```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,129
COMMITMENTS
      71      126       88    4,415    4,516    4,574    4,730      556      399

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -681)
    -121      -42      -20     -477     -458     -617     -521      -64     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      2.5      1.7     86.1     88.0     89.2     92.2     10.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        2       14       13       17       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       40,534
COMMITMENTS
   5,527    3,159    9,062   20,731   19,198   35,319   31,419    5,215    9,115

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -6,869)
  -1,292     -540   -1,958   -3,837   -3,221   -7,086   -5,719      217   -1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      7.8     22.4     51.1     47.4     87.1     77.5     12.9     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      14       14       21       36       30       61       54
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      332,349
COMMITMENTS
  60,245   45,901  120,958  120,770  119,229  301,973  286,089   30,376   46,260

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -2,979)
  -5,242  -16,963    9,198   -4,891    3,019     -934   -4,746   -2,045    1,767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     13.8     36.4     36.3     35.9     90.9     86.1      9.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      89      104      131       78       86      246      253
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      405,340
COMMITMENTS
 109,112   42,475  103,989  160,309  195,741  373,410  342,204   31,930   63,136

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -41,282)
  -6,988   -1,644  -33,311   -3,027   -5,365  -43,326  -40,319    2,043     -963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     10.5     25.7     39.5     48.3     92.1     84.4      7.9     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     117       94      148      102      150      292      337
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,874
COMMITMENTS
   3,493    2,639    1,154    2,325    3,680    6,972    7,472    1,902    1,401

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,007)
    -516     -583     -357     -272     -184   -1,146   -1,124      139      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.4     29.7     13.0     26.2     41.5     78.6     84.2     21.4     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      31       14       15       22       27       62       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       45,435
COMMITMENTS
  14,324    6,444   10,398   12,488   10,165   37,209   27,007    8,226   18,428

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:         51)
    -458     -528      483      -55       79      -31       34       82       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     14.2     22.9     27.5     22.4     81.9     59.4     18.1     40.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      63       39       44       51       75      137      139
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,692
COMMITMENTS
     170    4,033      246    8,424    5,124    8,840    9,403      851      289

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,557)
     -58     -901      -41   -1,600     -512   -1,699   -1,455      142     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     41.6      2.5     86.9     52.9     91.2     97.0      8.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2       12       11       16       15       27       29
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      109,679
COMMITMENTS
   6,081    5,578    5,051   98,318   98,560  109,450  109,189      229      490

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        655)
     -21       58       17      642      349      638      424       17      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      5.1      4.6     89.6     89.9     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        3       16       16       19       22
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      159,108
COMMITMENTS
  40,110   22,953    8,881   71,670   94,515  120,661  126,349   38,447   32,759

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     15,699)
  -8,756    9,821    1,633   20,289     -370   13,166   11,084    2,532    4,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2     14.4      5.6     45.0     59.4     75.8     79.4     24.2     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      25       28       18       27       28       60       66
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       74,304
COMMITMENTS
   5,459   39,353    1,217   59,465    5,010   66,141   45,580    8,163   28,724

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        343)
  -1,335    1,943      488      935     -220       88    2,211      255   -1,869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     53.0      1.6     80.0      6.7     89.0     61.3     11.0     38.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6       23        6       13       11       23       36
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      192,370
COMMITMENTS
  10,998   41,394   11,191  167,225  131,874  189,414  184,459    2,956    7,911

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      4,912)
 -13,874    3,527    5,704   10,226   -7,892    2,056    1,339    2,856    3,573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     21.5      5.8     86.9     68.6     98.5     95.9      1.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      22       57        8       25       20       52       83
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      199,170
COMMITMENTS
  39,537   41,480    8,922  131,275  114,342  179,733  164,743   19,437   34,427

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      9,484)
   3,369    8,140    4,737    8,826  -13,843   16,933     -966   -7,449   10,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     20.8      4.5     65.9     57.4     90.2     82.7      9.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      22       34       16       29       32       62       71
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      185,878
COMMITMENTS
  37,163   24,880   10,326  111,686  110,082  159,175  145,289   26,703   40,589

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     32,221)
  15,455   -8,085    5,017    2,853   36,890   23,325   33,822    8,896   -1,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     13.4      5.6     60.1     59.2     85.6     78.2     14.4     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22       33       19       25       27       60       66
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      497,323
COMMITMENTS
  37,560  250,620   65,420  352,607   96,137  455,586  412,177   41,737   85,147

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     12,893)
  -4,397    8,536    4,756   13,318     -101   13,677   13,192     -784     -298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     50.4     13.2     70.9     19.3     91.6     82.9      8.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      35       97       56       55       56      129      170
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       19,747
COMMITMENTS
  14,382   14,948      118    4,892    3,794   19,392   18,860      355      887

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,294)
     -19      635   -1,476      255     -636   -1,240   -1,477      -54      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.8     75.7      0.6     24.8     19.2     98.2     95.5      1.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        6        2        7        3       14       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,530
COMMITMENTS
   6,575   12,105      152   13,207    6,024   19,934   18,281    1,596    3,249

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:         77)
     777    1,099       -6     -610     -988      161      105      -84      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5     56.2      0.7     61.3     28.0     92.6     84.9      7.4     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       21        1       10        4       21       25
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,131,988
COMMITMENTS
 677,609  824,873  5440279  7183635  6827367 13301523 13092518  830,465  1039470

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    431,152)
   8,408   25,950  244,716  154,155  178,215  407,279  448,880   23,873  -17,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      5.8     38.5     50.8     48.3     94.1     92.6      5.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      46       75      102      145      148      259      263
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,128,233
COMMITMENTS
  67,167   99,847   92,259  774,287  767,554  933,713  959,660  194,519  168,573

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     86,713)
  -4,491   -9,685   21,510   55,487   62,824   72,506   74,648   14,207   12,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      8.8      8.2     68.6     68.0     82.8     85.1     17.2     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      590)
     108      133      112      247      253      424      433
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      404,241
COMMITMENTS
  14,439   10,951   40,341  271,503  238,606  326,282  289,898   77,959  114,343

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     44,480)
   2,075    2,620    8,761   31,361   23,664   42,198   35,046    2,282    9,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      2.7     10.0     67.2     59.0     80.7     71.7     19.3     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      16       20       29       79       64      113       98
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,619,959
COMMITMENTS
 318,622  499,458  204,615  2513919  2644738  3037156  3348810  582,803  271,149

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    211,167)
  -6,381  -35,082   37,298  120,626  195,797  151,543  198,012   59,624   13,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     13.8      5.7     69.4     73.1     83.9     92.5     16.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      554)
     103      124      100      226      236      390      401
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      107,184
COMMITMENTS
   6,261    5,684    1,702   91,221   96,083   99,184  103,469    7,999    3,714

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      3,310)
  -1,966   -1,458    1,056    4,985    4,598    4,075    4,196     -765     -886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      5.3      1.6     85.1     89.6     92.5     96.5      7.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
       5        6        2       59       37       65       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      101,063
COMMITMENTS
  15,561   11,643    4,210   73,547   80,024   93,317   95,876    7,746    5,187

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        888)
     500    2,157     -373    1,420     -660    1,547    1,125     -659     -237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     11.5      4.2     72.8     79.2     92.3     94.9      7.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      48       36       18       74       95      132      140
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       22,749
COMMITMENTS
     846    1,856      745   17,989   19,072   19,580   21,673    3,169    1,076

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        -60)
    -317        0       79      242     -373        4     -294      -64      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      8.2      3.3     79.1     83.8     86.1     95.3     13.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       13        7       15       10
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      391,575
COMMITMENTS
  84,655   60,013    6,244  277,788  304,759  368,687  371,016   22,888   20,559

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      4,738)
   2,499    9,200     -674    5,889   -1,433    7,714    7,093   -2,976   -2,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     15.3      1.6     70.9     77.8     94.2     94.7      5.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      48       35       17       67       92      125      135
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      180,480
COMMITMENTS
  11,683   63,130   11,438  140,060   75,190  163,181  149,758   17,298   30,722

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     18,452)
  -2,534   12,752    1,829   20,160    5,251   19,454   19,832   -1,003   -1,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     35.0      6.3     77.6     41.7     90.4     83.0      9.6     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      22       39       19       26       29       56       79
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       41,501
COMMITMENTS
   4,483    6,828    4,371   24,372    6,916   33,226   18,115    8,275   23,386

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      6,553)
     529      -54    4,304    1,134    1,548    5,967    5,798      586      755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     16.5     10.5     58.7     16.7     80.1     43.6     19.9     56.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11        9        3       21        9       33       20
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       68,827
COMMITMENTS
  10,776    4,333    8,204   42,152   19,402   61,132   31,939    7,695   36,888

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -2,408)
  -2,005    1,135    1,895    2,338    6,505    2,228    9,535   -4,636  -11,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      6.3     11.9     61.2     28.2     88.8     46.4     11.2     53.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      14        9        5       27       20       43       32
```

----

Updated June 8, 2012