BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,813
COMMITMENTS
      35      121       48    4,180    4,283    4,263    4,452      550      361

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:         76)
     -18       -8       12       20       67       14       71       62        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      2.5      1.0     86.8     89.0     88.6     92.5     11.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        2       14       11       17       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,110
COMMITMENTS
   5,314    5,748      830   14,954   14,382   21,098   20,960    4,012    4,150

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        558)
      35      135       70      318      614      423      819      135     -261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     22.9      3.3     59.6     57.3     84.0     83.5     16.0     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      14       14       16       25       23       48       44
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      251,306
COMMITMENTS
  71,876   53,889   49,630  101,096  108,876  222,602  212,395   28,704   38,911

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -17,323)
   4,642   -3,154  -14,469   -7,206      731  -17,033  -16,892     -290     -431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     21.4     19.7     40.2     43.3     88.6     84.5     11.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     107       80      113       68       85      235      237
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      311,786
COMMITMENTS
 103,826   73,818   37,090  141,716  149,434  282,632  260,342   29,154   51,444

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -7,414)
  -2,167    5,095   -5,727   -1,519   -4,770   -9,413   -5,402    1,999   -2,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     23.7     11.9     45.5     47.9     90.6     83.5      9.4     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
     101      106      116       77      138      238      318
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,748
COMMITMENTS
   2,744    3,333      668    2,701    2,322    6,113    6,323    1,635    1,425

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:       -542)
    -566      624     -449      529   -1,025     -486     -850      -56      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     43.0      8.6     34.9     30.0     78.9     81.6     21.1     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      24       19       12       24       18       53       44
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,913
COMMITMENTS
  12,169    7,445    5,541   11,257    8,672   28,967   21,658    7,946   15,255

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -3,210)
  -2,742     -351     -506     -387     -535   -3,635   -1,392      425   -1,818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     20.2     15.0     30.5     23.5     78.5     58.7     21.5     41.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      48       35       35       36       62       99      120
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,296
COMMITMENTS
     130    4,147       39    8,334    4,840    8,503    9,026      793      270

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:         47)
       5      -31       -9       53       85       49       45       -2        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     44.6      0.4     89.7     52.1     91.5     97.1      8.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2       11        7       14       11       21       24
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      101,291
COMMITMENTS
   5,001    6,375    4,874   91,225   89,466  101,100  100,715      191      576

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -3,411)
  -1,255      575     -290   -1,875   -3,846   -3,420   -3,561        9      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      6.3      4.8     90.1     88.3     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        2       16       15       19       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      131,671
COMMITMENTS
  27,808   19,607    6,612   67,917   79,033  102,337  105,252   29,334   26,419

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -3,366)
  -3,500   -2,081     -274    1,656    1,849   -2,118     -506   -1,248   -2,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     14.9      5.0     51.6     60.0     77.7     79.9     22.3     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      26       26       10       22       28       55       57
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       55,756
COMMITMENTS
  24,108   31,115        0   24,379    2,115   48,487   33,230    7,269   22,526

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -36,267)
  18,888   -7,406  -18,261  -36,232   -5,348  -35,605  -31,015     -662   -5,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2     55.8      0.0     43.7      3.8     87.0     59.6     13.0     40.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7       15        0       10        5       17       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      109,795
COMMITMENTS
  22,801   37,475      594   83,913   64,829  107,308  102,898    2,487    6,897

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -88,821)
   3,375   -3,955   -9,782  -82,241  -74,238  -88,648  -87,975     -173     -846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     34.1      0.5     76.4     59.0     97.7     93.7      2.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      20       42        4       17       23       38       68
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      121,624
COMMITMENTS
  32,248   49,401    1,384   71,473   42,263  105,105   93,048   16,519   28,576

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -57,024)
   4,231   -1,728   -1,200  -60,251  -51,108  -57,220  -54,036      196   -2,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     40.6      1.1     58.8     34.7     86.4     76.5     13.6     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      12       35        5       21       24       37       60
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      123,868
COMMITMENTS
  44,740   29,603       50   61,597   62,271  106,387   91,924   17,481   31,944

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -50,410)
   6,558    3,728   -4,582  -51,793  -46,841  -49,817  -47,695     -593   -2,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     23.9      0.0     49.7     50.3     85.9     74.2     14.1     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      19       26        1       14       20       33       47
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      311,933
COMMITMENTS
  54,449  195,515    1,994  224,084   47,855  280,527  245,364   31,406   66,569

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:   -110,198)
  15,204  -38,917  -32,208  -92,947  -34,744 -109,951 -105,869     -247   -4,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     62.7      0.6     71.8     15.3     89.9     78.7     10.1     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      37       72       11       39       47       83      123
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       21,484
COMMITMENTS
  14,870   14,900      257    5,922    5,572   21,049   20,729      435      755

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        740)
     330      -87       86      452      768      868      767     -128      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.2     69.4      1.2     27.6     25.9     98.0     96.5      2.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        5        2        8        4       15       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       12,612
COMMITMENTS
   3,564    5,777      149    6,587    4,245   10,300   10,171    2,312    2,441

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -14,873)
  -3,076   -4,748     -479  -11,808   -8,619  -15,363  -13,846      490   -1,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     45.8      1.2     52.2     33.7     81.7     80.6     18.3     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9       15        1        4        6       14       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,827,521
COMMITMENTS
 1069349  843,793  1213341  4716679  4844273  6999369  6901407  828,152  926,114

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:   -765,801)
 168,797 -244,218 -218,551 -728,116 -265,762 -777,870 -728,531   12,069  -37,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     10.8     15.5     60.3     61.9     89.4     88.2     10.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      43       48       74      120      128      211      210
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      740,602
COMMITMENTS
  61,807   86,991   16,195  522,555  520,609  600,557  623,795  140,045  116,807

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:   -275,653)
  -5,154  -17,574  -19,799 -207,849 -199,095 -232,802 -236,468  -42,851  -39,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     11.7      2.2     70.6     70.3     81.1     84.2     18.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      526)
      82       93       46      226      237      336      350
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      222,518
COMMITMENTS
   6,822    7,253    7,395  143,559  137,709  157,776  152,357   64,742   70,161

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:   -109,684)
  -7,447   -3,700   -5,565  -85,328  -64,140  -98,340  -73,405  -11,344  -36,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      3.3      3.3     64.5     61.9     70.9     68.5     29.1     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
       9        9        6       55       48       68       61
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,590,421
COMMITMENTS
 284,119  407,885   34,805  1894980  1914502  2213904  2357192  376,517  233,229

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:   -829,846)
 -25,781 -106,614  -33,926 -612,605 -674,774 -672,312 -815,314 -157,534  -14,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     15.7      1.3     73.2     73.9     85.5     91.0     14.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      496)
      82       90       37      195      218      296      326
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       95,423
COMMITMENTS
   9,645    5,249      234   77,180   86,002   87,059   91,485    8,364    3,938

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -19,241)
   1,278   -1,813       52  -20,762  -17,437  -19,432  -19,198      191      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      5.5      0.2     80.9     90.1     91.2     95.9      8.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       7        6        3       54       32       63       39
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       65,970
COMMITMENTS
  15,579    4,865       40   44,744   58,199   60,363   63,104    5,607    2,866

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -49,557)
   1,730   -5,959   -4,784  -39,799  -33,298  -42,853  -44,042   -6,704   -5,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      7.4      0.1     67.8     88.2     91.5     95.7      8.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      56       24       10       51       85      111      115
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      329,850
COMMITMENTS
  77,895   24,326      202  223,719  290,994  301,816  315,522   28,034   14,328

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:   -132,857)
   2,031  -32,888   -7,860 -112,498  -68,731 -118,327 -109,479  -14,530  -23,378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      7.4      0.1     67.8     88.2     91.5     95.7      8.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      56       24       10       51       85      111      115
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      130,234
COMMITMENTS
  41,121   44,579       19   74,126   61,099  115,266  105,697   14,968   24,537

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -65,241)
  19,932  -22,069  -13,077  -72,896  -25,891  -66,041  -61,037      800   -4,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     34.2      0.0     56.9     46.9     88.5     81.2     11.5     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      18       29        1       20       19       38       49
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       28,364
COMMITMENTS
   3,247   10,576        0   18,108    5,085   21,355   15,661    7,009   12,703

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        560)
     610      -53        0      -96       14      514      -39       46      599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     37.3      0.0     63.8     17.9     75.3     55.2     24.7     44.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        6        0       18        5       25       11
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       39,398
COMMITMENTS
  10,985    7,593      429   23,593   12,413   35,007   20,435    4,391   18,963

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      1,699)
      79     -689      245    1,674    4,554    1,998    4,110     -299   -2,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     19.3      1.1     59.9     31.5     88.9     51.9     11.1     48.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12        7        1       22       16       34       24
 

Updated June 22, 2012