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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,982
COMMITMENTS
     347    1,185        3    1,887    1,475    2,237    2,663      745      319

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:        206)
       3        4        2      172      263      177      269       29      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     39.7      0.1     63.3     49.5     75.0     89.3     25.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        1        9       10       12       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,287
COMMITMENTS
   4,296    4,104      386   22,646   22,555   27,328   27,045    3,959    4,242

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:        212)
     154     -268      -20      -13      485      121      197       91       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     13.1      1.2     72.4     72.1     87.3     86.4     12.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      14       11       13       30       30       50       48
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      219,122
COMMITMENTS
  54,400   39,979   36,126  105,035  110,496  195,561  186,601   23,561   32,521

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -2,449)
  -2,505    9,486   -5,082    5,720   -7,529   -1,867   -3,125     -582      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     18.2     16.5     47.9     50.4     89.2     85.2     10.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      85       74      101       51       69      189      206
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      351,657
COMMITMENTS
 115,803   58,516   51,997  158,294  171,669  326,094  282,182   25,563   69,475

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -3,148)
  -4,686    1,583   -1,731   -1,749   -6,603   -8,166   -6,751    5,018    3,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     16.6     14.8     45.0     48.8     92.7     80.2      7.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
      96       95      124       64      158      242      318
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,862
COMMITMENTS
   4,389    4,367      287    3,284    3,041    7,960    7,695    1,902    2,167

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:       -138)
     127      266       23     -257     -416     -107     -127      -31      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.5     44.3      2.9     33.3     30.8     80.7     78.0     19.3     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      31       39        7       11       17       44       61
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,933
COMMITMENTS
  16,846    4,665    3,956   12,289    9,662   33,091   18,283    5,842   20,650

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -2,920)
  -2,779   -1,184      265     -209   -1,286   -2,723   -2,205     -197     -715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.3     12.0     10.2     31.6     24.8     85.0     47.0     15.0     53.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      40       34       36       39       66       99      119
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       99,220
COMMITMENTS
   7,423      355        0   91,215   98,608   98,638   98,963      582      257

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -3,048)
  -1,347      355        0   -1,659   -3,249   -3,006   -2,894      -42     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      0.4      0.0     91.9     99.4     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        1        0       16       15       22       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      121,478
COMMITMENTS
  42,698    5,495      154   30,104   99,527   72,956  105,176   48,522   16,302

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:    -18,441)
 -17,165     -327      -46     -636  -18,811  -17,847  -19,184     -594      743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1      4.5      0.1     24.8     81.9     60.1     86.6     39.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      38       10        2       26       23       65       34
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       72,312
COMMITMENTS
  27,905   11,569      280   16,576   49,849   44,761   61,698   27,551   10,614

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:       -466)
    -646    1,399      277    1,485   -1,528    1,116      148   -1,582     -614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     16.0      0.4     22.9     68.9     61.9     85.3     38.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      20        7        3       14       11       35       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      158,386
COMMITMENTS
 123,092    5,027      246   26,631  151,220  149,969  156,493    8,417    1,893

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -4,577)
  -4,903    1,292      246      372   -6,059   -4,285   -4,521     -292      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.7      3.2      0.2     16.8     95.5     94.7     98.8      5.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      81       13        3       20       22      102       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      108,117
COMMITMENTS
  41,368   23,250       22   30,739   65,923   72,129   89,195   35,988   18,922

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:    -15,886)
 -18,367   -5,678     -152    5,405  -12,871  -13,114  -18,701   -2,772    2,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     21.5      0.0     28.4     61.0     66.7     82.5     33.3     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      29       23        2       27       30       58       53
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      102,289
COMMITMENTS
  36,100   23,046      190   40,579   41,896   76,869   65,132   25,420   37,157

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -2,301)
  16,321  -15,552       74  -18,380   14,377   -1,985   -1,101     -316   -1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     22.5      0.2     39.7     41.0     75.1     63.7     24.9     36.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      23       32        7       21       26       49       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      242,927
COMMITMENTS
  98,054   36,607    1,214   83,295  163,027  182,563  200,848   60,364   42,079

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:    -21,410)
 -30,406    7,663   -1,653   21,220  -23,903  -10,839  -17,893  -10,571   -3,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4     15.1      0.5     34.3     67.1     75.2     82.7     24.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      51       47       18       38       49       98      105
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,504
COMMITMENTS
  22,828    9,114        5    3,826   20,049   26,659   29,168    3,845    1,336

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -1,116)
     306     -608     -235     -767     -331     -696   -1,174     -420       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.8     29.9      0.0     12.5     65.7     87.4     95.6     12.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      17       10        1        5       16       23       26
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,973,664
COMMITMENTS
 1281566  993,309  953,440  6771186  6963780  9006192  8910529  967,472  1063135

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:   -145,637)
  37,587  197,524  -23,367 -124,932 -284,109 -110,712 -109,952  -34,925  -35,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     10.0      9.6     67.9     69.8     90.3     89.3      9.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      51       67       89      137      147      253      249
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      863,175
COMMITMENTS
  82,166   87,896   17,336  591,556  636,735  691,058  741,968  172,117  121,208

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:    -21,903)
 -11,316   -3,839   -6,804  -13,726  -16,038  -31,846  -26,681    9,944    4,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     10.2      2.0     68.5     73.8     80.1     86.0     19.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      539)
     105       98       49      219      217      348      342
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      321,634
COMMITMENTS
  16,195   24,078    1,662  185,407  255,577  203,264  281,317  118,370   40,317

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:        -68)
  -4,626    1,492      610    2,509   -1,074   -1,507    1,028    1,439   -1,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      7.5      0.5     57.6     79.5     63.2     87.5     36.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      12       21        7       56       56       71       81
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,707,707
COMMITMENTS
 382,180  371,415   26,047  2030743  1905792  2438970  2303254  268,737  404,453

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:   -109,174)
 -56,503  -49,706  -14,018  -81,176  -74,820 -151,697 -138,544   42,523   29,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     13.7      1.0     75.0     70.4     90.1     85.1      9.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      498)
     102       92       34      187      197      306      307
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      115,028
COMMITMENTS
  13,042    8,913        7   92,649  103,039  105,698  111,959    9,330    3,069

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -4,562)
     552       28      -44   -5,332   -4,363   -4,824   -4,379      262     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      7.7      0.0     80.5     89.6     91.9     97.3      8.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      13        7        1       50       38       63       46
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      104,332
COMMITMENTS
  29,101    6,552    8,495   56,952   85,598   94,547  100,645    9,784    3,687

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -2,304)
  -3,279   -1,156      294      412   -1,246   -2,572   -2,108      269     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      6.3      8.1     54.6     82.0     90.6     96.5      9.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      85       26       13       85       89      175      125
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       24,455
COMMITMENTS
   8,051      997        0   12,525   22,515   20,576   23,512    3,879      943

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:        335)
      75     -393        0     -262      715     -187      322      522       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9      4.1      0.0     51.2     92.1     84.1     96.1     15.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        2        0       11       14       16       16
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      399,383
COMMITMENTS
 145,379   67,902    2,345  222,133  315,416  369,857  385,663   29,526   13,720

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:    -13,193)
 -15,218   -2,266      -80    3,372   -9,804  -11,926  -12,150   -1,267   -1,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     17.0      0.6     55.6     79.0     92.6     96.6      7.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      83       28       10       79       84      164      120
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      128,314
COMMITMENTS
  72,871   12,550      356   22,128   96,866   95,355  109,772   32,959   18,542

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:    -14,014)
 -14,455   -1,355       89    3,200  -12,911  -11,166  -14,177   -2,848      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.8      9.8      0.3     17.2     75.5     74.3     85.5     25.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      34       14        4       12       18       48       34
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       49,692
COMMITMENTS
  17,592    6,005    3,622   21,682   23,408   42,896   33,035    6,796   16,657

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -5,501)
    -547   -1,042       30   -4,899   -4,414   -5,416   -5,426      -85      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     12.1      7.3     43.6     47.1     86.3     66.5     13.7     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      19       12        3       21       18       41       32
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       60,337
COMMITMENTS
  11,847   16,290    3,129   35,744   35,725   50,720   55,144    9,617    5,193

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -4,399)
     210   -1,324      819   -6,497   -4,247   -5,468   -4,752    1,069      353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     27.0      5.2     59.2     59.2     84.1     91.4     15.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17       16        5       25       26       46       43
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,418
COMMITMENTS
   4,410    1,165      270   22,958   27,655   27,638   29,090    3,780    2,328

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -1,470)
    -839   -1,089       10     -720     -482   -1,549   -1,561       79       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      3.7      0.9     73.1     88.0     88.0     92.6     12.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        2        1       25       25       31       28
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       40,234
COMMITMENTS
  11,875    2,124       17   20,839   35,587   32,731   37,728    7,503    2,506

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -1,673)
  -1,353     -464        0       22     -816   -1,331   -1,280     -342     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5      5.3      0.0     51.8     88.5     81.4     93.8     18.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      18        6        1       23       17       41       24
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       13,184
COMMITMENTS
   5,537      819      883    4,876   10,719   11,296   12,421    1,888      763

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0      6.2      6.7     37.0     81.3     85.7     94.2     14.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10        4        4        9        4       21       10
```

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Updated May 13, 2010