```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,367
COMMITMENTS
      60      112        0    3,327    4,004    3,387    4,116      980      250

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      2.6      0.0     76.2     91.7     77.6     94.3     22.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       13        6       14        8
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       45,410
COMMITMENTS
   1,492    5,302    9,022   30,404   21,199   40,918   35,523    4,492    9,888

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      2,854)
     219       68      734    1,834    1,160    2,787    1,962       68      892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     11.7     19.9     67.0     46.7     90.1     78.2      9.9     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      13       11       17       43       34       61       57
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      237,829
COMMITMENTS
  54,950   12,421   60,975   95,230  122,938  211,155  196,334   26,674   41,495

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -9,442)
  -7,988   -2,724   -1,091      572   -4,067   -8,507   -7,882     -935   -1,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      5.2     25.6     40.0     51.7     88.8     82.6     11.2     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
     108       43      108       56       64      213      183
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      438,263
COMMITMENTS
 133,791   21,333  128,096  146,079  213,116  407,966  362,546   30,297   75,718

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:    -10,102)
  -8,296    1,961   -5,335    6,221     -999   -7,409   -4,373   -2,693   -5,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5      4.9     29.2     33.3     48.6     93.1     82.7      6.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
     160       47      118      104      183      304      319
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,006
COMMITMENTS
   3,158    1,433    1,193    2,189    3,864    6,540    6,490    1,466    1,516

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        168)
      19      355      241       41     -338      301      258     -134      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.4     17.9     14.9     27.3     48.3     81.7     81.1     18.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      18       17       13       14       14       38       42
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,199
COMMITMENTS
  15,633    3,244    6,705   10,301    9,295   32,639   19,244    7,560   20,955

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -3,329)
  -4,129     -613      677     -539   -1,647   -3,990   -1,583      661   -1,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9      8.1     16.7     25.6     23.1     81.2     47.9     18.8     52.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      39       30       26       51       65      105      107
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       28,760
COMMITMENTS
   3,151      785      717   19,365   26,730   23,233   28,232    5,527      528

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        797)
    -413      580      481      796     -529      864      532      -67      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      2.7      2.5     67.3     92.9     80.8     98.2     19.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        4        3       13       12       21       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      144,682
COMMITMENTS
  40,762   13,025   10,410   49,434  102,169  100,607  125,604   44,075   19,078

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      3,721)
 -13,475    5,872    4,760   10,660   -7,944    1,945    2,687    1,776    1,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2      9.0      7.2     34.2     70.6     69.5     86.8     30.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      24       17       17       26       21       58       48
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,735
COMMITMENTS
  11,125   24,075    4,243   28,439    6,605   43,807   34,923    9,928   18,811

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        897)
     660   -1,074      977     -669    1,141      969    1,045      -72     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     44.8      7.9     52.9     12.3     81.5     65.0     18.5     35.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      10       18        9       12       10       27       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       85,238
COMMITMENTS
  34,203    5,346      141   46,173   77,086   80,517   82,573    4,721    2,665

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:       -540)
  -7,834     -989      121    7,235     -798     -478   -1,666      -62    1,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.1      6.3      0.2     54.2     90.4     94.5     96.9      5.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      24       15        1       20       18       45       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      182,707
COMMITMENTS
  11,035   84,434   21,999  133,274   38,540  166,307  144,973   16,400   37,734

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        874)
     327   -1,783    1,694    2,191      460    4,212      370   -3,338      504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     46.2     12.0     72.9     21.1     91.0     79.3      9.0     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      17       49       25       22       27       55       85
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      161,889
COMMITMENTS
  32,069   40,449   13,534   93,502   72,873  139,105  126,856   22,785   35,034

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      3,940)
  10,571  -14,596    3,659  -16,040   14,681   -1,811    3,744    5,752      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     25.0      8.4     57.8     45.0     85.9     78.4     14.1     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      25       42       20       27       28       64       78
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      409,675
COMMITMENTS
  47,525  139,608   92,824  212,710  109,528  353,059  341,959   56,616   67,716

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:    -21,586)
 -14,069  -12,670      894   -4,034   -5,069  -17,210  -16,845   -4,376   -4,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     34.1     22.7     51.9     26.7     86.2     83.5     13.8     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      46       76       58       46       48      128      147
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       17,760
COMMITMENTS
  11,342    3,680        0    5,345   12,089   16,687   15,769    1,073    1,991

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -3,597)
  -5,398     -507        0    3,174   -3,192   -2,224   -3,699   -1,373      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.9     20.7      0.0     30.1     68.1     94.0     88.8      6.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        9        0        8       10       17       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,756,176
COMMITMENTS
 823,658  381,861  4860749  7210080  7463494 12894486 12706103  861,689  1050072

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:    196,544)
-334,933  -15,355  107,505  458,375  135,781  230,948  227,932  -34,403  -31,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      2.8     35.3     52.4     54.3     93.7     92.4      6.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      61       70      119      148      157      279      284
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      443,541
COMMITMENTS
  24,316   39,401   36,962  292,160  285,693  353,438  362,057   90,103   81,484

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -4,679)
    -675      188   -8,595    4,556   -3,066   -4,714  -11,473       35    6,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      8.9      8.3     65.9     64.4     79.7     81.6     20.3     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      21       27       31       82       67      121      107
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,002,242
COMMITMENTS
 348,369  337,913  140,103  2154678  2288877  2643150  2766893  359,092  235,349

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     43,799)
  29,219   20,001  -14,546   64,001   62,636   78,674   68,091  -34,875  -24,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     11.3      4.7     71.8     76.2     88.0     92.2     12.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      500)
     103      107       86      196      196      340      349
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       96,469
COMMITMENTS
  14,589    8,098       78   73,930   84,852   88,597   93,028    7,872    3,440

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -4,681)
     491     -605   -1,189   -2,262     -790   -2,960   -2,584   -1,721   -2,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      8.4      0.1     76.6     88.0     91.8     96.4      8.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      12        2        1       48       38       60       41
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       21,674
COMMITMENTS
   4,219    1,292        0   13,989    8,483   18,208    9,775    3,466   11,899

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -2,484)
  -1,582     -422        0     -762   -1,948   -2,344   -2,370     -141     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      6.0      0.0     64.5     39.1     84.0     45.1     16.0     54.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        0       13       12       16       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      359,523
COMMITMENTS
  79,043   80,500    8,194  199,732  257,027  286,969  345,721   72,553   13,802

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      2,221)
  -7,263   -7,873    1,384   15,787   12,457    9,907    5,968   -7,686   -3,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     22.4      2.3     55.6     71.5     79.8     96.2     20.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      59       40       19       73       77      140      128
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      121,027
COMMITMENTS
  40,110   20,107    7,918   48,597   73,722   96,625  101,747   24,403   19,280

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -1,364)
 -10,511    7,197    3,743    9,563  -12,384    2,795   -1,444   -4,158       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1     16.6      6.5     40.2     60.9     79.8     84.1     20.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      19       16       12       20       19       46       40
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       46,474
COMMITMENTS
  14,199    8,406        0   20,884   20,930   35,083   29,336   11,391   17,138

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      3,154)
  -2,106      707        0    2,534     -547      428      160    2,726    2,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     18.1      0.0     44.9     45.0     75.5     63.1     24.5     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      14       13        0       14       20       28       33
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       56,812
COMMITMENTS
  15,546   11,428      818   21,734   38,898   38,098   51,144   18,714    5,668

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -1,442)
   1,760   -1,220      -30    4,022    2,262    5,752    1,012   -7,194   -2,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     20.1      1.4     38.3     68.5     67.1     90.0     32.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      15       15        3       21       27       37       44
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       32,328
COMMITMENTS
   4,285        0       80   23,892   30,427   28,257   30,507    4,071    1,821

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      1,207)
    -657        0        0    1,296      891      639      891      568      316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      0.0      0.2     73.9     94.1     87.4     94.4     12.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        0        1       23       22       29       23
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       22,830
COMMITMENTS
   6,152      235        0   11,256   20,335   17,408   20,570    5,422    2,260

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        996)
     601       33        0      933      836    1,534      869     -538      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9      1.0      0.0     49.3     89.1     76.3     90.1     23.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11        1        0       13       11       24       12
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       17,109
COMMITMENTS
   3,643    7,205      135   10,037    8,767   13,815   16,107    3,294    1,002

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:       -528)
      56       58     -394        4     -395     -334     -731     -194      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     42.1      0.8     58.7     51.2     80.7     94.1     19.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        7        2        5        1       16        9
```

----

Updated May 28, 2010