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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,264
COMMITMENTS
     214      993      148    3,090    2,817    3,452    3,959      812      305

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -276)
     -32     -243      -26     -100       28     -159     -241     -117      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     23.3      3.5     72.5     66.1     81.0     92.8     19.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       13       10       16       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       52,811
COMMITMENTS
   6,476    1,234   12,347   26,905   29,664   45,728   43,245    7,084    9,567

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -5,280)
    -481     -324     -632   -3,248   -2,859   -4,361   -3,814     -919   -1,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      2.3     23.4     50.9     56.2     86.6     81.9     13.4     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      25        6       21       42       40       74       61
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      268,828
COMMITMENTS
  49,034   47,275   77,656  117,455  108,381  244,146  233,312   24,682   35,516

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      4,783)
     122      233    4,634     -216   -1,027    4,539    3,840      244      943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     17.6     28.9     43.7     40.3     90.8     86.8      9.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      88       80      114       56       66      200      218
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      406,977
COMMITMENTS
  97,099   44,721  102,330  177,700  187,703  377,129  334,754   29,849   72,223

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -49,858)
    -629    5,647  -46,154   -1,341   -6,470  -48,124  -46,978   -1,734   -2,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     11.0     25.1     43.7     46.1     92.7     82.3      7.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     108      100      135      113      163      284      347
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,310
COMMITMENTS
   4,162    4,856    1,235    3,485    2,924    8,881    9,015    2,429    2,296

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:        296)
    -266       12      213      174       36      122      261      174       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.8     42.9     10.9     30.8     25.9     78.5     79.7     21.5     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      36       34       19       21       25       64       76
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,910
COMMITMENTS
  12,879    4,557    7,279   13,183    8,975   33,340   20,810    7,569   20,099

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      1,519)
    -172      155      384      853      481    1,065    1,020      454      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     11.1     17.8     32.2     21.9     81.5     50.9     18.5     49.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      35       36       33       48       59      102      114
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      109,993
COMMITMENTS
  12,801        0      412   95,901  109,008  109,113  109,419      880      574

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      3,763)
   3,931        0       -2       70    4,006    3,999    4,005     -236     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.0      0.4     87.2     99.1     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        0        2       17       15       24       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      135,859
COMMITMENTS
  32,282   19,175    3,169   53,906   92,006   89,357  114,349   46,502   21,509

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:        535)
  -2,446   10,058     -315    8,602  -13,356    5,841   -3,613   -5,306    4,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8     14.1      2.3     39.7     67.7     65.8     84.2     34.2     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      31       14        7       30       27       65       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       76,101
COMMITMENTS
  26,288    9,639      952   21,805   51,112   49,045   61,703   27,056   14,398

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      4,817)
  -1,517    3,189     -123    5,877    2,509    4,238    5,576      580     -758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5     12.7      1.3     28.7     67.2     64.4     81.1     35.6     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      20        7        4       17       18       38       28
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      150,067
COMMITMENTS
  95,505    5,307    2,450   42,818  139,213  140,773  146,970    9,294    3,097

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      7,537)
 -16,309    1,761    2,261   20,939    2,011    6,891    6,033      646    1,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.6      3.5      1.6     28.5     92.8     93.8     97.9      6.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      67       14        7       19       23       89       44
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      118,988
COMMITMENTS
  33,366   35,550    2,851   53,716   60,541   89,933   98,941   29,055   20,046

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      2,122)
   1,408      970     -848      464    4,581    1,024    4,703    1,098   -2,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0     29.9      2.4     45.1     50.9     75.6     83.2     24.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      27       24       10       30       32       65       59
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      113,688
COMMITMENTS
  36,039   19,591    2,127   44,387   54,948   82,552   76,666   31,136   37,022

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      4,816)
  11,726   -6,524   -3,636   -5,312   15,455    2,778    5,296    2,038     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7     17.2      1.9     39.0     48.3     72.6     67.4     27.4     32.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      31       27       10       24       32       59       65
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      326,041
COMMITMENTS
  95,725   43,103   19,758  142,494  200,228  257,977  263,089   68,064   62,952

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      6,082)
  17,853  -12,315  -16,432   -7,448   24,225   -6,027   -4,522   12,109   10,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4     13.2      6.1     43.7     61.4     79.1     80.7     20.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      50       57       51       48       59      125      140
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       37,227
COMMITMENTS
  23,573    7,569      146    8,573   28,106   32,292   35,821    4,935    1,406

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      6,312)
      -6     -286      130    5,484    6,420    5,608    6,264      704       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.3     20.3      0.4     23.0     75.5     86.7     96.2     13.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      20       13        2        8       18       29       33
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,433,600
COMMITMENTS
 1455669  582,739  5974125  8951334  9751910 16381128 16308774  1052472  1124826

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    644,649)
  90,998  -62,231  438,325  155,875  333,340  685,197  709,434  -40,549  -64,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      3.3     34.3     51.3     55.9     94.0     93.5      6.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
      73       73      120      166      172      308      301
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,103,967
COMMITMENTS
  85,123  108,884  107,156  706,844  728,481  899,122  944,521  204,845  159,446

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     89,205)
   1,519    1,697   43,554   28,146   32,900   73,219   78,150   15,986   11,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      9.9      9.7     64.0     66.0     81.4     85.6     18.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      599)
     125      126      114      251      246      429      433
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      446,469
COMMITMENTS
  19,233   49,236   38,723  237,794  295,757  295,750  383,715  150,719   62,754

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     44,539)
   3,311   22,496   11,215   17,148   -2,906   31,674   30,806   12,865   13,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     11.0      8.7     53.3     66.2     66.2     85.9     33.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      21       22       32       73       65      109      104
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,287,490
COMMITMENTS
 507,953  476,748  163,658  2345251  2163623  3016862  2804030  270,629  483,461

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    223,330)
  96,848    1,808   55,891   54,988  179,025  207,726  236,724   15,604  -13,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     14.5      5.0     71.3     65.8     91.8     85.3      8.2     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      555)
     117      114       99      223      225      384      394
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      111,689
COMMITMENTS
   7,726    8,436    1,345   93,318   98,112  102,389  107,893    9,301    3,796

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -2,182)
  -4,426    1,336    1,345      370   -4,777   -2,711   -2,096      530      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      7.6      1.2     83.6     87.8     91.7     96.6      8.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
       9        8        2       55       38       66       46
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       87,851
COMMITMENTS
  15,106    7,531    6,197   57,020   67,713   78,323   81,440    9,528    6,410

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -2,086)
  -3,813    1,724    2,440     -127   -7,693   -1,500   -3,529     -585    1,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      8.6      7.1     64.9     77.1     89.2     92.7     10.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      63       33       19       82       87      154      131
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       17,726
COMMITMENTS
     526    3,004        0   12,422   13,074   12,948   16,078    4,778    1,648

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -420)
    -406    1,125        0      -90   -2,211     -496   -1,086       76      666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     16.9      0.0     70.1     73.8     73.0     90.7     27.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       13       14       14       16
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      350,623
COMMITMENTS
  88,394   38,129   15,489  222,991  273,193  326,875  326,811   23,749   23,812

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -8,330)
 -12,887    7,142    8,050     -185  -27,408   -5,022  -12,217   -3,308    3,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2     10.9      4.4     63.6     77.9     93.2     93.2      6.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      64       33       17       79       82      150      125
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      150,041
COMMITMENTS
  79,131   13,946    1,760   34,245  113,837  115,136  129,542   34,904   20,499

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     23,057)
   6,356    2,266   -2,124   19,289   20,324   23,522   20,466     -465    2,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.7      9.3      1.2     22.8     75.9     76.7     86.3     23.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      38       18       14       22       23       65       50
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       61,071
COMMITMENTS
  17,443    7,236   12,200   22,238   23,042   51,881   42,478    9,190   18,593

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     14,298)
   1,747      112    8,126    2,798    4,002   12,671   12,240    1,627    2,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6     11.8     20.0     36.4     37.7     85.0     69.6     15.0     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      16       13        9       21       18       42       35
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       81,827
COMMITMENTS
  12,054   10,516   11,210   35,882   35,568   59,146   57,294   22,681   24,533

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     21,891)
   1,021     -133    8,021    3,033   -3,841   12,075    4,047    9,816   17,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     12.9     13.7     43.9     43.5     72.3     70.0     27.7     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      18       12       10       32       26       53       45
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       30,660
COMMITMENTS
   2,540      967      332   23,442   27,742   26,314   29,041    4,346    1,619

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      1,093)
    -139      328       32    1,351      843    1,244    1,203     -151     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      3.2      1.1     76.5     90.5     85.8     94.7     14.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        4        2       22       24       29       28
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       38,800
COMMITMENTS
   9,874    2,458      189   20,884   33,804   30,947   36,451    7,853    2,349

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,053)
    -867      601        0       29   -1,349     -838     -748     -215     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4      6.3      0.5     53.8     87.1     79.8     93.9     20.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      15        7        2       23       21       38       30
```

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Updated June 10, 2011