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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       47,691
COMMITMENTS
     501    6,662   10,073   31,959   21,243   42,532   37,977    5,159    9,714

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      1,668)
    -377      496      417      814      243      854    1,156      814      511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1     14.0     21.1     67.0     44.5     89.2     79.6     10.8     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       7       32       22       31       28       56       64
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      176,339
COMMITMENTS
  29,237   41,611   57,490   66,989   51,364  153,716  150,465   22,623   25,875

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      5,411)
   2,961    4,297      616    1,727      749    5,305    5,662      106     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     23.6     32.6     38.0     29.1     87.2     85.3     12.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      61       75       77       42       41      149      159
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      248,168
COMMITMENTS
  58,503   43,121   54,567  107,799  107,606  220,869  205,294   27,299   42,874

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      1,102)
   4,583   -1,184     -371   -1,855    2,332    2,357      777   -1,255      326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6     17.4     22.0     43.4     43.4     89.0     82.7     11.0     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      71       72       83       96      129      218      246
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,347
COMMITMENTS
   3,117    3,668      831    2,739    1,846    6,687    6,345    1,660    2,002

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        309)
      54      206       50      207     -194      312       62       -3      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3     43.9     10.0     32.8     22.1     80.1     76.0     19.9     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      22       27       10       18       20       45       52
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,076
COMMITMENTS
   7,405    1,725    4,495    7,010    8,263   18,911   14,483    5,165    9,593

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:       -258)
     765     -474      -61     -660       82       44     -453     -302      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8      7.2     18.7     29.1     34.3     78.5     60.2     21.5     39.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      39       17       20       38       47       87       74
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       12,733
COMMITMENTS
   3,349    1,260        0    9,105   11,065   12,454   12,325      279      408

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        977)
       0     -433        0      954    1,295      954      862       23      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      9.9      0.0     71.5     86.9     97.8     96.8      2.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        4        0       13       10       17       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      105,146
COMMITMENTS
  31,615   21,120    7,817   27,710   58,033   67,141   86,970   38,005   18,176

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      7,896)
   3,201   -2,288    2,817    1,028    6,355    7,046    6,884      850    1,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.1     20.1      7.4     26.4     55.2     63.9     82.7     36.1     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      21       16       13       13       22       40       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       46,505
COMMITMENTS
  14,062    7,319    3,021   13,649   25,299   30,732   35,639   15,773   10,866

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      4,372)
   2,780      729     -139      475    3,723    3,116    4,313    1,256       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2     15.7      6.5     29.3     54.4     66.1     76.6     33.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14       10        4       10       11       26       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       50,269
COMMITMENTS
  31,352    7,548      395   15,264   40,627   47,011   48,570    3,258    1,699

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,919)
   2,812      137       -2      266    2,859    3,076    2,994     -157      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.4     15.0      0.8     30.4     80.8     93.5     96.6      6.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      25       16        2       11       14       36       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      107,618
COMMITMENTS
  18,345   42,470    8,214   59,628   30,980   86,187   81,664   21,430   25,954

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      4,343)
   1,015     -458    2,534      461    1,257    4,010    3,333      333    1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     39.5      7.6     55.4     28.8     80.1     75.9     19.9     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      18       21        7       15       18       36       43
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      109,657
COMMITMENTS
  33,500   25,727    8,878   40,994   52,480   83,372   87,086   26,285   22,571

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      7,338)
   5,486    3,319      386      423    2,827    6,296    6,532    1,042      806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     23.5      8.1     37.4     47.9     76.0     79.4     24.0     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      23       31       15       22       20       56       55
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      169,623
COMMITMENTS
  45,439   32,456   18,079   54,358   82,158  117,876  132,693   51,748   36,931

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     22,249)
   4,488    2,558    4,744    5,216   11,563   14,448   18,864    7,801    3,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     19.1     10.7     32.0     48.4     69.5     78.2     30.5     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      39       40       27       28       31       83       82
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,755
COMMITMENTS
  13,351      819        0    8,991   23,076   22,342   23,895    2,413      860

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      5,516)
   5,510     -203        0     -181    5,722    5,329    5,519      187       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.9      3.3      0.0     36.3     93.2     90.3     96.5      9.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        4        0        8       10       16       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,595,454
COMMITMENTS
 931,166  200,217  4302629  6325249  7211424 11559044 11714270  1036411  881,185

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:    124,330)
 114,555  -60,605   -8,468  -21,172  212,943   84,916  143,870   39,414  -19,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      1.6     34.2     50.2     57.3     91.8     93.0      8.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      82       31       97      119      116      230      219
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      602,353
COMMITMENTS
  52,857   29,132   35,712  388,523  467,933  477,092  532,777  125,261   69,576

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     13,174)
  -1,834   -2,239    2,407    7,626   10,471    8,199   10,639    4,975    2,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      4.8      5.9     64.5     77.7     79.2     88.4     20.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      29       26       34       85       73      133      114
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,882,266
COMMITMENTS
 563,839  424,099  105,399  2007086  2028730  2676324  2558228  205,942  324,038

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     55,682)
  18,914  -28,760   22,070    3,508   35,429   44,492   28,739   11,189   26,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     14.7      3.7     69.6     70.4     92.9     88.8      7.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      448)
     109      111       73      152      161      299      307
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      107,535
COMMITMENTS
  15,804   12,264      460   82,798   91,723   99,061  104,447    8,474    3,089

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     -2,700)
    -527      278      323   -2,060   -2,388   -2,264   -1,787     -436     -914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     11.4      0.4     77.0     85.3     92.1     97.1      7.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      10        9        2       47       32       57       43
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       27,990
COMMITMENTS
   2,514    7,312        0   16,998   16,816   19,512   24,128    8,479    3,862

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      3,821)
      50    2,113        0    2,459      134    2,509    2,247    1,313    1,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     26.1      0.0     60.7     60.1     69.7     86.2     30.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        6        0       14       19       19       25
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      307,255
COMMITMENTS
 117,635   57,956    5,244  165,557  201,467  288,436  264,667   18,819   42,588

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     12,409)
     835    7,770     -294   12,931   -4,471   13,472    3,005   -1,063    9,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.3     18.9      1.7     53.9     65.6     93.9     86.1      6.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      68       41       14       55       63      130      111
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      100,537
COMMITMENTS
  42,009    9,233    5,612   26,600   75,921   74,221   90,766   26,316    9,771

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      5,428)
   3,074        4      543       75    5,937    3,692    6,483    1,736   -1,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.8      9.2      5.6     26.5     75.5     73.8     90.3     26.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      30        7        9       15       17       48       30
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       25,479
COMMITMENTS
   8,416    4,799        3   11,006   15,175   19,425   19,976    6,054    5,503

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     -1,908)
   1,352     -230        2   -1,315      345       39      116   -1,947   -2,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0     18.8      0.0     43.2     59.6     76.2     78.4     23.8     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      17       10        2       13       16       30       28
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       59,114
COMMITMENTS
  10,461   17,273    2,203   22,853   31,074   35,517   50,550   23,597    8,564

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,023)
  -2,643   -2,131      746    1,133     -828     -764   -2,213    2,787    4,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     29.2      3.7     38.7     52.6     60.1     85.5     39.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      16       20        2       20       20       38       40
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       24,918
COMMITMENTS
   2,856    8,992      108   19,799   13,960   22,763   23,060    2,155    1,858

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:       -920)
    -220      -60       68     -541     -806     -693     -798     -227     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     36.1      0.4     79.5     56.0     91.4     92.5      8.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        5        3       11       11       21       17
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,672
COMMITMENTS
   4,484      719        0   10,590   15,387   15,074   16,106    1,598      566

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        736)
     405      267     -203      295      475      497      539      239      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9      4.3      0.0     63.5     92.3     90.4     96.6      9.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      14        2        0        7        3       21        5
```

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Updated May 29, 2009