     65,782
Old  :   318,228:    16,865     35,970      2,614    221,543    213,862    241,022    252,446:    77,206     65,782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :    -7,160:     1,783     -6,526        266     -6,616    -12,726     -4,567    -18,986:    -2,593     11,826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       11.3        0.8       69.6       67.2       75.7       79.3:      24.3       20.7
Old  :     100.0:       5.3       11.3        0.8       69.6       67.2       75.7       79.3:      24.3       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  :       140:        18         27         11         62         58         88         88:
Old  :       140:        18         27         11         62         58         88         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       22.6       33.3       36.1       22.1       22.6       31.4       35.8
Old  :                 23.6       22.6       33.3       36.1       22.1       22.6       31.4       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,659,978:   363,732    359,302     34,996  1,874,678  1,994,821  2,273,406  2,389,119:   386,572    270,859
Old  : 2,659,978:   363,732    359,302     34,996  1,874,678  1,994,821  2,273,406  2,389,119:   386,572    270,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :    93,363:     1,201    -51,795     -6,298     22,892    137,346     17,795     79,253:    75,568     14,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       13.5        1.3       70.5       75.0       85.5       89.8:      14.5       10.2
Old  :     100.0:      13.7       13.5        1.3       70.5       75.0       85.5       89.8:      14.5       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       486:        86        118         33        167        192        275        323:
Old  :       486:        86        118         33        167        192        275        323:
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  :                 20.7       13.6       30.9       21.0       18.3        9.3       26.1       16.7
Old  :                 20.7       13.6       30.9       21.0       18.3        9.3       26.1       16.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    97,632:    12,519      8,617          0     76,292     84,758     88,811     93,375:     8,821      4,257
Old  :    97,632:    12,519      8,617          0     76,292     84,758     88,811     93,375:     8,821      4,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :       417:       355        -47       -650        395        590        100       -107:       317        524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        8.8        0.0       78.1       86.8       91.0       95.6:       9.0        4.4
Old  :     100.0:      12.8        8.8        0.0       78.1       86.8       91.0       95.6:       9.0        4.4
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  :        85:        12          2          0         46         38         58         40:
Old  :        85:        12          2          0         46         38         58         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       47.0       52.9       65.2       31.0       40.0       44.7       56.0
Old  :                 36.1       47.0       52.9       65.2       31.0       40.0       44.7       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    23,511:     6,293      1,714          0     13,683      9,586     19,976     11,300:     3,535     12,211
Old  :    23,511:     6,293      1,714          0     13,683      9,586     19,976     11,300:     3,535     12,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :     1,446:      -492       -563          0      1,908     -4,961      1,416     -5,524:        30      6,970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        7.3        0.0       58.2       40.8       85.0       48.1:      15.0       51.9
Old  :     100.0:      26.8        7.3        0.0       58.2       40.8       85.0       48.1:      15.0       51.9
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  :        26:         2          2          0         14         10         16         12:
Old  :        26:         2          2          0         14         10         16         12:
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  :                 57.1       26.9       74.1       40.7       55.3       26.9       70.1       38.8
Old  :                 57.1       26.9       74.1       40.7       55.3       26.9       70.1       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   348,508:   100,978     87,199      4,211    161,951    240,807    267,140    332,217:    81,368     16,291
Old  :   348,508:   100,978     87,199      4,211    161,951    240,807    267,140    332,217:    81,368     16,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :   -24,641:   -20,286    -20,365      1,587    -41,872     -5,574    -60,571    -24,352:    35,930       -289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       25.0        1.2       46.5       69.1       76.7       95.3:      23.3        4.7
Old  :     100.0:      29.0       25.0        1.2       46.5       69.1       76.7       95.3:      23.3        4.7
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  :       222:        63         36         10         66         75        134        116:
Old  :       222:        63         36         10         66         75        134        116:
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  :                 21.1       26.0       34.5       41.3       21.1       26.0       33.3       41.3
Old  :                 21.1       26.0       34.5       41.3       21.1       26.0       33.3       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   115,269:    56,155      6,957        162     35,575     91,981     91,892     99,100:    23,377     16,169
Old  :   115,269:    56,155      6,957        162     35,575     91,981     91,892     99,100:    23,377     16,169
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :   -21,168:   -12,041     -4,257        -16       -600    -14,937    -12,657    -19,210:    -8,511     -1,958
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.7        6.0        0.1       30.9       79.8       79.7       86.0:      20.3       14.0
Old  :     100.0:      48.7        6.0        0.1       30.9       79.8       79.7       86.0:      20.3       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  :        69:        31          9          4         13         19         44         32:
Old  :        69:        31          9          4         13         19         44         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       54.1       52.6       73.9       38.7       54.0       47.3       68.6
Old  :                 41.0       54.1       52.6       73.9       38.7       54.0       47.3       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    54,951:    15,098      7,604          0     18,651     22,440     33,749     30,044:    21,202     24,907
Old  :    54,951:    15,098      7,604          0     18,651     22,440     33,749     30,044:    21,202     24,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :    11,530:       650      1,482          0      1,332      2,212      1,982      3,694:     9,548      7,836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       13.8        0.0       33.9       40.8       61.4       54.7:      38.6       45.3
Old  :     100.0:      27.5       13.8        0.0       33.9       40.8       61.4       54.7:      38.6       45.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        16         13          0         14         20         30         33:
Old  :        59:        16         13          0         14         20         30         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       25.5       36.6       33.1       24.6       22.5       36.0       30.1
Old  :                 24.6       25.5       36.6       33.1       24.6       22.5       36.0       30.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    58,398:     8,760     12,714      1,051     17,290     34,316     27,101     48,081:    31,297     10,317
Old  :    58,398:     8,760     12,714      1,051     17,290     34,316     27,101     48,081:    31,297     10,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :    11,232:    -3,698      6,090       -299      1,328       -707     -2,669      5,084:    13,901      6,148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       21.8        1.8       29.6       58.8       46.4       82.3:      53.6       17.7
Old  :     100.0:      15.0       21.8        1.8       29.6       58.8       46.4       82.3:      53.6       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  :        66:        14         15          3         20         23         37         38:
Old  :        66:        14         15          3         20         23         37         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       29.5       23.0       43.7       11.9       27.0       20.2       40.0
Old  :                 13.6       29.5       23.0       43.7       11.9       27.0       20.2       40.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                                                          Code-244741
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    28,530:     4,666          0         80     20,380     26,372     25,126     26,452:     3,404      2,078
Old  :    28,530:     4,666          0         80     20,380     26,372     25,126     26,452:     3,404      2,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :    -1,606:       750          0          0     -1,870     -2,314     -1,120     -2,314:      -486        708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        0.0        0.3       71.4       92.4       88.1       92.7:      11.9        7.3
Old  :     100.0:      16.4        0.0        0.3       71.4       92.4       88.1       92.7:      11.9        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         9          0          1         22         19         31         20:
Old  :        42:         9          0          1         22         19         31         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       60.5       65.9       76.5       51.2       60.4       62.2       76.3
Old  :                 53.4       60.5       65.9       76.5       51.2       60.4       62.2       76.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE                                              Code-244742
Commitments of Traders - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI INDEX X $50)                                                         :
     :          :                                                                            :
All  :    21,985:     5,518          0          0      9,847     19,679     15,365     19,679:     6,620      2,306
Old  :    21,985:     5,518          0          0      9,847     19,679     15,365     19,679:     6,620      2,306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :      -118:      -158          0          0       -452       -311       -610       -311:       492        193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        0.0        0.0       44.8       89.5       69.9       89.5:      30.1       10.5
Old  :     100.0:      25.1        0.0        0.0       44.8       89.5       69.9       89.5:      30.1       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        10          0          0          9          9         19          9:
Old  :        27:        10          0          0          9          9         19          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       74.1       53.9       88.5       37.5       74.1       52.8       88.5
Old  :                 38.5       74.1       53.9       88.5       37.5       74.1       52.8       88.5
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 - Futures Only, May 11, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    22,177:     5,380      5,996        318     11,287     13,544     16,985     19,858:     5,192      2,319
Old  :    22,177:     5,380      5,996        318     11,287     13,544     16,985     19,858:     5,192      2,319
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 4, 2010                          :
     :     2,578:       378        256        205        736        173      1,319        634:     1,259      1,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       27.0        1.4       50.9       61.1       76.6       89.5:      23.4       10.5
Old  :     100.0:      24.3       27.0        1.4       50.9       61.1       76.6       89.5:      23.4       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        10          7          4          7          2         19         11:
Old  :        25:        10          7          4          7          2         19         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       86.2       63.3       89.0       49.4       85.9       61.9       88.1
Old  :                 50.7       86.2       63.3       89.0       49.4       85.9       61.9       88.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 14, 2010