```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,538
COMMITMENTS
      76      119      116    4,675    4,921    4,866    5,156      671      382

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        164)
       4      -10       22       35      150       60      161      104        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      2.1      2.1     84.4     88.9     87.9     93.1     12.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       16       12       19       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       42,124
COMMITMENTS
   5,858    3,217    9,405   21,354   20,727   36,617   33,348    5,507    8,776

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        407)
      34      222       37      156      401      227      660      181     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      7.6     22.3     50.7     49.2     86.9     79.2     13.1     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      19       10       22       37       33       64       57
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      296,600
COMMITMENTS
  70,414   35,513   88,897  106,321  125,732  265,633  250,142   30,967   46,458

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -37,083)
   5,178   -2,542  -33,211   -8,622   -1,293  -36,655  -37,047     -428      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     12.0     30.0     35.8     42.4     89.6     84.3     10.4     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
     117       81      124       77       86      254      247
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      400,683
COMMITMENTS
 105,945   49,331  101,548  159,589  188,549  367,082  339,428   33,601   61,255

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        725)
  -2,955    7,204   -1,625    1,547   -3,485   -3,033    2,093    3,758   -1,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     12.3     25.3     39.8     47.1     91.6     84.7      8.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     113      108      141      103      147      283      344
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,097
COMMITMENTS
   2,695    3,184      953    2,769    2,470    6,418    6,607    1,679    1,490

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:       -498)
    -634      568     -375      550   -1,021     -459     -829      -39      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3     39.3     11.8     34.2     30.5     79.3     81.6     20.7     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      25       18       13       25       20       54       47
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       44,058
COMMITMENTS
  12,157    5,407   10,739   11,915    9,704   34,811   25,850    9,247   18,207

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -2,972)
  -3,010      -82     -600     -149     -683   -3,758   -1,366      787   -1,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6     12.3     24.4     27.0     22.0     79.0     58.7     21.0     41.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      55       32       46       52       76      126      138
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,935
COMMITMENTS
     179    4,055      273    8,564    5,214    9,015    9,542      920      393

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:         76)
      -4       43      -29      110       70       78       84       -1       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     40.8      2.7     86.2     52.5     90.7     96.0      9.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1       13       11       15       14       26       28
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      102,540
COMMITMENTS
   5,001    6,375    4,874   92,474   90,715  102,349  101,964      191      576

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -3,552)
  -1,255      575     -290   -2,016   -3,987   -3,561   -3,702        9      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      6.2      4.8     90.2     88.5     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        2       16       15       19       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      143,823
COMMITMENTS
  26,831   17,743   12,865   72,507   84,940  112,202  115,548   31,620   28,275

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -2,600)
  -3,893   -2,433      355    2,265    1,844   -1,273     -234   -1,327   -2,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     12.3      8.9     50.4     59.1     78.0     80.3     22.0     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      27       26       20       24       28       63       62
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,853
COMMITMENTS
  24,108   31,115        0   24,576    2,270   48,684   33,385    8,168   23,468

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -36,174)
  18,888   -7,334  -18,496  -36,336   -5,583  -35,944  -31,413     -230   -4,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4     54.7      0.0     43.2      4.0     85.6     58.7     14.4     41.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7       15        0       10        6       17       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      109,795
COMMITMENTS
  22,801   37,475      594   83,913   64,829  107,308  102,898    2,487    6,897

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -88,821)
   3,375   -3,955   -9,782  -82,241  -74,238  -88,648  -87,975     -173     -846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     34.1      0.5     76.4     59.0     97.7     93.7      2.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      20       42        4       17       23       38       68
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      128,788
COMMITMENTS
  32,567   49,003    4,092   74,001   45,370  110,660   98,466   18,128   30,322

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -57,477)
   4,287   -2,090   -1,656  -60,649  -51,213  -58,019  -54,960      542   -2,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     38.0      3.2     57.5     35.2     85.9     76.5     14.1     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      15       34       11       26       25       48       63
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      133,033
COMMITMENTS
  44,809   28,936    3,901   65,127   64,984  113,837   97,820   19,196   35,212

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -49,784)
   6,771    3,683   -4,502  -51,645  -46,482  -49,376  -47,301     -408   -2,482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7     21.8      2.9     49.0     48.8     85.6     73.5     14.4     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      21       29       12       20       23       47       58
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      361,083
COMMITMENTS
  56,047  195,686   33,673  234,982   59,061  324,701  288,419   36,381   72,663

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:   -115,377)
  14,826  -40,586  -34,360  -95,274  -36,270 -114,808 -111,216     -568   -4,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     54.2      9.3     65.1     16.4     89.9     79.9     10.1     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      40       85       50       46       49      122      148
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       21,484
COMMITMENTS
  14,870   14,900      257    5,922    5,572   21,049   20,729      435      755

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        740)
     330      -87       86      452      768      868      767     -128      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.2     69.4      1.2     27.6     25.9     98.0     96.5      2.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        5        2        8        4       15       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       12,612
COMMITMENTS
   3,564    5,777      149    6,587    4,245   10,300   10,171    2,312    2,441

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -14,873)
  -3,076   -4,748     -479  -11,808   -8,619  -15,363  -13,846      490   -1,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3     45.8      1.2     52.2     33.7     81.7     80.6     18.3     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9       15        1        4        6       14       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,817,112
COMMITMENTS
 1015717  681,403  4013402  5917872  6138529 10946991 10833334  870,121  983,778

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -2,326,535)
 192,523 -111,097 -1327062 -1201436 -845,643 -2335976 -2283802    9,441  -42,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      5.8     34.0     50.1     51.9     92.6     91.7      7.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      47       52       82      134      136      233      226
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      877,801
COMMITMENTS
  62,171   87,637   58,258  606,942  602,478  727,372  748,373  150,429  129,428

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:   -327,903)
  -3,694  -12,455  -36,202 -243,973 -239,079 -283,870 -287,736  -44,034  -40,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     10.0      6.6     69.1     68.6     82.9     85.3     17.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
      98      111       97      245      252      400      405
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      297,900
COMMITMENTS
   6,808    8,121   30,684  189,051  181,857  226,543  220,662   71,356   77,238

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:   -134,493)
  -7,811   -1,083  -12,737 -102,238  -84,085 -122,786  -97,905  -11,707  -36,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      2.7     10.3     63.5     61.0     76.0     74.1     24.0     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      13       15       26       69       56       98       83
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,899,508
COMMITMENTS
 286,562  407,326  128,126  2089454  2103106  2504143  2638558  395,365  260,950

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:   -967,052)
 -20,213  -97,656  -76,532 -708,676 -774,971 -805,421 -949,159 -161,631  -17,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     14.0      4.4     72.1     72.5     86.4     91.0     13.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      522)
      92      105       86      216      232      357      374
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       95,425
COMMITMENTS
   9,645    5,249      234   77,180   86,002   87,059   91,485    8,366    3,940

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -19,248)
   1,278   -1,813       52  -20,765  -17,443  -19,435  -19,204      187      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      5.5      0.2     80.9     90.1     91.2     95.9      8.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       7        6        3       54       32       63       39
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       67,168
COMMITMENTS
  15,702    4,775      412   45,341   58,961   61,455   64,148    5,712    3,019

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -49,995)
   1,769   -5,911   -4,946  -40,045  -33,586  -43,222  -44,444   -6,773   -5,551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      7.1      0.6     67.5     87.8     91.5     95.5      8.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      58       24       13       59       86      123      117
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      335,838
COMMITMENTS
  78,511   23,874    2,062  226,704  294,805  307,277  320,741   28,560   15,097

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:   -134,998)
   2,228  -32,649   -8,668 -113,729  -70,172 -120,168 -111,488  -14,830  -23,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      7.1      0.6     67.5     87.8     91.5     95.5      8.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      58       24       13       59       86      123      117
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      142,279
COMMITMENTS
  41,751   43,816    4,790   78,979   66,708  125,520  115,313   16,759   26,966

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -63,363)
  20,639  -22,545  -12,556  -72,518  -24,961  -64,435  -60,062    1,073   -3,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3     30.8      3.4     55.5     46.9     88.2     81.0     11.8     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       28       13       23       24       53       58
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       28,364
COMMITMENTS
   3,247   10,576        0   18,108    5,085   21,355   15,661    7,009   12,703

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        560)
     610      -53        0      -96       14      514      -39       46      599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     37.3      0.0     63.8     17.9     75.3     55.2     24.7     44.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        6        0       18        5       25       11
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       39,398
COMMITMENTS
  10,985    7,593      429   23,593   12,413   35,007   20,435    4,391   18,963

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      1,699)
      79     -689      245    1,674    4,554    1,998    4,110     -299   -2,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9     19.3      1.1     59.9     31.5     88.9     51.9     11.1     48.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12        7        1       22       16       34       24
```

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Updated June 22, 2012