BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,111
COMMITMENTS
     382    1,211        5    2,040    1,501    2,427    2,717      684      394

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:        138)
      14       50        4       90      101      108      155       30      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     38.9      0.2     65.6     48.2     78.0     87.3     22.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        2        9       12       13       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,322
COMMITMENTS
   4,749    4,629      761   25,590   25,617   31,100   31,007    4,222    4,315

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:        703)
     103      412      -24      606      553      685      941       18     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     13.1      2.2     72.4     72.5     88.0     87.8     12.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      19       14       15       35       34       60       57
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      232,397
COMMITMENTS
  63,839   24,538   49,121   92,340  126,159  205,300  199,818   27,097   32,579

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -2,494)
  -2,533   -1,898      967   -1,194     -902   -2,760   -1,833      266     -661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     10.6     21.1     39.7     54.3     88.3     86.0     11.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      99       40       97       50       69      206      179
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      376,895
COMMITMENTS
 127,152   51,612   60,622  160,831  191,588  348,605  303,822   28,290   73,073

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:    -11,160)
    -948     -937   -8,851     -737     -832  -10,536  -10,620     -624     -540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     13.7     16.1     42.7     50.8     92.5     80.6      7.5     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      440)
     135       89      121       83      185      293      337
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,708
COMMITMENTS
   3,907    3,414      411    3,311    3,682    7,629    7,507    2,079    2,201

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:       -259)
    -218      682     -249      122     -838     -345     -405       86      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     35.2      4.2     34.1     37.9     78.6     77.3     21.4     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      25       34        9       17       19       47       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,805
COMMITMENTS
  20,059    5,487    3,719   11,487   11,282   35,265   20,488    6,540   21,317

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -1,086)
    -501      594     -383     -757     -570   -1,641     -359      555     -727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.0     13.1      8.9     27.5     27.0     84.4     49.0     15.6     51.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      51       31       34       37       66      104      118
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       86,664
COMMITMENTS
  15,193        0        0   70,651   86,544   85,844   86,544      820      120

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      2,892)
   3,003        0        0       95    3,301    3,098    3,301     -206     -409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      0.0      0.0     81.5     99.9     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        0        0       14       15       23       15
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      141,961
COMMITMENTS
  67,489    2,454        2   23,480  123,045   90,971  125,501   50,990   16,460

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:        -61)
   1,135     -159      -74      656      -34    1,717     -267   -1,778      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.5      1.7      0.0     16.5     86.7     64.1     88.4     35.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      47        5        1       18       22       65       28
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       69,281
COMMITMENTS
  27,271    9,897        1   12,312   49,346   39,584   59,244   29,697   10,037

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      7,776)
   4,999    2,282      -16    1,235    5,046    6,218    7,312    1,558      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     14.3      0.0     17.8     71.2     57.1     85.5     42.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      19        9        1        9       12       28       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      174,299
COMMITMENTS
 142,812    8,683      137   22,620  163,034  165,569  171,854    8,730    2,445

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      7,680)
  11,124    1,841      137   -4,054    5,373    7,207    7,351      473      329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.9      5.0      0.1     13.0     93.5     95.0     98.6      5.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      78       18        1       11       26       90       44
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      108,808
COMMITMENTS
  50,572   20,397       63   23,872   70,132   74,507   90,592   34,301   18,216

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:    -11,508)
  -2,851   -6,355       39   -1,536   -4,168   -4,348  -10,484   -7,160   -1,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5     18.7      0.1     21.9     64.5     68.5     83.3     31.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      39       20        3       20       31       60       53
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      127,838
COMMITMENTS
  12,935   65,918       88   96,035   21,785  109,058   87,791   18,780   40,047

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -2,246)
  -1,248   -1,142     -348      804    3,537     -792    2,047   -1,454   -4,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     51.6      0.1     75.1     17.0     85.3     68.7     14.7     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      15       42        3       28       21       45       64
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      244,006
COMMITMENTS
 102,686   40,491    1,889   74,976  155,704  179,551  198,084   64,455   45,922

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:        803)
  -2,739       51      189    5,922    3,936    3,372    4,176   -2,569   -3,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     16.6      0.8     30.7     63.8     73.6     81.2     26.4     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      59       43       14       39       46      103       98
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       37,402
COMMITMENTS
  31,911   26,202        0    4,100   11,010   36,011   37,212    1,391      190

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:          6)
      27        0        0      -68      -42      -41      -42       47       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.3     70.1      0.0     11.0     29.4     96.3     99.5      3.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        2        0        2        7       12        9
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,789
COMMITMENTS
  17,722    8,383      213    3,666   15,986   21,601   24,582    4,188    1,207

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      4,646)
   3,489      486      213      318    4,198    4,020    4,897      626     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.7     32.5      0.8     14.2     62.0     83.8     95.3     16.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      19        9        1        4       19       23       29
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,501,170
COMMITMENTS
 1047362  671,052  892,198  6668779  6907695  8608339  8470945  892,831  1030225

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:    111,346)
  91,698   36,407   23,696   -8,572   72,120  106,822  132,223    4,524  -20,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      7.1      9.4     70.2     72.7     90.6     89.2      9.4     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      55       53       84      138      149      249      243
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      859,929
COMMITMENTS
  72,895  106,650   21,854  600,242  603,141  694,991  731,644  164,937  128,284

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     16,756)
  -5,833    5,267    2,800   16,563    1,966   13,530   10,033    3,226    6,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     12.4      2.5     69.8     70.1     80.8     85.1     19.2     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      535)
      97      111       47      214      221      336      355
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      318,235
COMMITMENTS
  13,314   36,159      991  185,040  234,743  199,345  271,893  118,890   46,342

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     14,131)
      29    3,031       95    7,655   11,899    7,779   15,025    6,352     -894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     11.4      0.3     58.1     73.8     62.6     85.4     37.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      13       22        6       54       55       71       79
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,708,468
COMMITMENTS
 375,629  430,177   26,590  2076012  1841989  2478231  2298756  230,237  409,712

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     13,123)
  -9,963   30,531   -5,823   44,540  -49,666   28,754  -24,958  -15,631   38,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     15.9      1.0     76.6     68.0     91.5     84.9      8.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      500)
      94      105       31      186      199      295      320
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      116,763
COMMITMENTS
  10,232    7,542      706   95,922  105,677  106,860  113,925    9,903    2,838

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      3,588)
  -2,900     -794      645    5,366    3,446    3,111    3,297      477      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      6.5      0.6     82.2     90.5     91.5     97.6      8.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      12        6        1       50       40       62       47
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       77,540
COMMITMENTS
  17,352    9,170    1,839   49,419   61,923   68,611   72,933    8,929    4,607

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -6,939)
  -4,033     -881   -4,170    1,317   -2,861   -6,886   -7,912      -54      973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     11.8      2.4     63.7     79.9     88.5     94.1     11.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      60       38       16       78       92      144      141
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       14,375
COMMITMENTS
   1,732    1,376        0    8,734   11,953   10,466   13,329    3,909    1,046

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -2,883)
  -3,972      233        0      653   -3,036   -3,319   -2,803      436      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      9.6      0.0     60.8     83.2     72.8     92.7     27.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        0       11       12       16       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      315,826
COMMITMENTS
  83,853   44,723    3,445  203,426  249,851  290,724  298,019   25,102   17,807

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:    -20,282)
 -20,391  -25,656     -762    3,319      873  -17,834  -25,545   -2,448    5,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     14.2      1.1     64.4     79.1     92.1     94.4      7.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      58       39       12       73       88      134      136
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      143,732
COMMITMENTS
  91,589    6,628        2   17,201  119,299  108,792  125,929   34,940   17,803

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -5,301)
  -5,564      126      -60    1,258   -4,903   -4,366   -4,837     -935     -464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.7      4.6      0.0     12.0     83.0     75.7     87.6     24.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      41       12        1       12       20       53       33
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       55,815
COMMITMENTS
  21,882    8,466        0   27,206   29,904   49,088   38,370    6,727   17,445

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      1,262)
  -1,369    1,018       -6    3,250      -67    1,875      945     -613      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     15.2      0.0     48.7     53.6     87.9     68.7     12.1     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      18       15        0       22       17       40       32
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       61,071
COMMITMENTS
  11,697   18,145      603   41,543   36,740   53,843   55,488    7,228    5,583

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:       -331)
   1,419     -516     -396   -1,242    4,296     -219    3,384     -112   -3,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     29.7      1.0     68.0     60.2     88.2     90.9     11.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      18       12        3       26       24       47       36
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       32,808
COMMITMENTS
   3,718    1,623      305   24,417   28,997   28,440   30,925    4,368    1,883

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:        -79)
    -505     -488       25      614      772      134      309     -213     -388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      4.9      0.9     74.4     88.4     86.7     94.3     13.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        5        1       23       24       28       30
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       41,816
COMMITMENTS
  13,434    3,684       34   22,505   35,130   35,973   38,848    5,843    2,968

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      1,344)
    -146      350      -41    2,388      841    2,201    1,150     -857      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      8.8      0.1     53.8     84.0     86.0     92.9     14.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      19        9        1       27       21       46       31
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       12,040
COMMITMENTS
   5,606      691       12    4,315   10,768    9,933   11,471    2,107      569

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -1,800)
  -1,254   -2,118      -36     -513      456   -1,803   -1,698        3     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6      5.7      0.1     35.8     89.4     82.5     95.3     17.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        3        1        5        3       16        6
 

Updated April 22, 2011