MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, May 18, 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  :    29,233:       720      8,566        529     24,795     14,979     26,044     24,074:     3,189      5,159
Old  :    29,233:       720      8,566        529     24,795     14,979     26,044     24,074:     3,189      5,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :       759:       -42        630        -99        892        284        751        815:         8        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       29.3        1.8       84.8       51.2       89.1       82.4:      10.9       17.6
Old  :     100.0:       2.5       29.3        1.8       84.8       51.2       89.1       82.4:      10.9       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:         4         21          9         30         23         40         47:
Old  :        66:         4         21          9         30         23         40         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  :                 52.7       38.5       63.9       54.1       52.7       37.0       63.5       52.6
Old  :                 52.7       38.5       63.9       54.1       52.7       37.0       63.5       52.6
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 18, 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  :   216,089:    62,002     26,909     36,853     91,403    113,265    190,258    177,027:    25,831     39,062
Old  :   182,987:    53,846     29,558     27,473     82,888     95,278    164,207    152,309:    18,780     30,678
Other:    33,102:    14,708      3,903      2,828      8,515     17,987     26,051     24,718:     7,051      8,384
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :    -6,482:    -7,092       -675      2,910     -1,247     -9,187     -5,429     -6,952:    -1,053        470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       12.5       17.1       42.3       52.4       88.0       81.9:      12.0       18.1
Old  :     100.0:      29.4       16.2       15.0       45.3       52.1       89.7       83.2:      10.3       16.8
Other:     100.0:      44.4       11.8        8.5       25.7       54.3       78.7       74.7:      21.3       25.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        89         64         98         46         60        197        181:
Old  :       244:        84         75         92         37         58        182        178:
Other:       110:        34         24         18         26         37         72         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  :                 20.8       30.0       34.9       37.2       20.1       29.2       32.6       35.3
Old  :                 23.0       31.1       38.5       39.0       22.4       30.6       36.7       37.3
Other:                 29.9       28.1       43.1       37.9       29.9       26.5       42.7       35.7
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, May 18, 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  :   361,152:   142,927     48,508     62,392    125,942    179,262    331,261    290,162:    29,891     70,990
Old  :   361,152:   142,927     48,508     62,392    125,942    179,262    331,261    290,162:    29,891     70,990
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :   -15,797:    -9,126      4,834     -3,511       -438    -11,083    -13,075     -9,760:    -2,722     -6,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6       13.4       17.3       34.9       49.6       91.7       80.3:       8.3       19.7
Old  :     100.0:      39.6       13.4       17.3       34.9       49.6       91.7       80.3:       8.3       19.7
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  :       407:       134         66         95         71        176        255        302:
Old  :       407:       134         66         95         71        176        255        302:
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  :                 16.8       14.7       27.4       22.5       16.3       12.6       26.8       20.0
Old  :                 16.8       14.7       27.4       22.5       16.3       12.6       26.8       20.0
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 18, 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  :     7,437:     3,146      1,230        715      2,097      4,029      5,958      5,974:     1,479      1,463
Old  :     7,437:     3,146      1,230        715      2,097      4,029      5,958      5,974:     1,479      1,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :      -792:      -454        736        -23        -35     -1,475       -512       -762:      -280        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3       16.5        9.6       28.2       54.2       80.1       80.3:      19.9       19.7
Old  :     100.0:      42.3       16.5        9.6       28.2       54.2       80.1       80.3:      19.9       19.7
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  :        53:        17         14          6         12         13         32         32:
Old  :        53:        17         14          6         12         13         32         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       36.7       58.6       52.2       42.7       36.4       55.4       51.1
Old  :                 42.7       36.7       58.6       52.2       42.7       36.4       55.4       51.1
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 18, 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  :    38,797:    19,703      6,293      2,424     10,350      9,824     32,477     18,541:     6,320     20,256
Old  :    38,797:    19,703      6,293      2,424     10,350      9,824     32,477     18,541:     6,320     20,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :    -3,033:    -1,626        286       -472       -985     -2,109     -3,083     -2,295:        50       -738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.8       16.2        6.2       26.7       25.3       83.7       47.8:      16.3       52.2
Old  :     100.0:      50.8       16.2        6.2       26.7       25.3       83.7       47.8:      16.3       52.2
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  :       161:        44         28         19         34         64         90        102:
Old  :       161:        44         28         19         34         64         90        102:
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        8.8       33.1       15.9       20.1        7.6       32.5       13.6
Old  :                 20.1        8.8       33.1       15.9       20.1        7.6       32.5       13.6
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 18, 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  :    27,963:     3,564        205        236     18,569     27,259     22,369     27,700:     5,594        263
Old  :    27,963:     3,564        205        236     18,569     27,259     22,369     27,700:     5,594        263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :    -1,313:    -1,506          0          0        268     -1,310     -1,238     -1,310:       -75         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        0.7        0.8       66.4       97.5       80.0       99.1:      20.0        0.9
Old  :     100.0:      12.7        0.7        0.8       66.4       97.5       80.0       99.1:      20.0        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         13         13         21         16:
Old  :        26:         7          2          2         13         13         21         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  :                 52.4       80.4       67.6       93.9       41.1       69.2       49.2       72.3
Old  :                 52.4       80.4       67.6       93.9       41.1       69.2       49.2       72.3
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 18, 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  :   124,952:    53,254      8,369        593     33,225    100,637     87,072    109,599:    37,880     15,353
Old  :   124,952:    53,254      8,369        593     33,225    100,637     87,072    109,599:    37,880     15,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :     2,860:    -4,756        813        -17      6,559      2,598      1,786      3,394:     1,074       -534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6        6.7        0.5       26.6       80.5       69.7       87.7:      30.3       12.3
Old  :     100.0:      42.6        6.7        0.5       26.6       80.5       69.7       87.7:      30.3       12.3
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  :        70:        26         10          3         20         21         48         33:
Old  :        70:        26         10          3         20         21         48         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       49.9       45.0       69.3       32.9       49.5       45.0       66.4
Old  :                 32.9       49.9       45.0       69.3       32.9       49.5       45.0       66.4
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 - Futures Only, May 18, 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  :    48,242:    10,616     25,174        157     28,168      4,418     38,941     29,749:     9,301     18,493
Old  :    48,242:    10,616     25,174        157     28,168      4,418     38,941     29,749:     9,301     18,493
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :    -2,320:       596     -2,373        157     -2,911        821     -2,158     -1,395:      -162       -925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       52.2        0.3       58.4        9.2       80.7       61.7:      19.3       38.3
Old  :     100.0:      22.0       52.2        0.3       58.4        9.2       80.7       61.7:      19.3       38.3
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  :        44:         9         19          2         12          9         21         30:
Old  :        44:         9         19          2         12          9         21         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       28.8       65.5       40.8       47.3       28.8       65.0       40.8
Old  :                 47.8       28.8       65.5       40.8       47.3       28.8       65.0       40.8
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 18, 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  :    85,778:    42,037      6,335         20     38,938     77,884     80,995     84,239:     4,783      1,539
Old  :    85,778:    42,037      6,335         20     38,938     77,884     80,995     84,239:     4,783      1,539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :   -10,163:    -5,470        786         20     -4,816    -10,716    -10,266     -9,910:       103       -253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.0        7.4        0.0       45.4       90.8       94.4       98.2:       5.6        1.8
Old  :     100.0:      49.0        7.4        0.0       45.4       90.8       94.4       98.2:       5.6        1.8
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  :        75:        27         15          1         21         19         48         35:
Old  :        75:        27         15          1         21         19         48         35:
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  :                 52.8       72.7       67.7       86.0       52.8       70.8       67.6       83.9
Old  :                 52.8       72.7       67.7       86.0       52.8       70.8       67.6       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, May 18, 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  :   152,357:    10,492     87,237        544    125,341     29,892    136,377    117,673:    15,980     34,684
Old  :   152,357:    10,492     87,237        544    125,341     29,892    136,377    117,673:    15,980     34,684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :     9,687:       223      4,780       -548      9,990      5,995      9,665     10,227:        22       -540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       57.3        0.4       82.3       19.6       89.5       77.2:      10.5       22.8
Old  :     100.0:       6.9       57.3        0.4       82.3       19.6       89.5       77.2:      10.5       22.8
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  :        94:        12         44          3         21         27         36         71:
Old  :        94:        12         44          3         21         27         36         71:
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  :                 56.0       29.9       69.8       39.0       54.7       29.7       67.5       38.8
Old  :                 56.0       29.9       69.8       39.0       54.7       29.7       67.5       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, May 18, 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  :   142,699:    21,393     55,682         53    106,814     55,727    128,260    111,462:    14,439     31,237
Old  :   142,699:    21,393     55,682         53    106,814     55,727    128,260    111,462:    14,439     31,237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :    -3,690:    -1,872     -2,252         -3        141     -5,028     -1,734     -7,283:    -1,956      3,593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       39.0        0.0       74.9       39.1       89.9       78.1:      10.1       21.9
Old  :     100.0:      15.0       39.0        0.0       74.9       39.1       89.9       78.1:      10.1       21.9
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  :        93:        19         35          1         22         27         42         62:
Old  :        93:        19         35          1         22         27         42         62:
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  :                 54.2       31.6       66.4       45.2       53.0       26.4       62.1       39.9
Old  :                 54.2       31.6       66.4       45.2       53.0       26.4       62.1       39.9
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 18, 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  :   300,526:    54,411    161,554      2,724    195,262     76,108    252,397    240,386:    48,129     60,140
Old  :   300,526:    54,411    161,554      2,724    195,262     76,108    252,397    240,386:    48,129     60,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :    12,937:    14,827      8,080        -29     -2,546      2,794     12,252     10,845:       685      2,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       53.8        0.9       65.0       25.3       84.0       80.0:      16.0       20.0
Old  :     100.0:      18.1       53.8        0.9       65.0       25.3       84.0       80.0:      16.0       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        36         77         21         40         44         90        128:
Old  :       183:        36         77         21         40         44         90        128:
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  :                 41.1       28.6       52.9       36.9       39.6       28.0       51.4       36.0
Old  :                 41.1       28.6       52.9       36.9       39.6       28.0       51.4       36.0
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 18, 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  :    21,357:    16,740      4,187          0      2,171     15,281     18,911     19,468:     2,446      1,889
Old  :    21,357:    16,740      4,187          0      2,171     15,281     18,911     19,468:     2,446      1,889
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :    -2,858:    -3,688        651          0      1,269     -4,220     -2,419     -3,569:      -439        711
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.4       19.6        0.0       10.2       71.6       88.5       91.2:      11.5        8.8
Old  :     100.0:      78.4       19.6        0.0       10.2       71.6       88.5       91.2:      11.5        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  :        32:        12          7          0          6         10         18         17:
Old  :        32:        12          7          0          6         10         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.7       56.2       77.9       82.5       61.7       56.2       77.9       81.4
Old  :                 61.7       56.2       77.9       82.5       61.7       56.2       77.9       81.4
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 18, 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  : 7,622,681:   997,827    523,195    905,746  4,919,524  5,223,289  6,823,097  6,652,230:   799,584    970,451
Old  : 7,622,681:   997,827    523,195    905,746  4,919,524  5,223,289  6,823,097  6,652,230:   799,584    970,451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :   -89,404:   -89,969      1,940    -61,356     60,224     -1,911    -91,101    -61,327:     1,697    -28,077
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        6.9       11.9       64.5       68.5       89.5       87.3:      10.5       12.7
Old  :     100.0:      13.1        6.9       11.9       64.5       68.5       89.5       87.3:      10.5       12.7
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  :       274:        55         55         83        128        146        238        241:
Old  :       274:        55         55         83        128        146        238        241:
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  :                 34.0       29.2       45.6       37.9       33.4       24.6       41.4       31.7
Old  :                 34.0       29.2       45.6       37.9       33.4       24.6       41.4       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, May 18, 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  :   317,486:    20,258     40,698      2,970    215,503    210,693    238,731    254,361:    78,755     63,125
Old  :   317,486:    20,258     40,698      2,970    215,503    210,693    238,731    254,361:    78,755     63,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :      -742:     3,393      4,728        356     -6,040     -3,169     -2,291      1,915:     1,549     -2,657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       12.8        0.9       67.9       66.4       75.2       80.1:      24.8       19.9
Old  :     100.0:       6.4       12.8        0.9       67.9       66.4       75.2       80.1:      24.8       19.9
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  :       142:        20         26         10         63         64         89         94:
Old  :       142:        20         26         10         63         64         89         94:
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  :                 23.5       21.5       33.2       35.4       22.1       21.5       31.3       35.1
Old  :                 23.5       21.5       33.2       35.4       22.1       21.5       31.3       35.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, May 18, 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  : 2,641,156:   329,592    328,425     31,784  1,914,757  2,046,391  2,276,133  2,406,600:   365,023    234,556
Old  : 2,641,156:   329,592    328,425     31,784  1,914,757  2,046,391  2,276,133  2,406,600:   365,023    234,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :   -18,822:   -34,140    -30,877     -3,212     40,079     51,570      2,727     17,481:   -21,549    -36,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       12.4        1.2       72.5       77.5       86.2       91.1:      13.8        8.9
Old  :     100.0:      12.5       12.4        1.2       72.5       77.5       86.2       91.1:      13.8        8.9
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  :       483:        92        111         37        167        190        280        317:
Old  :       483:        92        111         37        167        190        280        317:
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       14.2       30.9       22.5       18.0       10.2       26.5       18.3
Old  :                 20.7       14.2       30.9       22.5       18.0       10.2       26.5       18.3
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 - Futures Only, May 18, 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  :   101,069:    14,098      8,703      1,267     76,167     85,600     91,532     95,570:     9,537      5,499
Old  :   101,069:    14,098      8,703      1,267     76,167     85,600     91,532     95,570:     9,537      5,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :     3,437:     1,579         86      1,267       -125        842      2,721      2,195:       716      1,242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        8.6        1.3       75.4       84.7       90.6       94.6:       9.4        5.4
Old  :     100.0:      13.9        8.6        1.3       75.4       84.7       90.6       94.6:       9.4        5.4
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  :        86:        13          3          1         47         36         60         40:
Old  :        86:        13          3          1         47         36         60         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  :                 35.3       48.1       51.5       66.3       30.5       40.9       42.5       57.2
Old  :                 35.3       48.1       51.5       66.3       30.5       40.9       42.5       57.2
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 18, 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  :    24,119:     5,801      1,714          0     14,750     10,431     20,551     12,145:     3,568     11,974
Old  :    24,119:     5,801      1,714          0     14,750     10,431     20,551     12,145:     3,568     11,974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :       608:      -492          0          0      1,067        845        575        845:        33       -237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        7.1        0.0       61.2       43.2       85.2       50.4:      14.8       49.6
Old  :     100.0:      24.1        7.1        0.0       61.2       43.2       85.2       50.4:      14.8       49.6
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  :        28:         2          2          0         15         13         17         15:
Old  :        28:         2          2          0         15         13         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       26.3       72.9       40.6       56.1       23.2       68.2       35.3
Old  :                 57.4       26.3       72.9       40.6       56.1       23.2       68.2       35.3
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 18, 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  :   344,011:    85,472     88,410      2,660    177,386    236,388    265,518    327,458:    78,493     16,553
Old  :   344,011:    85,472     88,410      2,660    177,386    236,388    265,518    327,458:    78,493     16,553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :    -4,497:   -15,506      1,211     -1,551     15,435     -4,419     -1,622     -4,759:    -2,875        262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       25.7        0.8       51.6       68.7       77.2       95.2:      22.8        4.8
Old  :     100.0:      24.8       25.7        0.8       51.6       68.7       77.2       95.2:      22.8        4.8
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  :       229:        60         43         10         70         74        136        121:
Old  :       229:        60         43         10         70         74        136        121:
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  :                 20.9       25.5       31.7       40.4       20.5       25.5       30.0       40.4
Old  :                 20.9       25.5       31.7       40.4       20.5       25.5       30.0       40.4
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 18, 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  :   113,271:    50,564     12,184        520     36,692     83,248     87,776     95,952:    25,495     17,319
Old  :   113,271:    50,564     12,184        520     36,692     83,248     87,776     95,952:    25,495     17,319
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :    -1,998:    -5,591      5,227        358      1,117     -8,733     -4,116     -3,148:     2,118      1,150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6       10.8        0.5       32.4       73.5       77.5       84.7:      22.5       15.3
Old  :     100.0:      44.6       10.8        0.5       32.4       73.5       77.5       84.7:      22.5       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        30          9          4         15         19         45         32:
Old  :        68:        30          9          4         15         19         45         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  :                 38.1       53.6       48.3       68.2       32.9       53.5       42.1       62.7
Old  :                 38.1       53.6       48.3       68.2       32.9       53.5       42.1       62.7
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 18, 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  :    43,320:    16,305      7,699          0     18,350     21,477     34,655     29,176:     8,665     14,144
Old  :    43,320:    16,305      7,699          0     18,350     21,477     34,655     29,176:     8,665     14,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :   -11,631:     1,207         95          0       -301       -963        906       -868:   -12,537    -10,763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       17.8        0.0       42.4       49.6       80.0       67.3:      20.0       32.7
Old  :     100.0:      37.6       17.8        0.0       42.4       49.6       80.0       67.3:      20.0       32.7
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  :        58:        17         12          0         14         19         31         31:
Old  :        58:        17         12          0         14         19         31         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  :                 30.1       32.3       46.1       41.2       30.1       28.0       44.8       36.9
Old  :                 30.1       32.3       46.1       41.2       30.1       28.0       44.8       36.9
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 18, 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  :    58,254:    13,786     12,648        848     17,712     36,636     32,346     50,132:    25,908      8,122
Old  :    58,254:    13,786     12,648        848     17,712     36,636     32,346     50,132:    25,908      8,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :      -144:     5,026        -66       -203        422      2,320      5,245      2,051:    -5,389     -2,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       21.7        1.5       30.4       62.9       55.5       86.1:      44.5       13.9
Old  :     100.0:      23.7       21.7        1.5       30.4       62.9       55.5       86.1:      44.5       13.9
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  :        68:        13         16          3         20         25         34         43:
Old  :        68:        13         16          3         20         25         34         43:
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  :                 22.9       31.5       32.2       44.9       21.4       29.3       29.5       41.9
Old  :                 22.9       31.5       32.2       44.9       21.4       29.3       29.5       41.9
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 18, 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  :    31,121:     4,942          0         80     22,596     29,536     27,618     29,616:     3,503      1,505
Old  :    31,121:     4,942          0         80     22,596     29,536     27,618     29,616:     3,503      1,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :     2,591:       276          0          0      2,216      3,164      2,492      3,164:        99       -573
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        0.0        0.3       72.6       94.9       88.7       95.2:      11.3        4.8
Old  :     100.0:      15.9        0.0        0.3       72.6       94.9       88.7       95.2:      11.3        4.8
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  :        45:         9          0          1         23         21         32         22:
Old  :        45:         9          0          1         23         21         32         22:
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  :                 51.1       64.4       62.7       79.2       49.2       64.4       60.1       78.9
Old  :                 51.1       64.4       62.7       79.2       49.2       64.4       60.1       78.9
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 18, 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  :    21,834:     5,551        202          0     10,323     19,499     15,874     19,701:     5,960      2,133
Old  :    21,834:     5,551        202          0     10,323     19,499     15,874     19,701:     5,960      2,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :      -151:        33        202          0        476       -180        509         22:      -660       -173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        0.9        0.0       47.3       89.3       72.7       90.2:      27.3        9.8
Old  :     100.0:      25.4        0.9        0.0       47.3       89.3       72.7       90.2:      27.3        9.8
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          1          0         10          9         19         10:
Old  :        28:         9          1          0         10          9         19         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  :                 40.8       73.7       55.9       88.3       39.7       73.7       54.9       88.3
Old  :                 40.8       73.7       55.9       88.3       39.7       73.7       54.9       88.3
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 18, 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  :    17,637:     3,587      7,147        529     10,033      9,162     14,149     16,838:     3,488        799
Old  :    17,637:     3,587      7,147        529     10,033      9,162     14,149     16,838:     3,488        799
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :    -4,540:    -1,793      1,151        211     -1,254     -4,382     -2,836     -3,020:    -1,704     -1,520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       40.5        3.0       56.9       51.9       80.2       95.5:      19.8        4.5
Old  :     100.0:      20.3       40.5        3.0       56.9       51.9       80.2       95.5:      19.8        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         9          7          3          7          1         18          9:
Old  :        24:         9          7          3          7          1         18          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       89.9       68.4       94.9       56.2       89.1       65.9       92.5
Old  :                 58.1       89.9       68.4       94.9       56.2       89.1       65.9       92.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 27, 2010