BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,406
COMMITMENTS
     302       88       55    4,482    4,454    4,839    4,597      567      809

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        118)
      -4       -1       -3      102       24       95       20       23       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      1.6      1.0     82.9     82.4     89.5     85.0     10.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       12       10       16       12
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,412
COMMITMENTS
   4,920    7,009      800   18,207   14,620   23,927   22,429    3,485    4,983

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        315)
    -181      162      -37      693      346      475      471     -160     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     25.6      2.9     66.4     53.3     87.3     81.8     12.7     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      12       14        9       25       21       42       39
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      249,364
COMMITMENTS
  63,750   70,452   44,536  112,333   97,687  220,619  212,675   28,745   36,689

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -10,052)
    -230   -2,423   -3,504   -5,205   -2,837   -8,939   -8,764   -1,113   -1,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     28.3     17.9     45.0     39.2     88.5     85.3     11.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      93       97      115       56       68      218      232
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      345,591
COMMITMENTS
 117,904   81,400   47,907  150,975  159,399  316,786  288,706   28,805   56,885

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -15,748)
  -7,829   -7,309   -9,758    1,534    3,433  -16,053  -13,634      305   -2,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     23.6     13.9     43.7     46.1     91.7     83.5      8.3     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     115      111      118       88      154      262      342
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,472
COMMITMENTS
   4,285    4,159    1,519    3,025    3,017    8,829    8,695    1,643    1,777

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:       -186)
     -77       -1       33      -50     -112      -94      -80      -92     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9     39.7     14.5     28.9     28.8     84.3     83.0     15.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      28       30       19       21       23       62       63
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,562
COMMITMENTS
  13,922    5,673    7,655   11,434    9,924   33,011   23,252    7,551   17,310

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:       -793)
  -2,387      427     -365    2,700      139      -52      201     -741     -994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     14.0     18.9     28.2     24.5     81.4     57.3     18.6     42.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      35       40       38       38       46       96      110
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,462
COMMITMENTS
     189    4,177       55    7,573    2,626    7,817    6,858      645    1,604

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        305)
       3       87        9      296      110      308      206       -3       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     49.4      0.6     89.5     31.0     92.4     81.0      7.6     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        8        4       12        8       17       17
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      124,330
COMMITMENTS
  10,430    6,491    3,193  110,181  114,637  123,804  124,321      526        9

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        561)
    -780      124        0    1,385      503      605      627      -44      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      5.2      2.6     88.6     92.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        4        1       16       15       19       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      113,833
COMMITMENTS
  47,992   20,025    1,424   29,950   71,160   79,366   92,609   34,467   21,224

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -12,500)
  -9,299   -7,779      902      755   -9,422   -7,642  -16,299   -4,858    3,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2     17.6      1.3     26.3     62.5     69.7     81.4     30.3     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      27       16        6       19       20       49       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       39,995
COMMITMENTS
   6,548   16,467      168   23,265    6,059   29,981   22,694   10,014   17,301

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -3,629)
     -67   -4,824      -61     -770   -3,076     -898   -7,961   -2,731    4,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     41.2      0.4     58.2     15.1     75.0     56.7     25.0     43.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        8        1       10        9       18       18
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      174,230
COMMITMENTS
  84,600   16,000      673   82,838  154,705  168,111  171,378    6,119    2,852

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -1,462)
  -7,144    8,759      253    6,114  -10,682     -777   -1,670     -685      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6      9.2      0.4     47.5     88.8     96.5     98.4      3.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      46       28        4       20       17       69       46
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      145,522
COMMITMENTS
  29,777   48,561      286   94,248   74,154  124,311  123,001   21,211   22,521

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      2,862)
     515   10,492      126    6,456   -6,655    7,097    3,963   -4,235   -1,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     33.4      0.2     64.8     51.0     85.4     84.5     14.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      29       26        4       24       23       55       51
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      150,875
COMMITMENTS
  16,097   82,181      189  124,239   21,715  140,525  104,085   10,350   46,790

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        493)
   1,534    2,510       43     -632    1,322      945    3,875     -452   -3,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     54.5      0.1     82.3     14.4     93.1     69.0      6.9     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      16       41        1       24       17       40       59
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      274,830
COMMITMENTS
  39,253  140,617    1,180  204,616   66,567  245,049  208,364   29,781   66,466

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     33,824)
    -582   21,302      -78   37,994    4,448   37,334   25,672   -3,510    8,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     51.2      0.4     74.5     24.2     89.2     75.8     10.8     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      26       71        9       44       38       77      111
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,802
COMMITMENTS
  15,433    8,263      143    2,835   11,762   18,411   20,168    3,391    1,634

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      1,049)
     956     -368       -7      292    1,359    1,241      984     -192       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.8     37.9      0.7     13.0     53.9     84.4     92.5     15.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      24       12        1        6       10       30       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,548,758
COMMITMENTS
 732,569  752,975  1733035  5295410  5191211  7761014  7677221  787,744  871,537

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    110,746)
  17,649   44,818   -1,209   94,423   80,900  110,863  124,509     -117  -13,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      8.8     20.3     61.9     60.7     90.8     89.8      9.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      57       37       80      133      135      229      227
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      790,586
COMMITMENTS
  86,798  113,035   15,980  544,805  552,282  647,583  681,297  143,003  109,289

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     14,518)
   3,666   -2,200    1,065    1,932   10,776    6,664    9,641    7,855    4,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     14.3      2.0     68.9     69.9     81.9     86.2     18.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      556)
     104      111       52      232      229      364      364
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      235,498
COMMITMENTS
  12,142   10,050    1,055  158,518  160,114  171,715  171,219   63,783   64,279

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     10,116)
    -231    3,453        8    8,471    1,766    8,248    5,227    1,868    4,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      4.3      0.4     67.3     68.0     72.9     72.7     27.1     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      11       14        6       61       54       75       71
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,775,438
COMMITMENTS
 411,521  553,166   36,381  1931437  1960841  2379339  2550388  396,099  225,050

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     22,011)
  37,800   -9,949  -13,029  -32,693   45,048   -7,922   22,070   29,933      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     19.9      1.3     69.6     70.6     85.7     91.9     14.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      526)
     102      107       45      199      209      325      337
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      101,351
COMMITMENTS
  11,375    7,143      867   80,935   89,765   93,177   97,775    8,174    3,576

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      1,082)
  -1,868      746      727    3,725     -765    2,584      708   -1,502      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      7.0      0.9     79.9     88.6     91.9     96.5      8.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      12        6        1       59       34       71       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      102,199
COMMITMENTS
  29,710    9,843    1,515   59,148   82,202   90,373   93,561   11,827    8,638

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     12,776)
   3,081    1,840      688    2,596    9,007    6,365   11,534    6,411    1,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      9.6      1.5     57.9     80.4     88.4     91.5     11.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      80       42       12       70       87      157      135
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       12,359
COMMITMENTS
     334    1,011        0    5,907   10,225    6,241   11,236    6,118    1,123

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      8.2      0.0     47.8     82.7     50.5     90.9     49.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        0        8        9        9       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      449,201
COMMITMENTS
 149,774   47,057    4,681  266,203  359,886  420,658  411,624   28,543   37,577

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      2,083)
  16,630    7,042      542  -16,554   -6,092      618    1,492    1,465      591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     10.5      1.0     59.3     80.1     93.6     91.6      6.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      81       41       11       68       84      155      130
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      154,070
COMMITMENTS
  79,806   40,377      251   46,393   91,475  126,450  132,103   27,620   21,967

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      2,245)
  -6,184    3,706     -878    9,303   -2,536    2,241      292        4    1,953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8     26.2      0.2     30.1     59.4     82.1     85.7     17.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      24       25        5       15       24       42       51
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       44,073
COMMITMENTS
  10,615   15,967        0   26,890    5,666   37,505   21,633    6,568   22,440

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -5,585)
  -1,466   -3,273     -188   -4,491     -132   -6,145   -3,593      560   -1,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     36.2      0.0     61.0     12.9     85.1     49.1     14.9     50.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      16        7        0       20        9       36       16
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       46,491
COMMITMENTS
  15,800    3,239    3,926   20,432   14,353   40,158   21,518    6,333   24,973

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -2,948)
  -2,811      106      101    1,086      933   -1,624    1,140   -1,324   -4,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0      7.0      8.4     43.9     30.9     86.4     46.3     13.6     53.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      11        7        3       24       20       36       29
 

Updated April 13, 2012