```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,973
COMMITMENTS
     196    1,045      136    3,895    3,480    4,227    4,661      746      312

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        550)
      -5       14      -21      676      589      650      581     -100      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     21.0      2.7     78.3     70.0     85.0     93.7     15.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        2       15       11       18       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       58,898
COMMITMENTS
   8,885    1,830   13,885   28,504   32,767   51,274   48,482    7,624   10,416

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      2,008)
   1,028      340      332      452    1,501    1,811    2,173      197     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      3.1     23.6     48.4     55.6     87.1     82.3     12.9     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      28        7       23       42       41       78       64
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,697
COMMITMENTS
   2,430        0       40    2,053    3,733    4,523    3,774      174      923

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:         99)
       9        0       40       76       60      126      101      -27       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.7      0.0      0.9     43.7     79.5     96.3     80.3      3.7     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        0        1        6       12       11       13
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      277,599
COMMITMENTS
  61,034   36,699   77,545  116,153  126,236  254,732  240,481   22,866   37,118

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     18,460)
   5,791   -2,830    9,494    3,490   10,331   18,775   16,995     -315    1,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     13.2     27.9     41.8     45.5     91.8     86.6      8.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
     100       64      111       57       74      214      212
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      427,589
COMMITMENTS
  94,217   35,882  128,325  179,539  192,912  402,081  357,119   25,508   70,470

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      8,417)
  -1,657   -5,685    9,133    1,884    4,346    9,361    7,794     -944      623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      8.4     30.0     42.0     45.1     94.0     83.5      6.0     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     105      100      144       97      169      288      346
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,823
COMMITMENTS
   3,955    4,722      737    3,103    2,032    7,795    7,490    2,029    2,333

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -631)
     -82     -170     -184       10     -227     -256     -580     -376      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.3     48.1      7.5     31.6     20.7     79.3     76.2     20.7     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      26       34       16       16       19       53       63
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,785
COMMITMENTS
  13,338    3,469    9,608   12,937    9,411   35,884   22,487    6,901   20,298

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      1,238)
     670     -866      796     -675      472      790      403      448      836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.2      8.1     22.5     30.2     22.0     83.9     52.6     16.1     47.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      46       26       43       45       64      113      118
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      102,193
COMMITMENTS
  13,155      527      375   87,096  100,174  100,626  101,076    1,567    1,117

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      2,509)
     768      527        0    3,231    3,578    3,999    4,105   -1,490   -1,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      0.5      0.4     85.2     98.0     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        2        2       17       16       24       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      101,301
COMMITMENTS
  21,873   23,748    2,512   31,772   51,463   56,157   77,723   45,144   23,579

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      5,608)
   2,184    5,867      237    4,735   -3,822    7,155    2,282   -1,548    3,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     23.4      2.5     31.4     50.8     55.4     76.7     44.6     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      30       14        9       26       22       59       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       54,099
COMMITMENTS
  21,494   11,497      724    5,587   28,671   27,805   40,892   26,293   13,207

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        452)
  -2,242     -435      174    1,651     -138     -416     -399      869      851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.7     21.3      1.3     10.3     53.0     51.4     75.6     48.6     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      20        9        4       10       12       33       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       98,930
COMMITMENTS
  59,833   13,756      246   32,363   82,558   92,442   96,560    6,488    2,370

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        547)
   1,305   -3,349      -79   -1,062    4,134      164      706      383     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.5     13.9      0.2     32.7     83.5     93.4     97.6      6.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      53       17        1       20       18       74       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      110,231
COMMITMENTS
  28,345   46,107    3,454   55,417   35,017   87,216   84,579   23,015   25,653

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     11,533)
   1,740    8,173       92   10,553      455   12,385    8,720     -851    2,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7     41.8      3.1     50.3     31.8     79.1     76.7     20.9     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      26       29       11       28       25       58       61
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      102,225
COMMITMENTS
  34,345   20,995    3,357   40,280   43,401   77,982   67,753   24,243   34,472

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -5,225)
 -12,963    5,686      408   13,411  -13,951      856   -7,857   -6,081    2,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6     20.5      3.3     39.4     42.5     76.3     66.3     23.7     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      35       34       17       28       23       69       68
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      227,458
COMMITMENTS
  67,991   33,235   28,677   70,373  113,808  167,040  175,720   60,417   51,738

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -2,656)
  -3,571   -6,483    1,890   -3,167     -615   -4,848   -5,209    2,193    2,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9     14.6     12.6     30.9     50.0     73.4     77.3     26.6     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      46       65       54       45       54      121      143
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       38,644
COMMITMENTS
  30,195   27,209    4,900    2,122    6,140   37,217   38,249    1,427      395

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        139)
     121        0        0        0      -85      121      -85       18      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.1     70.4     12.7      5.5     15.9     96.3     99.0      3.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      12        2        3        2        5       15        9
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       29,652
COMMITMENTS
  22,242    3,878        0    2,998   24,437   25,240   28,315    4,412    1,337

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -609)
    -700     -215        0       28     -505     -672     -720       63      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.0     13.1      0.0     10.1     82.4     85.1     95.5     14.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      17       11        0        5        8       22       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   16,194,502
COMMITMENTS
 1181412  547,412  5333672  8730384  9260617 15245468 15141701  949,034  1052801

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    230,582)
 -69,934   12,695  119,727  207,964  120,543  257,757  252,964  -27,175  -22,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      3.4     32.9     53.9     57.2     94.1     93.5      5.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      62       65      114      161      167      289      289
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      895,730
COMMITMENTS
  68,280   82,904   63,664  637,973  652,606  769,917  799,174  125,813   96,556

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      3,429)
  -2,762   -1,756    1,361   14,838    7,723   13,438    7,328  -10,008   -3,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      9.3      7.1     71.2     72.9     86.0     89.2     14.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      561)
     104      125      104      230      229      395      397
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      340,642
COMMITMENTS
  19,823   24,754   28,325  216,055  247,101  264,203  300,180   76,439   40,461

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      1,303)
  -6,512      631    1,312    5,953    6,580      753    8,523      549   -7,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      7.3      8.3     63.4     72.5     77.6     88.1     22.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      21       25       33       68       60      109       98
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,775,441
COMMITMENTS
 285,031  333,495  133,949  2109591  2027525  2528571  2494969  246,870  280,472

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     10,634)
   3,158  -27,531   15,837   44,428    5,718   63,422   -5,976  -52,788   16,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     12.0      4.8     76.0     73.1     91.1     89.9      8.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      513)
      94      111       87      207      210      350      359
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      106,750
COMMITMENTS
  10,060    5,538        0   87,614   95,196   97,674  100,734    9,076    6,016

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        -97)
     532        8     -714     -617     -496     -799   -1,202      701    1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      5.2      0.0     82.1     89.2     91.5     94.4      8.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
       8        4        0       52       38       60       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       54,977
COMMITMENTS
   7,079    8,958    1,332   41,661   41,094   50,071   51,384    4,906    3,593

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -104)
    -588   -1,982      135      281   -1,487     -172   -3,334       67    3,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     16.3      2.4     75.8     74.7     91.1     93.5      8.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      42       43       15       78       78      128      128
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      274,887
COMMITMENTS
  35,394   44,791    6,660  208,303  205,470  250,357  256,921   24,530   17,966

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -522)
  -2,940   -9,909      677    1,405   -7,437     -859  -16,669      337   16,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     16.3      2.4     75.8     74.7     91.1     93.5      8.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      42       43       15       78       78      128      128
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      100,215
COMMITMENTS
  59,103   12,434    2,624    8,847   64,052   70,575   79,110   29,640   21,106

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -5,815)
  -7,956      -99      236    2,003   -9,475   -5,717   -9,338      -98    3,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.0     12.4      2.6      8.8     63.9     70.4     78.9     29.6     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      26       20       15       14       23       48       50
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,013
COMMITMENTS
   8,626    8,335        1   15,600   15,384   24,227   23,720    6,786    7,293

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      2,295)
    -530    1,879        1    2,531      448    2,002    2,328      293      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8     26.9      0.0     50.3     49.6     78.1     76.5     21.9     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      13        9        1       16       13       30       22
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       40,839
COMMITMENTS
  12,115    3,242      381   22,072   23,740   34,568   27,363    6,271   13,476

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -914)
   3,991      230       62   -4,775    4,846     -722    5,138     -192   -6,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7      7.9      0.9     54.0     58.1     84.6     67.0     15.4     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      15        7        2       23       22       39       30
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       10,595
COMMITMENTS
   4,882      715       10    4,226    9,493    9,118   10,218    1,477      377

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        384)
     267      307       10       64       27      341      344       43       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.1      6.7      0.1     39.9     89.6     86.1     96.4     13.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        2        8        4       16       10
```

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Updated July 1, 2011