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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,489
COMMITMENTS
     301    1,020        1    2,409    2,177    2,711    3,198      778      291

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:         71)
      -7       27       -1       56       36       48       62       23        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     29.2      0.0     69.0     62.4     77.7     91.7     22.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       10       10       13       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       34,030
COMMITMENTS
   5,551    5,118    1,088   21,776   23,446   28,415   29,652    5,615    4,378

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:        837)
     -23      350       38      528      393      543      781      294       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     15.0      3.2     64.0     68.9     83.5     87.1     16.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      19       10       16       34       30       61       49
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      217,530
COMMITMENTS
  49,699   60,809   38,314  109,580   88,310  197,593  187,433   19,937   30,097

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -7,172)
     704    1,441   -5,843       81   -1,733   -5,058   -6,135   -2,114   -1,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     28.0     17.6     50.4     40.6     90.8     86.2      9.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      75       81       93       50       67      176      209
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      326,651
COMMITMENTS
  93,248   64,762   44,699  162,162  153,864  300,109  263,325   26,542   63,326

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:       -681)
  -3,373    2,792    3,180      -86   -6,338     -279     -366     -402     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     19.8     13.7     49.6     47.1     91.9     80.6      8.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
      85      113      114       83      148      243      319
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,183
COMMITMENTS
   4,194    5,129      519    3,070    2,344    7,783    7,992    2,400    2,191

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:       -884)
      -9      257     -552     -398     -525     -959     -820       75      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     50.4      5.1     30.1     23.0     76.4     78.5     23.6     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      34       32       10       14       20       51       61
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,335
COMMITMENTS
  12,875    6,313    3,593   12,353    7,583   28,821   17,489    6,514   17,846

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:         33)
      34     -140      300     -106     -193      228      -33     -195       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     17.9     10.2     35.0     21.5     81.6     49.5     18.4     50.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      30       42       30       33       51       83      108
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      110,740
COMMITMENTS
  13,803        0      369   95,496  109,625  109,668  109,994    1,072      746

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      1,580)
     995        0      -35      428    1,443    1,388    1,408      192      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      0.0      0.3     86.2     99.0     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        0        1       17       15       24       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      142,172
COMMITMENTS
  33,746   14,891    7,249   54,875  103,612   95,870  125,752   46,302   16,420

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     13,062)
   1,115   -4,218    5,670    3,018   15,047    9,803   16,499    3,259   -3,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     10.5      5.1     38.6     72.9     67.4     88.5     32.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      37        8        4       26       26       63       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       54,048
COMMITMENTS
  25,555   12,268       16    2,772   30,752   28,343   43,036   25,705   11,012

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -20,291)
    -735    2,843     -780  -18,357  -20,123  -19,872  -18,060     -419   -2,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     22.7      0.0      5.1     56.9     52.4     79.6     47.6     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      20        7        2        5       12       26       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      110,231
COMMITMENTS
  66,092   17,929      327   36,823   89,035  103,242  107,291    6,989    2,940

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -39,836)
 -29,413   12,622   -2,123   -5,995  -50,178  -37,531  -39,679   -2,305     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.0     16.3      0.3     33.4     80.8     93.7     97.3      6.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      52       21        2       19       15       72       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       90,719
COMMITMENTS
  36,684   25,458    1,062   25,098   43,918   62,844   70,438   27,875   20,281

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -22,922)
   3,130   -9,846      356  -26,414  -14,765  -22,928  -24,255        6    1,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4     28.1      1.2     27.7     48.4     69.3     77.6     30.7     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      25       18        1       17       26       43       44
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:       94,483
COMMITMENTS
  38,618   13,850      266   27,559   47,182   66,443   61,298   28,040   33,185

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -11,716)
   2,735   -4,402      133  -13,405   -6,243  -10,537  -10,512   -1,179   -1,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9     14.7      0.3     29.2     49.9     70.3     64.9     29.7     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      30       21        2       17       21       48       43
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      190,373
COMMITMENTS
  84,580   34,686      522   48,746  113,295  133,848  148,503   56,525   41,870

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:   -105,753)
 -11,975  -10,033     -633  -85,097  -79,724  -97,705  -90,390   -8,048  -15,363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     18.2      0.3     25.6     59.5     70.3     78.0     29.7     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      47       46       10       35       47       86       99
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       38,596
COMMITMENTS
  30,165   27,209    4,900    2,107    6,316   37,172   38,425    1,424      171

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -2,625)
     422       80      -80   -2,656   -2,462   -2,314   -2,462     -311     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.2     70.5     12.7      5.5     16.4     96.3     99.6      3.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        2        3        2        6       15       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       31,432
COMMITMENTS
  23,520    4,302        0    3,507   26,051   27,027   30,353    4,405    1,079

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -5,795)
     -53   -3,267     -146   -5,066   -2,055   -5,265   -5,468     -530     -327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.8     13.7      0.0     11.2     82.9     86.0     96.6     14.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      22       11        0        4       13       26       24
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,884,096
COMMITMENTS
 1419861  931,948  1194454  6298897  6707304  8913212  8833706  970,884  1050390

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:   -623,852)
 -93,096 -147,548  -58,367 -463,753 -447,828 -615,216 -653,743   -8,636   29,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      9.4     12.1     63.7     67.9     90.2     89.4      9.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      54       64       87      129      139      242      240
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,072,737
COMMITMENTS
  81,652  101,328   72,440  699,129  716,213  853,221  889,981  219,516  182,757

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    123,820)
  -4,046   -7,480   24,508   74,349   69,776   94,811   86,804   29,010   37,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      9.4      6.8     65.2     66.8     79.5     83.0     20.5     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
     101      119       82      256      246      401      403
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      387,673
COMMITMENTS
  18,499   51,699   15,680  200,857  245,427  235,036  312,806  152,637   74,867

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     40,570)
   3,088    4,765   10,580   15,457    4,137   29,125   19,482   11,445   21,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     13.3      4.0     51.8     63.3     60.6     80.7     39.4     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      10       25       13       69       59       89       87
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,425,322
COMMITMENTS
 499,928  432,308   99,637  2491362  2353928  3090927  2885873  334,395  539,449

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    416,251)
 -24,032  -49,584   58,000  294,460  328,196  328,428  336,612   87,823   79,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     12.6      2.9     72.7     68.7     90.2     84.3      9.8     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      526)
      99      107       76      227      229      361      377
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      123,482
COMMITMENTS
   7,514    6,943    1,284  104,297  109,007  113,095  117,234   10,387    6,248

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     11,802)
    -212   -1,493      -61   10,981   10,902   10,708    9,348    1,094    2,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      5.6      1.0     84.5     88.3     91.6     94.9      8.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
       8        6        2       54       42       63       49
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      100,551
COMMITMENTS
  10,802   10,035    7,743   67,437   74,783   85,982   92,561   14,569    7,990

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     14,688)
  -4,104    2,477    2,043   11,476    8,428    9,414   12,948    5,274    1,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     10.0      7.7     67.1     74.4     85.5     92.1     14.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      55       31       20       93       89      157      134
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       20,320
COMMITMENTS
     540    4,870       26   14,632   12,969   15,198   17,865    5,122    2,455

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      2,605)
      14    1,866       26    2,210     -105    2,250    1,787      355      818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     24.0      0.1     72.0     63.8     74.8     87.9     25.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        1       14       13       15       17
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      401,154
COMMITMENTS
  75,932   50,448   13,962  264,027  309,069  353,921  373,479   47,233   27,675

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     60,417)
 -11,334   12,314      826   46,329   42,664   35,821   55,804   24,596    4,613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     12.6      3.5     65.8     77.0     88.2     93.1     11.8      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      56       31       18       88       87      152      130
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      115,119
COMMITMENTS
  79,616   11,946        2    4,590   88,017   84,208   99,965   30,911   15,154

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -30,227)
   1,069   -1,396     -145  -28,134  -24,562  -27,210  -26,103   -3,017   -4,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.2     10.4      0.0      4.0     76.5     73.1     86.8     26.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      29       14        1        8       21       37       36
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       27,641
COMMITMENTS
   8,413    6,706        0   12,662   14,266   21,075   20,972    6,566    6,669

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -33,430)
  -9,030     -530  -12,200   -9,576   -8,776  -30,806  -21,506   -2,624  -11,924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     24.3      0.0     45.8     51.6     76.2     75.9     23.8     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      15        8        0       17       11       32       19
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       40,774
COMMITMENTS
   8,871    3,463      388   26,233   18,247   35,492   22,098    5,282   18,676

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -41,053)
  -3,183   -7,053  -10,822   -9,649  -17,321  -23,654  -35,196  -17,399   -5,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      8.5      1.0     64.3     44.8     87.0     54.2     13.0     45.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      11        8        2       24       21       36       30
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       21,786
COMMITMENTS
     853      413        0   16,846   19,477   17,699   19,890    4,087    1,896

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -8,874)
  -1,687     -554     -332   -6,596   -8,265   -8,615   -9,151     -259      277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      1.9      0.0     77.3     89.4     81.2     91.3     18.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        0       17       19       20       20
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       28,269
COMMITMENTS
   6,096    1,309        0   16,449   24,957   22,545   26,266    5,724    2,003

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -10,531)
  -3,778   -1,149     -189   -4,435   -8,847   -8,402  -10,185   -2,129     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      4.6      0.0     58.2     88.3     79.8     92.9     20.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9        3        0       16       15       25       18
```

----

Updated Jun 17, 2011