BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,185
COMMITMENTS
      60        0        0    3,225    4,016    3,285    4,016      900      169

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:         84)
       0        0        0      129       84      129       84      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     77.1     96.0     78.5     96.0     21.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15        8       16        8
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,243
COMMITMENTS
     416    8,385      212   24,211   14,162   24,839   22,759    3,404    5,484

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        482)
     115       31      -98      323      262      340      195      142      287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     29.7      0.8     85.7     50.1     87.9     80.6     12.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3       20        6       29       22       37       43
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      182,151
COMMITMENTS
  44,290   29,781   27,979   88,994   96,891  161,263  154,651   20,888   27,500

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -2,099)
   1,040    3,253     -743   -1,696    1,388   -1,399    3,898     -700   -5,997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     16.3     15.4     48.9     53.2     88.5     84.9     11.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      70       66       82       45       60      166      173
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      325,154
COMMITMENTS
 113,490   53,433   52,811  132,770  158,503  299,071  264,747   26,083   60,407

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -5,670)
  -3,959    5,742   -2,201       14   -7,616   -6,146   -4,075      476   -1,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     16.4     16.2     40.8     48.7     92.0     81.4      8.0     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      375)
     117       70      101       74      159      240      291
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,361
COMMITMENTS
   3,458    2,754    1,331    2,715    3,458    7,504    7,543    1,857    1,818

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:       -295)
      81      512     -363      -82     -221     -364      -72       69     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     29.4     14.2     29.0     36.9     80.2     80.6     19.8     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       26       11       16       16       41       48
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       33,485
COMMITMENTS
  14,155    6,590    2,395   10,509    7,114   27,059   16,099    6,426   17,386

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        946)
    -100     -210      362      404       10      666      162      280      784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3     19.7      7.2     31.4     21.2     80.8     48.1     19.2     51.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      35       24       20       37       50       83       84
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       31,282
COMMITMENTS
   3,699      982      721   21,232   26,567   25,652   28,270    5,630    3,012

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      2,020)
       0       17        4    2,010     -629    2,014     -608        6    2,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      3.1      2.3     67.9     84.9     82.0     90.4     18.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        3        2       14       11       21       15
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      127,919
COMMITMENTS
  37,460   10,106    7,558   47,624   95,293   92,642  112,957   35,277   14,962

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      6,481)
     685   -4,159    2,887    2,681    6,816    6,253    5,544      228      937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      7.9      5.9     37.2     74.5     72.4     88.3     27.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      22       12        6       21       23       46       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       44,092
COMMITMENTS
   8,852   25,328        1   27,792    4,332   36,645   29,661    7,447   14,431

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -15,530)
  -5,259     -198     -343   -8,308  -11,652  -13,910  -12,193   -1,620   -3,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     57.4      0.0     63.0      9.8     83.1     67.3     16.9     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8       18        1        9        7       18       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       52,676
COMMITMENTS
  33,414    5,117       28   14,151   46,245   47,593   51,390    5,083    1,286

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -35,586)
   9,165   -1,706     -423  -45,472  -32,745  -36,730  -34,874    1,144     -712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.4      9.7      0.1     26.9     87.8     90.4     97.6      9.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      26       17        1       13       16       39       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      119,301
COMMITMENTS
  13,081   61,215      491   91,566   25,052  105,138   86,758   14,163   32,543

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -47,775)
  -1,065  -27,611   -2,533  -42,857  -12,160  -46,455  -42,304   -1,320   -5,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     51.3      0.4     76.8     21.0     88.1     72.7     11.9     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      14       43        3       12       24       29       67
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:       82,217
COMMITMENTS
  23,304   26,984        0   43,467   26,882   66,771   53,866   15,446   28,351

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -50,793)
  -5,215  -14,082     -234  -41,545  -36,713  -46,994  -51,029   -3,799      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     32.8      0.0     52.9     32.7     81.2     65.5     18.8     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      18       28        0       19       23       37       51
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      227,632
COMMITMENTS
  49,526  111,886    1,855  133,605   58,614  184,986  172,355   42,646   55,277

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -77,428)
   3,588  -45,997   -8,040  -64,953  -28,558  -69,405  -82,595   -8,023    5,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     49.2      0.8     58.7     25.7     81.3     75.7     18.7     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      43       57       14       33       35       85       98
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:        9,089
COMMITMENTS
   4,329    6,458        0    2,855    1,261    7,184    7,719    1,905    1,370

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -8,873)
  -1,901     -641      -39   -7,446   -7,641   -9,386   -8,321      513     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.6     71.1      0.0     31.4     13.9     79.0     84.9     21.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        7        0        6        3       14       10
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    6,922,716
COMMITMENTS
 882,505  305,276  739,409  4543675  4991656  6165589  6036341  757,127  886,375

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:   -698,142)
 163,449 -183,187  -22,006 -832,821 -453,117 -691,378 -658,310   -6,764  -39,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      4.4     10.7     65.6     72.1     89.1     87.2     10.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      52       48       77      120      133      217      221
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,132,309
COMMITMENTS
  67,613   83,149   45,466  819,504  825,894  932,584  954,509  199,725  177,801

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      7.3      4.0     72.4     72.9     82.4     84.3     17.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      539)
     100      118       81      227      231      377      383
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      447,022
COMMITMENTS
  23,800   35,838   10,474  306,299  303,674  340,573  349,986  106,449   97,036

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     69,780)
   1,851  -14,178    1,449   38,024   51,340   41,324   38,611   28,456   31,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      8.0      2.3     68.5     67.9     76.2     78.3     23.8     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      19       23       16       68       66       97       95
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,426,436
COMMITMENTS
 315,215  332,701   78,814  2566027  2611098  2960056  3022613  466,380  403,823

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    380,014)
 -96,735  -28,511   31,698  336,663  264,082  271,626  267,269  108,388  112,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      9.7      2.3     74.9     76.2     86.4     88.2     13.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      496)
      97      107       68      197      216      331      356
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      106,814
COMMITMENTS
  12,613    8,105      393   82,192   92,241   95,198  100,739   11,616    6,075

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      7,396)
  -1,043     -938      193    3,839    6,103    2,989    5,358    4,407    2,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      7.6      0.4     76.9     86.4     89.1     94.3     10.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
       8        3        3       51       44       61       48
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      121,827
COMMITMENTS
  11,012   13,265    6,674   83,683   85,568  101,368  105,507   20,459   16,320

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     10.9      5.5     68.7     70.2     83.2     86.6     16.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      62       31       16       90       92      158      133
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       30,128
COMMITMENTS
   3,859    2,210      353   21,621   15,154   25,833   17,717    4,295   12,411

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      4,341)
      48      371      204    3,431    3,619    3,683    4,194      658      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      7.3      1.2     71.8     50.3     85.7     58.8     14.3     41.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        1       18       16       21       18
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      458,495
COMMITMENTS
  63,958   83,471    3,409  310,308  352,071  377,675  438,951   80,820   19,544

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     90,315)
   6,718      694    2,022   77,415   83,582   86,155   86,298    4,160    4,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     18.2      0.7     67.7     76.8     82.4     95.7     17.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      61       32       13       82       88      148      128
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       57,653
COMMITMENTS
  27,729   15,323    1,576   10,978   24,015   40,283   40,914   17,370   16,739

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -51,303)
  -2,017   -5,988    1,091  -46,219  -45,563  -47,145  -50,460   -4,158     -843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1     26.6      2.7     19.0     41.7     69.9     71.0     30.1     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      20       13        4       12       14       35       28
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,572
COMMITMENTS
  10,479    4,582        0   11,614    7,714   22,093   12,296    8,479   18,276

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -24,102)
  -5,793   -1,836   -1,946  -10,047  -18,975  -17,786  -22,757   -6,316   -1,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     15.0      0.0     38.0     25.2     72.3     40.2     27.7     59.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      13        8        0       12        8       25       16
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       33,333
COMMITMENTS
   5,423    3,866       97   21,165   18,501   26,685   22,464    6,648   10,869

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -43,104)
      39  -13,424     -883  -18,385  -28,207  -19,229  -42,514  -23,875     -590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     11.6      0.3     63.5     55.5     80.1     67.4     19.9     32.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        9        1       15       18       22       27
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       39,543
COMMITMENTS
   7,200      269      300   26,459   34,981   33,959   35,550    5,584    3,993

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:       -246)
    -583      269      220   -1,795   -2,536   -2,158   -2,047    1,912    1,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2      0.7      0.8     66.9     88.5     85.9     89.9     14.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        1        1       24       26       31       28
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       28,971
COMMITMENTS
   5,287      235       89   14,114   23,622   19,490   23,946    9,481    5,025

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      4,198)
    -728        0       89    1,209    1,637      570    1,726    3,628    2,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2      0.8      0.3     48.7     81.5     67.3     82.7     32.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        1        1       15       15       23       17
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,765
COMMITMENTS
   3,802    7,441      737   11,375   10,279   15,914   18,457    3,851    1,308

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      1,004)
      12     -632      736    1,131    1,618    1,879    1,722     -875     -718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     37.6      3.7     57.6     52.0     80.5     93.4     19.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        7        2        7        2       17       11
 

Updated June 18, 2010