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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,423
COMMITMENTS
     201    1,031      157    3,219    2,892    3,577    4,080      846      343

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:         48)
      -0       11       -0       41       10       40       21        7       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     23.3      3.5     72.8     65.4     80.9     92.2     19.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       12       10       15       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       56,890
COMMITMENTS
   7,857    1,489   13,553   28,052   31,267   49,462   46,309    7,427   10,581

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      1,798)
   1,079      166      351      527      910    1,958    1,427     -159      371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      2.6     23.8     49.3     55.0     86.9     81.4     13.1     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      25        6       23       42       41       74       64
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,598
COMMITMENTS
   2,421        0        0    1,977    3,673    4,398    3,673      200      925

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:         31)
      31        0        0       -1       29       30       29        1        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.7      0.0      0.0     43.0     79.9     95.6     79.9      4.4     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        0        6       12       10       12
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      259,139
COMMITMENTS
  55,243   39,529   68,052  112,663  115,905  235,957  223,485   23,181   35,653

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -3,727)
   6,456   -6,240   -6,844   -4,341    8,268   -4,728   -4,816    1,002    1,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     15.3     26.3     43.5     44.7     91.1     86.2      8.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      90       65      105       56       72      201      204
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      419,172
COMMITMENTS
  95,874   41,568  119,192  177,654  188,566  392,720  349,325   26,452   69,847

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      6,355)
   1,575   -4,966    8,834     -244    4,803   10,165    8,672   -3,810   -2,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      9.9     28.4     42.4     45.0     93.7     83.3      6.3     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      405)
     102      103      143      103      166      290      349
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,455
COMMITMENTS
   4,037    4,892      920    3,093    2,258    8,050    8,071    2,405    2,384

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        -16)
    -113     -234      213        2     -142      102     -163     -118      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.6     46.8      8.8     29.6     21.6     77.0     77.2     23.0     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      29       34       16       16       20       54       66
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,547
COMMITMENTS
  12,669    4,334    8,812   13,613    8,938   35,093   22,085    6,453   19,462

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        671)
    -318     -240    1,319      600      173    1,601    1,253     -930     -581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5     10.4     21.2     32.8     21.5     84.5     53.2     15.5     46.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      37       37       40       47       62      112      118
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       99,684
COMMITMENTS
  12,387        0      375   83,865   96,596   96,627   96,971    3,057    2,713

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -11,911)
  -1,409        0       -1  -12,486  -13,877  -13,896  -13,878    1,985    1,967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      0.0      0.4     84.1     96.9     96.9     97.3      3.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        0        2       16       15       23       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       95,694
COMMITMENTS
  19,690   17,881    2,275   27,037   55,285   49,002   75,441   46,692   20,253

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -53,125)
 -13,618    2,760   -6,655  -30,258  -51,185  -50,531  -55,079   -2,594    1,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     18.7      2.4     28.3     57.8     51.2     78.8     48.8     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      24       13        8       22       25       49       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,646
COMMITMENTS
  23,735   11,932      550    3,936   28,809   28,222   41,291   25,425   12,355

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -2,355)
  -1,804     -482      385      342   -2,481   -1,076   -2,579   -1,278      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.2     22.2      1.0      7.3     53.7     52.6     77.0     47.4     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      21        8        3        8       12       30       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       98,383
COMMITMENTS
  58,528   17,105      325   33,425   78,424   92,278   95,854    6,105    2,529

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -11,848)
  -7,564     -824       -2   -3,398  -10,611  -10,964  -11,437     -884     -411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.5     17.4      0.3     34.0     79.7     93.8     97.4      6.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      57       16        1       19       16       77       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       98,698
COMMITMENTS
  26,605   37,934    3,362   44,864   34,562   74,831   75,858   23,866   22,840

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      2,378)
  -9,916   12,330       94   17,605  -11,159    7,783    1,265   -5,405    1,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     38.4      3.4     45.5     35.0     75.8     76.9     24.2     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      24       23        8       27       25       55       52
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      107,450
COMMITMENTS
  47,308   15,309    2,949   26,869   57,352   77,126   75,610   30,324   31,840

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      5,312)
   8,622      639      180   -3,975    8,484    4,828    9,303      485   -3,991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.0     14.2      2.7     25.0     53.4     71.8     70.4     28.2     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      40       27       15       20       25       66       61
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      230,113
COMMITMENTS
  71,563   39,718   26,787   73,539  114,423  171,889  180,928   58,225   49,185

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      5,322)
 -12,582    7,448    4,267   16,003   -8,018    7,688    3,697   -2,366    1,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1     17.3     11.6     32.0     49.7     74.7     78.6     25.3     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      44       65       53       47       53      123      139
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       38,505
COMMITMENTS
  30,074   27,209    4,900    2,122    6,225   37,096   38,334    1,409      171

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        -91)
     -91        0        0       15      -91      -76      -91      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.1     70.7     12.7      5.5     16.2     96.3     99.6      3.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        2        3        2        6       14       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,261
COMMITMENTS
  22,942    4,093        0    2,970   24,942   25,912   29,035    4,349    1,226

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -1,171)
    -578     -209        0     -537   -1,109   -1,115   -1,318      -56      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.8     13.5      0.0      9.8     82.4     85.6     95.9     14.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      21       10        0        4       10       25       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   15,963,920
COMMITMENTS
 1251346  534,717  5213945  8522420  9140075 14987712 14888737  976,209  1075184

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    297,386)
-148,376  -43,824  183,114  326,051  228,655  360,790  367,945  -63,404  -70,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      3.3     32.7     53.4     57.3     93.9     93.3      6.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      63       68      110      157      167      285      285
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      892,301
COMMITMENTS
  71,041   84,660   62,303  623,135  644,883  756,479  791,846  135,821  100,454

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:   -341,192)
  -7,407  -16,675  -73,638 -163,789 -155,236 -244,835 -245,549  -96,357  -95,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      9.5      7.0     69.8     72.3     84.8     88.7     15.2     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      554)
     105      121       98      230      224      394      384
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      339,339
COMMITMENTS
  26,334   24,123   27,013  210,102  240,521  263,450  291,657   75,890   47,682

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:   -150,317)
   6,148  -30,591  -25,254  -46,312  -59,329  -65,418 -115,174  -84,899  -35,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      7.1      8.0     61.9     70.9     77.6     85.9     22.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      22       24       31       67       58      108       94
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,764,807
COMMITMENTS
 281,874  361,026  118,112  2065164  2021807  2465149  2500945  299,658  263,861

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:   -954,375)
-198,304  -60,949 -111,393 -587,389 -479,535 -897,086 -651,876  -57,289 -302,499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     13.1      4.3     74.7     73.1     89.2     90.5     10.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      501)
      94      107       81      201      204      342      345
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      106,847
COMMITMENTS
   9,528    5,530      714   88,230   95,691   98,472  101,935    8,374    4,911

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -16,647)
   2,014   -1,413     -570  -16,070  -13,324  -14,626  -15,307   -2,021   -1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      5.2      0.7     82.6     89.6     92.2     95.4      7.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
       8        4        1       51       40       59       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,082
COMMITMENTS
   7,667   10,940    1,197   41,380   42,582   50,243   54,718    4,839      364

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -47,700)
  -3,426      841   -7,072  -27,240  -33,689  -37,738  -39,920   -9,962   -7,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     19.9      2.2     75.1     77.3     91.2     99.3      8.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      43       39       16       75       70      127      116
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      275,409
COMMITMENTS
  38,334   54,700    5,983  206,899  212,908  251,215  273,591   24,194    1,818

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:   -136,839)
 -38,733    4,254  -10,929  -63,040 -103,599 -112,701 -110,274  -24,137  -26,565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     19.9      2.2     75.1     77.3     91.2     99.3      8.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      43       39       16       75       70      127      116
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      106,030
COMMITMENTS
  67,059   12,532    2,389    6,845   73,527   76,292   88,448   29,738   17,582

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -14,154)
 -13,019       45      657      524  -15,802  -11,838  -15,100   -2,316      946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.2     11.8      2.3      6.5     69.3     72.0     83.4     28.0     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      28       18       13       12       23       46       48
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       28,718
COMMITMENTS
   9,156    6,456        0   13,069   14,936   22,225   21,392    6,493    7,326

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      1,077)
     743     -250        0      407      670    1,150      420      -73      657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.9     22.5      0.0     45.5     52.0     77.4     74.5     22.6     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      16        8        0       17       11       33       19
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       41,753
COMMITMENTS
   8,124    3,012      319   26,847   18,894   35,290   22,225    6,463   19,528

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        979)
    -747     -451      -69      614      647     -202      127    1,181      852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      7.2      0.8     64.3     45.3     84.5     53.2     15.5     46.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      10        9        2       24       19       35       29
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       10,211
COMMITMENTS
   4,615      408        0    4,162    9,466    8,777    9,874    1,434      337

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.2      4.0      0.0     40.8     92.7     86.0     96.7     14.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        2        0        7        2       17        4
```

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Updated June 24, 2011