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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,418
COMMITMENTS
     308      993        2    2,353    2,141    2,663    3,136      755      282

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:        -74)
     -54     -220        0       97      173       43      -47     -117      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     29.1      0.1     68.8     62.6     77.9     91.7     22.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       11       10       14       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,193
COMMITMENTS
   5,574    4,768    1,050   21,248   23,053   27,872   28,871    5,321    4,322

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -3,415)
    -430      252      -76   -2,801   -2,535   -3,307   -2,359     -108   -1,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     14.4      3.2     64.0     69.5     84.0     87.0     16.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      20       10       15       34       32       61       51
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      224,702
COMMITMENTS
  48,995   59,368   44,157  109,499   90,043  202,651  193,568   22,051   31,134

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      2,062)
     160      735    2,458     -750   -2,054    1,868    1,139      194      923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     26.4     19.7     48.7     40.1     90.2     86.1      9.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      81       79      101       46       63      177      211
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      327,332
COMMITMENTS
  96,621   61,970   41,519  162,248  160,202  300,388  263,691   26,944   63,641

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -9,448)
 -10,540   -6,600     -793      578   -3,496  -10,755  -10,889    1,307    1,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     18.9     12.7     49.6     48.9     91.8     80.6      8.2     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
      91      108      116       90      152      247      325
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,067
COMMITMENTS
   4,203    4,872    1,071    3,468    2,869    8,742    8,812    2,325    2,255

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:        244)
    -237       26      168      171       10      102      204      142       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     44.0      9.7     31.3     25.9     79.0     79.6     21.0     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      35       34       15       20       25       62       73
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,302
COMMITMENTS
  12,841    6,453    3,293   12,459    7,776   28,593   17,522    6,709   17,780

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      1,043)
    -144      405      -47      816      171      625      529      418      514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     18.3      9.3     35.3     22.0     81.0     49.6     19.0     50.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      29       40       30       37       51       86      106
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      109,160
COMMITMENTS
  12,808        0      404   95,068  108,182  108,280  108,586      880      574

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      3,889)
   3,929        0        0      196    4,131    4,125    4,131     -236     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      0.0      0.4     87.1     99.1     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        0        1       17       14       24       15
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      129,110
COMMITMENTS
  32,631   19,109    1,579   51,857   88,565   86,067  109,253   43,043   19,857

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      3,456)
  -3,026    9,854    1,425   10,214  -12,410    8,613   -1,131   -5,157    4,587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     14.8      1.2     40.2     68.6     66.7     84.6     33.3     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      32       12        4       30       25       63       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       74,339
COMMITMENTS
  26,290    9,425      796   21,129   50,875   48,215   61,096   26,124   13,243

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      6,626)
  -1,556    2,698      793    6,627    3,252    5,864    6,743      762     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     12.7      1.1     28.4     68.4     64.9     82.2     35.1     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      20        7        3       17       18       38       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      150,067
COMMITMENTS
  95,505    5,307    2,450   42,818  139,213  140,773  146,970    9,294    3,097

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      7,537)
 -16,309    1,761    2,261   20,939    2,011    6,891    6,033      646    1,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.6      3.5      1.6     28.5     92.8     93.8     97.9      6.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      67       14        7       19       23       89       44
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      113,641
COMMITMENTS
  33,554   35,304      706   51,512   58,683   85,772   94,693   27,869   18,948

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      5,556)
   1,270    1,191      444    2,321    5,655    4,035    7,290    1,521   -1,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     31.1      0.6     45.3     51.6     75.5     83.3     24.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      27       23        6       29       30       61       55
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      106,199
COMMITMENTS
  35,883   18,252      133   40,964   53,425   76,980   71,810   29,219   34,389

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     10,270)
  11,697   -7,582      -84   -3,257   17,891    8,356   10,225    1,914       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     17.2      0.1     38.6     50.3     72.5     67.6     27.5     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      27       24        2       23       30       52       54
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      296,126
COMMITMENTS
  96,555   44,719    1,155  133,843  193,019  231,553  238,893   64,573   57,233

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     26,025)
  16,061  -13,805     -564   -2,254   28,633   13,243   14,264   12,782   11,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     15.1      0.4     45.2     65.2     78.2     80.7     21.8     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      46       49       21       47       56      102      118
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       37,227
COMMITMENTS
  23,573    7,569      146    8,573   28,106   32,292   35,821    4,935    1,406

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      6,312)
      -6     -286      130    5,484    6,420    5,608    6,264      704       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.3     20.3      0.4     23.0     75.5     86.7     96.2     13.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      20       13        2        8       18       29       33
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,507,948
COMMITMENTS
 1512957  1079496  1252821  6762650  7155132  9528428  9487449  979,520  1020499

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    305,228)
 102,679   -3,044  151,315   90,135  220,675  344,129  368,946  -38,901  -63,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     10.3     11.9     64.4     68.1     90.7     90.3      9.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      61       67       90      146      159      265      265
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      948,917
COMMITMENTS
  85,698  108,808   47,932  624,780  646,436  758,411  803,176  190,506  145,741

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     43,377)
  -1,114    1,909   24,493    8,263    8,650   31,641   35,052   11,735    8,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     11.5      5.1     65.8     68.1     79.9     84.6     20.1     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      568)
     106      118       62      239      226      377      374
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      347,103
COMMITMENTS
  15,411   46,934    5,100  185,400  241,290  205,911  293,324  141,192   53,779

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     14,950)
     123   19,535      864    3,424  -18,159    4,411    2,240   10,539   12,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     13.5      1.5     53.4     69.5     59.3     84.5     40.7     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      10       22        7       59       54       73       79
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,009,071
COMMITMENTS
 523,960  481,892   41,637  2196902  2025732  2762499  2549261  246,572  459,810

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    142,133)
  96,949   15,007   15,008   24,195  134,046  136,152  164,061    5,981  -21,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     16.0      1.4     73.0     67.3     91.8     84.7      8.2     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      536)
     107      107       50      211      204      339      340
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      111,680
COMMITMENTS
   7,726    8,436    1,345   93,316   98,105  102,387  107,886    9,293    3,794

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -2,189)
  -4,426    1,336    1,345      368   -4,782   -2,713   -2,101      524      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      7.6      1.2     83.6     87.8     91.7     96.6      8.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
       9        8        2       54       38       65       46
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       85,862
COMMITMENTS
  14,906    7,558    5,700   55,962   66,355   76,568   79,613    9,294    6,249

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -2,521)
  -3,917    1,553    2,375     -288   -7,897   -1,830   -3,969     -691    1,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      8.8      6.6     65.2     77.3     89.2     92.7     10.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      61       33       16       81       85      149      128
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       17,715
COMMITMENTS
     526    3,004        0   12,422   13,074   12,948   16,078    4,767    1,637

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -422)
    -406    1,125        0      -90   -2,211     -496   -1,086       74      664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     17.0      0.0     70.1     73.8     73.1     90.8     26.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       13       14       14       16
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      340,737
COMMITMENTS
  87,266   38,134   13,136  217,698  266,405  318,100  317,675   22,637   23,062

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -10,495)
 -12,563    7,133    6,883     -989  -28,429   -6,669  -14,413   -3,826    3,918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     11.2      3.9     63.9     78.2     93.4     93.2      6.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      62       33       14       75       79      142      121
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      145,346
COMMITMENTS
  78,547   13,342      147   32,724  112,579  111,418  126,068   33,928   19,278

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     27,844)
   6,517    1,327      142   20,624   22,286   27,283   23,755      561    4,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.0      9.2      0.1     22.5     77.5     76.7     86.7     23.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      36       16        6       19       22       57       42
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       61,071
COMMITMENTS
  17,443    7,236   12,200   22,238   23,042   51,881   42,478    9,190   18,593

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     14,298)
   1,747      112    8,126    2,798    4,002   12,671   12,240    1,627    2,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     11.8     20.0     36.4     37.7     85.0     69.6     15.0     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      16       13        9       21       18       42       35
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       81,827
COMMITMENTS
  12,054   10,516   11,210   35,882   35,568   59,146   57,294   22,681   24,533

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     21,891)
   1,021     -133    8,021    3,033   -3,841   12,075    4,047    9,816   17,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     12.9     13.7     43.9     43.5     72.3     70.0     27.7     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      18       12       10       32       26       53       45
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       30,660
COMMITMENTS
   2,540      967      332   23,442   27,742   26,314   29,041    4,346    1,619

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      1,093)
    -139      328       32    1,351      843    1,244    1,203     -151     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      3.2      1.1     76.5     90.5     85.8     94.7     14.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        4        2       22       24       29       28
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       38,800
COMMITMENTS
   9,874    2,458      189   20,884   33,804   30,947   36,451    7,853    2,349

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,053)
    -867      601        0       29   -1,349     -838     -748     -215     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      6.3      0.5     53.8     87.1     79.8     93.9     20.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      15        7        2       23       21       38       30
```

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Updated June 10, 2011