BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,130
COMMITMENTS
     264    1,031        1    3,167    2,807    3,432    3,839      698      291

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        606)
     -17        0        0      712      633      695      633      -89      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     25.0      0.0     76.7     68.0     83.1     93.0     16.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        1       13       11       16       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,065
COMMITMENTS
   7,794    5,939    1,290   22,389   25,306   31,473   32,535    5,592    4,530

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      1,707)
   1,184      337      120      262    1,381    1,566    1,838      141     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     16.0      3.5     60.4     68.3     84.9     87.8     15.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      23       12       19       35       33       68       55
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,224
COMMITMENTS
   2,419       34        2    1,656    3,518    4,077    3,554      147      670

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:         74)
       5       34        2       69       51       76       87       -2      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.3      0.8      0.0     39.2     83.3     96.5     84.1      3.5     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        1        5       11       10       12
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      230,340
COMMITMENTS
  61,102   57,786   39,230  108,850  101,180  209,182  198,196   21,158   32,144

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     10,790)
   7,706      425    2,923      886    6,529   11,515    9,877     -725      913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     25.1     17.0     47.3     43.9     90.8     86.0      9.2     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      86       71       96       48       71      191      203
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      327,517
COMMITMENTS
  87,465   59,291   51,484  166,682  156,245  305,631  267,020   21,886   60,497

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      7,419)
  -1,290   -2,138    5,921    4,077    3,672    8,708    7,455   -1,289      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     18.1     15.7     50.9     47.7     93.3     81.5      6.7     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
      87      107      121       74      159      247      324
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,690
COMMITMENTS
   3,964    4,747      657    3,091    1,990    7,712    7,394    1,978    2,296

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -478)
    -117     -165      -65       18     -215     -164     -445     -314      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9     49.0      6.8     31.9     20.5     79.6     76.3     20.4     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      26       33       12       15       18       51       59
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,104
COMMITMENTS
  13,139    5,823    5,104   12,649    8,087   30,892   19,014    6,212   18,090

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      1,089)
     721     -443      481     -573      408      629      446      460      643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     15.7     13.8     34.1     21.8     83.3     51.2     16.7     48.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      40       29       35       33       57       94      108
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      101,276
COMMITMENTS
  13,161      527      369   86,179   99,263   99,709  100,159    1,567    1,117

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      2,491)
     768      527        0    3,213    3,560    3,981    4,087   -1,490   -1,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      0.5      0.4     85.1     98.0     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        2        1       17       15       24       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       92,360
COMMITMENTS
  21,896   23,759       25   28,565   46,695   50,486   70,479   41,874   21,881

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      4,455)
   1,913    5,980       25    4,475   -5,046    6,413      959   -1,958    3,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     25.7      0.0     30.9     50.6     54.7     76.3     45.3     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      27       15        1       23       20       51       35
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,227
COMMITMENTS
  21,412   11,464        1    4,526   27,805   25,939   39,270   25,288   11,957

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        -77)
  -2,288     -423        1    1,408     -271     -879     -693      802      616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8     22.4      0.0      8.8     54.3     50.6     76.7     49.4     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      19        9        1       10       10       30       19
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       98,930
COMMITMENTS
  59,833   13,756      246   32,363   82,558   92,442   96,560    6,488    2,370

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        547)
   1,305   -3,349      -79   -1,062    4,134      164      706      383     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.5     13.9      0.2     32.7     83.5     93.4     97.6      6.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      53       17        1       20       18       74       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      102,414
COMMITMENTS
  27,928   46,277      963   52,846   31,150   81,737   78,390   20,677   24,024

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      9,590)
   1,165    8,154     -119   10,089   -1,017   11,135    7,018   -1,545    2,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     45.2      0.9     51.6     30.4     79.8     76.5     20.2     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      23       29        5       28       20       53       52
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:       94,286
COMMITMENTS
  34,319   20,696       34   37,464   41,037   71,817   61,767   22,469   32,519

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -4,785)
 -12,755    6,216      -23   14,292  -14,226    1,514   -8,033   -6,299    3,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     22.0      0.0     39.7     43.5     76.2     65.5     23.8     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      27       33        2       22       21       51       54
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      183,206
COMMITMENTS
  68,800   35,813      753   57,791  101,137  127,344  137,703   55,862   45,503

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -5,984)
  -3,353   -6,569      161   -4,687   -2,032   -7,879   -8,440    1,895    2,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     19.5      0.4     31.5     55.2     69.5     75.2     30.5     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      41       48       10       36       51       81      105
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       38,644
COMMITMENTS
  30,195   27,209    4,900    2,122    6,140   37,217   38,249    1,427      395

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        139)
     121        0        0        0      -85      121      -85       18      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.1     70.4     12.7      5.5     15.9     96.3     99.0      3.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      12        2        3        2        5       15        9
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       29,652
COMMITMENTS
  22,242    3,878        0    2,998   24,437   25,240   28,315    4,412    1,337

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -609)
    -700     -215        0       28     -505     -672     -720       63      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.0     13.1      0.0     10.1     82.4     85.1     95.5     14.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      17       11        0        5        8       22       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,932,668
COMMITMENTS
 1175907  875,984  1215010  6684928  6910142  9075845  9001136  856,823  931,532

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     31,564)
 -91,193  -15,544   16,655  152,447   71,567   77,909   72,678  -46,345  -41,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      8.8     12.2     67.3     69.6     91.4     90.6      8.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      52       59       86      138      154      245      255
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      767,317
COMMITMENTS
  68,689   85,211   17,640  564,417  579,426  650,746  682,277  116,571   85,040

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -4,257)
  -2,054   -2,962   -1,976    9,029    4,665    4,999     -273   -9,256   -3,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     11.1      2.3     73.6     75.5     84.8     88.9     15.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      522)
      87      107       47      211      217      323      346
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      264,030
COMMITMENTS
  19,130   26,698    1,005  173,462  202,754  193,597  230,457   70,433   33,573

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:         50)
  -6,048      381       34    4,985    6,509   -1,029    6,924    1,079   -6,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     10.1      0.4     65.7     76.8     73.3     87.3     26.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      13       16        4       53       50       67       69
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,516,434
COMMITMENTS
 289,179  333,946   41,791  1954773  1883361  2285743  2259098  230,691  257,336

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -21,535)
   7,132  -29,554    2,786   20,220   -9,218   30,138  -35,986  -51,673   14,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     13.3      1.7     77.7     74.8     90.8     89.8      9.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      490)
      82      102       40      188      200      291      321
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      106,738
COMMITMENTS
  10,060    5,538        0   87,608   95,190   97,668  100,728    9,070    6,010

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -100)
     532        8     -714     -619     -496     -801   -1,202      701    1,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      5.2      0.0     82.1     89.2     91.5     94.4      8.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
       8        4        0       51       38       59       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       53,574
COMMITMENTS
   7,030    9,073    1,018   40,754   40,068   48,802   50,159    4,772    3,415

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -558)
    -576   -1,928       50      -92   -1,852     -617   -3,730       60    3,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     16.9      1.9     76.1     74.8     91.1     93.6      8.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      39       43       10       73       77      116      126
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      267,870
COMMITMENTS
  35,149   45,367    5,091  203,770  200,339  244,010  250,797   23,860   17,073

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -2,788)
  -2,879   -9,641      251     -458   -9,261   -3,086  -18,651      298   15,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     16.9      1.9     76.1     74.8     91.1     93.6      8.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      39       43       10       73       77      116      126
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       93,784
COMMITMENTS
  58,957   12,060      147    6,506   62,369   65,610   74,576   28,174   19,208

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -6,295)
  -7,839     -165      144    1,659   -9,661   -6,036   -9,682     -259    3,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.9     12.9      0.2      6.9     66.5     70.0     79.5     30.0     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      26       14        5       10       21       38       38
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,013
COMMITMENTS
   8,626    8,335        1   15,600   15,384   24,227   23,720    6,786    7,293

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      2,295)
    -530    1,879        1    2,531      448    2,002    2,328      293      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     26.9      0.0     50.3     49.6     78.1     76.5     21.9     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      13        9        1       16       13       30       22
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       40,839
COMMITMENTS
  12,115    3,242      381   22,072   23,740   34,568   27,363    6,271   13,476

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -914)
   3,991      230       62   -4,775    4,846     -722    5,138     -192   -6,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      7.9      0.9     54.0     58.1     84.6     67.0     15.4     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      15        7        2       23       22       39       30
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       10,595
COMMITMENTS
   4,882      715       10    4,226    9,493    9,118   10,218    1,477      377

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        384)
     267      307       10       64       27      341      344       43       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.1      6.7      0.1     39.9     89.6     86.1     96.4     13.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        2        8        4       16       10
 

Updated July 1, 2011