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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,498
COMMITMENTS
      51      126       31    3,936    3,965    4,018    4,122      480      376

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -614)
     -96      -31      -19     -423     -405     -538     -455      -76     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      2.8      0.7     87.5     88.2     89.3     91.6     10.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        2       12       12       15       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,603
COMMITMENTS
   4,952    5,962      731   14,114   12,795   19,797   19,488    3,806    4,115

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -4,002)
  -1,016   -1,442     -312   -2,778   -1,858   -4,106   -3,612      104     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     25.3      3.1     59.8     54.2     83.9     82.6     16.1     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      14       13       14       25       22       44       44
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      269,249
COMMITMENTS
  62,260   64,176   65,223  113,991  100,364  241,474  229,763   27,775   39,486

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,712)
  -4,903  -15,269    7,573   -3,227    4,435     -557   -3,261   -1,155    1,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     23.8     24.2     42.3     37.3     89.7     85.3     10.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      87       88      111       64       84      216      239
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      326,300
COMMITMENTS
 107,260   67,804   45,594  145,134  158,840  297,988  272,238   28,312   54,062

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -3,517)
  -7,778   -5,566      222    1,228    1,333   -6,328   -4,011    2,811      494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     20.8     14.0     44.5     48.7     91.3     83.4      8.7     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
     103       97      124       80      144      249      319
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,589
COMMITMENTS
   3,444    2,731      973    2,280    3,533    6,697    7,237    1,892    1,352

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,011)
    -516     -617     -336     -298     -173   -1,150   -1,126      139      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     31.8     11.3     26.5     41.1     78.0     84.3     22.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      30       14       13       21       26       59       48
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,923
COMMITMENTS
  14,153    8,520    5,569   11,980    9,105   31,702   23,194    7,221   15,729

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:         49)
    -505     -537      486       18       63       -1       12       50       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     21.9     14.3     30.8     23.4     81.4     59.6     18.6     40.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      57       40       32       35       60      110      118
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,130
COMMITMENTS
     112    4,131       51    8,244    4,792    8,407    8,974      723      156

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,444)
     -35     -910      -16   -1,561     -425   -1,612   -1,351      168      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     45.2      0.6     90.3     52.5     92.1     98.3      7.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2       11        8       15       12       23       25
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      108,216
COMMITMENTS
   6,081    5,578    5,051   96,855   97,097  107,987  107,726      229      490

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        439)
     -21       58       17      426      133      422      208       17      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      5.2      4.7     89.5     89.7     99.8     99.5      0.2      0.5

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 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      137,391
COMMITMENTS
  39,559   24,653    1,222   63,694   81,024  104,475  106,899   32,916   30,492

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     10,765)
  -9,234    9,945      209   18,564   -3,605    9,539    6,549    1,226    4,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     17.9      0.9     46.4     59.0     76.0     77.8     24.0     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      19       32       11       24       25       51       60
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       71,967
COMMITMENTS
   5,747   39,395      388   58,443    4,008   64,578   43,791    7,389   28,176

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:         72)
  -1,135    1,917      163      746     -347     -226    1,733      298   -1,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     54.7      0.5     81.2      5.6     89.7     60.8     10.3     39.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       22        4       12        9       21       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      192,370
COMMITMENTS
  10,998   41,394   11,191  167,225  131,874  189,414  184,459    2,956    7,911

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      4,912)
 -13,874    3,527    5,704   10,226   -7,892    2,056    1,339    2,856    3,573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     21.5      5.8     86.9     68.6     98.5     95.9      1.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      22       57        8       25       20       52       83
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      184,583
COMMITMENTS
  39,042   41,909    2,648  126,489  107,399  168,179  151,956   16,404   32,627

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      3,148)
   2,990    7,332    1,794    6,360  -16,074   11,144   -6,948   -7,996   10,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     22.7      1.4     68.5     58.2     91.1     82.3      8.9     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      19       35       11       26       30       55       66
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      169,663
COMMITMENTS
  37,376   25,303    3,350  104,807  105,560  145,533  134,213   24,130   35,450

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     28,979)
  15,756   -7,647    3,154    1,175   36,103   20,085   31,610    8,894   -2,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     14.9      2.0     61.8     62.2     85.8     79.1     14.2     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       25        7       19       25       46       53
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      401,812
COMMITMENTS
  36,651  251,069    5,152  328,987   69,903  370,790  326,124   31,022   75,688

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      7,652)
  -3,636    7,367    2,354   10,764   -1,422    9,482    8,299   -1,830     -647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     62.5      1.3     81.9     17.4     92.3     81.2      7.7     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      33       84       21       50       48       94      142
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       19,747
COMMITMENTS
  14,382   14,948      118    4,892    3,794   19,392   18,860      355      887

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,294)
     -19      635   -1,476      255     -636   -1,240   -1,477      -54      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.8     75.7      0.6     24.8     19.2     98.2     95.5      1.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        6        2        7        3       14       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,530
COMMITMENTS
   6,575   12,105      152   13,207    6,024   19,934   18,281    1,596    3,249

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:         77)
     777    1,099       -6     -610     -988      161      105      -84      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     56.2      0.7     61.3     28.0     92.6     84.9      7.4     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       21        1       10        4       21       25
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,593,930
COMMITMENTS
 733,866  1103779  1541648  5533575  4975431  7809089  7620858  784,841  973,072

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     23,069)
   1,092   14,374 -111,349  104,750  127,072   -5,507   30,097   28,576   -7,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     12.8     17.9     64.4     57.9     90.9     88.7      9.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      47       56       82      128      138      221      238
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      933,308
COMMITMENTS
  67,549  104,261   34,691  651,526  640,740  753,766  779,693  179,542  153,615

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     52,119)
  -4,308   -8,912   12,312   32,934   38,505   40,938   41,905   11,181   10,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     11.2      3.7     69.8     68.7     80.8     83.5     19.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      555)
      92      115       63      234      241      369      380
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      300,032
COMMITMENTS
  14,171   11,604   11,568  205,937  171,439  231,676  194,611   68,356  105,421

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     26,919)
   2,366    2,351    4,477   19,142   11,666   25,985   18,494      934    8,425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      3.9      3.9     68.6     57.1     77.2     64.9     22.8     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      13       12       10       63       53       83       71
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,166,379
COMMITMENTS
 318,787  515,182   63,719  2227943  2346507  2610449  2925408  555,930  240,971

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    126,001)
  -5,418  -28,362   11,221   68,962  134,194   74,765  117,053   51,236    8,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     16.3      2.0     70.4     74.1     82.4     92.4     17.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      529)
      90      112       54      215      223      340      356
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      107,175
COMMITMENTS
   6,261    5,684    1,702   91,219   96,077   99,182  103,463    7,993    3,712

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      3,322)
  -1,966   -1,458    1,056    4,983    4,592    4,073    4,190     -751     -868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      5.3      1.6     85.1     89.6     92.5     96.5      7.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
       5        6        2       59       37       65       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       99,322
COMMITMENTS
  15,452   11,714    3,660   72,674   78,905   91,786   94,279    7,536    5,043

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        611)
     454    2,077     -432    1,296     -816    1,319      829     -708     -218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     11.8      3.7     73.2     79.4     92.4     94.9      7.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      45       35       12       70       94      122      136
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       22,740
COMMITMENTS
     846    1,856      745   17,989   19,072   19,580   21,673    3,160    1,067

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        -58)
    -317        0       79      242     -373        4     -294      -62      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      8.2      3.3     79.1     83.9     86.1     95.3     13.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       13        7       15       10
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      382,912
COMMITMENTS
  84,112   60,371    3,495  273,423  299,164  361,030  363,030   21,882   19,882

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      3,343)
   2,272    8,798     -970    5,272   -2,214    6,574    5,614   -3,231   -2,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     15.8      0.9     71.4     78.1     94.3     94.8      5.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      45       34       11       62       90      114      130
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      158,833
COMMITMENTS
  12,579   63,751      724  132,503   66,629  145,806  131,104   13,027   27,729

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     16,217)
  -2,209   13,436      231   19,694    3,889   17,716   17,556   -1,499   -1,339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     40.1      0.5     83.4     41.9     91.8     82.5      8.2     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      17       38        9       24       23       45       66
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       41,501
COMMITMENTS
   4,483    6,828    4,371   24,372    6,916   33,226   18,115    8,275   23,386

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      6,553)
     529      -54    4,304    1,134    1,548    5,967    5,798      586      755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     16.5     10.5     58.7     16.7     80.1     43.6     19.9     56.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11        9        3       21        9       33       20
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       68,827
COMMITMENTS
  10,776    4,333    8,204   42,152   19,402   61,132   31,939    7,695   36,888

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -2,408)
  -2,005    1,135    1,895    2,338    6,505    2,228    9,535   -4,636  -11,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      6.3     11.9     61.2     28.2     88.8     46.4     11.2     53.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      14        9        5       27       20       43       32
```

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Updated June 8, 2012