BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,116
COMMITMENTS
     149      150       46    4,360    4,347    4,555    4,543      561      573

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:         56)
       1       45      -12       30       50       19       83       37      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      2.9      0.9     85.2     85.0     89.0     88.8     11.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        2       11       11       15       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,749
COMMITMENTS
   5,491    7,537      948   16,708   13,899   23,147   22,384    3,602    4,365

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        145)
    -190     -287      136       -5      340      -59      189      204      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     28.2      3.5     62.5     52.0     86.5     83.7     13.5     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      11       17       11       28       21       45       43
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      265,159
COMMITMENTS
  65,430   80,086   56,288  114,366   90,745  236,084  227,119   29,075   38,040

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -3,707)
   2,328   -7,343    1,122   -5,853    2,716   -2,403   -3,505   -1,304     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     30.2     21.2     43.1     34.2     89.0     85.7     11.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      83      105      107       66       81      207      254
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      331,749
COMMITMENTS
 117,618   76,994   45,229  143,937  154,948  306,784  277,171   24,965   54,578

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -6,961)
    -883   -7,498    4,497   -6,493   -4,253   -2,879   -7,254   -4,082      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     23.2     13.6     43.4     46.7     92.5     83.5      7.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     113       98      114       79      151      248      321
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,633
COMMITMENTS
   3,835    3,314    1,338    2,667    3,542    7,840    8,194    1,793    1,439

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        416)
     267      236       -7      -74      147      186      376      230       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     34.4     13.9     27.7     36.8     81.4     85.1     18.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      36       18       12       19       21       63       46
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,583
COMMITMENTS
  16,839   10,748    4,768   12,426    9,381   34,033   24,897    7,550   16,686

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,129)
     662      292      616      -57      203    1,221    1,111      -92       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     25.8     11.5     29.9     22.6     81.8     59.9     18.2     40.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      64       38       31       36       60      113      118
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,394
COMMITMENTS
     423    4,937       95    9,318    5,067    9,836   10,099      558      295

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        109)
     -12      -19       16      141      144      145      141      -36      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     47.5      0.9     89.6     48.7     94.6     97.2      5.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2       12        8       17       12       26       25
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      108,556
COMMITMENTS
   7,784    5,630    3,353   97,026   99,305  108,163  108,288      393      268

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    -22,332)
    -957     -774       65  -21,239  -20,382  -22,131  -21,091     -201   -1,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      5.2      3.1     89.4     91.5     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        2       16       16       19       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      130,992
COMMITMENTS
  57,577   19,022      144   38,781   86,973   96,502  106,139   34,490   24,853

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -9,181)
  -8,709    3,741     -213    1,423  -16,901   -7,499  -13,373   -1,682    4,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     14.5      0.1     29.6     66.4     73.7     81.0     26.3     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      21       22        4       21       23       45       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       71,832
COMMITMENTS
   4,901   39,752      185   58,175    3,353   63,261   43,290    8,571   28,542

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      8,289)
  -1,226    6,931       91   10,892     -263    9,757    6,759   -1,468    1,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     55.3      0.3     81.0      4.7     88.1     60.3     11.9     39.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5       20        2       12        7       17       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      189,254
COMMITMENTS
  22,415   38,531    6,678  157,080  137,046  186,173  182,255    3,081    6,999

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     14,868)
 -13,442   17,119    1,627   27,944   -5,440   16,129   13,306   -1,261    1,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     20.4      3.5     83.0     72.4     98.4     96.3      1.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      31       46       10       24       22       63       72
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      184,497
COMMITMENTS
  40,842   29,502      928  116,176  132,355  157,946  162,785   26,551   21,712

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    -14,773)
 -16,629   -2,948      656   13,686  -16,857   -2,287  -19,149  -12,486    4,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     16.0      0.5     63.0     71.7     85.6     88.2     14.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      27       20        7       23       30       53       54
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      142,168
COMMITMENTS
  20,483   38,498      228  106,143   63,037  126,854  101,763   15,314   40,405

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      2,893)
   3,028  -13,272      -53   -2,354   18,148      621    4,823    2,272   -1,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     27.1      0.2     74.7     44.3     89.2     71.6     10.8     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      16       30        3       18       18       35       50
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      376,708
COMMITMENTS
  34,714  230,075    2,598  308,311   69,614  345,623  302,287   31,085   74,421

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     20,034)
  -3,761   17,731      930   21,748    2,884   18,917   21,545    1,117   -1,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     61.1      0.7     81.8     18.5     91.7     80.2      8.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      30       82       17       46       48       88      135
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,542
COMMITMENTS
  14,500   15,147    1,160    4,268    3,243   19,928   19,550      614      992

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        283)
     130        1      -11      467      268      586      258     -303       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.6     73.7      5.6     20.8     15.8     97.0     95.2      3.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        4        3        7        5       17       12
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,439
COMMITMENTS
   8,418    9,927        0   11,398    8,145   19,816   18,072    1,623    3,367

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      4,176)
    -706    3,400     -162    5,936     -578    5,068    2,660     -892    1,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     46.3      0.0     53.2     38.0     92.4     84.3      7.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10       23        0       12        5       22       28
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,591,135
COMMITMENTS
 703,630  1065302  1689901  5424689  4825064  7818220  7580267  772,915  1010868

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:   -243,104)
-129,358  -14,767  -67,601  -46,308 -182,592 -243,267 -264,960      163   21,856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     12.4     19.7     63.1     56.2     91.0     88.2      9.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      52       51       83      129      132      224      233
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      873,488
COMMITMENTS
  74,029  108,494   24,120  608,380  600,939  706,528  733,553  166,960  139,935

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     21,606)
 -13,724    9,175   -4,256   33,045    5,742   15,065   10,661    6,541   10,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     12.4      2.8     69.6     68.8     80.9     84.0     19.1     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      538)
      86      110       55      233      237      357      365
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      273,358
COMMITMENTS
  13,139   12,621    6,999  183,982  161,367  204,120  180,987   69,238   92,371

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     15,039)
  -2,891     -492      384   15,521    5,587   13,014    5,479    2,025    9,560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      4.6      2.6     67.3     59.0     74.7     66.2     25.3     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      13       11        8       61       52       78       68
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,000,650
COMMITMENTS
 344,174  519,091   45,878  2121988  2197861  2512040  2762830  488,610  237,820

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     32,835)
 -64,539   37,962  -12,826   87,620      776   10,255   25,912   22,580    6,923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     17.3      1.5     70.7     73.2     83.7     92.1     16.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      510)
      87      103       47      208      218      323      340
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,500
COMMITMENTS
   6,956    6,464    2,557   87,199   91,853   96,712  100,874    8,788    4,626

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      3,464)
  -4,519     -242    2,540    5,216    1,690    3,237    3,988      227     -524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      6.1      2.4     82.7     87.1     91.7     95.6      8.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
       8        7        2       54       33       63       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      101,472
COMMITMENTS
  17,610    9,143    5,893   69,701   81,116   93,204   96,152    8,268    5,320

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:       -832)
  -4,880      599    1,956    2,349   -3,888     -575   -1,333     -257      501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      9.0      5.8     68.7     79.9     91.9     94.8      8.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      49       39       15       75       91      134      135
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       22,449
COMMITMENTS
   1,135    2,101      656   16,742   18,831   18,533   21,588    3,916      861

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,189)
    -576      740       27    1,247      370      698    1,137      491       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      9.4      2.9     74.6     83.9     82.6     96.2     17.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        1       13        8       16       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      395,117
COMMITMENTS
  95,902   48,736   12,658  264,796  311,426  373,356  372,820   21,761   22,297

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    -10,105)
 -20,206      612    8,331    5,512  -21,291   -6,363  -12,348   -3,742    2,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     12.3      3.2     67.0     78.8     94.5     94.4      5.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      51       36       12       68       87      126      128
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      139,963
COMMITMENTS
  29,999   46,897      133   90,838   65,667  120,970  112,697   18,993   27,266

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -4,038)
 -21,067      565      -36   16,887   -6,669   -4,216   -6,140      178    2,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     33.5      0.1     64.9     46.9     86.4     80.5     13.6     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      14       35        6       19       21       37       58
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,095
COMMITMENTS
   3,931    7,789        0   23,325    5,300   27,256   13,089    7,839   22,006

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:       -424)
     -85      610        0     -383      -81     -468      529       44     -953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     22.2      0.0     66.5     15.1     77.7     37.3     22.3     62.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        7        0       19        6       29       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       68,620
COMMITMENTS
  13,109    3,779    6,799   36,842   13,083   56,750   23,661   11,870   44,959

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,999)
     -26      149      186    6,478   -3,351    6,638   -3,016   -4,639    5,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1      5.5      9.9     53.7     19.1     82.7     34.5     17.3     65.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      13        7        2       24       17       38       25
 

Updated May 25, 2012