BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,621
COMMITMENTS
     305      107       60    4,659    4,741    5,024    4,908      597      713

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:        141)
      -1       14       -3      123      261      119      272       22     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      1.9      1.1     82.9     84.3     89.4     87.3     10.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        2       12       12       16       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,498
COMMITMENTS
   5,801    7,977      816   19,221   15,700   25,838   24,493    3,660    5,005

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:        833)
     549      611      -19      197      332      727      924      106      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     27.0      2.8     65.2     53.2     87.6     83.0     12.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      13       17       14       27       23       46       48
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      267,162
COMMITMENTS
  67,320   79,405   53,507  118,267   96,644  239,094  229,556   28,068   37,606

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     12,896)
  -2,206    1,760    7,807    5,834    1,469   11,435   11,036    1,461    1,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     29.7     20.0     44.3     36.2     89.5     85.9     10.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      88      101      116       57       75      209      248
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      354,253
COMMITMENTS
 124,391   89,660   49,510  150,202  161,840  324,103  301,010   30,150   53,243

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      4,295)
   3,377     -240    4,429   -3,690    2,431    4,116    6,620      179   -2,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     25.3     14.0     42.4     45.7     91.5     85.0      8.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
     107      122      116       89      150      257      341
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,356
COMMITMENTS
   4,177    3,976      736    2,824    3,191    7,737    7,903    1,619    1,453

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:       -563)
    -144     -351     -239     -249      284     -632     -306       69     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6     42.5      7.9     30.2     34.1     82.7     84.5     17.3     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      26       25       11       16       20       50       49
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,099
COMMITMENTS
  14,215    8,549    6,242   13,320    9,227   33,777   24,018    7,322   17,081

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:        686)
    -478    1,096     -428      719     -480     -187      188      873      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     20.8     15.2     32.4     22.5     82.2     58.4     17.8     41.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      39       46       37       39       47      100      113
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,871
COMMITMENTS
     331    4,887       69    8,881    3,325    9,281    8,281      590    1,590

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:        810)
       6      367        8      768      325      782      700       28      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     49.5      0.7     90.0     33.7     94.0     83.9      6.0     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2       10        4       14       10       19       21
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      125,423
COMMITMENTS
   9,085    6,413    3,258  112,419  115,636  124,762  125,307      661      116

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:         57)
    -221       95        0      277      -70       56       25        1       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      5.1      2.6     89.6     92.2     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        3        2       16       16       21       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      134,899
COMMITMENTS
  63,028   18,804      522   30,013   98,096   93,563  117,422   41,336   17,477

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      6,058)
   4,709   -1,487      -18   -1,128    8,504    3,563    6,999    2,495     -941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     13.9      0.4     22.2     72.7     69.4     87.0     30.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      35       13        5       20       26       57       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       40,155
COMMITMENTS
   4,312   20,953      120   23,619    4,334   28,051   25,407   12,104   14,748

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -1,203)
  -1,728    1,151       22   -2,197     -335   -3,903      838    2,700   -2,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     52.2      0.3     58.8     10.8     69.9     63.3     30.1     36.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5       13        2        9        9       15       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      162,405
COMMITMENTS
  58,544   18,336      467   98,207  140,344  157,218  159,147    5,187    3,258

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -5,213)
  -5,304      589     -113    1,296   -6,727   -4,121   -6,251   -1,092    1,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     11.3      0.3     60.5     86.4     96.8     98.0      3.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      37       24        3       20       16       59       41
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      173,368
COMMITMENTS
  47,435   39,899      233   89,980  113,492  137,648  153,624   35,720   19,744

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     16,353)
  14,214   -6,373     -359   -8,127   23,786    5,728   17,054   10,625     -701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     23.0      0.1     51.9     65.5     79.4     88.6     20.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      40       22        4       21       28       62       53
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      137,636
COMMITMENTS
  12,669   68,572      145  113,918   27,577  126,732   96,294   10,904   41,342

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -6,532)
  -4,248   -6,148        9   -4,031    1,269   -8,270   -4,870    1,738   -1,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     49.8      0.1     82.8     20.0     92.1     70.0      7.9     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      12       43        3       22       17       36       61
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      287,215
COMMITMENTS
  36,289  149,656    1,483  219,295   70,017  257,067  221,156   30,148   66,059

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -8,629)
  -4,021   -8,779     -126   -6,813     -268  -10,960   -9,173    2,331      544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     52.1      0.5     76.4     24.4     89.5     77.0     10.5     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      28       77       11       47       43       83      123
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,616
COMMITMENTS
  15,277   14,517    1,256    3,661    4,008   20,194   19,781      422      835

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      2,917)
    -539      831    1,090    2,282      645    2,833    2,566       84      351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.1     70.4      6.1     17.8     19.4     98.0     95.9      2.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        3        2        6        4       16        9
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       19,126
COMMITMENTS
  13,984    4,498      101    1,304   13,030   15,389   17,629    3,737    1,497

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -4,826)
  -3,015     -562      101   -1,847   -4,171   -4,761   -4,632      -65     -194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.1     23.5      0.5      6.8     68.1     80.5     92.2     19.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      21       14        1        5        8       26       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,698,761
COMMITMENTS
 887,019  894,021  1616667  5326380  5237246  7830066  7747934  868,695  950,827

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:    181,745)
  60,927   52,109   24,481   67,770   72,382  153,178  148,972   28,567   32,773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     10.3     18.6     61.2     60.2     90.0     89.1     10.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      53       45       78      132      137      228      230
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      805,068
COMMITMENTS
  82,948  110,424   16,019  554,635  558,730  653,602  685,172  151,467  119,896

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      8,933)
  -9,639    1,864     -660   14,765    1,534    4,466    2,738    4,467    6,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     13.7      2.0     68.9     69.4     81.2     85.1     18.8     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      537)
      95      106       52      233      227      354      359
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      241,126
COMMITMENTS
  11,245    9,601    1,722  161,907  154,920  174,874  166,243   66,252   74,883

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      5,866)
  -3,270    2,962      153    7,863   -1,377    4,746    1,738    1,120    4,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      4.0      0.7     67.1     64.2     72.5     68.9     27.5     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
       9       12        6       57       52       68       68
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,819,711
COMMITMENTS
 385,332  530,932   44,667  1963639  2019048  2393638  2594647  426,073  225,064

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     15,334)
 -32,098   -5,744   -3,813   34,511   14,555   -1,400    4,998   16,734   10,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     18.8      1.6     69.6     71.6     84.9     92.0     15.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      509)
      94      104       45      200      206      318      331
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      100,884
COMMITMENTS
  12,254    8,991       53   79,775   87,900   92,082   96,944    8,802    3,940

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:        863)
  -1,559      814       53    2,629     -269    1,123      598     -260      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      8.9      0.1     79.1     87.1     91.3     96.1      8.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
       9        8        2       59       33       69       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       98,447
COMMITMENTS
  28,231    6,792    1,678   57,388   83,710   87,297   92,180   11,150    6,267

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -2,581)
  -1,930      -84      663   -1,708   -2,427   -2,976   -1,848      395     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7      6.9      1.7     58.3     85.0     88.7     93.6     11.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      70       33       13       73       82      152      120
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       15,220
COMMITMENTS
     817      489      474    8,535   13,193    9,826   14,156    5,394    1,064

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      2,231)
     145        3      474    1,546    1,519    2,165    1,996       66      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      3.2      3.1     56.1     86.7     64.6     93.0     35.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        1        7       10       10       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      416,133
COMMITMENTS
 141,163   35,608    1,927  244,265  352,583  387,355  390,118   28,778   26,015

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:    -24,059)
  -9,470      468       38  -16,272  -19,728  -25,704  -19,222    1,645   -4,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      8.6      0.5     58.7     84.7     93.1     93.7      6.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      71       32       12       70       79      148      116
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      146,739
COMMITMENTS
  80,597   34,556      296   40,760   90,888  121,653  125,740   25,086   20,999

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -2,057)
  -3,233     -853      114    4,236   -3,268    1,117   -4,007   -3,174    1,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.9     23.5      0.2     27.8     61.9     82.9     85.7     17.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      28       21        5       17       24       48       47
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       41,814
COMMITMENTS
   9,900   14,090        0   25,541    4,875   35,441   18,965    6,373   22,849

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:       -957)
     136     -568        0     -570       35     -434     -533     -523     -424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     33.7      0.0     61.1     11.7     84.8     45.4     15.2     54.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      15        7        0       19        5       34       12
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       63,583
COMMITMENTS
  16,269    4,090    7,333   27,305   17,980   50,907   29,403   12,676   34,180

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:        691)
     455      667      -17      300    3,528      738    4,178      -47   -3,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      6.4     11.5     42.9     28.3     80.1     46.2     19.9     53.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11        6        3       22       19       35       26
 

Updated April 27, 2012