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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED 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:        5,811
COMMITMENTS
     192      168      107    4,892    4,975    5,191    5,251      620      560

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:         -6)
       2       16       -7      -12       24      -17       32       11      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      2.9      1.8     84.2     85.6     89.3     90.4     10.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       13       12       17       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       47,403
COMMITMENTS
   6,818    3,700   11,019   24,568   22,419   42,405   37,137    4,998   10,266

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,246)
     674     -163      271      244    1,028    1,189    1,136       57      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      7.8     23.2     51.8     47.3     89.5     78.3     10.5     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      17       12       22       39       33       65       58
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      335,328
COMMITMENTS
  65,487   62,864  111,760  125,661  116,210  302,908  290,834   32,420   44,493

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      4,316)
   1,719   -1,318    1,098    2,005    4,575    4,821    4,355     -505      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     18.7     33.3     37.5     34.7     90.3     86.7      9.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      85      116      134       80       84      242      271
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      446,622
COMMITMENTS
 116,100   44,118  137,300  163,336  201,106  416,735  382,524   29,887   64,099

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:       -973)
  -4,584   -5,650    1,728    1,440    4,014   -1,416       91      444   -1,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0      9.9     30.7     36.6     45.0     93.3     85.6      6.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
     132       94      153      110      163      306      358
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        9,881
COMMITMENTS
   4,010    3,222    1,511    2,597    3,864    8,118    8,596    1,763    1,285

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        -31)
     124        8      -17      -90      182       18      173      -49     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.6     32.6     15.3     26.3     39.1     82.2     87.0     17.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      37       17       16       18       24       66       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       45,384
COMMITMENTS
  14,782    6,971    9,915   12,543   10,086   37,240   26,972    8,144   18,412

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -5,032)
  -2,390   -1,221   -1,793     -366     -565   -4,549   -3,578     -483   -1,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6     15.4     21.8     27.6     22.2     82.1     59.4     17.9     40.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      66       38       40       50       68      135      130
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED 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:       11,249
COMMITMENTS
     228    4,934      288   10,024    5,635   10,539   10,857      710      391

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        188)
    -272       68       -7      461      189      181      250        7      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     43.9      2.6     89.1     50.1     93.7     96.5      6.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3       11       10       19       16       29       30
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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:      109,024
COMMITMENTS
   6,102    5,520    5,034   97,676   98,211  108,812  108,765      212      259

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:       -555)
  -1,682     -110    1,681     -373   -2,117     -374     -546     -181       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      5.1      4.6     89.6     90.1     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
OPTION AND FUTURES COMBINED 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:      143,409
COMMITMENTS
  48,866   13,132    7,248   51,381   94,884  107,495  115,265   35,914   28,145

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -2,390)
  -9,036   -4,961    2,416    6,939   -1,137      319   -3,682   -2,709    1,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1      9.2      5.1     35.8     66.2     75.0     80.4     25.0     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      26       22       18       24       25       60       55
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       73,961
COMMITMENTS
   6,794   37,410      729   58,530    5,230   66,053   43,369    7,908   30,593

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        758)
   1,954   -2,342      454       86    1,463    2,494     -425   -1,736    1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     50.6      1.0     79.1      7.1     89.3     58.6     10.7     41.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8       20        4       13       12       23       34
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      189,686
COMMITMENTS
  36,167   33,340    4,185  122,449  128,185  162,801  165,709   26,886   23,977

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -1,241)
  -4,885    3,793    1,416    4,198   -7,274      729   -2,066   -1,970      824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     17.6      2.2     64.6     67.6     85.8     87.4     14.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      27       24       11       27       31       61       59
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      153,657
COMMITMENTS
  21,708   32,966    5,309  108,832   73,192  135,850  111,467   17,807   42,190

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -1,461)
   1,317   -5,348     -395   -2,158    6,204   -1,236      461     -225   -1,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     21.5      3.5     70.8     47.6     88.4     72.5     11.6     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      17       39       14       23       25       50       68
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      484,430
COMMITMENTS
  41,957  242,084   60,663  339,289   96,238  441,909  398,985   42,521   85,445

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     40,304)
   6,904   12,718   14,621   15,033   10,060   36,558   37,399    3,746    2,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     50.0     12.5     70.0     19.9     91.2     82.4      8.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      36       95       55       54       58      131      167
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   13,700,836
COMMITMENTS
 669,200  798,923  5195563  7029480  6649152 12894244 12643638  806,592  1057198

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -1,303)
  14,933      375   -1,093      258   26,654   14,098   25,937  -15,401  -27,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      5.8     37.9     51.3     48.5     94.1     92.3      5.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      56       65      104      143      147      258      265
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED 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:    1,041,519
COMMITMENTS
  71,658  109,532   70,749  718,800  704,730  861,207  885,012  180,312  156,508

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      4,709)
  -2,742    4,892   -1,212    8,642   -1,679    4,688    2,002       21    2,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     10.5      6.8     69.0     67.7     82.7     85.0     17.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      575)
     100      130       99      248      253      406      425
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      359,761
COMMITMENTS
  12,364    8,331   31,579  240,141  214,942  284,085  254,852   75,676  104,909

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -2,231)
  -1,311   -2,920      564    1,063   -3,851      315   -6,207   -2,546    3,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      2.3      8.8     66.8     59.7     79.0     70.8     21.0     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      18       16       28       78       65      110       96
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    3,408,792
COMMITMENTS
 325,003  534,540  167,317  2393293  2448941  2885613  3150798  523,179  257,995

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     34,698)
 -21,646   24,567    5,615   37,894   10,863   21,863   41,045   12,835   -6,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     15.7      4.9     70.2     71.8     84.7     92.4     15.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      536)
      93      122       86      224      232      368      389
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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:      103,873
COMMITMENTS
   8,227    7,142      646   86,236   91,485   95,109   99,273    8,764    4,600

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -1,643)
   1,271      678   -1,911     -974     -373   -1,614   -1,606      -29      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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+
OPTION AND FUTURES COMBINED 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:      100,176
COMMITMENTS
  15,061    9,485    4,583   72,127   80,683   91,771   94,752    8,405    5,424

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -2,768)
  -2,642      444   -1,804    1,729   -1,347   -2,716   -2,707      -51      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      9.5      4.6     72.0     80.5     91.6     94.6      8.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      49       36       22       75       89      138      134
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED 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:       22,808
COMMITMENTS
   1,163    1,856      666   17,747   19,445   19,576   21,967    3,232      841

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        352)
      28     -245       10    1,005      614    1,043      379     -691      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      8.1      2.9     77.8     85.3     85.8     96.3     14.2      3.7

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
OPTION AND FUTURES COMBINED 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:      386,837
COMMITMENTS
  82,155   50,812    6,919  271,899  306,192  360,973  363,923   25,863   22,914

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:    -15,600)
 -14,210    2,582   -8,207    3,619   -9,804  -18,797  -15,429    3,198     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     13.1      1.8     70.3     79.2     93.3     94.1      6.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      49       36       21       68       85      131      128
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      162,028
COMMITMENTS
  14,217   50,378    9,610  119,900   69,938  143,727  129,926   18,301   32,102

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      4,718)
 -15,719    3,373    1,280   23,241   -2,200    8,803    2,454   -4,085    2,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     31.1      5.9     74.0     43.2     88.7     80.2     11.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      18       36       17       24       28       52       71
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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