BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,887
COMMITMENTS
      35      133       45    4,252    4,345    4,332    4,523      555      364

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:         74)
       0       12       -3       72       62       69       71        5        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      2.7      0.9     87.0     88.9     88.6     92.6     11.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        2       14       12       17       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,872
COMMITMENTS
   4,958    5,452    1,031   15,761   15,239   21,750   21,722    4,122    4,150

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        762)
    -356     -296      201      807      857      652      762      110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     21.1      4.0     60.9     58.9     84.1     84.0     15.9     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      14       15       16       27       24       51       45
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      252,332
COMMITMENTS
  69,302   50,794   50,828  103,027  109,765  223,157  211,387   29,175   40,945

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,026)
  -2,574   -3,095    1,198    1,931      889      555   -1,008      471    2,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     20.1     20.1     40.8     43.5     88.4     83.8     11.6     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
     107       78      111       71       82      236      232
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      315,289
COMMITMENTS
 102,873   77,654   43,173  141,020  146,769  287,066  267,596   28,223   47,693

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      3,503)
    -953    3,836    6,083     -696   -2,665    4,434    7,254     -931   -3,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     24.6     13.7     44.7     46.6     91.0     84.9      9.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
     105      104      122       77      139      244      321
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,317
COMMITMENTS
   2,687    3,451      634    2,588    1,698    5,909    5,783    1,408    1,534

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:       -431)
     -57      118      -34     -113     -624     -204     -540     -227      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     47.2      8.7     35.4     23.2     80.8     79.0     19.2     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      24       22       12       23       22       54       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,040
COMMITMENTS
  10,343    8,130    5,399   11,840    7,361   27,582   20,890    8,458   15,150

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:       -873)
  -1,826      685     -142      583   -1,311   -1,385     -768      512     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     22.6     15.0     32.9     20.4     76.5     58.0     23.5     42.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      35       42       38       44       57       98      124
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,303
COMMITMENTS
     130    4,096       55    8,351    4,983    8,536    9,134      767      169

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:          7)
       0      -51       16       17      143       33      108      -26     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     44.0      0.6     89.8     53.6     91.8     98.2      8.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2       11        7       15       12       22       25
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      102,241
COMMITMENTS
   4,612    6,139    4,874   92,548   90,385  102,034  101,398      207      843

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        950)
    -389     -236        0    1,323      919      934      683       16      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      6.0      4.8     90.5     88.4     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       15       16       18       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       95,821
COMMITMENTS
  27,778   18,501    1,256   39,527   46,752   68,561   66,509   27,260   29,312

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -35,850)
     -30   -1,106   -5,356  -28,390  -32,281  -33,776  -38,743   -2,074    2,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     19.3      1.3     41.3     48.8     71.6     69.4     28.4     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      22       26        7       13       20       40       48
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       52,447
COMMITMENTS
   4,637   28,473        0   40,448    2,165   45,085   30,638    7,362   21,809

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -3,309)
 -19,471   -2,642        0   16,069       50   -3,402   -2,592       93     -717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     54.3      0.0     77.1      4.1     86.0     58.4     14.0     41.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       16        0       10        6       16       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      121,524
COMMITMENTS
  32,190   39,837      617   85,932   74,997  118,739  115,451    2,785    6,073

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     11,729)
   9,389    2,362       23    2,019   10,168   11,431   12,553      298     -824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     32.8      0.5     70.7     61.7     97.7     95.0      2.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      26       44        5       14       23       41       71
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      114,561
COMMITMENTS
  35,296   36,054      946   62,171   48,777   98,413   85,777   16,148   28,784

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -7,063)
   3,048  -13,347     -438   -9,302    6,514   -6,692   -7,271     -371      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     31.5      0.8     54.3     42.6     85.9     74.9     14.1     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      16       32        4       18       24       37       57
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      123,247
COMMITMENTS
  43,910   39,368       51   66,111   46,910  110,072   86,329   13,175   36,918

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:       -621)
    -830    9,765        1    4,514  -15,361    3,685   -5,595   -4,306    4,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     31.9      0.0     53.6     38.1     89.3     70.0     10.7     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      20       33        3       16       18       38       52
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      315,785
COMMITMENTS
  36,933  196,813    1,956  244,942   47,522  283,831  246,291   31,954   69,494

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      3,852)
 -17,516    1,298      -38   20,858     -333    3,304      927      548    2,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     62.3      0.6     77.6     15.0     89.9     78.0     10.1     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      36       85       13       46       44       91      133
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       19,125
COMMITMENTS
  14,920   14,896      343    3,516    3,121   18,779   18,360      346      765

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -2,359)
      50       -4       86   -2,406   -2,451   -2,270   -2,369      -89       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.0     77.9      1.8     18.4     16.3     98.2     96.0      1.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        5        3        7        4       15       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       16,601
COMMITMENTS
   6,108    5,532      149    7,651    8,737   13,908   14,418    2,693    2,183

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      3,989)
   2,544     -245        0    1,064    4,492    3,608    4,247      381     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8     33.3      0.9     46.1     52.6     83.8     86.9     16.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10       18        1        6        7       17       25
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,799,927
COMMITMENTS
 1179572  710,290  1235483  4560184  4938967  6975239  6884740  824,688  915,187

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -27,594)
 110,223 -133,503   22,142 -156,495   94,694  -24,130  -16,667   -3,464  -10,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      9.1     15.8     58.5     63.3     89.4     88.3     10.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      49       46       73      121      126      213      209
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      774,074
COMMITMENTS
  74,284   91,716   19,052  537,877  545,061  631,213  655,828  142,861  118,246

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     33,472)
  12,478    4,725    2,857   15,322   24,451   30,656   32,033    2,815    1,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     11.8      2.5     69.5     70.4     81.5     84.7     18.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      539)
      93      102       49      223      233      348      354
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      225,678
COMMITMENTS
   6,938    8,730    7,481  147,510  136,223  161,929  152,434   63,749   73,244

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      3,160)
     116    1,477       86    3,951   -1,486    4,153       77     -993    3,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      3.9      3.3     65.4     60.4     71.8     67.5     28.2     32.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
       9       10        5       57       49       70       62
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,741,979
COMMITMENTS
 357,516  435,713   37,070  1951834  2044188  2346420  2516971  395,559  225,008

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    151,558)
  73,397   27,828    2,265   56,854  129,686  132,516  159,779   19,042   -8,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     15.9      1.4     71.2     74.6     85.6     91.8     14.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      509)
      93      100       40      191      212      310      326
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,955
COMMITMENTS
   7,176    4,832    1,240   82,509   88,807   90,925   94,879    8,030    4,076

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      3,532)
  -2,469     -417    1,006    5,329    2,805    3,866    3,394     -334      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      4.9      1.3     83.4     89.7     91.9     95.9      8.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       8        4        2       56       30       65       35
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       67,857
COMMITMENTS
  17,118    5,394      212   45,719   59,377   63,049   64,983    4,808    2,874

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,887)
   1,539      529      171      975    1,178    2,685    1,878     -799        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2      7.9      0.3     67.4     87.5     92.9     95.8      7.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      56       25       10       57       82      117      113
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      339,283
COMMITMENTS
  85,589   26,971    1,059  228,595  296,883  315,243  324,913   24,040   14,370

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      9,433)
   7,694    2,645      857    4,876    5,889   13,427    9,391   -3,994       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2      7.9      0.3     67.4     87.5     92.9     95.8      7.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      56       25       10       57       82      117      113
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      122,384
COMMITMENTS
  40,023   42,182       33   64,507   58,937  104,563  101,152   17,821   21,232

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -7,850)
  -1,098   -2,397       14   -9,619   -2,162  -10,703   -4,545    2,853   -3,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     34.5      0.0     52.7     48.2     85.4     82.7     14.6     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      19       34        1       19       21       38       56
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       27,409
COMMITMENTS
   2,781    9,707        0   17,866    5,327   20,647   15,034    6,762   12,375

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:       -955)
    -466     -869        0     -242      242     -708     -627     -247     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     35.4      0.0     65.2     19.4     75.3     54.9     24.7     45.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        7        0       18        6       25       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       35,357
COMMITMENTS
  10,608    8,438      441   20,234   13,205   31,283   22,084    4,074   13,273

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -4,041)
    -377      845       12   -3,359      792   -3,724    1,649     -317   -5,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     23.9      1.2     57.2     37.3     88.5     62.5     11.5     37.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12        8        1       19       15       31       24
 

Updated June 29, 2012