```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,351
COMMITMENTS
     353    1,214        2    2,171    1,780    2,526    2,996      825      355

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        191)
       9        7       -1      144      156      152      162       39       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     36.2      0.1     64.8     53.1     75.4     89.4     24.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        1       11       10       14       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,184
COMMITMENTS
   5,062    4,234    1,132   23,934   24,869   30,128   30,235    5,056    4,949

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      2,426)
     793      208      505    1,189    1,756    2,487    2,469      -61      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     12.0      3.2     68.0     70.7     85.6     85.9     14.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      18        9       16       34       33       59       52
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      220,067
COMMITMENTS
  48,866   50,432   40,145  109,563   98,041  198,574  188,618   21,493   31,449

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -4,534)
  -3,494    5,616     -668    1,764   -7,980   -2,398   -3,032   -2,136   -1,502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     22.9     18.2     49.8     44.6     90.2     85.7      9.8     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      79       81      100       42       69      171      214
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      339,216
COMMITMENTS
 110,005   64,977   44,344  159,710  166,930  314,059  276,251   25,157   62,965

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -6,163)
  -5,008    2,251   -2,202    1,662   -1,506   -5,548   -1,457     -615   -4,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     19.2     13.1     47.1     49.2     92.6     81.4      7.4     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
      87      100      116       90      156      249      318
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,302
COMMITMENTS
   4,485    4,997      547    3,106    2,485    8,138    8,029    2,164    2,273

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        336)
      72       -2      243     -103      -73      212      168      124      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     48.5      5.3     30.1     24.1     79.0     77.9     21.0     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      28       42        9       10       16       46       61
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,029
COMMITMENTS
  14,759    5,400    4,091   10,914    8,171   29,764   17,662    6,265   18,367

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -2,099)
  -2,243      435      385     -637     -859   -2,495      -39      396   -2,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0     15.0     11.4     30.3     22.7     82.6     49.0     17.4     51.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      40       32       38       38       58       96      115
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      102,869
COMMITMENTS
   8,224        0        0   93,277  102,438  101,501  102,438    1,368      431

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      3,050)
   1,784        0        0      574    2,951    2,358    2,951      692       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      0.0      0.0     90.7     99.6     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        0        0       16       14       22       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      120,245
COMMITMENTS
  31,219    9,942      168   41,488   94,763   72,875  104,873   47,370   15,372

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -3,141)
  -4,789      225       14    1,174   -2,964   -3,601   -2,725      460     -416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      8.3      0.1     34.5     78.8     60.6     87.2     39.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      31       10        4       25       23       58       35
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       66,776
COMMITMENTS
  23,088    8,363        2   18,312   46,575   41,402   54,940   25,374   11,836

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -1,528)
  -1,321     -385        2    3,080   -2,649    1,761   -3,032   -3,289    1,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     12.5      0.0     27.4     69.7     62.0     82.3     38.0     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15        9        1       12       10       28       19
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      147,410
COMMITMENTS
 113,219    4,538      242   26,660  140,639  140,121  145,419    7,289    1,991

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:       -172)
     908   -2,861      108     -941    2,559       75     -194     -247       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.8      3.1      0.2     18.1     95.4     95.1     98.6      4.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      72       12        3       20       22       94       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      110,336
COMMITMENTS
  28,090   42,233      293   59,457   47,228   87,840   89,754   22,496   20,582

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      6,583)
  -2,237   10,978       -3   17,220   -2,464   14,980    8,511   -8,397   -1,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     38.3      0.3     53.9     42.8     79.6     81.3     20.4     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      25       22        5       28       26       56       50
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:       99,264
COMMITMENTS
  32,188   24,182      121   41,588   41,871   73,897   66,174   25,367   33,090

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -4,189)
  -5,828    1,539     -121      971   -1,538   -4,978     -120      789   -4,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     24.4      0.1     41.9     42.2     74.4     66.7     25.6     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      22       34        7       23       25       51       61
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      258,663
COMMITMENTS
  75,182   56,053      896  134,068  156,886  210,146  213,835   48,517   44,828

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      8,130)
 -14,759    7,757     -237   28,115     -870   13,119    6,650   -4,989    1,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     21.7      0.3     51.8     60.7     81.2     82.7     18.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      49       56       18       45       53      104      117
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       32,498
COMMITMENTS
  28,797   26,201       66    2,439    6,102   31,302   32,369    1,196      129

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.6     80.6      0.2      7.5     18.8     96.3     99.6      3.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        2        1        4        7       14       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,930
COMMITMENTS
  23,234    9,358        0    4,023   20,138   27,257   29,496    3,673    1,434

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      1,294)
     716     -536        0      196    1,695      912    1,159      382      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.1     30.3      0.0     13.0     65.1     88.1     95.4     11.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      17       10        0        3       13       20       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,168,262
COMMITMENTS
 1374677  1125287  1059661  6748662  6933480  9183000  9118428  985,262  1049834

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:    136,281)
 -14,533   99,941   26,584  113,619    4,920  125,670  131,445   10,611    4,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     11.1     10.4     66.4     68.2     90.3     89.7      9.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      52       73       85      141      158      255      261
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      896,257
COMMITMENTS
  83,607   99,834   25,022  609,141  632,271  717,771  757,127  178,486  139,129

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     25,788)
   2,670   13,973      955   13,270   -3,579   16,895   11,349    8,892   14,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     11.1      2.8     68.0     70.5     80.1     84.5     19.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      550)
     103      104       49      227      220      360      344
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      335,533
COMMITMENTS
  14,766   28,927    4,165  188,417  257,091  207,348  290,183  128,185   45,350

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     10,173)
  -1,186    1,442    1,838    2,168    4,096    2,820    7,376    7,353    2,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      8.6      1.2     56.2     76.6     61.8     86.5     38.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      10       18        7       58       56       72       77
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,803,618
COMMITMENTS
 414,291  424,621   34,202  2103621  1875899  2552114  2334722  251,504  468,896

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     78,074)
  19,882   63,257   -5,017   55,512  -38,377   70,377   19,863    7,697   58,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     15.1      1.2     75.0     66.9     91.0     83.3      9.0     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      515)
     103       97       38      198      202      322      316
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      110,011
COMMITMENTS
   9,872    7,418        0   91,442   98,725  101,314  106,143    8,697    3,868

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -4,135)
     158   -1,440     -621   -4,060   -2,281   -4,523   -4,342      388      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      6.7      0.0     83.1     89.7     92.1     96.5      7.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      12        6        0       49       37       61       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       87,582
COMMITMENTS
  18,991    6,423    3,302   55,325   73,284   77,618   83,008    9,964    4,574

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -5,496)
  -3,340    1,099   -1,346   -1,405   -5,723   -6,091   -5,969      595      474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      7.3      3.8     63.2     83.7     88.6     94.8     11.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      64       32       18       79       91      149      137
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       18,634
COMMITMENTS
   1,567    1,875        0   12,247   15,663   13,814   17,538    4,820    1,096

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -1,879)
  -2,000      897        0     -749   -2,907   -2,749   -2,010      870      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     10.1      0.0     65.7     84.1     74.1     94.1     25.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        0       13       12       16       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      344,740
COMMITMENTS
 100,939   36,561    2,687  215,392  288,104  319,018  327,352   25,722   17,388

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:    -18,083)
 -12,525   -4,815     -902   -3,282  -14,079  -16,709  -19,796   -1,374    1,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     10.6      0.8     62.5     83.6     92.5     95.0      7.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      65       33       14       72       85      139      130
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      110,968
COMMITMENTS
  63,002    9,959        7   16,551   84,371   79,560   94,337   31,408   16,631

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -4,122)
   1,823     -301     -127   -3,937   -3,753   -2,241   -4,181   -1,881       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.8      9.0      0.0     14.9     76.0     71.7     85.0     28.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      25       14        2       14       21       39       37
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       46,675
COMMITMENTS
  15,743    7,063    3,696   20,197   19,548   39,636   30,307    7,039   16,368

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -1,536)
     243     -535       62   -1,461      496   -1,156       23     -380   -1,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     15.1      7.9     43.3     41.9     84.9     64.9     15.1     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      17       11        3       18       17       35       31
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       55,377
COMMITMENTS
  11,204   11,380    2,867   33,895   36,801   47,966   51,048    7,411    4,329

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -1,895)
     180    1,347   -1,084   -1,735      159   -2,639      422      744   -2,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     20.6      5.2     61.2     66.5     86.6     92.2     13.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      16       13        4       24       27       42       42
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       30,909
COMMITMENTS
   3,052    1,098      300   23,249   27,604   26,601   29,002    4,308    1,907

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        181)
    -664      152        0      220       67     -444      219      625      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      3.6      1.0     75.2     89.3     86.1     93.8     13.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        3        1       22       23       28       27
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       39,065
COMMITMENTS
  11,173    1,857       17   20,009   34,252   31,199   36,126    7,866    2,939

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:       -753)
      91     -267        0   -1,270     -611   -1,179     -878      426      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      4.8      0.0     51.2     87.7     79.9     92.5     20.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      18        5        1       21       19       39       25
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       10,671
COMMITMENTS
   4,979    2,160       77    4,239    8,071    9,295   10,308    1,376      363

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:         74)
      95       62       64       -8       29      151      155      -77      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     20.2      0.7     39.7     75.6     87.1     96.6     12.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        4        1        5        2       16        6
```

----

Updated May 27, 2011