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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,233
COMMITMENTS
     720    8,566      529   24,795   14,979   26,044   24,074    3,189    5,159

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        759)
     -42      630      -99      892      284      751      815        8      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     29.3      1.8     84.8     51.2     89.1     82.4     10.9     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       4       21        9       30       23       40       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      216,089
COMMITMENTS
  62,002   26,909   36,853   91,403  113,265  190,258  177,027   25,831   39,062

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     -6,482)
  -7,092     -675    2,910   -1,247   -9,187   -5,429   -6,952   -1,053      470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     12.5     17.1     42.3     52.4     88.0     81.9     12.0     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      89       64       98       46       60      197      181
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      361,152
COMMITMENTS
 142,927   48,508   62,392  125,942  179,262  331,261  290,162   29,891   70,990

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:    -15,797)
  -9,126    4,834   -3,511     -438  -11,083  -13,075   -9,760   -2,722   -6,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     13.4     17.3     34.9     49.6     91.7     80.3      8.3     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     134       66       95       71      176      255      302
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,437
COMMITMENTS
   3,146    1,230      715    2,097    4,029    5,958    5,974    1,479    1,463

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:       -792)
    -454      736      -23      -35   -1,475     -512     -762     -280      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3     16.5      9.6     28.2     54.2     80.1     80.3     19.9     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      17       14        6       12       13       32       32
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,797
COMMITMENTS
  19,703    6,293    2,424   10,350    9,824   32,477   18,541    6,320   20,256

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     -3,033)
  -1,626      286     -472     -985   -2,109   -3,083   -2,295       50     -738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.8     16.2      6.2     26.7     25.3     83.7     47.8     16.3     52.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      44       28       19       34       64       90      102
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       27,963
COMMITMENTS
   3,564      205      236   18,569   27,259   22,369   27,700    5,594      263

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     -1,313)
  -1,506        0        0      268   -1,310   -1,238   -1,310      -75       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      0.7      0.8     66.4     97.5     80.0     99.1     20.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        2        2       13       13       21       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      124,952
COMMITMENTS
  53,254    8,369      593   33,225  100,637   87,072  109,599   37,880   15,353

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      2,860)
  -4,756      813      -17    6,559    2,598    1,786    3,394    1,074     -534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6      6.7      0.5     26.6     80.5     69.7     87.7     30.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      26       10        3       20       21       48       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       48,242
COMMITMENTS
  10,616   25,174      157   28,168    4,418   38,941   29,749    9,301   18,493

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     -2,320)
     596   -2,373      157   -2,911      821   -2,158   -1,395     -162     -925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     52.2      0.3     58.4      9.2     80.7     61.7     19.3     38.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       19        2       12        9       21       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       85,778
COMMITMENTS
  42,037    6,335       20   38,938   77,884   80,995   84,239    4,783    1,539

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:    -10,163)
  -5,470      786       20   -4,816  -10,716  -10,266   -9,910      103     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.0      7.4      0.0     45.4     90.8     94.4     98.2      5.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      27       15        1       21       19       48       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      152,357
COMMITMENTS
  10,492   87,237      544  125,341   29,892  136,377  117,673   15,980   34,684

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      9,687)
     223    4,780     -548    9,990    5,995    9,665   10,227       22     -540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     57.3      0.4     82.3     19.6     89.5     77.2     10.5     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      12       44        3       21       27       36       71
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      142,699
COMMITMENTS
  21,393   55,682       53  106,814   55,727  128,260  111,462   14,439   31,237

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     -3,690)
  -1,872   -2,252       -3      141   -5,028   -1,734   -7,283   -1,956    3,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     39.0      0.0     74.9     39.1     89.9     78.1     10.1     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      19       35        1       22       27       42       62
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      300,526
COMMITMENTS
  54,411  161,554    2,724  195,262   76,108  252,397  240,386   48,129   60,140

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     12,937)
  14,827    8,080      -29   -2,546    2,794   12,252   10,845      685    2,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     53.8      0.9     65.0     25.3     84.0     80.0     16.0     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      36       77       21       40       44       90      128
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,357
COMMITMENTS
  16,740    4,187        0    2,171   15,281   18,911   19,468    2,446    1,889

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     -2,858)
  -3,688      651        0    1,269   -4,220   -2,419   -3,569     -439      711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.4     19.6      0.0     10.2     71.6     88.5     91.2     11.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      12        7        0        6       10       18       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,622,681
COMMITMENTS
 997,827  523,195  905,746  4919524  5223289  6823097  6652230  799,584  970,451

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:    -89,404)
 -89,969    1,940  -61,356   60,224   -1,911  -91,101  -61,327    1,697  -28,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      6.9     11.9     64.5     68.5     89.5     87.3     10.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      55       55       83      128      146      238      241
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      317,486
COMMITMENTS
  20,258   40,698    2,970  215,503  210,693  238,731  254,361   78,755   63,125

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:       -742)
   3,393    4,728      356   -6,040   -3,169   -2,291    1,915    1,549   -2,657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     12.8      0.9     67.9     66.4     75.2     80.1     24.8     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      20       26       10       63       64       89       94
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,641,156
COMMITMENTS
 329,592  328,425   31,784  1914757  2046391  2276133  2406600  365,023  234,556

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:    -18,822)
 -34,140  -30,877   -3,212   40,079   51,570    2,727   17,481  -21,549  -36,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     12.4      1.2     72.5     77.5     86.2     91.1     13.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      483)
      92      111       37      167      190      280      317
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      101,069
COMMITMENTS
  14,098    8,703    1,267   76,167   85,600   91,532   95,570    9,537    5,499

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      3,437)
   1,579       86    1,267     -125      842    2,721    2,195      716    1,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      8.6      1.3     75.4     84.7     90.6     94.6      9.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      13        3        1       47       36       60       40
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       24,119
COMMITMENTS
   5,801    1,714        0   14,750   10,431   20,551   12,145    3,568   11,974

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        608)
    -492        0        0    1,067      845      575      845       33     -237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      7.1      0.0     61.2     43.2     85.2     50.4     14.8     49.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       15       13       17       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      344,011
COMMITMENTS
  85,472   88,410    2,660  177,386  236,388  265,518  327,458   78,493   16,553

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     -4,497)
 -15,506    1,211   -1,551   15,435   -4,419   -1,622   -4,759   -2,875      262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     25.7      0.8     51.6     68.7     77.2     95.2     22.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      60       43       10       70       74      136      121
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      113,271
COMMITMENTS
  50,564   12,184      520   36,692   83,248   87,776   95,952   25,495   17,319

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     -1,998)
  -5,591    5,227      358    1,117   -8,733   -4,116   -3,148    2,118    1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6     10.8      0.5     32.4     73.5     77.5     84.7     22.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      30        9        4       15       19       45       32
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       43,320
COMMITMENTS
  16,305    7,699        0   18,350   21,477   34,655   29,176    8,665   14,144

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:    -11,631)
   1,207       95        0     -301     -963      906     -868  -12,537  -10,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     17.8      0.0     42.4     49.6     80.0     67.3     20.0     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17       12        0       14       19       31       31
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       58,254
COMMITMENTS
  13,786   12,648      848   17,712   36,636   32,346   50,132   25,908    8,122

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:       -144)
   5,026      -66     -203      422    2,320    5,245    2,051   -5,389   -2,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     21.7      1.5     30.4     62.9     55.5     86.1     44.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      13       16        3       20       25       34       43
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,121
COMMITMENTS
   4,942        0       80   22,596   29,536   27,618   29,616    3,503    1,505

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      2,591)
     276        0        0    2,216    3,164    2,492    3,164       99     -573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      0.0      0.3     72.6     94.9     88.7     95.2     11.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9        0        1       23       21       32       22
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       21,834
COMMITMENTS
   5,551      202        0   10,323   19,499   15,874   19,701    5,960    2,133

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:       -151)
      33      202        0      476     -180      509       22     -660     -173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      0.9      0.0     47.3     89.3     72.7     90.2     27.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9        1        0       10        9       19       10
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       17,637
COMMITMENTS
   3,587    7,147      529   10,033    9,162   14,149   16,838    3,488      799

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     -4,540)
  -1,793    1,151      211   -1,254   -4,382   -2,836   -3,020   -1,704   -1,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     40.5      3.0     56.9     51.9     80.2     95.5     19.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        7        3        7        1       18        9
```

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Updated May 27, 2010