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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,982
COMMITMENTS
     246    1,223      137    2,780    2,281    3,163    3,642      819      340

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        164)
       0       33       -7      122      131      116      157       48        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     30.7      3.5     69.8     57.3     79.4     91.5     20.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        5        2       13       10       16       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       50,009
COMMITMENTS
   4,612    1,426   10,232   27,699   28,519   42,543   40,177    7,466    9,832

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,507)
       5       -7      302       70      512      376      807    1,132      701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      2.9     20.5     55.4     57.0     85.1     80.3     14.9     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      21        8       21       39       37       68       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      262,467
COMMITMENTS
  52,523   32,100   70,273  114,105  122,866  236,901  225,239   25,566   37,228

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      6,671)
  -2,369    4,380    6,312    2,788   -4,507    6,731    6,185      -60      486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     12.2     26.8     43.5     46.8     90.3     85.8      9.7     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      99       72      110       58       75      204      224
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      453,479
COMMITMENTS
 109,194   30,089  141,787  171,920  201,216  422,900  373,092   30,579   80,387

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -2,521)
  -2,130    3,202   -1,244      244   -2,683   -3,130     -724      609   -1,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      6.6     31.3     37.9     44.4     93.3     82.3      6.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
     115       89      130       98      175      272      345
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,208
COMMITMENTS
   4,388    4,940      475    3,218    2,592    8,081    8,008    2,127    2,200

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        109)
      -6      649       37      -76     -513      -44      173      154      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.0     48.4      4.7     31.5     25.4     79.2     78.4     20.8     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      29       40        9       12       16       44       62
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       43,696
COMMITMENTS
  17,060    3,056    7,776   12,358    9,947   37,194   20,779    6,502   22,917

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -587)
      67      369      -59     -730     -719     -722     -409      135     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.0      7.0     17.8     28.3     22.8     85.1     47.6     14.9     52.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      42       30       40       45       67      107      123
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      100,750
COMMITMENTS
   6,428        0       12   93,634  100,405  100,074  100,418      676      332

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        745)
    -988     -355        5    1,634    1,020      651      670       94       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.0      0.0     92.9     99.7     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        0        1       16       14       21       15
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      131,919
COMMITMENTS
  35,560    9,335    2,958   43,400  101,591   81,918  113,884   50,002   18,035

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      3,318)
  -6,864    4,186      433   10,479     -560    4,048    4,059     -730     -741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      7.1      2.2     32.9     77.0     62.1     86.3     37.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      32       15        9       25       25       62       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       70,929
COMMITMENTS
  24,480    8,566      897   15,982   49,935   41,359   59,398   29,570   11,530

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -3,694)
  -3,369   -2,833     -219   -1,334     -526   -4,922   -3,578    1,229     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5     12.1      1.3     22.5     70.4     58.3     83.7     41.7     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      16        9        4       11       13       29       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      147,582
COMMITMENTS
 112,311    7,399      134   27,601  138,080  140,046  145,613    7,536    1,969

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -10,804)
 -10,781    2,372     -112      970  -13,140   -9,923  -10,880     -881       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.1      5.0      0.1     18.7     93.6     94.9     98.7      5.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      71       15        1       20       21       91       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      111,367
COMMITMENTS
  30,682   31,379    3,157   44,962   52,956   78,802   87,492   32,566   23,875

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -3,948)
 -10,622    8,269       56   11,498  -15,874      932   -7,550   -4,879    3,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6     28.2      2.8     40.4     47.6     70.8     78.6     29.2     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      25       28        9       30       30       62       60
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      116,280
COMMITMENTS
  38,263   24,164    5,378   46,362   46,677   90,003   76,218   26,277   40,062

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        564)
   1,924     -459      -57     -697    1,335    1,170      820     -606     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9     20.8      4.6     39.9     40.1     77.4     65.5     22.6     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      27       35       20       24       28       60       74
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      297,055
COMMITMENTS
  88,271   43,949   33,195  117,006  170,014  238,472  247,158   58,584   49,898

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     13,533)
  -7,522   11,423    4,444   23,629   -2,848   20,550   13,018   -7,017      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7     14.8     11.2     39.4     57.2     80.3     83.2     19.7     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      50       67       58       48       54      134      143
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       29,636
COMMITMENTS
  22,518    9,894        0    3,827   18,443   26,345   28,337    3,291    1,299

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -868)
    -310      780       -5        1   -1,606     -314     -831     -554      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.0     33.4      0.0     12.9     62.2     88.9     95.6     11.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      16       11        0        4       15       20       26
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   16,229,431
COMMITMENTS
 1349203  673,909  5200761  8630941  9203826 15180906 15078496  1048525  1150935

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    215,605)
 124,266   33,845  188,063 -100,344   18,935  211,985  240,844    3,620  -25,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      4.2     32.0     53.2     56.7     93.5     92.9      6.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      65       77      114      157      165      295      287
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,011,444
COMMITMENTS
  77,959   85,267   78,749  673,738  711,161  830,445  875,177  180,999  136,267

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      3,011)
  -2,494   -3,728    5,035    1,623     -261    4,164    1,047   -1,152    1,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      8.4      7.8     66.6     70.3     82.1     86.5     17.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      584)
     129      114      110      245      230      427      402
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      419,894
COMMITMENTS
  17,242   27,872   35,978  238,639  306,408  291,859  370,258  128,035   49,636

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -963)
    -724    3,185   -1,946   -1,337   -3,614   -4,007   -2,375    3,044    1,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      6.6      8.6     56.8     73.0     69.5     88.2     30.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      18       29       35       77       67      118      108
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,957,753
COMMITMENTS
 379,126  362,519  138,309  2175493  2023769  2692928  2524597  264,825  433,156

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     19,873)
  10,810  -14,905   15,246   14,799   16,768   40,855   17,109  -20,982    2,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     12.3      4.7     73.6     68.4     91.0     85.4      9.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      532)
     122      100       94      213      209      376      362
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      114,154
COMMITMENTS
   9,714    8,858      621   95,505  101,011  105,840  110,490    8,314    3,664

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -881)
  -3,328      -55      614    2,852   -2,031      138   -1,472   -1,019      591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      7.8      0.5     83.7     88.5     92.7     96.8      7.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      12        7        2       52       39       65       47
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       95,595
COMMITMENTS
  22,502    5,551    5,166   58,043   80,574   85,711   91,291    9,884    4,304

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -11,117)
  -6,609   -1,005   -3,926     -421   -6,555  -10,956  -11,486     -162      369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      5.8      5.4     60.7     84.3     89.7     95.5     10.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      82       26       24       85       88      174      132
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       20,863
COMMITMENTS
   3,567    1,027        0   12,996   18,860   16,563   19,887    4,300      975

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -3,751)
  -4,484        9        0      471   -3,783   -4,013   -3,775      262       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      4.9      0.0     62.3     90.4     79.4     95.3     20.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        0       14       14       19       16
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      373,659
COMMITMENTS
 114,848   42,791    5,658  225,234  308,569  345,741  357,018   27,919   16,641

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -36,830)
 -31,176  -25,621      922   -4,460  -13,858  -34,713  -38,556   -2,117    1,726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7     11.5      1.5     60.3     82.6     92.5     95.5      7.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      78       29       21       80       84      165      127
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      125,555
COMMITMENTS
  61,736   10,835    4,652   23,761   91,117   90,148  106,604   35,407   18,951

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -11,389)
 -11,700   -1,757      917   -1,330   -8,603  -12,113   -9,443      724   -1,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.2      8.6      3.7     18.9     72.6     71.8     84.9     28.2     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      33       19       13       19       21       58       47
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       48,211
COMMITMENTS
  15,500    7,598    3,634   21,658   19,052   40,792   30,284    7,419   17,927

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -1,481)
  -2,092    1,593       12      -24   -4,356   -2,104   -2,751      623    1,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2     15.8      7.5     44.9     39.5     84.6     62.8     15.4     37.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      16       12        1       21       17       37       30
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       57,272
COMMITMENTS
  11,024   10,033    3,951   35,630   36,642   50,605   50,626    6,667    6,646

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -3,065)
    -823   -6,257      822     -114      917     -115   -4,518   -2,950    1,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     17.5      6.9     62.2     64.0     88.4     88.4     11.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      16       14        6       24       27       44       43
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       30,728
COMMITMENTS
   3,716      946      300   23,029   27,537   27,045   28,783    3,683    1,945

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -690)
    -694     -219       30       71     -118     -593     -307      -97     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      3.1      1.0     74.9     89.6     88.0     93.7     12.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       8        3        1       22       24       30       28
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       39,818
COMMITMENTS
  11,082    2,124       17   21,279   34,863   32,378   37,004    7,440    2,814

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -416)
    -793        0        0      440     -724     -353     -724      -63      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      5.3      0.0     53.4     87.6     81.3     92.9     18.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      17        6        1       21       18       38       25
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       10,597
COMMITMENTS
   4,884    2,098       13    4,247    8,042    9,144   10,153    1,453      444

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -2,587)
    -653    1,279     -870     -629   -2,677   -2,152   -2,268     -435     -319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.1     19.8      0.1     40.1     75.9     86.3     95.8     13.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        4        1        5        2       15        6
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Updated May 20, 2011