BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     4,493:        60         78          0      3,420      4,173      3,480      4,251:     1,013        242
Old  :     4,493:        60         78          0      3,420      4,173      3,480      4,251:     1,013        242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       164:         0        -34          0        128        196        128        162:        36          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        1.7        0.0       76.1       92.9       77.5       94.6:      22.5        5.4
Old  :     100.0:       1.3        1.7        0.0       76.1       92.9       77.5       94.6:      22.5        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  :        21:         1          1          0         14          7         15          8:
Old  :        21:         1          1          0         14          7         15          8:
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  :                 50.6       89.7       65.8       94.6       50.6       89.2       65.4       93.7
Old  :                 50.6       89.7       65.8       94.6       50.6       89.2       65.4       93.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, June 1, 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  :    31,681:       561      9,772        654     26,894     15,825     28,109     26,251:     3,572      5,430
Old  :    31,681:       561      9,772        654     26,894     15,825     28,109     26,251:     3,572      5,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       820:      -134        541        204        377        269        447      1,014:       373       -194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8       30.8        2.1       84.9       50.0       88.7       82.9:      11.3       17.1
Old  :     100.0:       1.8       30.8        2.1       84.9       50.0       88.7       82.9:      11.3       17.1
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  :        64:         4         18          8         29         23         38         45:
Old  :        64:         4         18          8         29         23         38         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       36.3       63.6       53.9       53.0       34.3       63.3       52.0
Old  :                 53.0       36.3       63.6       53.9       53.0       34.3       63.3       52.0
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, June 1, 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  :   205,114:    53,391     24,970     35,393     92,701    108,636    181,485    168,999:    23,629     36,115
Old  :   168,487:    42,524     26,553     26,044     82,520     88,348    151,088    140,945:    17,399     27,542
Other:    36,627:    17,546      5,096      2,670     10,181     20,288     30,397     28,054:     6,230      8,573
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -1,894:      -364      1,870     -1,085        845     -1,190       -604       -405:    -1,290     -1,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       12.2       17.3       45.2       53.0       88.5       82.4:      11.5       17.6
Old  :     100.0:      25.2       15.8       15.5       49.0       52.4       89.7       83.7:      10.3       16.3
Other:     100.0:      47.9       13.9        7.3       27.8       55.4       83.0       76.6:      17.0       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        94         54        100         52         63        206        176:
Old  :       237:        96         58         90         42         60        186        170:
Other:       117:        31         25         21         31         43         80         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.5       29.3       35.3       36.8       20.2       29.1       32.4       34.6
Old  :                 24.1       30.7       38.9       39.6       22.3       30.5       36.3       37.4
Other:                 33.8       27.7       47.6       36.6       33.6       26.2       47.4       34.6
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, June 1, 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  :   342,241:   133,662     50,136     52,753    129,705    176,009    316,120    278,898:    26,121     63,343
Old  :   342,241:   133,662     50,136     52,753    129,705    176,009    316,120    278,898:    26,121     63,343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -5,648:    -6,366        740        103      1,756     -4,027     -4,507     -3,184:    -1,141     -2,464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       14.6       15.4       37.9       51.4       92.4       81.5:       7.6       18.5
Old  :     100.0:      39.1       14.6       15.4       37.9       51.4       92.4       81.5:       7.6       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:       130         57        101         80        168        254        293:
Old  :       383:       130         57        101         80        168        254        293:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       15.6       30.3       23.3       17.2       13.4       28.9       20.8
Old  :                 18.0       15.6       30.3       23.3       17.2       13.4       28.9       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, June 1, 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  :     8,988:     3,232      1,963      1,384      2,530      3,868      7,146      7,215:     1,842      1,773
Old  :     8,988:     3,232      1,963      1,384      2,530      3,868      7,146      7,215:     1,842      1,773
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     1,382:        81        397        466        372        169        919      1,032:       463        350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       21.8       15.4       28.1       43.0       79.5       80.3:      20.5       19.7
Old  :     100.0:      36.0       21.8       15.4       28.1       43.0       79.5       80.3:      20.5       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  :        68:        18         20         14         15         16         43         48:
Old  :        68:        18         20         14         15         16         43         48:
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  :                 37.8       26.1       53.4       40.5       37.8       26.1       49.3       38.9
Old  :                 37.8       26.1       53.4       40.5       37.8       26.1       49.3       38.9
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, June 1, 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  :    32,500:    14,815      6,379      2,085      9,575      7,359     26,475     15,823:     6,025     16,677
Old  :    32,500:    14,815      6,379      2,085      9,575      7,359     26,475     15,823:     6,025     16,677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -2,338:      -672      1,217     -1,005        -83       -841     -1,760       -629:      -578     -1,709
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.6       19.6        6.4       29.5       22.6       81.5       48.7:      18.5       51.3
Old  :     100.0:      45.6       19.6        6.4       29.5       22.6       81.5       48.7:      18.5       51.3
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  :       137:        36         23         19         36         47         82         81:
Old  :       137:        36         23         19         36         47         82         81:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       14.6       36.1       22.2       20.1       12.5       35.6       19.6
Old  :                 20.2       14.6       36.1       22.2       20.1       12.5       35.6       19.6
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, June 1, 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  :    31,052:     3,810      1,042        717     20,938     28,815     25,465     30,574:     5,587        478
Old  :    31,052:     3,810      1,042        717     20,938     28,815     25,465     30,574:     5,587        478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     2,292:       659        257          0      1,573      2,085      2,232      2,342:        60        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        3.4        2.3       67.4       92.8       82.0       98.5:      18.0        1.5
Old  :     100.0:      12.3        3.4        2.3       67.4       92.8       82.0       98.5:      18.0        1.5
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  :        29:         7          5          3         14         13         23         19:
Old  :        29:         7          5          3         14         13         23         19:
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  :                 52.3       72.3       67.4       88.3       35.9       61.6       44.9       65.2
Old  :                 52.3       72.3       67.4       88.3       35.9       61.6       44.9       65.2
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, June 1, 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  :   117,450:    37,262     15,108      2,230     40,741     82,665     80,233    100,003:    37,217     17,447
Old  :   117,450:    37,262     15,108      2,230     40,741     82,665     80,233    100,003:    37,217     17,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -5,192:    -2,851     -1,133        736     -1,106     -5,870     -3,221     -6,267:    -1,971      1,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       12.9        1.9       34.7       70.4       68.3       85.1:      31.7       14.9
Old  :     100.0:      31.7       12.9        1.9       34.7       70.4       68.3       85.1:      31.7       14.9
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  :        73:        21         18          7         24         18         50         39:
Old  :        73:        21         18          7         24         18         50         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       39.6       46.0       60.5       34.5       39.2       44.5       56.5
Old  :                 34.5       39.6       46.0       60.5       34.5       39.2       44.5       56.5
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, June 1, 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  :    49,959:    11,139     25,863        787     29,143      3,466     41,069     30,116:     8,890     19,843
Old  :    49,959:    11,139     25,863        787     29,143      3,466     41,069     30,116:     8,890     19,843
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     1,796:      -350      1,755        352      2,065     -1,980      2,067        127:      -271      1,669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       51.8        1.6       58.3        6.9       82.2       60.3:      17.8       39.7
Old  :     100.0:      22.3       51.8        1.6       58.3        6.9       82.2       60.3:      17.8       39.7
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  :        40:         6         19          3         11          8         19         29:
Old  :        40:         6         19          3         11          8         19         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  :                 43.0       29.2       65.9       41.0       42.7       29.2       63.2       41.0
Old  :                 43.0       29.2       65.9       41.0       42.7       29.2       63.2       41.0
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, June 1, 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  :    79,114:    26,142      6,369          0     48,892     70,442     75,034     76,811:     4,080      2,303
Old  :    79,114:    26,142      6,369          0     48,892     70,442     75,034     76,811:     4,080      2,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -6,124:    -8,061      1,023       -141      2,719     -6,644     -5,483     -5,762:      -641       -362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        8.1        0.0       61.8       89.0       94.8       97.1:       5.2        2.9
Old  :     100.0:      33.0        8.1        0.0       61.8       89.0       94.8       97.1:       5.2        2.9
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  :        75:        23         16          0         23         19         46         35:
Old  :        75:        23         16          0         23         19         46         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  :                 49.3       72.9       67.6       85.1       49.3       70.5       67.5       81.9
Old  :                 49.3       72.9       67.6       85.1       49.3       70.5       67.5       81.9
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, June 1, 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  :   149,216:    11,809     82,263      1,052    123,405     29,748    136,266    113,063:    12,950     36,153
Old  :   149,216:    11,809     82,263      1,052    123,405     29,748    136,266    113,063:    12,950     36,153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -1,996:       847     -3,778        363     -3,261        260     -2,051     -3,155:        55      1,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       55.1        0.7       82.7       19.9       91.3       75.8:       8.7       24.2
Old  :     100.0:       7.9       55.1        0.7       82.7       19.9       91.3       75.8:       8.7       24.2
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  :        96:        18         43          7         21         26         43         72:
Old  :        96:        18         43          7         21         26         43         72:
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  :                 55.9       29.7       70.5       40.3       54.8       29.4       68.6       38.9
Old  :                 55.9       29.7       70.5       40.3       54.8       29.4       68.6       38.9
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, June 1, 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  :   133,365:    33,215     39,699        273     79,929     66,438    113,417    106,410:    19,948     26,955
Old  :   133,365:    33,215     39,699        273     79,929     66,438    113,417    106,410:    19,948     26,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -7,404:     1,221     -2,533        176     -9,491     -2,266     -8,094     -4,623:       690     -2,781
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       29.8        0.2       59.9       49.8       85.0       79.8:      15.0       20.2
Old  :     100.0:      24.9       29.8        0.2       59.9       49.8       85.0       79.8:      15.0       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  :        96:        23         32          4         24         26         50         59:
Old  :        96:        23         32          4         24         26         50         59:
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  :                 42.1       37.3       55.2       51.0       40.7       32.3       51.9       44.4
Old  :                 42.1       37.3       55.2       51.0       40.7       32.3       51.9       44.4
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, June 1, 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  :   275,266:    45,006    138,331      3,249    176,197     79,109    224,452    220,689:    50,814     54,577
Old  :   275,266:    45,006    138,331      3,249    176,197     79,109    224,452    220,689:    50,814     54,577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -6,700:      -624    -14,035      1,136    -14,010      6,155    -13,498     -6,744:     6,798         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       50.3        1.2       64.0       28.7       81.5       80.2:      18.5       19.8
Old  :     100.0:      16.4       50.3        1.2       64.0       28.7       81.5       80.2:      18.5       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        38         76         20         40         44         89        130:
Old  :       184:        38         76         20         40         44         89        130:
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  :                 37.9       26.9       50.6       34.1       36.0       26.2       48.6       33.3
Old  :                 37.9       26.9       50.6       34.1       36.0       26.2       48.6       33.3
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, June 1, 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  :    15,586:     7,622      5,418         39      6,403      8,285     14,064     13,742:     1,522      1,844
Old  :    15,586:     7,622      5,418         39      6,403      8,285     14,064     13,742:     1,522      1,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -2,174:    -3,720      1,738         39      1,058     -3,804     -2,623     -2,027:       449       -147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.9       34.8        0.3       41.1       53.2       90.2       88.2:       9.8       11.8
Old  :     100.0:      48.9       34.8        0.3       41.1       53.2       90.2       88.2:       9.8       11.8
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  :        34:        10         10          1          9          9         19         20:
Old  :        34:        10         10          1          9          9         19         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  :                 55.7       59.7       73.8       79.4       55.7       58.4       73.5       77.9
Old  :                 55.7       59.7       73.8       79.4       55.7       58.4       73.5       77.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, June 1, 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  : 7,511,710:   615,262    497,902    774,243  5,415,941  5,310,069  6,805,446  6,582,214:   706,264    929,496
Old  : 7,511,710:   615,262    497,902    774,243  5,415,941  5,310,069  6,805,446  6,582,214:   706,264    929,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :  -196,455:  -106,983    -42,466   -123,185     67,614    -49,077   -162,554   -214,728:   -33,901     18,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        6.6       10.3       72.1       70.7       90.6       87.6:       9.4       12.4
Old  :     100.0:       8.2        6.6       10.3       72.1       70.7       90.6       87.6:       9.4       12.4
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  :       261:        49         52         81        133        144        232        237:
Old  :       261:        49         52         81        133        144        232        237:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       31.8       49.9       39.7       38.6       26.9       45.5       33.4
Old  :                 39.2       31.8       49.9       39.7       38.6       26.9       45.5       33.4
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, June 1, 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  :   331,651:    22,841     39,145      5,982    225,047    225,924    253,870    271,051:    77,781     60,600
Old  :   331,651:    22,841     39,145      5,982    225,047    225,924    253,870    271,051:    77,781     60,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     3,440:      -241      2,925      1,441      1,820      6,426      3,020     10,792:       420     -7,352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       11.8        1.8       67.9       68.1       76.5       81.7:      23.5       18.3
Old  :     100.0:       6.9       11.8        1.8       67.9       68.1       76.5       81.7:      23.5       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  :       137:        19         23         11         64         62         89         90:
Old  :       137:        19         23         11         64         62         89         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       20.7       33.8       35.8       20.7       20.7       30.5       35.1
Old  :                 23.0       20.7       33.8       35.8       20.7       20.7       30.5       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, June 1, 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  : 2,820,119:   342,021    352,724     44,921  2,122,285  2,182,134  2,509,227  2,579,779:   310,892    240,340
Old  : 2,820,119:   342,021    352,724     44,921  2,122,285  2,182,134  2,509,227  2,579,779:   310,892    240,340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    84,607:   -16,574     14,289      3,034    126,102     41,657    112,562     58,980:   -27,955     25,627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       12.5        1.6       75.3       77.4       89.0       91.5:      11.0        8.5
Old  :     100.0:      12.1       12.5        1.6       75.3       77.4       89.0       91.5:      11.0        8.5
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  :       487:        93        107         37        178        192        293        315:
Old  :       487:        93        107         37        178        192        293        315:
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  :                 20.4       14.1       30.8       21.6       17.3        9.6       26.5       16.8
Old  :                 20.4       14.1       30.8       21.6       17.3        9.6       26.5       16.8
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, June 1, 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  :    98,378:    11,766      8,890         13     76,714     82,881     88,493     91,784:     9,885      6,594
Old  :    98,378:    11,766      8,890         13     76,714     82,881     88,493     91,784:     9,885      6,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     1,932:    -2,823        792        -65      2,796     -1,970        -92     -1,243:     2,024      3,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        9.0        0.0       78.0       84.2       90.0       93.3:      10.0        6.7
Old  :     100.0:      12.0        9.0        0.0       78.0       84.2       90.0       93.3:      10.0        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        11          3          1         45         35         56         39:
Old  :        81:        11          3          1         45         35         56         39:
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  :                 35.1       49.7       52.6       65.6       30.3       41.0       44.3       56.8
Old  :                 35.1       49.7       52.6       65.6       30.3       41.0       44.3       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, June 1, 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  :    24,043:     4,065      1,468        149     15,384     10,136     19,598     11,753:     4,445     12,290
Old  :    24,043:     4,065      1,468        149     15,384     10,136     19,598     11,753:     4,445     12,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     2,402:      -154        176        149      1,395      1,653      1,390      1,978:     1,012        424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        6.1        0.6       64.0       42.2       81.5       48.9:      18.5       51.1
Old  :     100.0:      16.9        6.1        0.6       64.0       42.2       81.5       48.9:      18.5       51.1
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  :        26:         2          2          1         13         11         16         13:
Old  :        26:         2          2          1         13         11         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       31.4       70.0       43.1       52.0       31.4       67.1       40.7
Old  :                 52.8       31.4       70.0       43.1       52.0       31.4       67.1       40.7
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, June 1, 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  :   347,424:    60,660     89,216      4,287    209,726    235,565    274,673    329,068:    72,751     18,356
Old  :   347,424:    60,660     89,216      4,287    209,726    235,565    274,673    329,068:    72,751     18,356
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -3,467:   -18,632      8,721     -1,397     15,259    -16,043     -4,770     -8,719:     1,303      5,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       25.7        1.2       60.4       67.8       79.1       94.7:      20.9        5.3
Old  :     100.0:      17.5       25.7        1.2       60.4       67.8       79.1       94.7:      20.9        5.3
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  :       216:        52         39         13         66         75        124        121:
Old  :       216:        52         39         13         66         75        124        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  :                 16.7       21.5       28.2       38.1       15.1       21.3       25.3       37.1
Old  :                 16.7       21.5       28.2       38.1       15.1       21.3       25.3       37.1
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, June 1, 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  :   110,772:    37,021     21,976      2,898     52,653     65,964     92,572     90,838:    18,200     19,934
Old  :   110,772:    37,021     21,976      2,898     52,653     65,964     92,572     90,838:    18,200     19,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     4,299:    -2,346      2,132      1,746      7,335     -3,002      6,735        876:    -2,436      3,423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       19.8        2.6       47.5       59.5       83.6       82.0:      16.4       18.0
Old  :     100.0:      33.4       19.8        2.6       47.5       59.5       83.6       82.0:      16.4       18.0
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  :        77:        26         18          7         21         20         49         43:
Old  :        77:        26         18          7         21         20         49         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  :                 36.8       40.4       52.2       56.3       33.4       37.2       45.5       49.0
Old  :                 36.8       40.4       52.2       56.3       33.4       37.2       45.5       49.0
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, June 1, 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  :    42,503:    13,664      7,902          6     19,276     21,871     32,946     29,779:     9,557     12,724
Old  :    42,503:    13,664      7,902          6     19,276     21,871     32,946     29,779:     9,557     12,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -3,969:      -535       -502          6     -1,606        941     -2,135        445:    -1,834     -4,414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       18.6        0.0       45.4       51.5       77.5       70.1:      22.5       29.9
Old  :     100.0:      32.1       18.6        0.0       45.4       51.5       77.5       70.1:      22.5       29.9
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  :        56:        15         12          1         14         20         29         33:
Old  :        56:        15         12          1         14         20         29         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       32.9       48.2       41.8       31.6       27.6       45.9       36.6
Old  :                 32.6       32.9       48.2       41.8       31.6       27.6       45.9       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, June 1, 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  :    61,213:     7,891     13,463        738     33,529     37,372     42,158     51,573:    19,055      9,640
Old  :    61,213:     7,891     13,463        738     33,529     37,372     42,158     51,573:    19,055      9,640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     4,401:    -7,655      2,035        -80     11,795     -1,526      4,060        429:       341      3,972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       22.0        1.2       54.8       61.1       68.9       84.3:      31.1       15.7
Old  :     100.0:      12.9       22.0        1.2       54.8       61.1       68.9       84.3:      31.1       15.7
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  :        68:        11         15          3         23         26         35         43:
Old  :        68:        11         15          3         23         26         35         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  :                 28.6       30.9       40.8       43.5       28.6       28.5       40.8       39.8
Old  :                 28.6       30.9       40.8       43.5       28.6       28.5       40.8       39.8
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, June 1, 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  :    36,472:     7,551          0         80     25,060     34,386     32,691     34,466:     3,781      2,006
Old  :    36,472:     7,551          0         80     25,060     34,386     32,691     34,466:     3,781      2,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     4,144:     3,266          0          0      1,168      3,959      4,434      3,959:      -290        185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        0.0        0.2       68.7       94.3       89.6       94.5:      10.4        5.5
Old  :     100.0:      20.7        0.0        0.2       68.7       94.3       89.6       94.5:      10.4        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         8          0          1         25         21         33         22:
Old  :        46:         8          0          1         25         21         33         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  :                 52.4       61.8       64.0       77.3       50.8       59.1       62.4       74.6
Old  :                 52.4       61.8       64.0       77.3       50.8       59.1       62.4       74.6
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, June 1, 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  :    23,705:     6,846        235          0     11,101     21,043     17,947     21,278:     5,758      2,427
Old  :    23,705:     6,846        235          0     11,101     21,043     17,947     21,278:     5,758      2,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       875:       694          0          0       -155        708        539        708:       336        167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        1.0        0.0       46.8       88.8       75.7       89.8:      24.3       10.2
Old  :     100.0:      28.9        1.0        0.0       46.8       88.8       75.7       89.8:      24.3       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  :        34:        13          1          0         11         13         24         14:
Old  :        34:        13          1          0         11         13         24         14:
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       69.2       55.4       83.5       40.1       69.2       54.4       83.1
Old  :                 41.1       69.2       55.4       83.5       40.1       69.2       54.4       83.1
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, June 1, 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  :    17,159:     3,445      7,535          0     10,080      8,648     13,525     16,183:     3,634        976
Old  :    17,159:     3,445      7,535          0     10,080      8,648     13,525     16,183:     3,634        976
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :        50:      -198        330       -135         43       -119       -290         76:       340        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       43.9        0.0       58.7       50.4       78.8       94.3:      21.2        5.7
Old  :     100.0:      20.1       43.9        0.0       58.7       50.4       78.8       94.3:      21.2        5.7
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  :        21:         9          6          0          5          1         14          7:
Old  :        21:         9          6          0          5          1         14          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       91.0       69.1       94.3       58.8       91.0       69.1       94.3
Old  :                 58.8       91.0       69.1       94.3       58.8       91.0       69.1       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 4, 2010