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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,492
COMMITMENTS
     362    1,213        2    2,256    1,968    2,620    3,183      872      309

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        141)
       9       -1        0       85      188       94      187       47      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     34.7      0.1     64.6     56.4     75.0     91.2     25.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        1       11       10       14       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       36,608
COMMITMENTS
   6,004    4,516    1,126   24,049   25,588   31,179   31,230    5,429    5,378

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      1,424)
     942      282       -6      115      719    1,051      995      373      429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     12.3      3.1     65.7     69.9     85.2     85.3     14.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      21       10       16       32       30       60       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      222,640
COMMITMENTS
  48,835   58,633   41,699  110,249   92,097  200,783  192,429   21,857   30,211

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      2,573)
     -31    8,201    1,554      686   -5,944    2,209    3,811      364   -1,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     26.3     18.7     49.5     41.4     90.2     86.4      9.8     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      77       87      100       48       67      181      216
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      336,780
COMMITMENTS
 107,161   68,570   42,312  161,670  163,698  311,143  274,580   25,637   62,200

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -2,436)
  -2,844    3,593   -2,032    1,960   -3,232   -2,916   -1,671      480     -765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     20.4     12.6     48.0     48.6     92.4     81.5      7.6     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
      85      109      119       89      152      246      326
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,823
COMMITMENTS
   4,440    4,846      903    3,297    2,859    8,640    8,608    2,183    2,215

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        521)
     -45     -151      356      191      374      502      579       19      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0     44.8      8.3     30.5     26.4     79.8     79.5     20.2     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      35       41       13       15       20       57       69
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,259
COMMITMENTS
  12,985    6,048    3,340   11,643    7,605   27,968   16,993    6,291   17,266

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -1,770)
  -1,774      648     -751      729     -566   -1,796     -669       26   -1,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9     17.7      9.7     34.0     22.2     81.6     49.6     18.4     50.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      32       36       30       39       55       88      107
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      105,271
COMMITMENTS
   8,879        0      404   94,872  104,051  104,155  104,455    1,116      816

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      2,402)
     655        0      404    1,595    1,613    2,654    2,017     -252      385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.0      0.4     90.1     98.8     98.9     99.2      1.1      0.8

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 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      125,654
COMMITMENTS
  35,657    9,255      154   41,643  100,975   77,454  110,384   48,200   15,270

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      5,409)
   4,438     -687      -14      155    6,212    4,579    5,511      830     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      7.4      0.1     33.1     80.4     61.6     87.8     38.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      33       10        2       26       27       60       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       67,713
COMMITMENTS
  27,846    6,727        3   14,502   47,623   42,351   54,353   25,362   13,360

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        937)
   4,758   -1,636        1   -3,810    1,048      949     -587      -12    1,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1      9.9      0.0     21.4     70.3     62.5     80.3     37.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      20        7        1       13       14       33       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      142,530
COMMITMENTS
 111,814    3,546      189   21,879  137,202  133,882  140,937    8,648    1,593

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -4,880)
  -1,405     -992      -53   -4,781   -3,437   -6,239   -4,482    1,359     -398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.4      2.5      0.1     15.4     96.3     93.9     98.9      6.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      77        9        3       17       22       95       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      108,085
COMMITMENTS
  32,284   34,113      262   49,191   53,028   81,737   87,403   26,348   20,682

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -2,251)
   4,194   -8,120      -31  -10,266    5,800   -6,103   -2,351    3,852      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     31.6      0.2     45.5     49.1     75.6     80.9     24.4     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      26       24        6       26       28       55       55
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:       95,929
COMMITMENTS
  24,186   25,834      217   44,221   35,534   68,624   61,585   27,305   34,344

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -3,335)
  -8,002    1,652       96    2,633   -6,337   -5,273   -4,589    1,938    1,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     26.9      0.2     46.1     37.0     71.5     64.2     28.5     35.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      25       32        8       23       24       52       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      270,101
COMMITMENTS
  80,494   58,524    1,719  136,097  164,386  218,310  224,629   51,791   45,472

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     11,438)
   5,312    2,471      823    2,029    7,500    8,164   10,794    3,274      644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     21.7      0.6     50.4     60.9     80.8     83.2     19.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      48       51       17       44       54       99      115
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       41,221
COMMITMENTS
  29,743   27,129    4,980    4,763    8,778   39,486   40,887    1,735      334

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      8,723)
     946      928    4,914    2,324    2,676    8,184    8,518      539      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.2     65.8     12.1     11.6     21.3     95.8     99.2      4.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      11        2        3        7        6       19       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,915
COMMITMENTS
  23,579    7,855       16    3,089   21,686   26,684   29,557    4,231    1,358

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        -15)
     345   -1,503       16     -934    1,548     -573       61      558      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.3     25.4      0.1     10.0     70.1     86.3     95.6     13.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      22       10        1        4       15       26       26
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,202,720
COMMITMENTS
 1410278  1082540  1101506  6672515  6934457  9184299  9118503  1018421  1084217

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     34,458)
  35,601  -42,747   41,845  -76,147      977    1,299       75   33,159   34,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     10.6     10.8     65.4     68.0     90.0     89.4     10.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      51       74       81      143      155      254      256
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      905,541
COMMITMENTS
  86,812  106,898   23,440  616,517  637,786  726,769  768,124  178,771  137,417

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      9,284)
   3,205    7,064   -1,583    7,376    5,515    8,999   10,997      285   -1,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     11.8      2.6     68.1     70.4     80.3     84.8     19.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      566)
     103      117       58      234      222      373      362
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      332,153
COMMITMENTS
  15,288   27,399    4,236  181,976  259,449  201,500  291,084  130,653   41,069

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -3,380)
     522   -1,528       71   -6,441    2,358   -5,848      901    2,468   -4,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      8.2      1.3     54.8     78.1     60.7     87.6     39.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
       9       19        7       61       56       74       78
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,866,938
COMMITMENTS
 427,011  466,885   26,629  2172707  1891686  2626347  2385200  240,591  481,738

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     63,320)
  12,720   42,264   -7,573   69,086   15,787   74,233   50,478  -10,913   12,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     16.3      0.9     75.8     66.0     91.6     83.2      8.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      532)
     103      109       46      205      201      335      330
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      113,869
COMMITMENTS
  12,152    7,100        0   92,948  102,887  105,100  109,987    8,769    3,882

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      3,858)
   2,280     -318        0    1,506    4,162    3,786    3,844       72       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      6.2      0.0     81.6     90.4     92.3     96.6      7.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      14        7        0       52       38       66       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       88,383
COMMITMENTS
  18,823    6,005    3,325   56,249   74,252   78,398   83,582    9,986    4,802

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        801)
    -167     -418       24      924      968      780      573       21      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      6.8      3.8     63.6     84.0     88.7     94.6     11.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      61       33       15       79       88      145      132
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       18,137
COMMITMENTS
     932    1,879        0   12,512   15,285   13,444   17,164    4,693      973

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:       -497)
    -635        4        0      265     -378     -370     -374     -127     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     10.4      0.0     69.0     84.3     74.1     94.6     25.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       14       12       16       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      351,232
COMMITMENTS
  99,829   31,001    6,253  218,687  294,834  324,769  332,088   26,463   19,144

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      6,492)
  -1,110   -5,560    3,566    3,295    6,730    5,751    4,736      741    1,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      8.8      1.8     62.3     83.9     92.5     94.5      7.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      62       33       13       72       82      136      126
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      117,502
COMMITMENTS
  72,030   12,015        5   12,100   90,293   84,135  102,313   33,367   15,189

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      6,534)
   9,028    2,056       -2   -4,451    5,922    4,575    7,976    1,959   -1,442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.3     10.2      0.0     10.3     76.8     71.6     87.1     28.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      31       13        1       13       21       44       35
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       46,773
COMMITMENTS
  15,696    7,124    4,074   19,440   19,040   39,210   30,238    7,563   16,535

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:         98)
     -47       61      378     -757     -508     -426      -69      524      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     15.2      8.7     41.6     40.7     83.8     64.6     16.2     35.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      17       11        3       18       16       35       30
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       59,936
COMMITMENTS
  11,033   10,649    3,189   32,849   39,409   47,071   53,247   12,865    6,689

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      4,559)
    -171     -731      322   -1,046    2,608     -895    2,199    5,454    2,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     17.8      5.3     54.8     65.8     78.5     88.8     21.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      14       12        4       26       31       42       45
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       29,567
COMMITMENTS
   2,679      639      300   22,091   26,899   25,070   27,838    4,497    1,729

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -1,342)
    -373     -459        0   -1,158     -705   -1,531   -1,164      189     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      2.2      1.0     74.7     91.0     84.8     94.2     15.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        2        1       22       23       28       26
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       39,853
COMMITMENTS
  10,741    1,857      189   20,855   35,153   31,785   37,199    8,068    2,654

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        788)
    -432        0      172      846      901      586    1,073      202     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      4.7      0.5     52.3     88.2     79.8     93.3     20.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      17        5        2       21       19       38       26
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       10,685
COMMITMENTS
   5,044    2,165       11    4,237    8,106    9,292   10,282    1,393      403

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:         14)
      65        5      -66       -2       35       -3      -26       17       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.2     20.3      0.1     39.7     75.9     87.0     96.2     13.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        4        1        5        2       17        6
```

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Updated June 3, 2011