MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,965
COMMITMENTS
   1,815    5,713    1,400   23,252   16,382   26,467   23,495    3,498    6,470

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      1,058)
    -436      312      212      834      170      610      694      448      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     19.1      4.7     77.6     54.7     88.3     78.4     11.7     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       9       29       14       26       24       43       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      147,758
COMMITMENTS
  30,047   48,228   33,905   63,379   43,371  127,331  125,504   20,427   22,254

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,959)
   4,521    5,998   -2,861    1,637      305    3,297    3,442     -338     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     32.6     22.9     42.9     29.4     86.2     84.9     13.8     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      54       75       64       38       40      131      153
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      200,186
COMMITMENTS
  51,720   52,915   27,079   98,389   84,527  177,188  164,521   22,998   35,665

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     -4,926)
     510   -2,738   -1,626   -1,556      166   -2,672   -4,198   -2,254     -728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     26.4     13.5     49.1     42.2     88.5     82.2     11.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      57       79       71       63      118      173      229
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,863
COMMITMENTS
   3,255    3,712      526    2,565    1,698    6,346    5,936    1,517    1,927

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        280)
      62      213       19      209     -205      290       27      -10      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4     47.2      6.7     32.6     21.6     80.7     75.5     19.3     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      24       24        8       15       20       41       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       21,935
COMMITMENTS
   7,197    2,034    3,480    6,467    7,813   17,144   13,327    4,791    8,608

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:         32)
     835     -524       88     -637      243      286     -193     -254      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      9.3     15.9     29.5     35.6     78.2     60.8     21.8     39.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      34       19       16       25       43       68       70
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       12,733
COMMITMENTS
   3,349    1,260        0    9,105   11,065   12,454   12,325      279      408

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        977)
       0     -433        0      954    1,295      954      862       23      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      9.9      0.0     71.5     86.9     97.8     96.8      2.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        4        0       13       10       17       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       89,446
COMMITMENTS
  32,429   20,897    1,229   21,859   53,480   55,517   75,606   33,929   13,840

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,919)
   3,613   -2,494      382   -1,339    4,970    2,656    2,858      263       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     23.4      1.4     24.4     59.8     62.1     84.5     37.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      23       12        4       13       22       37       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       39,627
COMMITMENTS
  13,929    7,255      212   11,102   23,051   25,243   30,518   14,384    9,109

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      3,676)
   2,432      367       39      164    3,562    2,635    3,968    1,041     -292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     18.3      0.5     28.0     58.2     63.7     77.0     36.3     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      12        9        2        9        9       22       19
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       50,269
COMMITMENTS
  31,352    7,548      395   15,264   40,627   47,011   48,570    3,258    1,699

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,919)
   2,812      137       -2      266    2,859    3,076    2,994     -157      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.4     15.0      0.8     30.4     80.8     93.5     96.6      6.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      25       16        2       11       14       36       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       93,484
COMMITMENTS
  17,724   42,529      492   56,887   27,615   75,103   70,636   18,381   22,848

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        614)
   1,128        5     -106     -297      436      725      335     -111      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     45.5      0.5     60.9     29.5     80.3     75.6     19.7     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      16       20        3       14       17       31       39
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:       96,706
COMMITMENTS
  34,860   26,851      355   37,916   49,511   73,131   76,717   23,575   19,989

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      6,502)
   5,334    3,325      -40      345    2,871    5,639    6,156      863      346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     27.8      0.4     39.2     51.2     75.6     79.3     24.4     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      24       25        5       20       19       49       44
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      139,357
COMMITMENTS
  47,203   31,619      660   44,732   75,899   92,595  108,178   46,762   31,179

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     13,885)
   5,449    2,115       99    1,704   10,359    7,252   12,573    6,633    1,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     22.7      0.5     32.1     54.5     66.4     77.6     33.6     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      44       29       11       26       26       73       63
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,755
COMMITMENTS
  13,351      819        0    8,991   23,076   22,342   23,895    2,413      860

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      5,516)
   5,510     -203        0     -181    5,722    5,329    5,519      187       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.9      3.3      0.0     36.3     93.2     90.3     96.5      9.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        4        0        8       10       16       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    6,726,025
COMMITMENTS
 1107547  345,707  646,579  4032239  4945448  5786365  5937734  939,660  788,291

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:    249,036)
 129,980  -10,704    2,546   71,171  287,892  203,697  279,734   45,339  -30,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      5.1      9.6     59.9     73.5     86.0     88.3     14.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      62       40       72      107      107      202      192
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      477,442
COMMITMENTS
  47,217   28,998    5,286  309,853  387,398  362,356  421,682  115,086   55,760

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,445)
  -2,116   -2,240       85    1,527    3,947     -504    1,792    2,949      653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      6.1      1.1     64.9     81.1     75.9     88.3     24.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      21       19       13       78       62      103       90
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,736,726
COMMITMENTS
 568,611  426,621   41,147  1933791  1963114  2543549  2430882  193,177  305,844

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     36,591)
  21,037  -30,597   14,553   -9,335   27,077   26,255   11,033   10,336   25,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     15.6      1.5     70.7     71.7     92.9     88.8      7.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      441)
     104      109       38      140      157      263      285
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      107,343
COMMITMENTS
  15,932   12,264      321   82,709   91,699   98,962  104,284    8,381    3,059

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     -2,701)
    -523      278      321   -2,062   -2,384   -2,264   -1,785     -437     -916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     11.4      0.3     77.1     85.4     92.2     97.2      7.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      10        9        1       47       31       57       41
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       27,977
COMMITMENTS
   2,514    7,312        0   16,996   16,816   19,510   24,128    8,467    3,849

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      3,821)
      50    2,113        0    2,457      134    2,507    2,247    1,314    1,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     26.1      0.0     60.7     60.1     69.7     86.2     30.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        6        0       13       19       18       25
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      302,106
COMMITMENTS
 117,570   58,164    2,677  163,516  199,131  283,763  259,972   18,343   42,134

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     10,680)
   1,296    8,522   -1,649   12,154   -5,614   11,801    1,259   -1,121    9,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     19.3      0.9     54.1     65.9     93.9     86.1      6.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      67       41        8       54       62      124      108
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       90,037
COMMITMENTS
  41,658    9,189      370   23,793   73,030   65,821   82,589   24,216    7,448

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      4,968)
   3,383      209      -78     -163    5,928    3,142    6,059    1,826   -1,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3     10.2      0.4     26.4     81.1     73.1     91.7     26.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      28        7        4       13       17       43       26
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       25,476
COMMITMENTS
   8,418    4,797        1   11,003   15,175   19,422   19,973    6,054    5,503

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     -1,911)
   1,354     -232        0   -1,318      345       36      113   -1,947   -2,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     18.8      0.0     43.2     59.6     76.2     78.4     23.8     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      17        9        1       13       16       30       26
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       59,114
COMMITMENTS
  10,461   17,273    2,203   22,853   31,074   35,517   50,550   23,597    8,564

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,023)
  -2,643   -2,131      746    1,133     -828     -764   -2,213    2,787    4,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     29.2      3.7     38.7     52.6     60.1     85.5     39.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      16       20        2       20       20       38       40
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       24,918
COMMITMENTS
   2,856    8,992      108   19,799   13,960   22,763   23,060    2,155    1,858

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:       -920)
    -220      -60       68     -541     -806     -693     -798     -227     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     36.1      0.4     79.5     56.0     91.4     92.5      8.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        5        3       11       11       21       17
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,672
COMMITMENTS
   4,484      719        0   10,590   15,387   15,074   16,106    1,598      566

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        736)
     405      267     -203      295      475      497      539      239      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      4.3      0.0     63.5     92.3     90.4     96.6      9.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      14        2        0        7        3       21        5
 

Updated May 29, 2009