```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED 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:        4,375
COMMITMENTS
     202    1,020      157    3,178    2,881    3,537    4,059      838      317

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:        112)
     -12       27        9       88       64       85      100       26       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     23.3      3.6     72.6     65.9     80.8     92.8     19.2      7.2

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 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       55,092
COMMITMENTS
   6,778    1,324   13,202   27,525   30,356   47,505   44,882    7,587   10,210

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      2,280)
     302       90      856      620      692    1,777    1,637      503      643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      2.4     24.0     50.0     55.1     86.2     81.5     13.8     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      24        6       22       42       40       73       62
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED 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:        4,567
COMMITMENTS
   2,390        0        0    1,977    3,645    4,368    3,645      199      922

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.3      0.0      0.0     43.3     79.8     95.6     79.8      4.4     20.2

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 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      262,866
COMMITMENTS
  48,787   45,769   74,895  117,004  107,637  240,686  228,302   22,180   34,564

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -5,963)
    -248   -1,506   -2,761     -451     -744   -3,460   -5,010   -2,503     -952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     17.4     28.5     44.5     40.9     91.6     86.9      8.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      82       81      111       57       71      200      220
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      412,817
COMMITMENTS
  94,299   46,533  110,357  177,899  183,763  382,555  340,653   30,263   72,164

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      5,840)
  -2,800    1,812    8,027      199   -3,940    5,426    5,899      414      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     11.3     26.7     43.1     44.5     92.7     82.5      7.3     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
     103      107      135      108      159      285      343
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:       10,471
COMMITMENTS
   4,150    5,126      707    3,091    2,400    7,948    8,233    2,523    2,237

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:       -839)
     -12      270     -527     -394     -524     -933     -781       94      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.6     49.0      6.8     29.5     22.9     75.9     78.6     24.1     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      33       33       14       15       20       52       65
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       40,875
COMMITMENTS
  12,987    4,574    7,493   13,013    8,765   33,493   20,832    7,383   20,043

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:        -34)
     108       17      214     -170     -210      152       22     -187      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.8     11.2     18.3     31.8     21.4     81.9     51.0     18.1     49.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      36       39       35       46       60      102      118
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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:      111,595
COMMITMENTS
  13,795        0      377   96,351  110,473  110,523  110,849    1,072      746

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      1,602)
     995        0      -35      450    1,465    1,410    1,430      192      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      0.0      0.3     86.3     99.0     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        0        2       17       16       24       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED 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:      148,819
COMMITMENTS
  33,308   15,121    8,930   57,295  106,470   99,533  130,520   49,285   18,298

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     12,960)
   1,026   -4,054    5,761    3,389   14,464   10,176   16,171    2,784   -3,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4     10.2      6.0     38.5     71.5     66.9     87.7     33.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      38        8       10       27       29       67       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       56,001
COMMITMENTS
  25,539   12,414      166    3,594   31,290   29,298   43,870   26,703   12,131

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -20,100)
    -749    2,776     -786  -18,211  -19,822  -19,747  -17,833     -354   -2,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.6     22.2      0.3      6.4     55.9     52.3     78.3     47.7     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      20        7        3        8       13       29       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:       96,320
COMMITMENTS
  36,521   25,604    3,268   27,259   45,721   67,049   74,593   29,271   21,727

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -22,668)
   3,155   -9,946      417  -26,457  -14,820  -22,884  -24,348      217    1,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.9     26.6      3.4     28.3     47.5     69.6     77.4     30.4     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      25       19        6       20       29       49       50
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      102,138
COMMITMENTS
  38,686   14,670    2,769   30,844   48,868   72,299   66,307   29,839   35,831

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -11,550)
   2,648   -4,921      642  -13,543   -6,080  -10,254  -10,359   -1,296   -1,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.9     14.4      2.7     30.2     47.8     70.8     64.9     29.2     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      34       25       14       21       23       61       56
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      224,792
COMMITMENTS
  84,144   32,271   22,520   57,536  122,441  164,201  177,232   60,591   47,560

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:   -101,249)
 -11,581  -10,832    2,762  -84,957  -77,787  -93,776  -85,857   -7,473  -15,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4     14.4     10.0     25.6     54.5     73.0     78.8     27.0     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      51       58       50       39       53      118      133
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   15,666,535
COMMITMENTS
 1399722  578,541  5030831  8196369  8911420 14626922 14520792  1039613  1145742

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -1,767,066)
 -55,947   -4,198 -943,294 -754,966 -840,491 -1754206 -1787982  -12,860   20,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      3.7     32.1     52.3     56.9     93.4     92.7      6.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      66       67      111      149      155      280      273
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED 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:    1,233,493
COMMITMENTS
  78,449  101,335  135,942  786,924  800,119  1001315  1037395  232,178  196,097

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    129,526)
  -6,674   -7,549   28,786   80,080   71,637  102,192   92,874   27,334   36,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      8.2     11.0     63.8     64.9     81.2     84.1     18.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      600)
     116      138      132      268      261      455      460
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      489,657
COMMITMENTS
  20,187   54,714   52,267  256,414  299,850  328,868  406,831  160,789   82,825

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     43,188)
     953    5,478   13,544   18,620    4,094   33,118   23,116   10,070   20,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     11.2     10.7     52.4     61.2     67.2     83.1     32.8     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      15       32       37       78       69      119      112
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    3,719,182
COMMITMENTS
 480,177  421,975  229,505  2652553  2501342  3362235  3152821  356,947  566,360

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    431,691)
 -27,775  -54,773   65,846  307,302  337,718  345,373  348,792   86,318   82,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     11.3      6.2     71.3     67.3     90.4     84.8      9.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      550)
     111      118      115      241      243      407      421
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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:      123,493
COMMITMENTS
   7,514    6,943    1,284  104,300  109,015  113,098  117,242   10,395    6,251

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     11,804)
    -212   -1,493      -61   10,982   10,903   10,709    9,349    1,095    2,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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+
OPTION AND FUTURES COMBINED 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:      102,782
COMMITMENTS
  11,093   10,099    8,269   68,620   76,270   87,981   94,638   14,800    8,144

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     14,931)
  -4,013    2,568    2,072   11,599    8,558    9,658   13,198    5,273    1,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      9.8      8.0     66.8     74.2     85.6     92.1     14.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      59       31       25       93       92      161      141
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED 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:       20,332
COMMITMENTS
     540    4,870       26   14,632   12,969   15,198   17,865    5,134    2,467

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      2,606)
      14    1,866       26    2,210     -105    2,250    1,787      356      819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     24.0      0.1     72.0     63.8     74.7     87.9     25.3     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
OPTION AND FUTURES COMBINED 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:      412,248
COMMITMENTS
  77,066   50,446   16,912  269,938  316,506  363,917  383,865   48,331   28,383

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     61,625)
 -11,328   12,317    1,423   46,947   43,313   37,042   57,054   24,582    4,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     12.2      4.1     65.5     76.8     88.3     93.1     11.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      60       31       23       90       90      158      137
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      120,184
COMMITMENTS
  80,078   12,487    1,732    6,320   89,330   88,130  103,548   32,054   16,636

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -29,856)
     946   -1,459      -28  -27,925  -24,507  -27,006  -25,994   -2,850   -3,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.6     10.4      1.4      5.3     74.3     73.3     86.2     26.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      31       16       13       12       22       49       45
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
```

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Updated Jun 17, 2011