BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,524
COMMITMENTS
     281    1,031        1    2,455    2,174    2,737    3,206      787      318

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:         35)
     -20       11        0       46       -3       26        8        9       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     29.3      0.0     69.7     61.7     77.7     91.0     22.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       10       10       13       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,358
COMMITMENTS
   6,610    5,602    1,170   22,127   23,925   29,907   30,697    5,451    4,661

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      1,328)
   1,059      484       82      351      479    1,492    1,045     -164      283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     15.8      3.3     62.6     67.7     84.6     86.8     15.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      17       13       18       34       33       61       55
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      219,550
COMMITMENTS
  53,396   57,361   36,307  107,964   94,651  197,667  188,319   21,883   31,231

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      2,020)
   3,697   -3,448   -2,007   -1,616    6,341       74      886    1,946    1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     26.1     16.5     49.2     43.1     90.0     85.8     10.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      75       73       88       49       69      178      196
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      320,098
COMMITMENTS
  88,755   61,429   45,563  162,605  152,573  296,923  259,565   23,175   60,533

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -6,553)
  -4,493   -3,333      864      443   -1,291   -3,186   -3,760   -3,367   -2,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     19.2     14.2     50.8     47.7     92.8     81.1      7.2     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
      85      111      122       80      156      252      327
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,168
COMMITMENTS
   4,081    4,912      722    3,073    2,205    7,876    7,839    2,292    2,329

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        -15)
    -113     -217      203        3     -139       93     -153     -108      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     48.3      7.1     30.2     21.7     77.5     77.1     22.5     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      28       34       12       15       19       53       61
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,015
COMMITMENTS
  12,418    6,266    4,623   13,222    7,679   30,263   18,568    5,752   17,447

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        680)
    -457      -47    1,030      869       96    1,442    1,079     -762     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     17.4     12.8     36.7     21.3     84.0     51.6     16.0     48.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      33       37       35       35       53       94      107
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       98,785
COMMITMENTS
  12,393        0      369   82,966   95,703   95,728   96,072    3,057    2,713

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -11,955)
  -1,410        0        0  -12,530  -13,922  -13,940  -13,922    1,985    1,967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      0.0      0.4     84.0     96.9     96.9     97.3      3.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        0        1       16       14       23       15
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       87,905
COMMITMENTS
  19,983   17,779        0   24,090   51,741   44,073   69,520   43,832   18,385

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -54,267)
 -13,763    2,888   -7,249  -30,785  -51,871  -51,797  -56,232   -2,470    1,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     20.2      0.0     27.4     58.9     50.1     79.1     49.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      24       12        0       19       23       43       35
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,304
COMMITMENTS
  23,700   11,887        0    3,118   28,076   26,818   39,963   24,486   11,341

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -2,744)
  -1,855     -381      -16      346   -2,676   -1,525   -3,073   -1,219      329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     23.2      0.0      6.1     54.7     52.3     77.9     47.7     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      21        8        0        8       10       29       18
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       98,383
COMMITMENTS
  58,528   17,105      325   33,425   78,424   92,278   95,854    6,105    2,529

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -11,848)
  -7,564     -824       -2   -3,398  -10,611  -10,964  -11,437     -884     -411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.5     17.4      0.3     34.0     79.7     93.8     97.4      6.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      57       16        1       19       16       77       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       92,824
COMMITMENTS
  26,763   38,123    1,082   42,757   32,167   70,602   71,372   22,222   21,452

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      2,105)
  -9,921   12,665       20   17,659  -11,751    7,758      934   -5,653    1,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     41.1      1.2     46.1     34.7     76.1     76.9     23.9     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      24       22        4       27       20       52       45
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:       99,071
COMMITMENTS
  47,074   14,480       57   23,172   55,263   70,303   69,800   28,768   29,271

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      4,588)
   8,456      630     -209   -4,387    8,081    3,860    8,502      728   -3,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.5     14.6      0.1     23.4     55.8     71.0     70.5     29.0     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      34       23        2       16       23       51       47
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      189,190
COMMITMENTS
  72,153   42,382      592   62,478  103,169  135,223  146,143   53,967   43,047

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -1,183)
 -12,427    7,696       70   13,732  -10,126    1,375   -2,360   -2,558    1,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     22.4      0.3     33.0     54.5     71.5     77.2     28.5     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      39       50        9       39       48       81      104
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       38,505
COMMITMENTS
  30,074   27,209    4,900    2,122    6,225   37,096   38,334    1,409      171

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        -91)
     -91        0        0       15      -91      -76      -91      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.1     70.7     12.7      5.5     16.2     96.3     99.6      3.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        2        3        2        6       14       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,261
COMMITMENTS
  22,942    4,093        0    2,970   24,942   25,912   29,035    4,349    1,226

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -1,171)
    -578     -209        0     -537   -1,109   -1,115   -1,318      -56      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.8     13.5      0.0      9.8     82.4     85.6     95.9     14.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      21       10        0        4       10       25       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,901,104
COMMITMENTS
 1267100  891,528  1198355  6532481  6838575  8997936  8928458  903,168  972,646

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     17,008)
-152,761  -40,420    3,901  233,584  131,271   84,724   94,752  -67,716  -77,744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      9.0     12.1     66.0     69.1     90.9     90.2      9.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      54       64       88      135      153      246      255
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      771,574
COMMITMENTS
  70,743   88,173   19,616  555,388  574,761  645,747  682,550  125,827   89,024

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:   -301,164)
 -10,908  -13,155  -52,824 -143,742 -141,452 -207,474 -207,431  -93,689  -93,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     11.4      2.5     72.0     74.5     83.7     88.5     16.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      518)
      85      107       48      211      211      324      338
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      263,980
COMMITMENTS
  25,178   26,317      971  168,477  196,245  194,626  223,533   69,354   40,447

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:   -123,693)
   6,679  -25,382  -14,709  -32,380  -49,182  -40,410  -89,273  -83,283  -34,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     10.0      0.4     63.8     74.3     73.7     84.7     26.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      14       17        4       53       48       69       67
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,537,969
COMMITMENTS
 282,047  363,500   39,005  1934553  1892579  2255605  2295084  282,364  242,885

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:   -887,353)
-217,881  -68,808  -60,632 -556,809 -461,349 -835,322 -590,789  -52,031 -296,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     14.3      1.5     76.2     74.6     88.9     90.4     11.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      479)
      79      100       42      185      192      287      311
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      106,838
COMMITMENTS
   9,528    5,530      714   88,227   95,686   98,469  101,930    8,369    4,908

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -16,644)
   2,014   -1,413     -570  -16,070  -13,321  -14,626  -15,304   -2,018   -1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      5.2      0.7     82.6     89.6     92.2     95.4      7.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
       8        4        1       50       40       58       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       54,132
COMMITMENTS
   7,606   11,002      968   40,846   41,920   49,419   53,890    4,712      242

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -46,419)
  -3,196      967   -6,775  -26,592  -32,863  -36,563  -38,671   -9,856   -7,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     20.3      1.8     75.5     77.4     91.3     99.6      8.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      40       38       11       71       68      116      112
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      270,658
COMMITMENTS
  38,028   55,008    4,840  204,228  209,600  247,096  269,448   23,562    1,210

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:   -130,496)
 -37,904    4,560   -9,122  -59,799  -99,469 -106,825 -104,031  -23,671  -26,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     20.3      1.8     75.5     77.4     91.3     99.6      8.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      40       38       11       71       68      116      112
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      100,079
COMMITMENTS
  66,796   12,225        3    4,847   72,030   71,646   84,258   28,433   15,821

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -15,040)
 -12,820      279        1      257  -15,987  -12,562  -15,707   -2,478      667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.7     12.2      0.0      4.8     72.0     71.6     84.2     28.4     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      27       15        1        9       22       36       38
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       28,718
COMMITMENTS
   9,156    6,456        0   13,069   14,936   22,225   21,392    6,493    7,326

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      1,077)
     743     -250        0      407      670    1,150      420      -73      657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     22.5      0.0     45.5     52.0     77.4     74.5     22.6     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      16        8        0       17       11       33       19
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       41,753
COMMITMENTS
   8,124    3,012      319   26,847   18,894   35,290   22,225    6,463   19,528

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        979)
    -747     -451      -69      614      647     -202      127    1,181      852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5      7.2      0.8     64.3     45.3     84.5     53.2     15.5     46.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      10        9        2       24       19       35       29
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       10,211
COMMITMENTS
   4,615      408        0    4,162    9,466    8,777    9,874    1,434      337

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2      4.0      0.0     40.8     92.7     86.0     96.7     14.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        2        0        7        2       17        4
 

Updated June 24, 2011