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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       42,556
COMMITMENTS
   1,273    5,234    8,288   28,571   20,039   38,132   33,561    4,424    8,995

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      1,753)
     243       86      531      963      774    1,737    1,391       16      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     12.3     19.5     67.1     47.1     89.6     78.9     10.4     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       9       19       19       41       31       61       58
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      247,271
COMMITMENTS
  62,938   15,145   62,066   94,658  127,005  219,662  204,216   27,609   43,054

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     -5,283)
  -7,561     -603    3,881     -821   -8,837   -4,501   -5,559     -782      277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      6.1     25.1     38.3     51.4     88.8     82.6     11.2     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
     105       53      107       53       63      213      187
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      448,365
COMMITMENTS
 142,086   19,372  133,431  139,858  214,115  415,375  366,919   32,990   81,447

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:    -23,553)
 -16,493    2,062   -3,741     -532  -13,991  -20,766  -15,669   -2,786   -7,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7      4.3     29.8     31.2     47.8     92.6     81.8      7.4     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      426)
     156       57      116       98      186      303      323
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        7,838
COMMITMENTS
   3,139    1,077      952    2,148    4,203    6,238    6,231    1,600    1,607

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:       -667)
    -465      705       23      -22   -1,419     -464     -691     -203       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.0     13.7     12.1     27.4     53.6     79.6     79.5     20.4     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      19       13       10       14       14       36       35
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       43,528
COMMITMENTS
  19,762    3,857    6,027   10,840   10,942   36,629   20,827    6,899   22,701

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     -2,914)
  -1,696      583     -520     -904   -2,261   -3,120   -2,198      206     -716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.4      8.9     13.8     24.9     25.1     84.2     47.8     15.8     52.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      48       27       27       46       73      109      115
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      140,961
COMMITMENTS
  54,238    7,153    5,650   38,774  110,114   98,662  122,917   42,299   18,045

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      5,940)
  -4,416      -37    1,019    7,736    6,081    4,339    7,063    1,601   -1,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5      5.1      4.0     27.5     78.1     70.0     87.2     30.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      30        7       13       25       23       58       41
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       52,838
COMMITMENTS
  10,465   25,149    3,266   29,108    5,464   42,838   33,879   10,000   18,960

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:       -755)
     427   -2,404    1,787   -2,397    1,038     -183      421     -572   -1,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     47.6      6.2     55.1     10.3     81.1     64.1     18.9     35.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11       20        8       12        9       27       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      181,833
COMMITMENTS
  10,708   86,217   20,305  131,083   38,081  162,095  144,602   19,738   37,231

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     20,065)
   1,347    4,797    6,550   11,767    9,411   19,664   20,758      401     -693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     47.4     11.2     72.1     20.9     89.1     79.5     10.9     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      14       50       23       24       29       54       86
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      157,949
COMMITMENTS
  21,498   55,045    9,876  109,542   58,192  140,916  123,112   17,033   34,837

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     -2,826)
  -1,941   -2,259      444       69   -5,043   -1,428   -6,858   -1,398    4,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     34.8      6.3     69.4     36.8     89.2     77.9     10.8     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      23       41       18       25       27       58       76
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      431,261
COMMITMENTS
  61,595  152,277   91,930  216,745  114,597  370,269  358,804   60,991   72,457

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     50,956)
  17,826    3,363   24,831    4,153   17,156   46,810   45,350    4,146    5,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     35.3     21.3     50.3     26.6     85.9     83.2     14.1     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      48       80       59       46       52      130      155
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   13,559,632
COMMITMENTS
 1158590  397,216  4753243  6751705  7327713 12663539 12478172  896,093  1081460

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:    -10,039)
 -98,680    6,346  -30,976  108,887   35,173  -20,769   10,542   10,730  -20,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      2.9     35.1     49.8     54.0     93.4     92.0      6.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      56       78      112      144      157      274      280
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      448,220
COMMITMENTS
  24,991   39,213   45,557  287,604  288,760  358,152  373,530   90,068   74,690

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     25,605)
   5,162    3,424    7,106    8,327   14,709   20,595   25,240    5,010      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      8.7     10.2     64.2     64.4     79.9     83.3     20.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      31       27       41       81       70      131      119
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    2,958,443
COMMITMENTS
 319,150  317,912  154,649  2090677  2226241  2564476  2698802  393,967  259,641

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     21,447)
 -32,903  -34,839   12,326   60,510   81,792   39,932   59,279  -18,486  -37,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     10.7      5.2     70.7     75.3     86.7     91.2     13.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      498)
     106      111       91      183      202      333      360
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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:      101,150
COMMITMENTS
  14,098    8,703    1,267   76,192   85,643   91,557   95,613    9,593    5,537

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      3,431)
   1,579       86    1,267     -145      858    2,701    2,211      730    1,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      8.6      1.3     75.3     84.7     90.5     94.5      9.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      13        3        1       48       36       61       40
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED 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:       24,158
COMMITMENTS
   5,801    1,714        0   14,751   10,431   20,552   12,145    3,606   12,012

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        617)
    -492        0        0    1,067      845      575      845       42     -228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      7.1      0.0     61.1     43.2     85.1     50.3     14.9     49.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       15       14       17       16
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      357,302
COMMITMENTS
  86,307   88,372    6,810  183,946  244,570  277,063  339,753   80,239   17,549

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     -3,443)
 -15,125    1,204   -1,126   15,063   -3,867   -1,187   -3,789   -2,255      346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     24.7      1.9     51.5     68.4     77.5     95.1     22.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      64       43       19       74       76      147      129
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      122,391
COMMITMENTS
  50,621   12,911    4,175   39,034   86,106   93,830  103,191   28,561   19,200

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      1,263)
  -5,638    5,770    1,987    1,862   -7,849   -1,789      -93    3,052    1,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.4     10.5      3.4     31.9     70.4     76.7     84.3     23.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      28       12        9       19       20       50       38
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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:    -11,632)
   1,207       95        0     -302     -963      905     -868  -12,537  -10,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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