BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,060
COMMITMENTS
     148      105       58    4,330    4,297    4,536    4,460      524      600

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:         22)
       0        6       -9       23       69       14       66        8      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      2.1      1.1     85.6     84.9     89.6     88.1     10.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       10       11       14       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,604
COMMITMENTS
   5,681    7,824      812   16,713   13,559   23,206   22,195    3,398    4,409

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        217)
     266     -174       27      -36      259      257      112      -40      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     29.4      3.1     62.8     51.0     87.2     83.4     12.8     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      10       19       12       28       21       45       45
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      268,866
COMMITMENTS
  63,102   87,429   55,166  120,219   88,029  238,487  230,624   30,379   38,242

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        917)
  -4,811   -3,420    3,017      -79     -197   -1,873     -600    2,790    1,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     32.5     20.5     44.7     32.7     88.7     85.8     11.3     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      89      107      112       63       74      217      251
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      338,710
COMMITMENTS
 118,501   84,492   40,732  150,430  159,201  309,663  284,425   29,047   54,285

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:       -910)
  -2,823   -3,217    1,529      173     -264   -1,121   -1,952      211    1,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     24.9     12.0     44.4     47.0     91.4     84.0      8.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
     106      109      116       87      155      258      332
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,217
COMMITMENTS
   3,568    3,078    1,345    2,741    3,395    7,654    7,818    1,563    1,399

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        221)
     -37     -324      423     -182       60      204      159       17       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7     33.4     14.6     29.7     36.8     83.0     84.8     17.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      30       23       14       17       21       59       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,454
COMMITMENTS
  16,177   10,456    4,152   12,483    9,178   32,812   23,786    7,642   16,668

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -1,552)
       9      117   -1,156   -1,071     -254   -2,218   -1,293      666     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     25.8     10.3     30.9     22.7     81.1     58.8     18.9     41.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      51       40       28       42       59      106      116
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,285
COMMITMENTS
     435    4,956       79    9,177    4,923    9,691    9,958      594      327

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        588)
      77      325        5      466    1,690      548    2,020       40   -1,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     48.2      0.8     89.2     47.9     94.2     96.8      5.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2       10        6       16       12       23       23
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      130,888
COMMITMENTS
   8,741    6,404    3,288  118,265  119,687  130,294  129,379      594    1,509

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      5,476)
     -17      -65       25    5,610    4,141    5,618    4,101     -142    1,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      4.9      2.5     90.4     91.4     99.5     98.8      0.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        3        2       16       16       20       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      140,173
COMMITMENTS
  66,286   15,281      357   37,358  103,874  104,001  119,512   36,172   20,661

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -8,242)
  -3,628    5,462     -152    1,535  -12,278   -2,245   -6,968   -5,997   -1,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     10.9      0.3     26.7     74.1     74.2     85.3     25.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      35       16        6       21       23       60       41
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       63,543
COMMITMENTS
   6,127   32,821       94   47,283    3,616   53,504   36,531   10,039   27,012

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     17,826)
   1,147   11,347        0   17,394      417   18,541   11,764     -715    6,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     51.7      0.1     74.4      5.7     84.2     57.5     15.8     42.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6       17        1       12        8       18       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      174,386
COMMITMENTS
  35,857   21,412    5,051  129,136  142,486  170,044  168,949    4,342    5,437

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     14,217)
 -17,523    4,960    4,260   28,034    2,615   14,771   11,835     -554    2,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     12.3      2.9     74.1     81.7     97.5     96.9      2.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      37       32        9       19       21       61       57
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      199,270
COMMITMENTS
  57,471   32,450      272  102,490  149,212  160,233  181,934   39,037   17,336

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:       -531)
  -2,226   -1,908       78    4,444    2,731    2,296      901   -2,827   -1,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     16.3      0.1     51.4     74.9     80.4     91.3     19.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      42       20        3       22       32       67       52
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      139,275
COMMITMENTS
  17,455   51,770      281  108,497   44,889  126,233   96,940   13,042   42,335

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -2,567)
   1,086   -5,692       61   -2,688    3,456   -1,541   -2,175   -1,026     -392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     37.2      0.2     77.9     32.2     90.6     69.6      9.4     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      14       36        4       22       15       38       53
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      356,674
COMMITMENTS
  38,475  212,344    1,668  286,563   66,730  326,706  280,742   29,968   75,932

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     35,637)
   2,453   32,338      220   33,965   -2,982   36,638   29,576   -1,001    6,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     59.5      0.5     80.3     18.7     91.6     78.7      8.4     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      29       89       16       48       42       88      136
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,259
COMMITMENTS
  14,370   15,146    1,171    3,801    2,975   19,342   19,292      917      967

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      1,282)
     670      445      -40      383      677    1,013    1,082      269      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.9     74.8      5.8     18.8     14.7     95.5     95.2      4.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        4        2        6        5       15       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       17,263
COMMITMENTS
   9,124    6,527      162    5,462    8,723   14,748   15,412    2,515    1,851

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:       -706)
  -2,564    1,063       37    2,035   -1,179     -492      -79     -214     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9     37.8      0.9     31.6     50.5     85.4     89.3     14.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      14       18        1        8        6       22       25
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,834,239
COMMITMENTS
 832,988  1080069  1757502  5470997  5007656  8061487  7845227  772,752  989,012

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:   -110,013)
-192,297   95,390  106,087   30,684 -359,777  -55,526 -158,300  -54,487   48,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     12.2     19.9     61.9     56.7     91.3     88.8      8.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      53       44       81      132      137      226      232
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      851,882
COMMITMENTS
  87,753   99,319   28,376  575,335  595,197  691,463  722,892  160,419  128,990

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     29,164)
  -2,389  -10,197    7,835   15,187   19,116   20,634   16,754    8,530   12,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     11.7      3.3     67.5     69.9     81.2     84.9     18.8     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      559)
     102      108       57      234      239      366      375
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      258,319
COMMITMENTS
  16,030   13,113    6,615  168,461  155,780  191,106  175,508   67,213   82,811

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      9,107)
   3,428    3,251    1,212    4,836   -4,631    9,476     -168     -369    9,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      5.1      2.6     65.2     60.3     74.0     67.9     26.0     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      16       13       10       59       56       80       75
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,967,815
COMMITMENTS
 408,713  481,129   58,704  2034368  2197085  2501785  2736918  466,030  230,897

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:    100,286)
  -9,822  -47,979   13,855   51,757  118,734   55,790   84,610   44,496   15,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     16.2      2.0     68.5     74.0     84.3     92.2     15.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      529)
     101      103       47      205      219      329      346
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      102,036
COMMITMENTS
  11,475    6,706       17   81,983   90,163   93,475   96,886    8,561    5,150

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:       -601)
     984     -509   -1,102     -379    1,154     -497     -457     -104     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      6.6      0.0     80.3     88.4     91.6     95.0      8.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
       9        7        1       55       34       65       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      102,304
COMMITMENTS
  22,490    8,543    3,937   67,352   85,004   93,779   97,485    8,526    4,820

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -1,907)
   4,033   -1,862   -1,265   -3,636    2,285     -869     -842   -1,038   -1,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      8.4      3.8     65.8     83.1     91.7     95.3      8.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      61       37       22       73       89      146      136
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       21,260
COMMITMENTS
   1,711    1,361      629   15,495   18,461   17,835   20,451    3,425      809

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        643)
     745      113        7      827      490    1,579      610     -936       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      6.4      3.0     72.9     86.8     83.9     96.2     16.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        1       13        9       18       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      405,222
COMMITMENTS
 116,108   48,124    4,327  259,284  332,717  379,719  385,168   25,503   20,054

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:    -12,749)
  20,051   -6,264   -9,973  -22,316    8,976  -12,238   -7,261     -511   -5,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     11.9      1.1     64.0     82.1     93.7     95.1      6.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      60       37       18       65       84      135      129
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      144,001
COMMITMENTS
  51,066   46,332      169   73,951   72,336  125,186  118,837   18,815   25,164

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -8,107)
 -21,079     -709     -105   15,906   -8,076   -5,278   -8,890   -2,829      783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     32.2      0.1     51.4     50.2     86.9     82.5     13.1     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19       31        6       19       25       42       58
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,519
COMMITMENTS
   4,016    7,179        0   23,708    5,381   27,724   12,560    7,795   22,959

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -5,627)
  -5,698   -6,356        0     -781      338   -6,479   -6,018      852      391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     20.2      0.0     66.7     15.1     78.1     35.4     21.9     64.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        7        0       18        7       28       14
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       66,621
COMMITMENTS
  13,135    3,630    6,613   30,364   16,434   50,112   26,677   16,509   39,944

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -3,459)
  -5,304    1,083   -1,373     -436    1,667   -7,113    1,377    3,654   -4,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7      5.4      9.9     45.6     24.7     75.2     40.0     24.8     60.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      11        6        4       21       20       35       27
 

Updated May 21, 2012