MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       45,565
COMMITMENTS
   1,198    5,379    9,531   30,299   21,252   41,029   36,163    4,537    9,402

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:        226)
    -238      350     -150      740      194      352      395     -126     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     11.8     20.9     66.5     46.6     90.0     79.4     10.0     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      10       23       21       41       34       65       65
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      246,960
COMMITMENTS
  71,763   15,868   56,126   92,692  141,023  220,580  213,017   26,379   33,942

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:     10,007)
   3,799      558    6,698     -464    3,824   10,033   11,081      -26   -1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1      6.4     22.7     37.5     57.1     89.3     86.3     10.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
     129       51      110       52       64      230      188
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      445,080
COMMITMENTS
 148,583   10,070  130,757  134,935  222,141  414,275  362,969   30,805   82,112

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:      4,713)
    -548      408    9,093   -1,678   -1,571    6,867    7,930   -2,154   -3,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4      2.3     29.4     30.3     49.9     93.1     81.6      6.9     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      441)
     172       52      123      102      188      324      326
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,468
COMMITMENTS
   5,565      817    1,627    2,124    7,115    9,316    9,559    2,152    1,909

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:        -44)
     -21      -90      112       -8      -85       83      -63     -127       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.5      7.1     14.2     18.5     62.0     81.2     83.4     18.8     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      42       13       15       19       23       71       42
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,330
COMMITMENTS
  24,134    3,504    7,376   11,594   15,425   43,104   26,305    7,225   24,025

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:      1,546)
     233   -1,004      -57      620    1,008      796      -53      749    1,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.0      7.0     14.7     23.0     30.6     85.6     52.3     14.4     47.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      54       26       26       50       85      119      124
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       29,051
COMMITMENTS
   8,433      205      236   14,546   28,469   23,215   28,910    5,836      141

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:      2,049)
   2,258        5      236      475    1,802    2,969    2,043     -920        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      0.7      0.8     50.1     98.0     79.9     99.5     20.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        2        2       11       14       20       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      157,182
COMMITMENTS
  73,093   12,106    4,691   28,279  121,093  106,063  137,890   51,118   19,292

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:     -3,408)
  -9,897     -536      470    6,767   -2,330   -2,661   -2,397     -748   -1,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.5      7.7      3.0     18.0     77.0     67.5     87.7     32.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      35       10       13       24       27       63       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,988
COMMITMENTS
  13,138   26,604    1,531   25,094    7,810   39,763   35,945   12,225   16,043

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:     16,102)
   3,286   11,302      147   12,534      446   15,967   11,896      135    4,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     51.2      2.9     48.3     15.0     76.5     69.1     23.5     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12       17        7       12       10       27       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      127,926
COMMITMENTS
 107,556    9,515        0   13,649  115,964  121,205  125,479    6,721    2,447

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:    -11,718)
 -11,421      690     -105      700  -12,928  -10,826  -12,343     -892      625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    84.1      7.4      0.0     10.7     90.6     94.7     98.1      5.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      50       16        0       17       20       67       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      137,283
COMMITMENTS
  13,207   68,053    9,721   93,992   26,972  116,921  104,747   20,362   32,536

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:      2,014)
  -2,023    4,103    1,684    1,723   -4,240    1,383    1,548      631      467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     49.6      7.1     68.5     19.6     85.2     76.3     14.8     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      17       44       22       23       27       53       80
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      153,773
COMMITMENTS
  16,058   63,904   10,693  109,662   35,781  136,413  110,378   17,360   43,395

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:      5,234)
     650      194    1,484    2,396    6,059    4,530    7,737      704   -2,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     41.6      7.0     71.3     23.3     88.7     71.8     11.3     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      24       52       25       22       25       62       86
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      313,219
COMMITMENTS
  37,288  120,783   58,040  166,357   74,593  261,686  253,417   51,533   59,802

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:     53,804)
   2,543   17,720   18,822   28,476   10,084   49,842   46,626    3,962    7,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     38.6     18.5     53.1     23.8     83.5     80.9     16.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      53       91       63       38       44      128      161
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,797
COMMITMENTS
  17,554    4,645        0    1,118   15,819   18,672   20,464    3,125    1,333

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:      3,886)
   3,057   -1,100        0      610    5,048    3,667    3,948      219      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.5     21.3      0.0      5.1     72.6     85.7     93.9     14.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      19        7        0        5       12       24       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,504,820
COMMITMENTS
 1521113  355,464  4628771  6460794  7410786 12610678 12395021  894,142  1109799

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:    244,295)
-315,573   20,468  205,816  336,093    3,884  226,335  230,167   17,960   14,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      2.6     34.3     47.8     54.9     93.4     91.8      6.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      71       71      116      148      160      283      286
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      405,006
COMMITMENTS
  16,451   36,972   27,838  275,523  275,202  319,812  340,011   85,194   64,995

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:      6,604)
      71    2,214    1,088    2,709    9,520    3,868   12,822    2,736   -6,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      9.1      6.9     68.0     68.0     79.0     84.0     21.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      23       28       36       82       67      124      112
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,768,380
COMMITMENTS
 337,016  389,038  114,960  2005405  2012289  2457381  2516287  310,999  252,093

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:    120,099)
  40,416   32,043   25,953   60,515   79,728  126,885  137,725   -6,786  -17,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     14.1      4.2     72.4     72.7     88.8     90.9     11.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      507)
      96      125       75      182      214      316      376
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      103,258
COMMITMENTS
  10,641    8,608      558   79,824   90,017   91,023   99,183   12,234    4,075

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:      2,309)
     119      143      434     -150    1,833      403    2,410    1,906     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      8.3      0.5     77.3     87.2     88.2     96.1     11.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      14        4        1       48       39       62       44
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       18,821
COMMITMENTS
   5,757    2,523        0    8,800   11,501   14,557   14,024    4,264    4,797

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:      1,893)
   1,226     -246        0      895    1,168    2,121      922     -228      971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     13.4      0.0     46.8     61.1     77.3     74.5     22.7     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        0       11       10       14       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      381,465
COMMITMENTS
 130,918  109,726    9,415  201,480  244,611  341,813  363,752   39,652   17,713

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:     44,955)
  -3,516   10,984    3,109   36,830   27,847   36,423   41,940    8,531    3,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3     28.8      2.5     52.8     64.1     89.6     95.4     10.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      81       47       26       71       80      160      146
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      145,156
COMMITMENTS
  75,754    9,071    2,075   30,988  114,879  108,817  126,025   36,339   19,131

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:    -13,683)
 -11,577    1,283     -202    1,697  -15,651  -10,082  -14,570   -3,601      887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.2      6.2      1.4     21.3     79.1     75.0     86.8     25.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      39       10       10       13       19       56       35
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       47,698
COMMITMENTS
  14,963   11,351        0   21,900   20,045   36,863   31,396   10,835   16,302

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:     -2,333)
    -212     -850        0    2,983    2,193    2,771    1,343   -5,104   -3,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4     23.8      0.0     45.9     42.0     77.3     65.8     22.7     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      17       14        0       19       17       36       31
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       46,300
COMMITMENTS
  16,960    3,778    1,518   14,588   29,270   33,066   34,566   13,234   11,734

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:       -289)
      -6     -688     -500   -2,669    8,940   -3,175    7,752    2,886   -8,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6      8.2      3.3     31.5     63.2     71.4     74.7     28.6     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      19        8        3       17       22       38       31
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       29,232
COMMITMENTS
   3,780        0       80   22,061   27,564   25,921   27,644    3,311    1,588

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:        499)
     115        0        0      -87      639       28      639      471     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      0.0      0.3     75.5     94.3     88.7     94.6     11.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        0        1       20       22       27       23
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       21,544
COMMITMENTS
   5,914        0        0   10,335   19,550   16,249   19,550    5,295    1,994

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:        121)
    -188     -750      -83      319    1,058       48      225       73     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5      0.0      0.0     48.0     90.7     75.4     90.7     24.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      10        0        0       11       11       21       11
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,662
COMMITMENTS
   4,903    5,781        0   10,542   13,467   15,445   19,248    4,217      414

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:        -82)
      90        7        0      -97       -2       -7        5      -75      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9     29.4      0.0     53.6     68.5     78.6     97.9     21.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11        6        0        7        1       18        7
 

Updated April 30, 2010