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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,112
COMMITMENTS
     147      157       50    4,359    4,370    4,556    4,577      556      535

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:         -4)
      -2        7        4       -1       23        1       34       -5      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      3.1      1.0     85.3     85.5     89.1     89.5     10.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        2       11       11       15       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,605
COMMITMENTS
   5,968    7,404    1,043   16,892   14,653   23,903   23,100    3,702    4,505

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        856)
     477     -133       95      184      754      756      716      100      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     26.8      3.8     61.2     53.1     86.6     83.7     13.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      11       16       15       29       22       49       44
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      270,961
COMMITMENTS
  67,163   79,445   57,650  117,218   95,929  242,031  233,024   28,930   37,937

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      5,802)
   1,733     -641    1,362    2,852    5,184    5,947    5,905     -145     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     29.3     21.3     43.3     35.4     89.3     86.0     10.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      79      109      114       63       78      207      256
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      329,817
COMMITMENTS
 115,038   73,370   45,372  143,906  157,507  304,316  276,249   25,501   53,568

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -1,932)
  -2,580   -3,624      143      -31    2,559   -2,468     -922      536   -1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     22.2     13.8     43.6     47.8     92.3     83.8      7.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     114       92      118       78      150      246      321
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,600
COMMITMENTS
   3,960    3,348    1,309    2,578    3,706    7,847    8,363    1,753    1,237

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        -33)
     125       34      -29      -89      164        7      169      -40     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3     34.9     13.6     26.9     38.6     81.7     87.1     18.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      34       19       12       18       24       62       49
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,874
COMMITMENTS
  14,658    9,057    5,083   11,962    9,042   31,703   23,182    7,171   15,692

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -2,709)
  -2,181   -1,691      315     -464     -339   -2,330   -1,715     -379     -994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     23.3     13.1     30.8     23.3     81.6     59.6     18.4     40.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      61       38       31       33       54      108      112
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,574
COMMITMENTS
     147    5,041       67    9,805    5,217   10,019   10,325      555      249

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        180)
    -276      104      -28      487      150      183      226       -3      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     47.7      0.6     92.7     49.3     94.8     97.6      5.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1       13        6       18       12       24       26
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      107,777
COMMITMENTS
   6,102    5,520    5,034   96,429   96,964  107,565  107,518      212      259

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:       -779)
  -1,682     -110    1,681     -597   -2,341     -598     -770     -181       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      5.1      4.7     89.5     90.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        3       16       16       19       22
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      126,626
COMMITMENTS
  48,793   14,708    1,013   45,130   84,629   94,936  100,350   31,690   26,276

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -4,366)
  -8,784   -4,314      869    6,349   -2,344   -1,566   -5,789   -2,800    1,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     11.6      0.8     35.6     66.8     75.0     79.2     25.0     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      22       24       10       22       23       52       49
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       71,895
COMMITMENTS
   6,882   37,478      225   57,697    4,355   64,804   42,058    7,091   29,837

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:         63)
   1,981   -2,274       40     -478    1,002    1,543   -1,232   -1,480    1,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     52.1      0.3     80.3      6.1     90.1     58.5      9.9     41.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8       20        3       12        9       21       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      187,458
COMMITMENTS
  24,872   37,867    5,487  156,999  139,766  187,358  183,120      100    4,338

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -1,796)
   2,457     -664   -1,191      -81    2,720    1,185      865   -2,981   -2,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     20.2      2.9     83.8     74.6     99.9     97.7      0.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      28       53        8       22       21       56       77
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      181,435
COMMITMENTS
  36,052   34,577      854  120,129  123,473  157,035  158,904   24,400   22,531

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -3,062)
  -4,790    5,075      -74    3,953   -8,882     -911   -3,881   -2,151      819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     19.1      0.5     66.2     68.1     86.6     87.6     13.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      25       26        7       23       29       54       56
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      140,684
COMMITMENTS
  21,620   32,950      196  103,632   69,457  125,448  102,603   15,236   38,081

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -1,484)
   1,137   -5,548      -32   -2,511    6,420   -1,406      840      -78   -2,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     23.4      0.1     73.7     49.4     89.2     72.9     10.8     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17       31        2       17       20       35       52
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      394,160
COMMITMENTS
  40,287  243,702    2,798  318,223   71,325  361,308  317,825   32,852   76,335

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     17,452)
   5,573   13,627      200    9,912    1,711   15,685   15,538    1,767    1,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     61.8      0.7     80.7     18.1     91.7     80.6      8.3     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      34       84       19       47       50       95      139
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       21,041
COMMITMENTS
  14,401   14,313    1,594    4,637    4,430   20,632   20,337      409      704

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        499)
     -99     -834      434      369    1,187      704      787     -205     -288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.4     68.0      7.6     22.0     21.1     98.1     96.7      1.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        3        4        8        5       18       12
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,453
COMMITMENTS
   5,798   11,006      158   13,817    7,012   19,773   18,176    1,680    3,277

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:         14)
  -2,620    1,079      158    2,419   -1,133      -43      104       57      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     51.3      0.7     64.4     32.7     92.2     84.7      7.8     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       20        2       10        4       19       25
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,570,861
COMMITMENTS
 732,774  1089405  1652997  5428825  4848359  7814596  7590761  756,265  980,100

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:    -20,274)
  29,144   24,103  -36,904    4,136   23,295   -3,624   10,494  -16,650  -30,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     12.7     19.3     63.3     56.6     91.2     88.6      8.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      53       50       82      131      137      225      237
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      881,189
COMMITMENTS
  71,857  113,173   22,380  618,591  602,236  712,828  737,788  168,361  143,401

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      7,701)
  -2,172    4,679   -1,740   10,212    1,296    6,300    4,235    1,401    3,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     12.8      2.5     70.2     68.3     80.9     83.7     19.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      543)
      86      116       55      236      239      357      376
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      273,113
COMMITMENTS
  11,805    9,253    7,091  186,795  159,773  205,691  176,117   67,422   96,996

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:       -245)
  -1,334   -3,368       92    2,813   -1,594    1,571   -4,870   -1,816    4,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      3.4      2.6     68.4     58.5     75.3     64.5     24.7     35.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      13       11        8       61       53       78       69
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,040,378
COMMITMENTS
 324,205  543,544   52,498  2158981  2212313  2535684  2808355  504,694  232,023

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     39,728)
 -19,969   24,453    6,620   36,993   14,452   23,644   45,525   16,084   -5,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     17.9      1.7     71.0     72.8     83.4     92.4     16.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      515)
      85      111       47      212      218      324      349
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      103,853
COMMITMENTS
   8,227    7,142      646   86,236   91,485   95,109   99,273    8,744    4,580

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -1,647)
   1,271      678   -1,911     -963     -368   -1,603   -1,601      -44      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      6.9      0.6     83.0     88.1     91.6     95.6      8.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
       8        9        2       53       31       62       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       98,712
COMMITMENTS
  14,998    9,638    4,092   71,377   79,721   90,467   93,450    8,245    5,262

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -2,761)
  -2,612      495   -1,801    1,676   -1,396   -2,737   -2,702      -24      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      9.8      4.1     72.3     80.8     91.6     94.7      8.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      47       36       17       72       88      130      131
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       22,798
COMMITMENTS
   1,163    1,856      666   17,747   19,445   19,576   21,967    3,222      831

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        349)
      28     -245       10    1,005      614    1,043      379     -694      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      8.1      2.9     77.8     85.3     85.9     96.4     14.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        1       13        8       16       11
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      379,569
COMMITMENTS
  81,840   51,573    4,465  268,151  301,378  354,456  357,416   25,113   22,153

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:    -15,548)
 -14,062    2,837   -8,193    3,355  -10,048  -18,900  -15,404    3,352     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     13.6      1.2     70.6     79.4     93.4     94.2      6.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      47       36       15       64       83      121      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      142,616
COMMITMENTS
  14,788   50,315      493  112,809   62,740  128,090  113,548   14,526   29,068

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      2,653)
 -15,211    3,418      360   21,971   -2,927    7,120      851   -4,467    1,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     35.3      0.3     79.1     44.0     89.8     79.6     10.2     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      14       33        6       22       22       40       57
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,948
COMMITMENTS
   3,954    6,882       67   23,238    5,368   27,259   12,317    7,689   22,631

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:       -147)
      23     -907       67      -87       68        3     -772     -150      625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     19.7      0.2     66.5     15.4     78.0     35.2     22.0     64.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9        7        1       18        7       27       15
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       71,235
COMMITMENTS
  12,781    3,198    6,309   39,814   12,897   58,904   22,404   12,331   48,831

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      2,615)
    -328     -581     -490    2,972     -186    2,154   -1,257      461    3,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      4.5      8.9     55.9     18.1     82.7     31.5     17.3     68.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      13        6        2       23       17       37       24
```

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Updated June 5, 2012