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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,539
COMMITMENTS
     246    1,236      174    3,190    2,789    3,611    4,199      928      340

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        155)
       0      -11        9       99      194      108      191       47      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     27.2      3.8     70.3     61.4     79.5     92.5     20.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        5        2       14       10       17       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       58,091
COMMITMENTS
   6,957    1,558   12,978   30,153   32,523   50,089   47,059    8,002   11,032

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      3,439)
   1,040      123    1,209      535    1,383    2,785    2,715      654      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      2.7     22.3     51.9     56.0     86.2     81.0     13.8     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      28        6       24       39       37       74       61
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      264,045
COMMITMENTS
  48,913   47,041   73,022  117,672  109,408  239,607  229,472   24,438   34,573

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      2,095)
    -742    6,296    2,951     -300   -5,817    1,909    3,431      186   -1,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     17.8     27.7     44.6     41.4     90.7     86.9      9.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      92       77      113       58       72      202      226
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      456,835
COMMITMENTS
  97,728   39,075  148,484  179,040  194,173  425,253  381,732   31,582   75,103

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -3,609)
    -362    6,920   -4,536    1,592   -4,733   -3,307   -2,350     -302   -1,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      8.6     32.5     39.2     42.5     93.1     83.6      6.9     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     109       98      140      113      169      287      357
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,014
COMMITMENTS
   4,428    4,844    1,021    3,311    2,888    8,760    8,754    2,255    2,261

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        492)
     -36     -117      321      196      370      480      573       11      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.2     44.0      9.3     30.1     26.2     79.5     79.5     20.5     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      34       42       17       16       21       59       73
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       39,391
COMMITMENTS
  13,051    4,402    6,895   12,330    8,494   32,275   19,790    7,116   19,600

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -3,319)
  -1,645      497   -1,802      266     -434   -3,181   -1,738     -138   -1,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1     11.2     17.5     31.3     21.6     81.9     50.2     18.1     49.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      38       32       32       50       63      103      115
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      106,230
COMMITMENTS
   8,870        0      413   95,831  105,001  105,114  105,414    1,116      816

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      2,385)
     658        0      401    1,578    1,599    2,637    2,000     -252      385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      0.0      0.4     90.2     98.8     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        0        2       17       15       24       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      135,323
COMMITMENTS
  34,728    9,117    3,484   45,304  105,362   83,516  117,963   51,807   17,360

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      5,987)
   4,030     -487      388      777    6,181    5,195    6,081      792      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7      6.7      2.6     33.5     77.9     61.7     87.2     38.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      33       12       11       26       30       64       48
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       71,284
COMMITMENTS
  27,805    6,450    1,075   15,928   48,603   44,807   56,127   26,477   15,157

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      2,061)
   4,677   -1,690      244   -3,064    1,289    1,858     -157      203    2,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.0      9.0      1.5     22.3     68.2     62.9     78.7     37.1     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      20        8        5       14       16       37       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      142,530
COMMITMENTS
 111,814    3,546      189   21,879  137,202  133,882  140,937    8,648    1,593

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -4,880)
  -1,405     -992      -53   -4,781   -3,437   -6,239   -4,482    1,359     -398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.4      2.5      0.1     15.4     96.3     93.9     98.9      6.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      77        9        3       17       22       95       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      116,866
COMMITMENTS
  31,958   34,580    3,699   53,253   55,959   88,909   94,238   27,957   22,628

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -1,626)
   4,065   -7,779      111   -9,468    5,478   -5,292   -2,190    3,666      563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     29.6      3.2     45.6     47.9     76.1     80.6     23.9     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      26       28       14       27       31       63       63
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      108,872
COMMITMENTS
  24,313   26,115    5,763   49,699   39,492   79,775   71,370   29,097   37,502

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -3,629)
  -8,293      714      298    2,618   -5,969   -5,377   -4,957    1,748    1,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     24.0      5.3     45.6     36.3     73.3     65.6     26.7     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      34       33       24       26       28       68       77
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      319,959
COMMITMENTS
  77,872   55,417   36,190  149,941  176,003  264,003  267,610   55,956   52,349

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     10,793)
   3,671    3,526      976    4,410    5,353    9,056    9,854    1,737      939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     17.3     11.3     46.9     55.0     82.5     83.6     17.5     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      49       69       60       50       58      133      153
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       41,221
COMMITMENTS
  29,743   27,129    4,980    4,763    8,778   39,486   40,887    1,735      334

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      8,723)
     946      928    4,914    2,324    2,676    8,184    8,518      539      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.2     65.8     12.1     11.6     21.3     95.8     99.2      4.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      11        2        3        7        6       19       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,915
COMMITMENTS
  23,579    7,855       16    3,089   21,686   26,684   29,557    4,231    1,358

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        -15)
     345   -1,503       16     -934    1,548     -573       61      558      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.3     25.4      0.1     10.0     70.1     86.3     95.6     13.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      22       10        1        4       15       26       26
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   16,788,951
COMMITMENTS
 1364671  644,970  5535800  8795459  9418571 15695931 15599341  1093021  1189611

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:    249,363)
  48,069  -85,877  219,337  -52,948   79,617  214,457  213,077   34,906   36,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      3.8     33.0     52.4     56.1     93.5     92.9      6.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      63       77      112      161      169      296      290
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,014,762
COMMITMENTS
  83,603  107,187   63,602  678,698  695,582  825,903  866,371  188,859  148,391

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      2,761)
   1,667    8,869   -5,382    8,754    2,645    5,039    6,132   -2,278   -3,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     10.6      6.3     66.9     68.5     81.4     85.4     18.6     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      595)
     113      134      100      250      239      425      412
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      401,930
COMMITMENTS
  15,923   26,740   27,508  220,646  298,662  264,076  352,910  137,854   49,020

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -9,646)
    -792   -1,919   -2,037   -7,716     -528  -10,544   -4,484      898   -5,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      6.7      6.8     54.9     74.3     65.7     87.8     34.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      12       28       29       73       67      106      103
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,064,160
COMMITMENTS
 411,105  474,940  107,768  2290263  1984598  2809136  2567306  255,025  496,854

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     62,037)
   8,043   49,687  -12,473   82,347   15,862   77,917   53,076  -15,880    8,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     15.5      3.5     74.7     64.8     91.7     83.8      8.3     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      549)
     107      121       89      221      217      382      374
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      113,871
COMMITMENTS
  12,152    7,100        0   92,948  102,889  105,100  109,989    8,771    3,882

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      3,856)
   2,280     -318        0    1,505    4,161    3,785    3,843       71       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      6.2      0.0     81.6     90.4     92.3     96.6      7.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      14        7        0       52       38       66       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       89,937
COMMITMENTS
  18,919    5,807    3,757   57,147   75,405   79,823   84,970   10,113    4,967

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        976)
    -223     -508       21    1,224    1,221    1,021      734      -45      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      6.5      4.2     63.5     83.8     88.8     94.5     11.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      63       33       18       82       90      152      135
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       18,146
COMMITMENTS
     932    1,879        0   12,512   15,285   13,444   17,164    4,702      982

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:       -504)
    -635        4        0      259     -378     -376     -374     -128     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     10.4      0.0     69.0     84.2     74.1     94.6     25.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       14       12       16       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      358,954
COMMITMENTS
 101,282   30,987    7,439  223,176  300,602  331,897  339,028   27,057   19,926

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      7,403)
    -933   -5,551    3,096    4,824    7,995    6,987    5,540      416    1,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2      8.6      2.1     62.2     83.7     92.5     94.4      7.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      64       33       16       78       86      146      131
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      126,984
COMMITMENTS
  72,775   11,680    3,883   14,956   93,513   91,615  109,076   35,369   17,908

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      5,479)
   9,187    1,243     -394   -4,909    6,085    3,884    6,934    1,595   -1,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.3      9.2      3.1     11.8     73.6     72.1     85.9     27.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      34       17       11       17       21       56       44
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       46,773
COMMITMENTS
  15,696    7,124    4,074   19,440   19,040   39,210   30,238    7,563   16,535

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:         98)
     -47       61      378     -757     -508     -426      -69      524      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6     15.2      8.7     41.6     40.7     83.8     64.6     16.2     35.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      17       11        3       18       16       35       30
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       59,936
COMMITMENTS
  11,033   10,649    3,189   32,849   39,409   47,071   53,247   12,865    6,689

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      4,559)
    -171     -731      322   -1,046    2,608     -895    2,199    5,454    2,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     17.8      5.3     54.8     65.8     78.5     88.8     21.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      14       12        4       26       31       42       45
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       29,567
COMMITMENTS
   2,679      639      300   22,091   26,899   25,070   27,838    4,497    1,729

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -1,342)
    -373     -459        0   -1,158     -705   -1,531   -1,164      189     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      2.2      1.0     74.7     91.0     84.8     94.2     15.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        2        1       22       23       28       26
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       39,853
COMMITMENTS
  10,741    1,857      189   20,855   35,153   31,785   37,199    8,068    2,654

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        788)
    -432        0      172      846      901      586    1,073      202     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      4.7      0.5     52.3     88.2     79.8     93.3     20.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      17        5        2       21       19       38       26
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       10,685
COMMITMENTS
   5,044    2,165       11    4,237    8,106    9,292   10,282    1,393      403

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:         14)
      65        5      -66       -2       35       -3      -26       17       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.2     20.3      0.1     39.7     75.9     87.0     96.2     13.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        4        1        5        2       17        6
```

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Updated June 3, 2011