BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,160
COMMITMENTS
     344    1,207        3    2,027    1,624    2,374    2,834      786      326

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        178)
      -3       22        0      140      149      137      171       41        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     38.2      0.1     64.1     51.4     75.1     89.7     24.9     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        1       10       10       13       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,758
COMMITMENTS
   4,269    4,026      627   22,745   23,113   27,641   27,766    5,117    4,992

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,471)
     -27      -78      241       99      558      313      721    1,158      750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     12.3      1.9     69.4     70.6     84.4     84.8     15.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      15       10       16       32       32       54       52
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      224,601
COMMITMENTS
  52,360   44,816   40,813  107,799  106,021  200,972  191,650   23,629   32,951

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      5,479)
  -2,040    4,837    4,687    2,764   -4,475    5,411    5,049       68      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     20.0     18.2     48.0     47.2     89.5     85.3     10.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      85       81      101       51       69      188      215
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      345,379
COMMITMENTS
 115,013   62,726   46,546  158,048  168,436  319,607  277,708   25,772   67,671

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -6,278)
    -790    4,210   -5,451     -246   -3,233   -6,487   -4,474      209   -1,804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     18.2     13.5     45.8     48.8     92.5     80.4      7.5     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     102       92      106       74      158      231      313
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,966
COMMITMENTS
   4,413    4,999      304    3,209    2,558    7,926    7,861    2,040    2,105

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        104)
      24      632       17      -75     -483      -34      166      138      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     50.2      3.1     32.2     25.7     79.5     78.9     20.5     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      29       40        7       11       16       42       61
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,128
COMMITMENTS
  17,002    4,965    3,706   11,551    9,030   32,259   17,701    5,869   20,427

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -805)
     156      300     -250     -738     -632     -832     -582       27     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6     13.0      9.7     30.3     23.7     84.6     46.4     15.4     53.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      43       28       40       36       60       97      116
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       99,819
COMMITMENTS
   6,440        0        0   92,703   99,487   99,143   99,487      676      332

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        599)
    -983     -355        0    1,488      879      505      524       94       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.0      0.0     92.9     99.7     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        0        0       16       14       21       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      123,386
COMMITMENTS
  36,008    9,717      154   40,314   97,727   76,476  107,598   46,910   15,788

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,908)
  -6,690    4,222        0   10,210   -1,800    3,520    2,422   -1,612     -514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2      7.9      0.1     32.7     79.2     62.0     87.2     38.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      33       12        2       25       24       59       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       68,304
COMMITMENTS
  24,409    8,748        0   15,232   49,224   39,641   57,972   28,663   10,332

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -4,008)
  -3,496   -2,821     -280   -1,344     -625   -5,120   -3,726    1,112     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     12.8      0.0     22.3     72.1     58.0     84.9     42.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      15        8        0       10       11       25       19
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      147,582
COMMITMENTS
 112,311    7,399      134   27,601  138,080  140,046  145,613    7,536    1,969

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -10,804)
 -10,781    2,372     -112      970  -13,140   -9,923  -10,880     -881       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.1      5.0      0.1     18.7     93.6     94.9     98.7      5.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      71       15        1       20       21       91       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      103,753
COMMITMENTS
  30,327   31,255      296   42,237   49,692   72,860   81,243   30,893   22,510

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -4,364)
 -11,041    8,005      274   11,498  -16,231      731   -7,952   -5,095    3,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     30.1      0.3     40.7     47.9     70.2     78.3     29.8     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      25       26        3       29       26       57       52
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      103,453
COMMITMENTS
  38,016   22,643      242   40,617   43,409   78,875   66,294   24,578   37,159

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,164)
   1,916     -403       52       38    1,513    2,006    1,162     -842        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     21.9      0.2     39.3     42.0     76.2     64.1     23.8     35.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      22       32        8       20       26       47       61
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      250,533
COMMITMENTS
  89,941   48,296    1,133  105,953  157,756  197,027  207,185   53,506   43,348

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      7,606)
  -8,113   11,689      -81   22,658   -5,271   14,464    6,337   -6,858    1,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     19.3      0.5     42.3     63.0     78.6     82.7     21.4     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      50       51       20       44       50      104      111
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       29,636
COMMITMENTS
  22,518    9,894        0    3,827   18,443   26,345   28,337    3,291    1,299

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -868)
    -310      780       -5        1   -1,606     -314     -831     -554      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.0     33.4      0.0     12.9     62.2     88.9     95.6     11.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      16       11        0        4       15       20       26
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,031,981
COMMITMENTS
 1389210  1025346  1033077  6635043  6928560  9057330  8986983  974,651  1044998

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     58,317)
 107,644   32,037   79,637 -136,143  -35,220   51,138   76,454    7,179  -18,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     10.2     10.3     66.1     69.1     90.3     89.6      9.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      56       72       90      137      151      260      255
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      870,469
COMMITMENTS
  80,938   85,862   24,067  595,871  635,850  700,875  745,779  169,593  124,690

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      7,293)
  -1,228   -2,034    6,731    4,315     -885    9,817    3,811   -2,524    3,482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      9.9      2.8     68.5     73.0     80.5     85.7     19.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      555)
     113      103       56      227      217      367      350
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      325,360
COMMITMENTS
  15,952   27,485    2,327  186,249  252,995  204,528  282,807  120,832   42,553

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      3,726)
    -243    3,407      665      842   -2,582    1,264    1,490    2,462    2,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      8.4      0.7     57.2     77.8     62.9     86.9     37.1     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      12       22        7       59       57       74       83
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,725,544
COMMITMENTS
 394,409  361,364   39,219  2048109  1914276  2481737  2314859  243,807  410,685

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     17,837)
  12,229  -10,051   13,172   17,366    8,484   42,767   11,605  -24,930    6,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     13.3      1.4     75.1     70.2     91.1     84.9      8.9     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      517)
     112       95       41      198      198      328      316
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      114,146
COMMITMENTS
   9,714    8,858      621   95,502  101,006  105,837  110,485    8,309    3,661

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -882)
  -3,328      -55      614    2,853   -2,033      139   -1,474   -1,021      592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      7.8      0.5     83.7     88.5     92.7     96.8      7.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      12        7        2       51       39       64       47
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       93,078
COMMITMENTS
  22,330    5,324    4,647   56,731   79,007   83,708   88,978    9,369    4,100

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -11,254)
  -6,771   -1,228   -3,848     -221   -6,592  -10,839  -11,667     -415      413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0      5.7      5.0     61.0     84.9     89.9     95.6     10.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      78       25       18       83       86      166      125
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       20,513
COMMITMENTS
   3,567      978        0   12,996   18,570   16,563   19,548    3,950      965

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -3,942)
  -4,484      -19        0      471   -3,945   -4,013   -3,964       71       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      4.8      0.0     63.4     90.5     80.7     95.3     19.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        2        0       14       12       19       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      362,823
COMMITMENTS
 113,464   41,376    3,589  218,674  302,183  335,727  347,148   27,096   15,675

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -36,560)
 -31,915  -26,526    1,244   -3,459  -13,233  -34,130  -38,515   -2,430    1,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     11.4      1.0     60.3     83.3     92.5     95.7      7.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      75       27       15       75       81      154      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      115,090
COMMITMENTS
  61,179   10,260      134   20,488   88,124   81,801   98,518   33,289   16,572

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -13,224)
 -11,692   -2,290     -222   -1,640   -8,742  -13,554  -11,254      330   -1,970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.2      8.9      0.1     17.8     76.6     71.1     85.6     28.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      30       16        3       14       21       44       40
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       48,211
COMMITMENTS
  15,500    7,598    3,634   21,658   19,052   40,792   30,284    7,419   17,927

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -1,481)
  -2,092    1,593       12      -24   -4,356   -2,104   -2,751      623    1,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     15.8      7.5     44.9     39.5     84.6     62.8     15.4     37.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      16       12        1       21       17       37       30
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       57,272
COMMITMENTS
  11,024   10,033    3,951   35,630   36,642   50,605   50,626    6,667    6,646

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -3,065)
    -823   -6,257      822     -114      917     -115   -4,518   -2,950    1,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     17.5      6.9     62.2     64.0     88.4     88.4     11.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      16       14        6       24       27       44       43
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       30,728
COMMITMENTS
   3,716      946      300   23,029   27,537   27,045   28,783    3,683    1,945

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -690)
    -694     -219       30       71     -118     -593     -307      -97     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      3.1      1.0     74.9     89.6     88.0     93.7     12.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       8        3        1       22       24       30       28
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       39,818
COMMITMENTS
  11,082    2,124       17   21,279   34,863   32,378   37,004    7,440    2,814

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -416)
    -793        0        0      440     -724     -353     -724      -63      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      5.3      0.0     53.4     87.6     81.3     92.9     18.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      17        6        1       21       18       38       25
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       10,597
COMMITMENTS
   4,884    2,098       13    4,247    8,042    9,144   10,153    1,453      444

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -2,587)
    -653    1,279     -870     -629   -2,677   -2,152   -2,268     -435     -319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.1     19.8      0.1     40.1     75.9     86.3     95.8     13.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        4        1        5        2       15        6
 

Updated May 20, 2011