MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,474
COMMITMENTS
     762    7,936      628   23,903   14,695   25,293   23,259    3,181    5,215

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:      1,552)
     236    1,154      -60    1,178      266    1,354    1,360      198      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     27.9      2.2     83.9     51.6     88.8     81.7     11.2     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       5       20        8       28       25       38       49
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      222,571
COMMITMENTS
  69,094   27,584   33,943   92,650  122,452  195,687  183,979   26,884   38,592

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:     -3,036)
  -3,289    1,923   -2,796    2,117   -3,171   -3,968   -4,044      932    1,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     12.4     15.3     41.6     55.0     87.9     82.7     12.1     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
     107       63      107       46       59      214      184
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      376,949
COMMITMENTS
 152,053   43,674   65,903  126,380  190,345  344,336  299,922   32,613   77,027

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:      5,012)
   4,303    3,448   -2,513    1,800      439    3,590    1,374    1,422    3,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3     11.6     17.5     33.5     50.5     91.3     79.6      8.7     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
     158       65       96       65      174      268      296
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,229
COMMITMENTS
   3,600      494      738    2,132    5,504    6,470    6,736    1,759    1,493

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:     -2,419)
  -1,402     -350     -463     -159   -1,408   -2,024   -2,221     -395     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7      6.0      9.0     25.9     66.9     78.6     81.9     21.4     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      23        5        7       14       18       40       29
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,830
COMMITMENTS
  21,329    6,007    2,896   11,335   11,933   35,560   20,836    6,270   20,994

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:     -2,414)
  -2,215     -520       99      224   -1,259   -1,892   -1,680     -522     -734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.0     14.4      6.9     27.1     28.5     85.0     49.8     15.0     50.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      46       28       19       31       71       92      108
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       29,276
COMMITMENTS
   5,070      205      236   18,301   28,569   23,607   29,010    5,669      266

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:       -950)
  -3,323        0        0    2,705     -896     -618     -896     -332      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3      0.7      0.8     62.5     97.6     80.6     99.1     19.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        2        2       12       13       20       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      122,092
COMMITMENTS
  58,010    7,556      610   26,666   98,039   85,286  106,205   36,806   15,887

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:    -15,089)
  -7,421   -5,863      570      969   -8,121   -5,882  -13,414   -9,207   -1,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.5      6.2      0.5     21.8     80.3     69.9     87.0     30.1     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      25       12        4       23       20       51       34
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       50,562
COMMITMENTS
  10,020   27,547        0   31,079    3,597   41,099   31,144    9,463   19,418

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:       -777)
  -2,645   -1,710        0    3,728   -1,103    1,083   -2,813   -1,860    2,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     54.5      0.0     61.5      7.1     81.3     61.6     18.7     38.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7       18        0       14        8       21       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       95,941
COMMITMENTS
  47,507    5,549        0   43,754   88,600   91,261   94,149    4,680    1,792

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:    -22,265)
 -44,162   -3,077     -128   23,797  -18,929  -20,493  -22,134   -1,772     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.5      5.8      0.0     45.6     92.3     95.1     98.1      4.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      34       13        0       20       18       54       31
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      142,670
COMMITMENTS
  10,269   82,457    1,092  115,351   23,897  126,712  107,446   15,958   35,224

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:      8,682)
  -2,793    3,779     -266   12,806    3,695    9,747    7,208   -1,065    1,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     57.8      0.8     80.9     16.7     88.8     75.3     11.2     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
       9       42        4       21       24       33       67
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      146,389
COMMITMENTS
  23,265   57,934       56  106,673   60,755  129,994  118,745   16,395   27,644

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:       -854)
  10,835  -20,108     -471  -12,933   34,015   -2,569   13,436    1,715  -14,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     39.6      0.0     72.9     41.5     88.8     81.1     11.2     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      22       36        2       20       27       43       64
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      287,589
COMMITMENTS
  39,584  153,474    2,753  197,808   73,314  240,145  229,541   47,444   58,048

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:     26,513)
   2,909   13,397     -145   21,967   10,386   24,731   23,638    1,782    2,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     53.4      1.0     68.8     25.5     83.5     79.8     16.5     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      37       77       19       35       44       85      127
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,215
COMMITMENTS
  20,428    3,536        0      902   19,501   21,330   23,037    2,885    1,178

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:        903)
   1,467     -449        0       14    1,666    1,481    1,217     -578     -314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.4     14.6      0.0      3.7     80.5     88.1     95.1     11.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14        7        0        4       14       18       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,712,085
COMMITMENTS
 1087796  521,255  967,102  4859300  5225200  6914198  6713557  797,887  998,528

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:   -185,961)
-102,246   16,577  -49,798  -47,204 -155,153 -199,248 -188,374   13,287    2,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      6.8     12.5     63.0     67.8     89.7     87.1     10.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      55       50       85      135      152      242      248
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      318,228
COMMITMENTS
  16,865   35,970    2,614  221,543  213,862  241,022  252,446   77,206   65,782

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:     -7,160)
   1,783   -6,526      266   -6,616  -12,726   -4,567  -18,986   -2,593   11,826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     11.3      0.8     69.6     67.2     75.7     79.3     24.3     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      18       27       11       62       58       88       88
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,659,978
COMMITMENTS
 363,732  359,302   34,996  1874678  1994821  2273406  2389119  386,572  270,859

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:     93,363)
   1,201  -51,795   -6,298   22,892  137,346   17,795   79,253   75,568   14,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     13.5      1.3     70.5     75.0     85.5     89.8     14.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      486)
      86      118       33      167      192      275      323
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       97,632
COMMITMENTS
  12,519    8,617        0   76,292   84,758   88,811   93,375    8,821    4,257

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:        417)
     355      -47     -650      395      590      100     -107      317      524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      8.8      0.0     78.1     86.8     91.0     95.6      9.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      12        2        0       46       38       58       40
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       23,511
COMMITMENTS
   6,293    1,714        0   13,683    9,586   19,976   11,300    3,535   12,211

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:      1,446)
    -492     -563        0    1,908   -4,961    1,416   -5,524       30    6,970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      7.3      0.0     58.2     40.8     85.0     48.1     15.0     51.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       14       10       16       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      348,508
COMMITMENTS
 100,978   87,199    4,211  161,951  240,807  267,140  332,217   81,368   16,291

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:    -24,641)
 -20,286  -20,365    1,587  -41,872   -5,574  -60,571  -24,352   35,930     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     25.0      1.2     46.5     69.1     76.7     95.3     23.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      63       36       10       66       75      134      116
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      115,269
COMMITMENTS
  56,155    6,957      162   35,575   91,981   91,892   99,100   23,377   16,169

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:    -21,168)
 -12,041   -4,257      -16     -600  -14,937  -12,657  -19,210   -8,511   -1,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.7      6.0      0.1     30.9     79.8     79.7     86.0     20.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      31        9        4       13       19       44       32
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       54,951
COMMITMENTS
  15,098    7,604        0   18,651   22,440   33,749   30,044   21,202   24,907

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:     11,530)
     650    1,482        0    1,332    2,212    1,982    3,694    9,548    7,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     13.8      0.0     33.9     40.8     61.4     54.7     38.6     45.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      16       13        0       14       20       30       33
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       58,398
COMMITMENTS
   8,760   12,714    1,051   17,290   34,316   27,101   48,081   31,297   10,317

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:     11,232)
  -3,698    6,090     -299    1,328     -707   -2,669    5,084   13,901    6,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     21.8      1.8     29.6     58.8     46.4     82.3     53.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      14       15        3       20       23       37       38
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       28,530
COMMITMENTS
   4,666        0       80   20,380   26,372   25,126   26,452    3,404    2,078

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:     -1,606)
     750        0        0   -1,870   -2,314   -1,120   -2,314     -486      708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      0.0      0.3     71.4     92.4     88.1     92.7     11.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9        0        1       22       19       31       20
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       21,985
COMMITMENTS
   5,518        0        0    9,847   19,679   15,365   19,679    6,620    2,306

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:       -118)
    -158        0        0     -452     -311     -610     -311      492      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      0.0      0.0     44.8     89.5     69.9     89.5     30.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        0        0        9        9       19        9
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       22,177
COMMITMENTS
   5,380    5,996      318   11,287   13,544   16,985   19,858    5,192    2,319

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:      2,578)
     378      256      205      736      173    1,319      634    1,259    1,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     27.0      1.4     50.9     61.1     76.6     89.5     23.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        7        4        7        2       19       11
 

Updated May 14, 2010