```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,817
COMMITMENTS
     190      153      115    4,904    4,951    5,208    5,219      609      598

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:         87)
      -1       33        3       29       80       30      116       57      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      2.6      2.0     84.3     85.1     89.5     89.7     10.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       14       12       18       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       46,158
COMMITMENTS
   6,144    3,862   10,748   24,324   21,391   41,216   36,001    4,941   10,156

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -1,449)
    -279       64     -457     -711     -362   -1,447     -756       -2     -694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      8.4     23.3     52.7     46.3     89.3     78.0     10.7     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      16       14       20       38       33       62       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      331,011
COMMITMENTS
  63,768   64,182  110,663  123,656  111,635  298,086  286,480   32,925   44,531

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -1,851)
   1,532   -8,887    3,439   -5,526    3,655     -554   -1,792   -1,296      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     19.4     33.4     37.4     33.7     90.1     86.5      9.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      92      105      126       80       86      238      268
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      447,595
COMMITMENTS
 120,684   49,769  135,572  161,896  197,092  418,152  382,432   29,443   65,163

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -1,082)
   2,212  -10,162    9,128   -7,544     -271    3,796   -1,305   -4,877      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     11.1     30.3     36.2     44.0     93.4     85.4      6.6     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
     121      110      152      110      163      305      362
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,912
COMMITMENTS
   3,885    3,214    1,528    2,687    3,681    8,100    8,423    1,812    1,489

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        438)
     274      248       -2      -64      147      208      393      230       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.2     32.4     15.4     27.1     37.1     81.7     85.0     18.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      37       18       15       19       22       66       48
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,416
COMMITMENTS
  17,172    8,192   11,708   12,910   10,651   41,789   30,551    8,627   19,866

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,416)
     884     -119    1,085     -269      414    1,701    1,380     -284       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     16.2     23.2     25.6     21.1     82.9     60.6     17.1     39.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      67       40       41       54       72      139      137
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       11,060
COMMITMENTS
     500    4,866      295    9,563    5,447   10,358   10,608      702      452

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:         94)
       1      -57      102      104      174      207      218     -113     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     44.0      2.7     86.5     49.2     93.6     95.9      6.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        9       10       18       16       29       29
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      109,579
COMMITMENTS
   7,784    5,630    3,353   98,049  100,328  109,186  109,311      393      268

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    -22,225)
    -957     -774       65  -21,132  -20,275  -22,024  -20,984     -201   -1,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      5.1      3.1     89.5     91.6     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        2       16       16       19       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      145,799
COMMITMENTS
  57,902   18,093    4,832   44,442   96,021  107,176  118,947   38,623   26,852

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -5,774)
  -7,917    3,035      715    2,500  -13,873   -4,702  -10,123   -1,072    4,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.7     12.4      3.3     30.5     65.9     73.5     81.6     26.5     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      26       19       11       25       25       55       51
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       73,203
COMMITMENTS
   4,841   39,752      275   58,444    3,766   63,560   43,793    9,643   29,410

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      8,513)
  -1,286    6,931      181   10,927     -204    9,821    6,908   -1,309    1,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     54.3      0.4     79.8      5.1     86.8     59.8     13.2     40.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5       20        2       12        9       17       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      189,254
COMMITMENTS
  22,415   38,531    6,678  157,080  137,046  186,173  182,255    3,081    6,999

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     14,868)
 -13,442   17,119    1,627   27,944   -5,440   16,129   13,306   -1,261    1,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     20.4      3.5     83.0     72.4     98.4     96.3      1.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      31       46       10       24       22       63       72
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      190,928
COMMITMENTS
  41,052   29,547    2,769  118,250  135,459  162,072  167,775   28,856   23,153

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    -13,780)
 -16,388   -3,067    1,173   13,661  -15,800   -1,554  -17,694  -12,226    3,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     15.5      1.5     61.9     70.9     84.9     87.9     15.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      27       20       10       26       32       57       58
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      155,118
COMMITMENTS
  20,392   38,314    5,704  110,990   66,988  137,086  111,006   18,032   44,112

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      4,775)
   2,833  -13,508    1,407   -1,743   18,945    2,497    6,843    2,279   -2,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     24.7      3.7     71.6     43.2     88.4     71.6     11.6     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      15       39       15       23       24       50       66
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      444,126
COMMITMENTS
  35,053  229,365   46,043  324,255   86,178  405,351  361,586   38,775   82,540

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     23,602)
  -5,186   16,520    4,512   22,347    3,911   21,673   24,942    1,930   -1,339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     51.6     10.4     73.0     19.4     91.3     81.4      8.7     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      32       91       49       55       57      120      164
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,542
COMMITMENTS
  14,500   15,147    1,160    4,268    3,243   19,928   19,550      614      992

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        283)
     130        1      -11      467      268      586      258     -303       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.6     73.7      5.6     20.8     15.8     97.0     95.2      3.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        4        3        7        5       17       12
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,439
COMMITMENTS
   8,418    9,927        0   11,398    8,145   19,816   18,072    1,623    3,367

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      4,176)
    -706    3,400     -162    5,936     -578    5,068    2,660     -892    1,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.3     46.3      0.0     53.2     38.0     92.4     84.3      7.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10       23        0       12        5       22       28
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,702,139
COMMITMENTS
 654,267  798,547  5196656  7029223  6622498 12880146 12617701  821,993  1084438

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:   -256,125)
-138,092  -53,566  -34,385  -80,910 -187,014 -253,388 -274,965   -2,738   18,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      5.8     37.9     51.3     48.3     94.0     92.1      6.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      58       62      103      140      142      254      259
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,036,810
COMMITMENTS
  74,400  104,640   71,961  710,158  706,409  856,519  883,010  180,291  153,800

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,727)
 -12,475    7,388  -11,388   19,613   -6,059   -4,250  -10,058    5,977   11,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     10.1      6.9     68.5     68.1     82.6     85.2     17.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      566)
     102      119       97      245      249      403      410
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      361,992
COMMITMENTS
  13,675   11,251   31,016  239,079  218,793  283,769  261,060   78,222  100,932

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      6,773)
  -1,654   -2,481   -3,872    9,489    1,913    3,963   -4,440    2,811   11,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      3.1      8.6     66.0     60.4     78.4     72.1     21.6     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      17       16       24       78       64      108       92
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,374,094
COMMITMENTS
 346,649  509,972  161,702  2355399  2438078  2863750  3109753  510,344  264,342

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    -25,230)
 -63,848   39,602  -27,836   50,623  -39,859  -41,061  -28,094   15,831    2,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     15.1      4.8     69.8     72.3     84.9     92.2     15.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      528)
      97      110       87      220      230      365      379
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,516
COMMITMENTS
   6,956    6,464    2,557   87,210   91,858   96,723  100,879    8,793    4,637

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      3,460)
  -4,519     -242    2,540    5,212    1,689    3,233    3,987      226     -528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      6.1      2.4     82.7     87.1     91.7     95.6      8.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
       8        7        2       54       33       63       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      102,944
COMMITMENTS
  17,703    9,042    6,386   70,398   82,030   94,487   97,458    8,456    5,485

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -1,958)
  -4,803      891    1,427    1,825   -4,758   -1,552   -2,441     -406      483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      8.8      6.2     68.4     79.7     91.8     94.7      8.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      51       40       20       79       92      143      139
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       22,456
COMMITMENTS
   1,135    2,101      656   16,742   18,831   18,533   21,588    3,923      868

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,188)
    -576      740       27    1,247      370      698    1,137      490       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      9.4      2.9     74.6     83.9     82.5     96.1     17.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        1       13        8       16       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      402,436
COMMITMENTS
  96,365   48,230   15,125  268,280  315,996  379,771  379,352   22,666   23,085

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    -15,728)
 -19,821    2,068    5,683    2,888  -25,639  -11,250  -17,888   -4,478    2,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     12.0      3.8     66.7     78.5     94.4     94.3      5.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      53       37       18       72       88      136      132
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      157,310
COMMITMENTS
  29,936   47,005    8,329   96,659   72,138  134,925  127,472   22,386   29,838

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:       -872)
 -21,363       70    2,187   18,113   -5,295   -1,063   -3,037      192    2,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     29.9      5.3     61.4     45.9     85.8     81.0     14.2     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      14       40       17       22       27       50       70
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,095
COMMITMENTS
   3,931    7,789        0   23,325    5,300   27,256   13,089    7,839   22,006

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:       -424)
     -85      610        0     -383      -81     -468      529       44     -953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     22.2      0.0     66.5     15.1     77.7     37.3     22.3     62.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        7        0       19        6       29       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       68,620
COMMITMENTS
  13,109    3,779    6,799   36,842   13,083   56,750   23,661   11,870   44,959

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,999)
     -26      149      186    6,478   -3,351    6,638   -3,016   -4,639    5,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      5.5      9.9     53.7     19.1     82.7     34.5     17.3     65.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      13        7        2       24       17       38       25
```

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Updated May 25, 2012