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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,737
COMMITMENTS
      53      129       36    4,160    4,216    4,249    4,381      488      356

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:        239)
       2        3        5      224      251      231      259        8      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      2.7      0.8     87.8     89.0     89.7     92.5     10.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       14       11       17       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,552
COMMITMENTS
   5,279    5,613      760   14,636   13,768   20,675   20,141    3,877    4,411

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:        949)
     327     -349       29      522      973      878      653       71      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     22.9      3.1     59.6     56.1     84.2     82.0     15.8     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      15       13       14       25       24       47       44
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      268,629
COMMITMENTS
  67,234   57,043   64,099  108,302  108,145  239,635  229,287   28,994   39,342

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:       -620)
   4,974   -7,133   -1,124   -5,689    7,781   -1,839     -476    1,219     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     21.2     23.9     40.3     40.3     89.2     85.4     10.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     104       84      123       67       87      239      254
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      319,200
COMMITMENTS
 105,993   68,723   42,817  143,235  154,204  292,045  265,744   27,155   53,456

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -7,100)
  -1,267      919   -2,777   -1,899   -4,636   -5,943   -6,494   -1,157     -606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     21.5     13.4     44.9     48.3     91.5     83.3      8.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
      98       97      126       71      143      240      319
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,290
COMMITMENTS
   3,310    2,709    1,117    2,172    3,347    6,599    7,173    1,691    1,117

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:       -299)
    -134      -22      144     -108     -186      -98      -64     -201     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     32.7     13.5     26.2     40.4     79.6     86.5     20.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      32       17       11       17       23       54       46
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,123
COMMITMENTS
  14,911    7,796    6,047   11,644    9,207   32,602   23,050    7,521   17,073

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      1,200)
     758     -724      478     -336      102      900     -144      300    1,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     19.4     15.1     29.0     22.9     81.3     57.4     18.7     42.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      61       33       30       35       57      111      109
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,249
COMMITMENTS
     125    4,178       48    8,281    4,755    8,454    8,981      795      268

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:        119)
      13       47       -3       37      -37       47        7       72      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     45.2      0.5     89.5     51.4     91.4     97.1      8.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2       11        7       14       11       21       24
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      104,702
COMMITMENTS
   6,256    5,800    5,164   93,100   93,312  104,520  104,276      182      426

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -3,514)
     175      222      113   -3,755   -3,785   -3,467   -3,450      -47      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      5.5      4.9     88.9     89.1     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        3        3       16       17       20       23
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      135,037
COMMITMENTS
  31,308   21,688    6,886   66,261   77,184  104,455  105,758   30,582   29,279

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -2,354)
  -8,251   -2,965    5,664    2,567   -3,840      -20   -1,141   -2,334   -1,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     16.1      5.1     49.1     57.2     77.4     78.3     22.6     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      22       28       10       22       22       50       54
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       92,023
COMMITMENTS
   5,220   38,521   18,261   60,611    7,463   84,092   64,245    7,931   27,778

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     20,056)
    -527     -874   17,873    2,168    3,455   19,514   20,454      542     -398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     41.9     19.8     65.9      8.1     91.4     69.8      8.6     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5       20        3       14       12       21       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      198,616
COMMITMENTS
  19,426   41,430   10,376  166,154  139,067  195,956  190,873    2,660    7,743

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      6,246)
   8,428       36     -815   -1,071    7,193    6,542    6,414     -296     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     20.9      5.2     83.7     70.0     98.7     96.1      1.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      21       52       12       25       20       55       80
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      178,648
COMMITMENTS
  28,017   51,129    2,584  131,724   93,371  162,325  147,084   16,323   31,564

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -5,935)
 -11,025    9,220      -64    5,235  -14,028   -5,854   -4,872      -81   -1,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     28.6      1.4     73.7     52.3     90.9     82.3      9.1     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      19       36       11       27       29       54       68
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      174,278
COMMITMENTS
  38,182   25,875    4,632  113,390  109,112  156,204  139,619   18,074   34,659

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      4,615)
     806      572    1,282    8,583    3,552   10,671    5,406   -6,056     -791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     14.8      2.7     65.1     62.6     89.6     80.1     10.4     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      22       23        7       22       25       48       51
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      422,131
COMMITMENTS
  39,245  234,432   34,202  317,031   82,599  390,478  351,233   31,653   70,898

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     20,319)
   2,594  -16,637   29,050  -11,956   12,696   19,688   25,109      631   -4,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     55.5      8.1     75.1     19.6     92.5     83.2      7.5     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      31       78       27       49       56       98      146
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,744
COMMITMENTS
  14,540   14,987      171    5,470    4,804   20,181   19,962      563      782

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:        997)
     158       39       53      578    1,010      789    1,102      208     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.1     72.2      0.8     26.4     23.2     97.3     96.2      2.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        7        2        7        3       13       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,485
COMMITMENTS
   6,640   10,525      628   18,395   12,864   25,663   24,017    1,822    3,468

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      5,955)
      65   -1,580      476    5,188    6,840    5,729    5,736      226      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     38.3      2.3     66.9     46.8     93.4     87.4      6.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       20        2       14        9       27       30
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,593,322
COMMITMENTS
 900,552  1088011  1431892  5444795  5110035  7777239  7629938  816,083  963,384

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:       -608)
 166,686  -15,768 -109,756  -88,780  134,604  -31,850    9,080   31,242   -9,688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     12.7     16.7     63.4     59.5     90.5     88.8      9.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      47       57       88      128      134      228      235
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,016,255
COMMITMENTS
  66,961  104,564   35,995  730,404  719,704  833,359  860,263  182,896  155,992

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     82,948)
    -588      303    1,303   78,878   78,964   79,593   80,571    3,354    2,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     10.3      3.5     71.9     70.8     82.0     84.7     18.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      564)
      91      113       75      254      261      387      411
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      332,202
COMMITMENTS
  14,269   10,953   12,960  228,887  201,849  256,116  225,762   76,086  106,440

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     32,170)
      98     -651    1,392   22,950   30,410   24,440   31,151    7,730    1,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      3.3      3.9     68.9     60.8     77.1     68.0     22.9     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      13       15       14       76       63       98       85
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,420,267
COMMITMENTS
 309,900  514,499   68,731  2507585  2589276  2886216  3172506  534,051  247,761

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    253,888)
  -8,887     -683    5,012  279,642  242,769  275,767  247,098  -21,879    6,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     15.0      2.0     73.3     75.7     84.4     92.8     15.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      528)
      88      108       68      224      242      347      384
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      114,664
COMMITMENTS
   8,367    7,062      182   97,942  103,439  106,491  110,683    8,173    3,981

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      7,489)
   2,106    1,378   -1,520    6,723    7,362    7,309    7,220      180      269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      6.2      0.2     85.4     90.2     92.9     96.5      7.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
       6        8        1       63       48       70       56
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      115,527
COMMITMENTS
  13,849   10,824    4,825   84,542   91,497  103,217  107,146   12,311    8,381

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     16,205)
  -1,603     -890    1,165   11,869   12,592   11,431   12,867    4,774    3,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      9.4      4.2     73.2     79.2     89.3     92.7     10.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      46       34       16       77      102      135      140
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       22,986
COMMITMENTS
   1,151    1,856      738   17,299   19,552   19,188   22,146    3,798      840

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:        246)
     305        0       -7     -690      480     -392      473      638     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      8.1      3.2     75.3     85.1     83.5     96.3     16.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        1       14       11       17       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      462,707
COMMITMENTS
  75,864   57,214    8,062  336,217  359,725  420,143  425,001   42,564   37,706

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     79,795)
  -8,248   -3,157    4,567   62,794   60,561   59,113   61,971   20,682   17,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     12.4      1.7     72.7     77.7     90.8     91.9      9.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      47       33       15       72      102      129      140
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      195,475
COMMITMENTS
  21,189   66,648   13,096  147,022   86,990  181,307  166,734   14,168   28,741

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     36,642)
   8,610    2,897   12,372   14,519   20,361   35,501   35,630    1,141    1,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     34.1      6.7     75.2     44.5     92.8     85.3      7.2     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      14       37        9       24       27       44       68
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       27,804
COMMITMENTS
   2,637   10,629        0   18,204    5,071   20,841   15,700    6,963   12,104

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -13,697)
  -1,846    3,801   -4,371   -6,168   -1,845  -12,385   -2,415   -1,312  -11,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     38.2      0.0     65.5     18.2     75.0     56.5     25.0     43.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        7        0       17        5       24       12
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       37,699
COMMITMENTS
  10,906    8,282      184   21,919    7,859   33,009   16,325    4,690   21,374

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -31,128)
     130    3,949   -8,020  -20,233  -11,543  -28,123  -15,614   -3,005  -15,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     22.0      0.5     58.1     20.8     87.6     43.3     12.4     56.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      11       10        1       21       13       33       23
```

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Updated June 15, 2012