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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,384
COMMITMENTS
     246    1,247      165    3,091    2,595    3,503    4,008      881      376

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        402)
       0       24       28      311      314      339      366       63       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6     28.5      3.8     70.5     59.2     79.9     91.4     20.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        5        2       14       10       17       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       54,652
COMMITMENTS
   5,917    1,435   11,770   29,618   31,140   47,304   44,344    7,348   10,308

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      4,643)
   1,305        9    1,538    1,919    2,621    4,762    4,167     -118      476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      2.6     21.5     54.2     57.0     86.6     81.1     13.4     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      24        6       23       41       39       72       62
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      261,950
COMMITMENTS
  49,655   40,745   70,071  117,972  115,225  237,697  226,041   24,253   35,909

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:       -516)
  -2,868    8,645     -202    3,866   -7,641      797      802   -1,313   -1,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     15.6     26.7     45.0     44.0     90.7     86.3      9.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      95       71      110       55       73      194      223
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      460,444
COMMITMENTS
  98,090   32,155  153,021  177,448  198,906  428,560  384,082   31,885   76,363

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      6,965)
 -11,103    2,066   11,234    5,529   -2,311    5,660   10,989    1,305   -4,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      7.0     33.2     38.5     43.2     93.1     83.4      6.9     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     110       92      141      113      174      290      353
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,523
COMMITMENTS
   4,464    4,961      701    3,115    2,519    8,279    8,181    2,243    2,342

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        315)
      76       21      226     -103      -73      199      173      116      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4     47.1      6.7     29.6     23.9     78.7     77.7     21.3     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      28       42       11       11       16       48       62
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,709
COMMITMENTS
  14,696    3,905    8,697   12,063    8,928   35,456   21,529    7,253   21,181

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:       -987)
  -2,363      849      920     -295   -1,019   -1,738      750      751   -1,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.4      9.1     20.4     28.2     20.9     83.0     50.4     17.0     49.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      44       30       39       48       67      109      124
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      103,845
COMMITMENTS
   8,211        0       13   94,253  103,402  102,477  103,414    1,368      431

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      3,096)
   1,784        0        0      620    2,996    2,404    2,997      692       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0      0.0     90.8     99.6     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        0        1       16       15       22       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      129,337
COMMITMENTS
  30,698    9,604    3,096   44,526   99,181   78,321  111,882   51,016   17,455

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -2,583)
  -4,861      269      139    1,126   -2,410   -3,597   -2,002    1,014     -581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      7.4      2.4     34.4     76.7     60.6     86.5     39.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      30       13       11       25       26       61       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       69,223
COMMITMENTS
  23,127    8,139      831   18,991   47,314   42,950   56,284   26,273   12,939

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -1,706)
  -1,353     -427      -66    3,009   -2,622    1,591   -3,114   -3,296    1,409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4     11.8      1.2     27.4     68.3     62.0     81.3     38.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16        9        5       13       13       32       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      147,410
COMMITMENTS
 113,219    4,538      242   26,660  140,639  140,121  145,419    7,289    1,991

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:       -172)
     908   -2,861      108     -941    2,559       75     -194     -247       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.8      3.1      0.2     18.1     95.4     95.1     98.6      4.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      72       12        3       20       22       94       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      118,492
COMMITMENTS
  27,893   42,359    3,588   62,721   50,481   94,201   96,428   24,291   22,064

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      7,125)
  -2,790   10,980      431   17,759   -2,475   15,400    8,936   -8,275   -1,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     35.7      3.0     52.9     42.6     79.5     81.4     20.5     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      24       25       12       29       30       62       58
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      112,501
COMMITMENTS
  32,607   25,400    5,465   47,080   45,462   85,152   76,327   27,349   36,174

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -3,779)
  -5,657    1,237       87      718   -1,215   -4,851      109    1,072   -3,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0     22.6      4.9     41.8     40.4     75.7     67.8     24.3     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      29       38       20       26       27       66       74
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      309,166
COMMITMENTS
  74,201   51,892   35,214  145,532  170,650  254,947  257,756   54,219   51,410

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     12,111)
 -14,069    7,943    2,019   28,526      636   16,475   10,598   -4,365    1,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     16.8     11.4     47.1     55.2     82.5     83.4     17.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      56       66       61       48       56      135      152
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       32,498
COMMITMENTS
  28,797   26,201       66    2,439    6,102   31,302   32,369    1,196      129

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    88.6     80.6      0.2      7.5     18.8     96.3     99.6      3.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        2        1        4        7       14       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,930
COMMITMENTS
  23,234    9,358        0    4,023   20,138   27,257   29,496    3,673    1,434

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      1,294)
     716     -536        0      196    1,695      912    1,159      382      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.1     30.3      0.0     13.0     65.1     88.1     95.4     11.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      17       10        0        3       13       20       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   16,539,588
COMMITMENTS
 1316603  730,847  5316464  8848407  9338953 15481473 15386264  1058115  1153324

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:    310,157)
 -32,601   56,938  115,703  217,466  135,127  300,568  307,767    9,590    2,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      4.4     32.1     53.5     56.5     93.6     93.0      6.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      57       83      113      163      173      299      295
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,012,001
COMMITMENTS
  81,936   98,319   68,983  669,945  692,937  820,864  860,239  191,137  151,762

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        557)
   3,977   13,052   -9,765   -3,793  -18,224   -9,581  -14,938   10,137   15,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      9.7      6.8     66.2     68.5     81.1     85.0     18.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      578)
     120      114       92      242      233      411      391
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      411,576
COMMITMENTS
  16,714   28,659   29,544  228,361  299,190  274,620  357,394  136,956   54,183

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -8,317)
    -528      787   -6,434  -10,277   -7,218  -17,239  -12,864    8,921    4,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      7.0      7.2     55.5     72.7     66.7     86.8     33.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      18       23       29       73       65      107      101
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,002,123
COMMITMENTS
 403,062  425,253  120,241  2207916  1968736  2731218  2514230  270,905  487,894

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     44,370)
  23,936   62,734  -18,068   32,423  -55,033   38,290  -10,367    6,080   54,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     14.2      4.0     73.5     65.6     91.0     83.7      9.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      530)
     115      100       79      212      214      365      355
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      110,015
COMMITMENTS
   9,872    7,418        0   91,443   98,728  101,315  106,146    8,700    3,869

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -4,139)
     158   -1,440     -621   -4,062   -2,283   -4,525   -4,344      386      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      6.7      0.0     83.1     89.7     92.1     96.5      7.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      12        6        0       50       37       62       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       88,960
COMMITMENTS
  19,143    6,315    3,736   55,924   74,184   78,802   84,236   10,158    4,725

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -6,634)
  -3,360      764   -1,430   -2,119   -6,390   -6,909   -7,055      275      421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      7.1      4.2     62.9     83.4     88.6     94.7     11.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      66       32       21       80       93      153      141
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       18,650
COMMITMENTS
   1,567    1,875        0   12,253   15,663   13,820   17,538    4,830    1,112

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -2,213)
  -2,000      848        0     -743   -3,197   -2,743   -2,349      530      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     10.1      0.0     65.7     84.0     74.1     94.0     25.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        0       14       12       17       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      351,551
COMMITMENTS
 102,215   36,538    4,343  218,352  292,606  324,910  333,488   26,640   18,063

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:    -22,109)
 -12,634   -6,252   -1,315   -6,882  -15,963  -20,830  -23,531   -1,278    1,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1     10.4      1.2     62.1     83.2     92.4     94.9      7.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      67       33       17       76       88      146      135
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      121,505
COMMITMENTS
  63,588   10,437    4,277   19,865   87,428   87,731  102,142   33,774   19,363

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -4,051)
   1,853     -398     -375   -3,895   -3,690   -2,417   -4,463   -1,633      412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.3      8.6      3.5     16.3     72.0     72.2     84.1     27.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      27       19       11       18       21       51       45
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       46,675
COMMITMENTS
  15,743    7,063    3,696   20,197   19,548   39,636   30,307    7,039   16,368

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -1,536)
     243     -535       62   -1,461      496   -1,156       23     -380   -1,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7     15.1      7.9     43.3     41.9     84.9     64.9     15.1     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      17       11        3       18       17       35       31
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       55,377
COMMITMENTS
  11,204   11,380    2,867   33,895   36,801   47,966   51,048    7,411    4,329

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -1,895)
     180    1,347   -1,084   -1,735      159   -2,639      422      744   -2,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2     20.6      5.2     61.2     66.5     86.6     92.2     13.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      16       13        4       24       27       42       42
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       30,909
COMMITMENTS
   3,052    1,098      300   23,249   27,604   26,601   29,002    4,308    1,907

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        181)
    -664      152        0      220       67     -444      219      625      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      3.6      1.0     75.2     89.3     86.1     93.8     13.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        3        1       22       23       28       27
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       39,065
COMMITMENTS
  11,173    1,857       17   20,009   34,252   31,199   36,126    7,866    2,939

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:       -753)
      91     -267        0   -1,270     -611   -1,179     -878      426      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6      4.8      0.0     51.2     87.7     79.9     92.5     20.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      18        5        1       21       19       39       25
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       10,671
COMMITMENTS
   4,979    2,160       77    4,239    8,071    9,295   10,308    1,376      363

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:         74)
      95       62       64       -8       29      151      155      -77      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.7     20.2      0.7     39.7     75.6     87.1     96.6     12.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        4        1        5        2       16        6
```

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Updated May 27, 2011