```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,730
COMMITMENTS
     191      120      112    4,875    4,871    5,178    5,103      552      627

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:         28)
      -2        8       -7       22       70       13       70       15      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      2.1      2.0     85.1     85.0     90.4     89.1      9.6     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       14       12       18       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       47,607
COMMITMENTS
   6,424    3,799   11,205   25,034   21,753   42,663   36,757    4,944   10,850

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -1,316)
     102     -303     -316     -747     -311     -962     -930     -355     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      8.0     23.5     52.6     45.7     89.6     77.2     10.4     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      16       15       20       38       34       63       60
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      332,862
COMMITMENTS
  62,235   73,069  107,223  129,182  107,980  298,641  288,272   34,221   44,590

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -4,055)
  -2,121     -454   -3,044   -1,509   -1,406   -6,673   -4,903    2,618      848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     22.0     32.2     38.8     32.4     89.7     86.6     10.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     102      104      131       77       80      242      271
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      448,677
COMMITMENTS
 118,472   59,930  126,444  169,440  197,363  414,356  383,737   34,320   64,940

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -1,640)
  -3,760   -4,668    1,753      350      467   -1,657   -2,448       17      808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     13.4     28.2     37.8     44.0     92.4     85.5      7.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      422)
     114      118      151      116      164      310      367
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,474
COMMITMENTS
   3,611    2,966    1,530    2,751    3,534    7,892    8,030    1,582    1,444

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        235)
      15     -282      380     -174       79      221      178       13       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1     31.3     16.1     29.0     37.3     83.3     84.8     16.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      30       23       17       18       22       62       52
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       49,000
COMMITMENTS
  16,288    8,311   10,622   13,178   10,237   40,089   29,170    8,911   19,830

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -1,667)
    -199       77   -1,173     -997     -312   -2,369   -1,408      702     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2     17.0     21.7     26.9     20.9     81.8     59.5     18.2     40.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      54       43       38       59       73      132      137
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,966
COMMITMENTS
     499    4,924      193    9,459    5,273   10,151   10,390      815      577

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        521)
      75      319       -6      432    1,664      502    1,978       19   -1,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     44.9      1.8     86.3     48.1     92.6     94.7      7.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2       10        8       17       16       26       27
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      131,804
COMMITMENTS
   8,741    6,404    3,288  119,181  120,603  131,210  130,295      594    1,509

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      4,293)
     -17      -65       25    4,427    2,958    4,435    2,918     -142    1,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      4.9      2.5     90.4     91.5     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        3        2       16       16       20       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      151,573
COMMITMENTS
  65,819   15,059    4,117   41,942  109,895  111,877  129,070   39,696   22,503

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -6,259)
  -3,400    5,333      471    3,152  -10,647      223   -4,844   -6,482   -1,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.4      9.9      2.7     27.7     72.5     73.8     85.2     26.2     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      37       17       14       25       26       68       51
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       64,690
COMMITMENTS
   6,127   32,821       94   47,517    3,970   53,738   36,885   10,952   27,805

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     18,200)
   1,147   11,347        0   17,426      613   18,573   11,960     -373    6,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     50.7      0.1     73.5      6.1     83.1     57.0     16.9     43.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6       17        1       13        9       19       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      174,386
COMMITMENTS
  35,857   21,412    5,051  129,136  142,486  170,044  168,949    4,342    5,437

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     14,217)
 -17,523    4,960    4,260   28,034    2,615   14,771   11,835     -554    2,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     12.3      2.9     74.1     81.7     97.5     96.9      2.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      37       32        9       19       21       61       57
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      204,708
COMMITMENTS
  57,440   32,614    1,597  104,590  151,259  163,626  185,469   41,081   19,238

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        408)
  -2,223   -1,959      683    4,409    3,475    2,869    2,198   -2,460   -1,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1     15.9      0.8     51.1     73.9     79.9     90.6     20.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      42       20        7       25       33       71       56
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      150,343
COMMITMENTS
  17,558   51,822    4,298  112,734   48,043  134,590  104,163   15,753   46,180

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -1,618)
   1,129   -5,816      565   -2,752    3,703   -1,058   -1,548     -560      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     34.5      2.9     75.0     32.0     89.5     69.3     10.5     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      15       44       16       26       22       53       70
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      420,524
COMMITMENTS
  40,239  212,846   41,531  301,909   82,267  383,678  336,644   36,845   83,880

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     55,869)
   4,638   34,412   10,852   38,952    2,996   54,442   48,259    1,427    7,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     50.6      9.9     71.8     19.6     91.2     80.1      8.8     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      40       93       49       58       55      127      168
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,259
COMMITMENTS
  14,370   15,146    1,171    3,801    2,975   19,342   19,292      917      967

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      1,282)
     670      445      -40      383      677    1,013    1,082      269      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.9     74.8      5.8     18.8     14.7     95.5     95.2      4.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        4        2        6        5       15       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       17,263
COMMITMENTS
   9,124    6,527      162    5,462    8,723   14,748   15,412    2,515    1,851

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:       -706)
  -2,564    1,063       37    2,035   -1,179     -492      -79     -214     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.9     37.8      0.9     31.6     50.5     85.4     89.3     14.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      14       18        1        8        6       22       25
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,958,264
COMMITMENTS
 792,360  852,113  5231041  7110132  6809511 13133533 12892666  824,731  1065599

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:    -43,031)
-142,680  170,276   58,047   95,703 -324,154   11,070  -95,832  -54,101   52,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      6.1     37.5     50.9     48.8     94.1     92.4      5.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      59       57      102      143      146      257      257
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,035,083
COMMITMENTS
  86,875   97,253   83,349  690,545  712,467  860,769  893,068  174,314  142,015

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     60,246)
  -2,588  -10,882   16,939   34,533   40,719   48,884   46,776   11,362   13,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      9.4      8.1     66.7     68.8     83.2     86.3     16.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      591)
     119      119      114      251      254      429      429
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      355,218
COMMITMENTS
  15,329   13,731   34,888  229,590  216,880  279,807  265,499   75,411   89,719

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     25,494)
   2,560    3,385    6,542   15,182    6,163   24,284   16,091    1,210    9,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      3.9      9.8     64.6     61.1     78.8     74.7     21.2     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      20       17       31       78       66      114       99
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,399,324
COMMITMENTS
 410,497  470,371  189,538  2304776  2477937  2904811  3137846  494,513  261,478

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:    173,759)
  -4,797  -50,392   31,040   96,754  172,778  122,997  153,425   50,762   20,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     13.8      5.6     67.8     72.9     85.5     92.3     14.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      553)
     113      113      103      223      234      389      397
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      102,056
COMMITMENTS
  11,475    6,706       17   81,998   90,169   93,490   96,892    8,567    5,165

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:       -602)
     984     -509   -1,102     -381    1,155     -499     -456     -103     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      6.6      0.0     80.3     88.4     91.6     94.9      8.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
       9        7        1       55       34       65       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      104,901
COMMITMENTS
  22,506    8,151    4,960   68,573   86,788   96,039   99,899    8,862    5,002

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -1,393)
   3,973   -1,955     -905   -3,490    2,541     -422     -319     -971   -1,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      7.8      4.7     65.4     82.7     91.6     95.2      8.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      65       37       26       79       90      158      139
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       21,268
COMMITMENTS
   1,711    1,361      629   15,495   18,461   17,835   20,451    3,433      817

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        644)
     745      113        7      827      490    1,579      610     -935       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      6.4      3.0     72.9     86.8     83.9     96.2     16.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        1       13        9       18       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      418,164
COMMITMENTS
 116,186   46,163    9,442  265,392  341,635  391,020  397,239   27,143   20,924

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:    -10,187)
  19,751   -6,727   -8,173  -21,585   10,256  -10,007   -4,643     -181   -5,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8     11.0      2.3     63.5     81.7     93.5     95.0      6.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      64       37       23       71       85      148      132
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      158,182
COMMITMENTS
  51,299   46,934    6,142   78,547   77,432  135,988  130,509   22,194   27,673

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -3,798)
 -20,768     -906    1,821   17,186   -5,594   -1,762   -4,679   -2,036      881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4     29.7      3.9     49.7     49.0     86.0     82.5     14.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      24       31       15       23       29       56       66
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,519
COMMITMENTS
   4,016    7,179        0   23,708    5,381   27,724   12,560    7,795   22,959

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -5,627)
  -5,698   -6,356        0     -781      338   -6,479   -6,018      852      391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     20.2      0.0     66.7     15.1     78.1     35.4     21.9     64.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        7        0       18        7       28       14
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       66,621
COMMITMENTS
  13,135    3,630    6,613   30,364   16,434   50,112   26,677   16,509   39,944

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -3,459)
  -5,304    1,083   -1,373     -436    1,667   -7,113    1,377    3,654   -4,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      5.4      9.9     45.6     24.7     75.2     40.0     24.8     60.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      11        6        4       21       20       35       27
```

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Updated May 21, 2012