```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,374
COMMITMENTS
      72      129       94    4,640    4,771    4,806    4,995      568      379

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:        244)
       1        3        7      225      255      232      265       12      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      2.4      1.8     86.3     88.8     89.4     92.9     10.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       16       12       19       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       41,716
COMMITMENTS
   5,825    2,995    9,368   21,198   20,326   36,390   32,689    5,326    9,028

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      1,182)
     298     -164      306      467    1,128    1,071    1,270      111      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      7.2     22.5     50.8     48.7     87.2     78.4     12.8     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      18       11       21       37       33       63       57
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      333,683
COMMITMENTS
  65,236   38,055  122,109  114,943  127,026  302,287  287,189   31,396   46,494

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      1,335)
   4,991   -7,846    1,150   -5,827    7,797      314    1,100    1,020      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     11.4     36.6     34.4     38.1     90.6     86.1      9.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
     111       92      140       80       88      265      265
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      399,957
COMMITMENTS
 108,900   42,127  103,173  158,042  192,034  370,115  337,335   29,843   62,623

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -5,383)
    -213     -348     -815   -2,267   -3,707   -3,295   -4,870   -2,087     -513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2     10.5     25.8     39.5     48.0     92.5     84.3      7.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
     116       95      152       94      149      286      341
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,594
COMMITMENTS
   3,329    2,616    1,329    2,219    3,491    6,877    7,436    1,718    1,158

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:       -280)
    -164      -23      175     -106     -188      -96      -37     -184     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7     30.4     15.5     25.8     40.6     80.0     86.5     20.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      33       16       13       18       25       56       49
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       47,029
COMMITMENTS
  15,166    5,489   11,339   12,063   10,388   38,569   27,216    8,460   19,813

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      1,594)
     843     -955      942     -425      222    1,360      209      234    1,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2     11.7     24.1     25.7     22.1     82.0     57.9     18.0     42.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      65       34       40       52       73      139      129
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,859
COMMITMENTS
     182    4,012      302    8,453    5,144    8,938    9,458      921      401

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:        167)
      12      -21       56       30       21       97       55       70      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     40.7      3.1     85.7     52.2     90.7     95.9      9.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3       11       11       15       14       26       28
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      106,092
COMMITMENTS
   6,256    5,800    5,164   94,490   94,702  105,910  105,666      182      426

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -3,587)
     175      222      113   -3,828   -3,858   -3,540   -3,523      -47      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      5.5      4.9     89.1     89.3     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        3        3       16       17       20       23
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      146,423
COMMITMENTS
  30,724   20,176   12,510   70,242   83,096  113,475  115,782   32,948   30,641

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -12,685)
  -9,387   -2,777    3,629   -1,428  -11,418   -7,186  -10,567   -5,499   -2,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     13.8      8.5     48.0     56.8     77.5     79.1     22.5     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      24       27       18       23       24       57       59
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       93,027
COMMITMENTS
   5,220   38,449   18,496   60,913    7,853   84,629   64,798    8,398   28,229

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     18,723)
    -239     -904   17,278    1,448    2,843   18,487   19,218      235     -495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6     41.3     19.9     65.5      8.4     91.0     69.7      9.0     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5       20        4       15       12       23       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      198,616
COMMITMENTS
  19,426   41,430   10,376  166,154  139,067  195,956  190,873    2,660    7,743

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      6,246)
   8,428       36     -815   -1,071    7,193    6,542    6,414     -296     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     20.9      5.2     83.7     70.0     98.7     96.1      1.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      21       52       12       25       20       55       80
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      186,265
COMMITMENTS
  28,280   51,093    5,749  134,650   96,583  168,679  153,425   17,586   32,840

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -12,905)
 -11,257    9,614   -3,173    3,375  -17,759  -11,054  -11,318   -1,851   -1,587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     27.4      3.1     72.3     51.9     90.6     82.4      9.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      23       34       18       30       29       63       71
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      182,816
COMMITMENTS
  38,038   25,253    8,403  116,772  111,466  163,213  145,122   19,604   37,695

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -3,062)
     875      372   -1,924    5,086    1,384    4,038     -167   -7,099   -2,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     13.8      4.6     63.9     61.0     89.3     79.4     10.7     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      22       28       16       26       28       58       62
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      476,459
COMMITMENTS
  41,220  236,272   68,033  330,256   95,330  439,510  399,636   36,950   76,824

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -20,864)
   3,660  -14,348    2,613  -22,350     -807  -16,077  -12,541   -4,787   -8,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     49.6     14.3     69.3     20.0     92.2     83.9      7.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      39       84       58       55       60      132      167
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,744
COMMITMENTS
  14,540   14,987      171    5,470    4,804   20,181   19,962      563      782

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:        997)
     158       39       53      578    1,010      789    1,102      208     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.1     72.2      0.8     26.4     23.2     97.3     96.2      2.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        7        2        7        3       13       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,485
COMMITMENTS
   6,640   10,525      628   18,395   12,864   25,663   24,017    1,822    3,468

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      5,955)
      65   -1,580      476    5,188    6,840    5,729    5,736      226      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     38.3      2.3     66.9     46.8     93.4     87.4      6.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       20        2       14        9       27       30
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,143,646
COMMITMENTS
 823,194  792,500  5340464  7119309  6984172 13282967 13117136  860,680  1026510

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     11,658)
 145,585  -32,373  -99,815  -64,326  156,806  -18,556   24,618   30,214  -12,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      5.6     37.8     50.3     49.4     93.9     92.7      6.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      53       67      107      144      146      263      262
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,205,704
COMMITMENTS
  65,865  100,092   94,461  850,915  841,557  1011242  1036110  194,463  169,595

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     77,472)
  -1,302      245    2,201   76,629   74,003   77,528   76,450      -56    1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      8.3      7.8     70.6     69.8     83.9     85.9     16.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      599)
     102      134      129      265      274      443      465
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      432,393
COMMITMENTS
  14,618    9,204   43,421  291,289  265,941  349,329  318,566   83,064  113,826

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     28,152)
     180   -1,747    3,080   19,787   27,335   23,047   28,668    5,105     -517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      2.1     10.0     67.4     61.5     80.8     73.7     19.2     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      19       20       33       85       70      122      107
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,866,560
COMMITMENTS
 306,776  504,981  204,658  2798130  2878077  3309564  3587717  556,996  278,843

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    246,600)
 -11,846    5,524       43  284,211  233,339  272,408  238,906  -25,808    7,694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     13.1      5.3     72.4     74.4     85.6     92.8     14.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      552)
      96      122      114      236      254      396      427
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      114,673
COMMITMENTS
   8,367    7,062      182   97,945  103,445  106,494  110,689    8,179    3,984

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      7,489)
   2,106    1,378   -1,520    6,724    7,362    7,310    7,220      180      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      6.2      0.2     85.4     90.2     92.9     96.5      7.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
       6        8        1       63       48       70       56
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      117,162
COMMITMENTS
  13,933   10,686    5,358   85,386   92,547  104,677  108,592   12,485    8,571

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     16,099)
  -1,628     -956    1,148   11,839   12,523   11,360   12,715    4,739    3,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      9.1      4.6     72.9     79.0     89.3     92.7     10.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      48       34       20       82      102      144      142
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       22,995
COMMITMENTS
   1,151    1,856      738   17,299   19,552   19,188   22,146    3,807      849

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:        247)
     305        0       -7     -690      480     -392      473      639     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      8.1      3.2     75.2     85.0     83.4     96.3     16.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        1       14       11       17       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      470,836
COMMITMENTS
  76,282   56,522   10,730  340,433  364,976  427,445  432,228   43,391   38,608

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     79,261)
  -8,372   -3,490    4,485   62,645   60,217   58,758   61,212   20,503   18,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     12.0      2.3     72.3     77.5     90.8     91.8      9.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      49       33       19       77      102      138      142
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      205,642
COMMITMENTS
  21,112   66,360   17,346  151,497   91,669  189,955  175,375   15,687   30,267

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     25,162)
   9,429    3,231    5,908   11,437   16,479   26,774   25,617   -1,612     -455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     32.3      8.4     73.7     44.6     92.4     85.3      7.6     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      15       41       17       26       29       53       76
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       27,804
COMMITMENTS
   2,637   10,629        0   18,204    5,071   20,841   15,700    6,963   12,104

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -13,697)
  -1,846    3,801   -4,371   -6,168   -1,845  -12,385   -2,415   -1,312  -11,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     38.2      0.0     65.5     18.2     75.0     56.5     25.0     43.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        7        0       17        5       24       12
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       37,699
COMMITMENTS
  10,906    8,282      184   21,919    7,859   33,009   16,325    4,690   21,374

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -31,128)
     130    3,949   -8,020  -20,233  -11,543  -28,123  -15,614   -3,005  -15,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     22.0      0.5     58.1     20.8     87.6     43.3     12.4     56.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      11       10        1       21       13       33       23
```

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Updated June 15, 2012