```
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   125,654
Positions
    18,467     81,465      2,679      8,756      6,864        249     34,782     14,098      4,134      8,387        895          0     48,200     15,270
 
Changes from:       May 24, 2011                                     Total Change is:     5,409
    -1,258      3,420        593       -907       -341         10      3,861        240      1,256      1,024        333          0        830       -102
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       64.8        2.1        7.0        5.5        0.2       27.7       11.2        3.3        6.7        0.7        0.0       38.4       12.2
 
Number of Traders in Each Category                                    Total Traders:        83
        10         10          7          .          4          .         27         16          5         11          .          0
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    67,713
Positions
    11,241     37,591        884      1,020      1,200         69     28,708     14,598         11        418          0          0     25,362     13,360
 
Changes from:       May 24, 2011                                     Total Change is:       937
    -3,764       -581        835         18        -15          0      3,852       -834          8          0          0          0        -12      1,524
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       55.5        1.3        1.5        1.8        0.1       42.4       21.6        0.0        0.6        0.0        0.0       37.5       19.7
 
Number of Traders in Each Category                                    Total Traders:        47
         7          7          4          .          .          .         21          8          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   108,085
Positions
    23,477     28,689      2,286      7,062     22,473      1,281     45,326     27,703        521      1,784      4,450          0     26,348     20,682
 
Changes from:       May 24, 2011                                     Total Change is:    -2,251
    -9,981      5,376       -296        -71     -1,299        -50      5,214     -7,454        -22       -897      1,394          0      3,852        100
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       26.5        2.1        6.5       20.8        1.2       41.9       25.6        0.5        1.7        4.1        0.0       24.4       19.1
 
Number of Traders in Each Category                                    Total Traders:        91
        11          9          4          4         12          5         28         21         10          .          4          0
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is    95,929
Positions
    21,186     28,767      1,445     25,737      8,654        348     17,167     19,553      1,256      1,485      1,562          0     27,305     34,344
 
Changes from:       May 24, 2011                                     Total Change is:    -3,335
     4,667     -5,220     -1,040       -999        140          0     -8,651      1,773        165        585       -407          0      1,938      1,254
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       30.0        1.5       26.8        9.0        0.4       17.9       20.4        1.3        1.5        1.6        0.0       28.5       35.8
 
Number of Traders in Each Category                                    Total Traders:        97
        10         16          5          9          8          .         23         24          8          .          5          0
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   270,101
Positions
   103,939    115,616      1,084     34,004     24,352      2,539     56,010     60,973      3,998     16,614     15,945        122     51,791     45,472
 
Changes from:       May 24, 2011                                     Total Change is:    11,438
     2,025      5,273        231       -841         12          2      4,635      1,356      1,981        136      1,944         -5      3,274        644
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       42.8        0.4       12.6        9.0        0.9       20.7       22.6        1.5        6.2        5.9        0.0       19.2       16.8
 
Number of Traders in Each Category                                    Total Traders:       176
        23         17          9         17         17         11         37         46         14          7         12          4
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   117,502
Positions
     6,518     87,004        511      4,784      3,301        134     66,545      9,890      1,397      4,246         76          0     33,367     15,189
 
Changes from:       May 24, 2011                                     Total Change is:     6,534
    -3,965      5,741        118     -1,474       -161          0      5,609      1,854        918      3,369       -494          0      1,959     -1,442
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       74.0        0.4        4.1        2.8        0.1       56.6        8.4        1.2        3.6        0.1        0.0       28.4       12.9
 
Number of Traders in Each Category                                    Total Traders:        72
         4         13          .          5          5          .         29         12          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   105,271
Positions
    16,567     33,153     57,552          0          0          0     27,557     12,916        834      1,645          0          0      1,116        816
 
Changes from:       May 24, 2011                                     Total Change is:     2,402
       808       -583      1,711          0          0          0        135        889          0          0          0          0       -252        385
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       31.5       54.7        0.0        0.0        0.0       26.2       12.3        0.8        1.6        0.0        0.0        1.1        0.8
 
Number of Traders in Each Category                                    Total Traders:        25
         7         11         12          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   142,530
Positions
     6,198    122,090        947     15,986      1,743          0    106,337     13,617        189      4,225      2,351          0      8,648      1,593
 
Changes from:       May 24, 2011                                     Total Change is:    -4,880
       533     -3,572        560        538         75          0     -7,870     -1,196       -135        135       -214          0      1,359       -398
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       85.7        0.7       11.2        1.2        0.0       74.6        9.6        0.1        3.0        1.6        0.0        6.1        1.1
 
Number of Traders in Each Category                                    Total Traders:       122
         8         13          .         10          .          0         64         10          .         11          4          0
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    41,221
Positions
    27,169     25,199      5,090      2,036          0          0      2,288        489         11        395      7,601      2,497      1,735        334
 
Changes from:       May 24, 2011                                     Total Change is:     8,723
       928        350      4,734          7          0          0         -7        113          0         25        824      2,497        539        205
 
Percent of Open Interest Represented by Each Category of Trader
      65.9       61.1       12.3        4.9        0.0        0.0        5.6        1.2        0.0        1.0       18.4        6.1        4.2        0.8
 
Number of Traders in Each Category                                    Total Traders:        21
         .          6          6          .          0          0          7          .          .          .          .          .
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    30,915
Positions
     1,612     21,161          0        108        200          0     23,937      7,798        154        873        244          0      4,231      1,358
 
Changes from:       May 24, 2011                                     Total Change is:       -15
         0      1,621          0       -209         -4          0       -537     -1,815        154         19        105          0        558        -76
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       68.4        0.0        0.3        0.6        0.0       77.4       25.2        0.5        2.8        0.8        0.0       13.7        4.4
 
Number of Traders in Each Category                                    Total Traders:        50
         .         13          0          .          .          0         21          8          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    78,430
Positions
    20,454     36,464      9,883      4,114      1,539        686     17,423      7,324      8,685      1,459        400          0     15,727     13,450
 
Changes from:       May 24, 2011                                     Total Change is:       753
       688       -287        -20        450       -396         51       -214        535        454        -61         90         -1       -595        327
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       46.5       12.6        5.2        2.0        0.9       22.2        9.3       11.1        1.9        0.5        0.0       20.1       17.1
 
Number of Traders in Each Category                                    Total Traders:       102
        20         18          8          6          5          .         31         11         13          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    24,315
Positions
     7,265     20,231        263        459          0          0      7,166      1,437          9          0          0          0      9,153      2,375
 
Changes from:       May 24, 2011                                     Total Change is:      -126
         0          0          0          0          0          0        -54        -15          0          0          0          0        -72       -111
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       83.2        1.1        1.9        0.0        0.0       29.5        5.9        0.0        0.0        0.0        0.0       37.6        9.8
 
Number of Traders in Each Category                                    Total Traders:        23
         5          6          .          .          0          0          6          5          4          0          0          0
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   108,229
Positions
    45,160     51,248        456      7,309      3,078      1,372     36,937     28,196        929      2,918        800          0     13,148     22,150
 
Changes from:       May 24, 2011                                     Total Change is:     1,758
     1,365       -583        -29        900       -792        101        139      1,558        450       -121        180         -2     -1,045        875
 
Percent of Open Interest Represented by Each Category of Trader
      41.7       47.4        0.4        6.8        2.8        1.3       34.1       26.1        0.9        2.7        0.7        0.0       12.1       20.5
 
Number of Traders in Each Category                                    Total Traders:        98
        19         17          4          5          5          .         34         13          7          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   905,541
Positions
    62,578    254,276     42,420    405,706    116,769     60,703     87,112    184,285     30,153     23,653     65,074     14,444    178,771    137,417
 
Changes from:       May 24, 2011                                     Total Change is:     9,284
     5,174      2,306       -670     -4,908     -5,656      2,046      6,338      7,438        466     -1,223      3,291      1,775        285     -1,713
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       28.1        4.7       44.8       12.9        6.7        9.6       20.4        3.3        2.6        7.2        1.6       19.7       15.2
 
Number of Traders in Each Category                                    Total Traders:       566
        36         52         24        122         56         65         91        139         71         34         35          9
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   332,153
Positions
    18,962    156,372      7,964    126,239     35,378      9,753     24,707     32,501      2,704      2,765     38,006      8,406    130,653     41,069
 
Changes from:       May 24, 2011                                     Total Change is:    -3,380
    -2,661        305      1,900     -4,372       -198        126         29     -2,870        -70     -1,044      1,464        244      2,468     -4,281
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       47.1        2.4       38.0       10.7        2.9        7.4        9.8        0.8        0.8       11.4        2.5       39.3       12.4
 
Number of Traders in Each Category                                    Total Traders:       119
         8         22          6         30         13         14          8         30         11          4          4          .
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,866,938
Positions
   338,080    609,519     52,282  1,417,836    427,456    234,247    412,056    858,948     37,216    131,245    162,147      3,385    240,591    481,738
 
Changes from:       May 24, 2011                                     Total Change is:    63,320
    35,891      6,720     -9,564      6,641    -17,967        278     25,946     45,941      8,281      9,027     19,056     -2,267    -10,913     12,842
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       21.3        1.8       49.5       14.9        8.2       14.4       30.0        1.3        4.6        5.7        0.1        8.4       16.8
 
Number of Traders in Each Category                                    Total Traders:       532
        37         46         17        103         53         56         97        129         54         32         34          6
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   113,869
Positions
    19,248     45,298        143     58,580     37,410      5,383     20,195     16,662          0      1,551      5,091          0      8,769      3,882
 
Changes from:       May 24, 2011                                     Total Change is:     3,858
    -1,231      3,460         47      2,068        420       -410      3,018        327          0        294          0          0         72         14
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       39.8        0.1       51.4       32.9        4.7       17.7       14.6        0.0        1.4        4.5        0.0        7.7        3.4
 
Number of Traders in Each Category                                    Total Traders:       100
         8         11          .         35         13         10         17         13          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    88,383
Positions
    14,537     37,092      6,693     14,600     13,557      2,138     28,590     10,989      7,677      3,134      4,407      1,029      9,986      4,802
 
Changes from:       May 24, 2011                                     Total Change is:       801
      -744       -559        893       -866         26       -396      1,615        435         78        216        111        -15         21        228
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       42.0        7.6       16.5       15.3        2.4       32.3       12.4        8.7        3.5        5.0        1.2       11.3        5.4
 
Number of Traders in Each Category                                    Total Traders:       231
        18         33         13         27         21         11         62         46         20         13         10          .
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    18,137
Positions
     4,107     12,798        321      1,600          0          0      7,416        464          0          0      3,581          0      4,693        973
 
Changes from:       May 24, 2011                                     Total Change is:      -497
       264       -370          1          0          0          0       -635         -5          0          0          0          0       -127       -123
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       70.6        1.8        8.8        0.0        0.0       40.9        2.6        0.0        0.0       19.7        0.0       25.9        5.4
 
Number of Traders in Each Category                                    Total Traders:        27
         6          9          .          .          0          0          6          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   351,232
Positions
    82,870    152,191      1,141     69,002     71,787      6,689    137,439     84,193      6,815     20,322      8,781        491     26,463     19,144
 
Changes from:       May 24, 2011                                     Total Change is:     6,492
      -695      3,399        116     -4,332        131     -1,982      8,868       -181      2,773        741        218        262        741      1,756
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       43.3        0.3       19.6       20.4        1.9       39.1       24.0        1.9        5.8        2.5        0.1        7.5        5.5
 
Number of Traders in Each Category                                    Total Traders:       230
        21         29          5         27         21         11         61         48         14         14          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   422,105
Positions
   184,449     49,556     17,503    110,847    140,728     33,637     48,228    132,526      5,920      2,873     20,475          0     18,648     21,760
 
Changes from:       May 24, 2011                                     Total Change is:     4,632
      -348      8,073        178      3,464     -2,851       -287         84     -2,881      1,264        203        567          0         74        569
 
Percent of Open Interest Represented by Each Category of Trader
      43.7       11.7        4.1       26.3       33.3        8.0       11.4       31.4        1.4        0.7        4.9        0.0        4.4        5.2
 
Number of Traders in Each Category                                    Total Traders:       256
        18         17          .         47         50         26         36         67         18          5         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    46,773
Positions
     9,123      7,766      1,857      7,650      1,312      1,880     13,871      8,931      4,613        216      3,879          0      7,563     16,535
 
Changes from:       May 24, 2011                                     Total Change is:        98
      -453        141         99        468        189        -80       -618       -266        378       -220       -530          0        524        167
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       16.6        4.0       16.4        2.8        4.0       29.7       19.1        9.9        0.5        8.3        0.0       16.2       35.4
 
Number of Traders in Each Category                                    Total Traders:        59
         9          8          .         10          .          .         12         14          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    59,936
Positions
    22,117     27,005      2,006      8,006      2,945        569      9,012     13,338      2,827      2,125      4,148        409     12,865      6,689
 
Changes from:       May 24, 2011                                     Total Change is:     4,559
    -2,847      1,780        300        588         45          0        437       -501        302        325        273          0      5,454      2,360
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       45.1        3.3       13.4        4.9        0.9       15.0       22.3        4.7        3.5        6.9        0.7       21.5       11.2
 
Number of Traders in Each Category                                    Total Traders:        76
        16         19          4          7          .          .         11         14          4          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    29,567
Positions
       256      5,409          0     18,294     12,761      3,632      2,465      6,032          4        419          0          0      4,497      1,729
 
Changes from:       May 24, 2011                                     Total Change is:    -1,342
         0       -681          0     -1,269       -135       -198        111         25       -175          0          0          0        189       -178
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       18.3        0.0       61.9       43.2       12.3        8.3       20.4        0.0        1.4        0.0        0.0       15.2        5.8
 
Number of Traders in Each Category                                    Total Traders:        46
         .          .          0         17         14          7          5          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    39,853
Positions
     5,299     17,546        603     15,683      4,098      1,103      6,604     12,498        536      1,940        798         17      8,068      2,654
 
Changes from:       May 24, 2011                                     Total Change is:       788
      -333        655        -20      1,413        306        194       -583       -177        115       -200          0          0        202       -285
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       44.0        1.5       39.4       10.3        2.8       16.6       31.4        1.3        4.9        2.0        0.0       20.2        6.7
 
Number of Traders in Each Category                                    Total Traders:        57
         5          7          .         15          6          4         11          5          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   740,953
Positions
    13,362    104,533     15,830    292,181    145,982     71,178    117,541    130,111     38,518     17,309     85,167      1,602    173,432    148,032
 
Changes from:       May 24, 2011                                     Total Change is:   -33,750
    -2,398     -4,701    -25,383     -7,295       -303     -3,485      1,267     -3,463      8,331         54      3,487     -2,350     -2,491     -5,883
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       14.1        2.1       39.4       19.7        9.6       15.9       17.6        5.2        2.3       11.5        0.2       23.4       20.0
 
Number of Traders in Each Category                                    Total Traders:       158
         8         16         11         40         22         35         24         33         10          4         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   378,832
Positions
     2,613    150,835      8,229    259,675      4,216     17,902      2,000    129,592     15,048      1,700          0          0     71,665     53,010
 
Changes from:       May 24, 2011                                     Total Change is:    15,472
       113     -1,835      6,108     14,076     -1,423        -59          0      3,429      6,745          0          0          0    -11,511      2,507
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       39.8        2.2       68.5        1.1        4.7        0.5       34.2        4.0        0.4        0.0        0.0       18.9       14.0
 
Number of Traders in Each Category                                    Total Traders:        67
         .         10          4         35          .         18          .         16          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,046,815
Positions
    54,922    112,486     18,401    178,011    421,317     95,506    401,710     75,183     39,021    124,881    110,150     13,608    120,755    161,143
 
Changes from:       May 24, 2011                                     Total Change is:   -56,957
    -8,562      1,068    -14,569    -11,335    -22,118    -15,103     34,716     -1,057      6,705    -49,817     -9,916       -336      1,344     -1,631
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       10.7        1.8       17.0       40.2        9.1       38.4        7.2        3.7       11.9       10.5        1.3       11.5       15.4
 
Number of Traders in Each Category                                    Total Traders:       260
        15         36         13         33         58         42         51         32         32          8         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,973,136
Positions
   208,336    144,316     70,061    621,053    507,594    232,434    360,546    405,085     80,904     17,194     98,398     34,899    347,709    399,445
 
Changes from:       May 24, 2011                                     Total Change is:    29,783
    -3,522      9,561     34,524    -17,099    -79,384     15,881        455     39,369     -9,242      4,497      8,188      1,204      3,085      9,682
 
Percent of Open Interest Represented by Each Category of Trader
      10.6        7.3        3.6       31.5       25.7       11.8       18.3       20.5        4.1        0.9        5.0        1.8       17.6       20.2
 
Number of Traders in Each Category                                    Total Traders:       274
        26         38         25         38         55         44         43         49         33          6         19          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,555,969
Positions
   147,528    228,213     65,323    282,646    642,177    102,499    532,910     89,686     61,032    114,924     65,302      1,188    247,919    300,549
 
Changes from:       May 24, 2011                                     Total Change is:    40,108
   -36,206     30,518     38,007     14,688      7,327    -13,929     29,374     -2,836      6,720      1,807     -2,588         99       -452    -23,210
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       14.7        4.2       18.2       41.3        6.6       34.2        5.8        3.9        7.4        4.2        0.1       15.9       19.3
 
Number of Traders in Each Category                                    Total Traders:       215
        17         23         15         24         48         38         46         32         29         11         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   751,787
Positions
   217,350    167,943    296,907      1,962      6,863     11,943     68,595     87,175     97,219      9,998     15,141      6,104     41,709     62,492
 
Changes from:       May 24, 2011                                     Total Change is:    37,552
    21,984     -1,934     15,348         89        847        326     -5,749     10,546      4,672     -2,167         30        -60      3,109      7,777
 
Percent of Open Interest Represented by Each Category of Trader
      28.9       22.3       39.5        0.3        0.9        1.6        9.1       11.6       12.9        1.3        2.0        0.8        5.5        8.3
 
Number of Traders in Each Category                                    Total Traders:       146
        19         43         54          .          7          5         19         30         35          .         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is10,202,720
Positions
   976,358  4,130,511  1,568,875  3,215,387    239,914    214,520  1,710,623  1,052,170  1,322,807     39,842    453,819    135,887  1,018,421  1,084,217
 
Changes from:       May 24, 2011                                     Total Change is:    34,458
    53,524    125,876    -43,074      8,012    -54,445     -7,217    -45,267    -79,219     24,839     -4,865     17,968     15,347     33,159     34,383
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       40.5       15.4       31.5        2.4        2.1       16.8       10.3       13.0        0.4        4.4        1.3       10.0       10.6
 
Number of Traders in Each Category                                    Total Traders:       295
        29         68         93         11         14         17         57         72         86          9         25         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    13,823
Positions
     4,807      4,907        142      1,278        722         23      3,339      7,412          8      3,826        534          0        400         75
 
Changes from:       May 24, 2011                                     Total Change is:       -84
       273         -4          0        201        -26          0       -607         27          5          0        -70          0         44        -16
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       35.5        1.0        9.2        5.2        0.2       24.2       53.6        0.1       27.7        3.9        0.0        2.9        0.5
 
Number of Traders in Each Category                                    Total Traders:        32
         4          .          .          .          5          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    28,377
Positions
    22,177     12,623          0      1,213      2,586         58      4,408      7,466        116         79      5,507          0        326         21
 
Changes from:       May 24, 2011                                     Total Change is:      -368
    -1,292        -21       -249       -125       -310          0      1,274        105         78          0         59          0        -54        -30
 
Percent of Open Interest Represented by Each Category of Trader
      78.2       44.5        0.0        4.3        9.1        0.2       15.5       26.3        0.4        0.3       19.4        0.0        1.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        35
         4          4          0          .          5          .          9          6          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    55,794
Positions
    27,587     14,146        148        500          0        840     14,826     34,719        865      3,800      1,668          0      7,228      3,408
 
Changes from:       May 24, 2011                                     Total Change is:    -6,039
       157         87        148        -27        -57         93     -4,666     -6,522       -263       -669        145         -1       -811        331
 
Percent of Open Interest Represented by Each Category of Trader
      49.4       25.4        0.3        0.9        0.0        1.5       26.6       62.2        1.6        6.8        3.0        0.0       13.0        6.1
 
Number of Traders in Each Category                                    Total Traders:        98
         7          6          .          4          0          .         19         32          7         22          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   242,356
Positions
    79,194     71,096     41,941     17,430      3,014      5,369     10,695     39,818     27,440      6,592      5,517     29,961     23,734     18,200
 
Changes from:       May 24, 2011                                     Total Change is:     6,721
      -808     -1,867      1,363      3,902        266         -9     -1,386      3,139      2,430       -484      1,493        242      1,471       -336
 
Percent of Open Interest Represented by Each Category of Trader
      32.7       29.3       17.3        7.2        1.2        2.2        4.4       16.4       11.3        2.7        2.3       12.4        9.8        7.5
 
Number of Traders in Each Category                                    Total Traders:       130
        14         13         21         14          4          6         23         23         33          8         11         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     7,957
Positions
       578      4,483          0      2,423        234          0      2,431      2,448        672        640          0          0      1,213        120
 
Changes from:       May 24, 2011                                     Total Change is:      -100
        86        -69          0         -9         34          0       -100        -60          0        -90          0          0         13         -5
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       56.3        0.0       30.5        2.9        0.0       30.6       30.8        8.4        8.0        0.0        0.0       15.2        1.5
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          4          .          0          7          4          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,685
Positions
       405      9,833          0      7,977          0          0        899        344          0          0         94         11      1,393        403
 
Changes from:       May 24, 2011                                     Total Change is:        14
        -1         35          0         53          0          0         11          3          0          0          2        -66         17         40
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       92.0        0.0       74.7        0.0        0.0        8.4        3.2        0.0        0.0        0.9        0.1       13.0        3.8
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0         10          0          0          5          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated June 3, 2011