```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,219
COMMITMENTS
      60        0        0    3,252    4,032    3,312    4,032      906      187

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:         84)
       0        0        0      129       83      129       83      -44        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     77.1     95.6     78.5     95.6     21.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15        8       16        8
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       40,015
COMMITMENTS
     851    4,766    7,417   27,216   18,706   35,485   30,890    4,530    9,125

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:       -312)
     -62     -118     -186      -38      -14     -287     -318      -25        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     11.9     18.5     68.0     46.7     88.7     77.2     11.3     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      11       14       17       40       30       58       54
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      214,861
COMMITMENTS
  47,810   21,527   51,058   93,325  110,727  192,193  183,312   22,667   31,549

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -2,157)
   3,579    6,565   -3,470   -1,576      478   -1,467    3,573     -690   -5,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     10.0     23.8     43.4     51.5     89.5     85.3     10.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      83       61       93       55       63      190      178
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      387,493
COMMITMENTS
 113,465   34,680   99,817  145,957  184,868  359,239  319,365   28,254   68,128

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -1,821)
  -1,526    5,796   -1,034      404   -5,239   -2,156     -477      336   -1,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      8.9     25.8     37.7     47.7     92.7     82.4      7.3     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     140       63      121       93      164      278      311
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,813
COMMITMENTS
   3,421    2,639    1,611    2,825    3,651    7,857    7,902    1,956    1,912

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:       -375)
      84      515     -454      -75     -218     -446     -157       71     -218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9     26.9     16.4     28.8     37.2     80.1     80.5     19.9     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      19       24       16       18       18       46       52
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,740
COMMITMENTS
  14,262    4,823    5,369   10,983    8,075   30,614   18,266    7,126   19,473

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        944)
    -111     -289      474      412      107      775      292      169      652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.8     12.8     14.2     29.1     21.4     81.1     48.4     18.9     51.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      38       26       24       47       54       97       93
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       31,282
COMMITMENTS
   3,699      982      721   21,232   26,567   25,652   28,270    5,630    3,012

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      2,020)
       0       17        4    2,010     -629    2,014     -608        6    2,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      3.1      2.3     67.9     84.9     82.0     90.4     18.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        3        2       14       11       21       15
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      142,142
COMMITMENTS
  37,675    8,999   13,748   52,697  101,383  104,120  124,130   38,022   18,012

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      7,288)
     692   -3,436    3,099    3,351    5,967    7,142    5,630      146    1,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      6.3      9.7     37.1     71.3     73.3     87.3     26.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      21       15       17       26       24       57       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       46,921
COMMITMENTS
   8,746   25,208    1,818   28,461    5,084   39,025   32,111    7,896   14,810

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -15,331)
  -5,282     -178       -1   -8,108  -11,547  -13,391  -11,725   -1,940   -3,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     53.7      3.9     60.7     10.8     83.2     68.4     16.8     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       20        9       10        8       25       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       52,676
COMMITMENTS
  33,414    5,117       28   14,151   46,245   47,593   51,390    5,083    1,286

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -35,586)
   9,165   -1,706     -423  -45,472  -32,745  -36,730  -34,874    1,144     -712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.4      9.7      0.1     26.9     87.8     90.3     97.6      9.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      26       17        1       13       16       39       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      135,229
COMMITMENTS
  14,529   62,966    9,671   95,611   28,336  119,811  100,973   15,418   34,256

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -47,917)
  -1,289  -27,213   -3,024  -41,886  -12,374  -46,199  -42,611   -1,718   -5,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     46.6      7.2     70.7     21.0     88.6     74.7     11.4     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      14       49       24       16       28       45       86
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:       94,986
COMMITMENTS
  25,040   27,703    7,784   45,500   29,106   78,324   64,593   16,663   30,393

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -51,058)
  -4,058  -12,731   -1,435  -41,526  -36,688  -47,019  -50,854   -4,040     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     29.2      8.2     47.9     30.6     82.5     68.0     17.5     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      21       32       16       25       24       54       64
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      299,997
COMMITMENTS
  48,240  103,339   56,561  146,232   76,259  251,034  236,159   48,964   63,838

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -84,425)
    -385  -45,844  -11,767  -63,684  -33,191  -75,836  -90,803   -8,589    6,378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     34.4     18.9     48.7     25.4     83.7     78.7     16.3     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      47       68       53       39       44      121      130
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:        9,089
COMMITMENTS
   4,329    6,458        0    2,855    1,261    7,184    7,719    1,905    1,370

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -8,873)
  -1,901     -641      -39   -7,446   -7,641   -9,386   -8,321      513     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.6     71.1      0.0     31.4     13.9     79.0     84.9     21.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        7        0        6        3       14       10
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,506,245
COMMITMENTS
 1018970  250,595  3740850  5916767  6547676 10676586 10539121  829,658  967,123

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -1,890,921)
 166,200 -103,727 -826,421 -1204351 -899,677 -1864572 -1829825  -26,349  -61,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      2.2     32.5     51.4     56.9     92.8     91.6      7.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      52       65      111      137      144      259      258
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,315,726
COMMITMENTS
  63,790   82,674  109,606  928,351  928,232  1101747  1120512  213,979  195,214

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      6.3      8.3     70.6     70.5     83.7     85.2     16.3     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      560)
     105      131      124      240      240      418      425
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      575,526
COMMITMENTS
  23,675   34,614   54,971  380,043  377,024  458,688  466,608  116,838  108,918

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     65,616)
     970  -13,142    1,474   35,647   47,256   38,091   35,587   27,526   30,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      6.0      9.6     66.0     65.5     79.7     81.1     20.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      21       31       38       84       72      130      116
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,701,000
COMMITMENTS
 294,996  334,720  178,758  2741541  2756040  3215295  3269518  485,706  431,483

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    352,571)
-100,889  -22,960   21,111  331,004  240,654  251,226  238,805  101,345  113,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      9.0      4.8     74.1     74.5     86.9     88.3     13.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      506)
     101      112      104      213      224      367      389
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      106,853
COMMITMENTS
  12,613    8,105      393   82,221   92,242   95,227  100,740   11,626    6,113

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      7,416)
  -1,043     -938      193    3,868    6,104    3,018    5,359    4,398    2,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      7.6      0.4     76.9     86.3     89.1     94.3     10.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
       8        3        3       52       44       62       48
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      123,500
COMMITMENTS
  10,986   13,207    7,195   84,643   86,520  102,824  106,923   20,676   16,577

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     10.7      5.8     68.5     70.1     83.3     86.6     16.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      63       34       24       91       93      165      140
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       30,156
COMMITMENTS
   3,859    2,210      353   21,622   15,154   25,834   17,717    4,322   12,439

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      4,331)
      48      371      204    3,432    3,619    3,684    4,194      647      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      7.3      1.2     71.7     50.3     85.7     58.8     14.3     41.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        1       18       16       21       18
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      466,719
COMMITMENTS
  63,831   83,180    6,016  315,105  356,830  384,952  446,026   81,767   20,693

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     88,980)
   6,837      290    1,598   76,780   82,927   85,215   84,815    3,765    4,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     17.8      1.3     67.5     76.5     82.5     95.6     17.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      62       35       22       85       89      158      135
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       65,285
COMMITMENTS
  27,727   15,087    4,707   12,565   26,169   44,999   45,962   20,286   19,323

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -50,131)
  -2,528   -6,406    1,707  -46,223  -45,780  -47,044  -50,479   -3,087      347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.5     23.1      7.2     19.2     40.1     68.9     70.4     31.1     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      22       14       10       15       15       42       34
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,575
COMMITMENTS
  10,479    4,582        0   11,617    7,714   22,096   12,296    8,479   18,279

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -24,100)
  -5,793   -1,837   -1,946  -10,045  -18,975  -17,784  -22,758   -6,316   -1,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3     15.0      0.0     38.0     25.2     72.3     40.2     27.7     59.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      13        8        0       12        8       25       16
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       33,333
COMMITMENTS
   5,423    3,866       97   21,165   18,501   26,685   22,464    6,648   10,869

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -43,104)
      39  -13,424     -883  -18,385  -28,207  -19,229  -42,514  -23,875     -590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     11.6      0.3     63.5     55.5     80.1     67.4     19.9     32.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        9        1       15       18       22       27
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       39,543
COMMITMENTS
   7,200      269      300   26,459   34,981   33,959   35,550    5,584    3,993

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:       -246)
    -583      269      220   -1,795   -2,536   -2,158   -2,047    1,912    1,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      0.7      0.8     66.9     88.5     85.9     89.9     14.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        1        1       24       26       31       28
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       28,971
COMMITMENTS
   5,287      235       89   14,114   23,622   19,490   23,946    9,481    5,025

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      4,198)
    -728        0       89    1,209    1,637      570    1,726    3,628    2,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      0.8      0.3     48.7     81.5     67.3     82.7     32.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        1        1       15       15       23       17
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,765
COMMITMENTS
   3,802    7,441      737   11,375   10,279   15,914   18,457    3,851    1,308

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      1,004)
      12     -632      736    1,131    1,618    1,879    1,722     -875     -718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     37.6      3.7     57.6     52.0     80.5     93.4     19.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        7        2        7        2       17       11
```

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Updated June 18, 2010