```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,617
COMMITMENTS
      65      122      122    4,745    4,986    4,932    5,230      685      387

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:         79)
     -11        3        6       70       65       65       74       14        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.2      2.2     84.5     88.8     87.8     93.1     12.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       16       13       19       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       43,746
COMMITMENTS
   5,556    3,269    9,990   22,254   21,706   37,800   34,965    5,946    8,781

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,622)
    -303       52      585      900      979    1,183    1,617      439        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      7.5     22.8     50.9     49.6     86.4     79.9     13.6     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      18       12       21       39       34       66       58
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      301,467
COMMITMENTS
  68,077   33,722   91,989  109,473  126,668  269,540  252,379   31,927   49,088

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      4,867)
  -2,337   -1,791    3,092    3,152      936    3,907    2,236      960    2,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     11.2     30.5     36.3     42.0     89.4     83.7     10.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     109       88      123       79       84      254      247
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      408,126
COMMITMENTS
 103,915   54,710  110,387  160,623  185,251  374,925  350,349   33,201   57,778

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      7,444)
  -2,030    5,379    8,839    1,034   -3,298    7,843   10,920     -400   -3,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     13.4     27.0     39.4     45.4     91.9     85.8      8.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      405)
     124      100      143      104      148      286      348
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,680
COMMITMENTS
   2,611    3,295      939    2,679    1,866    6,229    6,100    1,451    1,580

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:       -417)
     -84      111      -15      -90     -604     -189     -507     -228       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.0     42.9     12.2     34.9     24.3     81.1     79.4     18.9     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      24       22       13       24       23       55       52
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       45,219
COMMITMENTS
  10,349    6,877   11,278   13,309    8,498   34,936   26,654   10,283   18,565

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,162)
  -1,807    1,470      539    1,394   -1,206      126      803    1,036      358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9     15.2     24.9     29.4     18.8     77.3     58.9     22.7     41.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      42       42       45       64       71      127      143
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,011
COMMITMENTS
     177    4,006      319    8,602    5,382    9,098    9,707      913      303

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:         76)
      -2      -48       46       38      168       83      165       -7      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     40.0      3.2     85.9     53.8     90.9     97.0      9.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2       12       10       16       15       26       29
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      103,611
COMMITMENTS
   4,612    6,139    4,874   93,918   91,755  103,404  102,768      207      843

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,071)
    -389     -236        0    1,444    1,040    1,055      804       16      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      5.9      4.7     90.6     88.6     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       15       16       18       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      108,277
COMMITMENTS
  26,852   16,773    7,285   44,275   53,066   78,412   77,124   29,865   31,154

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -35,545)
      21     -970   -5,579  -28,232  -31,874  -33,790  -38,424   -1,755    2,879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     15.5      6.7     40.9     49.0     72.4     71.2     27.6     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      24       26       19       17       20       51       55
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,564
COMMITMENTS
   4,651   28,389      247   40,666    2,417   45,564   31,052    8,000   22,512

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -3,288)
 -19,457   -2,726      247   16,090      147   -3,121   -2,333     -168     -956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     53.0      0.5     75.9      4.5     85.1     58.0     14.9     42.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       15        1       11        7       18       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      121,524
COMMITMENTS
  32,190   39,837      617   85,932   74,997  118,739  115,451    2,785    6,073

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     11,729)
   9,389    2,362       23    2,019   10,168   11,431   12,553      298     -824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     32.8      0.5     70.7     61.7     97.7     95.0      2.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      26       44        5       14       23       41       71
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      121,666
COMMITMENTS
  35,626   35,580    4,018   64,642   52,132  104,285   91,730   17,381   29,936

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -7,122)
   3,059  -13,423      -74   -9,359    6,762   -6,375   -6,736     -747     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3     29.2      3.3     53.1     42.8     85.7     75.4     14.3     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      19       32       15       24       25       51       64
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      133,489
COMMITMENTS
  43,792   38,195    5,113   69,626   50,140  118,531   93,448   14,958   40,041

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        456)
  -1,017    9,260    1,212    4,499  -14,844    4,694   -4,372   -4,238    4,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8     28.6      3.8     52.2     37.6     88.8     70.0     11.2     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      21       38       18       21       21       53       66
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      371,622
COMMITMENTS
  38,715  199,084   36,385  258,340   59,786  333,440  295,254   38,182   76,368

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     10,539)
 -17,332    3,398    2,712   23,358      725    8,739    6,835    1,800    3,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     53.6      9.8     69.5     16.1     89.7     79.5     10.3     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      45       95       53       50       50      129      164
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       19,125
COMMITMENTS
  14,920   14,896      343    3,516    3,121   18,779   18,360      346      765

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -2,359)
      50       -4       86   -2,406   -2,451   -2,270   -2,369      -89       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.0     77.9      1.8     18.4     16.3     98.2     96.0      1.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        5        3        7        4       15       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       16,601
COMMITMENTS
   6,108    5,532      149    7,651    8,737   13,908   14,418    2,693    2,183

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      3,989)
   2,544     -245        0    1,064    4,492    3,608    4,247      381     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.8     33.3      0.9     46.1     52.6     83.8     86.9     16.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10       18        1        6        7       17       25
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,613,732
COMMITMENTS
 1132598  544,481  3876192  5742478  6223990 10751268 10644664  862,464  969,068

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:   -203,380)
 116,882 -136,922 -137,210 -175,395   85,461 -195,723 -188,670   -7,657  -14,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      4.7     33.4     49.4     53.6     92.6     91.7      7.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      58       45       82      135      136      236      226
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      917,701
COMMITMENTS
  73,787   91,757   62,929  628,161  634,374  764,877  789,060  152,824  128,641

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     39,900)
  11,616    4,120    4,671   21,219   31,896   37,506   40,687    2,394     -786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     10.0      6.9     68.4     69.1     83.3     86.0     16.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      579)
     106      126      106      237      251      411      417
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      304,280
COMMITMENTS
   6,595    9,244   31,419  196,769  185,277  234,783  225,940   69,497   78,339

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      6,380)
    -213    1,123      734    7,718    3,421    8,239    5,278   -1,860    1,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      3.0     10.3     64.7     60.9     77.2     74.3     22.8     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      15       15       27       70       58      100       87
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,067,109
COMMITMENTS
 358,229  434,832  135,286  2156958  2245481  2650474  2815599  416,635  251,509

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    167,601)
  71,667   27,506    7,160   67,504  142,375  146,331  177,042   21,270   -9,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     14.2      4.4     70.3     73.2     86.4     91.8     13.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      538)
     102      119       94      207      228      369      381
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,957
COMMITMENTS
   7,176    4,832    1,240   82,509   88,809   90,925   94,881    8,032    4,076

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      3,532)
  -2,469     -417    1,006    5,329    2,807    3,866    3,396     -334      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      4.9      1.3     83.4     89.7     91.9     95.9      8.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       8        4        2       56       31       65       36
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       68,969
COMMITMENTS
  17,294    5,347      525   46,243   60,113   64,063   65,985    4,906    2,984

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,801)
   1,592      572      113      902    1,152    2,607    1,837     -806      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      7.8      0.8     67.0     87.2     92.9     95.7      7.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      57       26       15       62       85      126      119
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      344,845
COMMITMENTS
  86,469   26,734    2,627  231,217  300,565  320,313  329,926   24,532   14,919

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      9,007)
   7,958    2,860      565    4,512    5,760   13,035    9,186   -4,028     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      7.8      0.8     67.0     87.2     92.9     95.7      7.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      57       26       15       62       85      126      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      134,997
COMMITMENTS
  40,289   41,718    5,210   69,970   64,314  115,469  111,242   19,528   23,755

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -7,282)
  -1,462   -2,097      419   -9,009   -2,394  -10,051   -4,071    2,768   -3,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8     30.9      3.9     51.8     47.6     85.5     82.4     14.5     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      23       34       15       23       25       54       66
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       27,409
COMMITMENTS
   2,781    9,707        0   17,866    5,327   20,647   15,034    6,762   12,375

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:       -955)
    -466     -869        0     -242      242     -708     -627     -247     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     35.4      0.0     65.2     19.4     75.3     54.9     24.7     45.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        7        0       18        6       25       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       35,357
COMMITMENTS
  10,608    8,438      441   20,234   13,205   31,283   22,084    4,074   13,273

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -4,041)
    -377      845       12   -3,359      792   -3,724    1,649     -317   -5,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0     23.9      1.2     57.2     37.3     88.5     62.5     11.5     37.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12        8        1       19       15       31       24
```

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Updated June 29, 2012