```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,776
COMMITMENTS
     344    1,181        1    1,715    1,212    2,060    2,394      716      382

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -400)
     -42      -51       -3     -345     -347     -390     -401      -10        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     42.5      0.0     61.8     43.7     74.2     86.2     25.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        4        1       11        9       14       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,075
COMMITMENTS
   4,142    4,372      406   22,659   22,070   27,207   26,848    3,868    4,227

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -4,604)
    -759     -130     -313   -3,206   -3,851   -4,278   -4,294     -326     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     14.1      1.3     72.9     71.0     87.6     86.4     12.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      15       10       13       30       31       49       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      221,571
COMMITMENTS
  56,905   30,493   41,208   99,315  118,025  197,428  189,726   24,143   31,845

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -5,063)
  -4,244    5,714   -4,203    4,449   -5,047   -3,998   -3,536   -1,065   -1,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     13.8     18.6     44.8     53.3     89.1     85.6     10.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      92       61      101       49       65      190      194
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      354,805
COMMITMENTS
 120,489   56,933   53,728  160,043  178,272  334,260  288,933   20,545   65,872

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -9,535)
  -3,719    2,207   -1,890     -745   -6,865   -6,354   -6,548   -3,181   -2,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     16.0     15.1     45.1     50.2     94.2     81.4      5.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      405)
     106      100      110       59      170      238      321
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,000
COMMITMENTS
   4,262    4,101      264    3,541    3,457    8,067    7,822    1,933    2,178

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        665)
     264      415      -18      456       80      702      477      -37      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     41.0      2.6     35.4     34.6     80.7     78.2     19.3     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      28       42        8       15       19       48       64
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,853
COMMITMENTS
  19,625    5,849    3,691   12,498   10,948   35,814   20,488    6,039   21,365

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        983)
    -345      687      288    1,146      213    1,089    1,188     -106     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     14.0      8.8     29.9     26.2     85.6     49.0     14.4     51.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      45       34       37       39       67      104      122
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      102,268
COMMITMENTS
   8,770        0        0   92,874  101,857  101,644  101,857      624      411

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     19,011)
      65        0        0   18,906   18,812   18,971   18,812       40      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      0.0      0.0     90.8     99.6     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        0        0       15       15       23       15
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      139,919
COMMITMENTS
  59,863    5,822      200   30,740  118,338   90,803  124,360   49,116   15,559

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        980)
  -1,630    3,392      198    5,902   -4,147    4,470     -557   -3,490    1,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8      4.2      0.1     22.0     84.6     64.9     88.9     35.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      50        8        4       24       24       76       34
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       72,778
COMMITMENTS
  28,551   10,170        3   15,091   51,377   43,645   61,550   29,133   11,228

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      1,143)
   1,002      462        1     -326      217      677      680      466      463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     14.0      0.0     20.7     70.6     60.0     84.6     40.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      18       11        2        9       12       28       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      162,963
COMMITMENTS
 127,995    3,735        0   26,259  157,279  154,254  161,014    8,709    1,949

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -8,014)
 -10,521   -2,975     -138    2,667   -4,961   -7,992   -8,074      -22       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.5      2.3      0.0     16.1     96.5     94.7     98.8      5.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      80        9        0       17       24       97       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      124,003
COMMITMENTS
  59,735   28,928      174   25,334   78,794   85,243  107,896   38,760   16,107

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      5,517)
   2,868    5,644      128    2,219     -483    5,215    5,289      302      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.2     23.3      0.1     20.4     63.5     68.7     87.0     31.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      42       24        7       20       33       64       62
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      104,590
COMMITMENTS
  19,779   38,598      116   58,959   27,519   78,854   66,233   25,736   38,357

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -9,544)
   5,716  -12,462      -28  -17,579    4,907  -11,891   -7,583    2,347   -1,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     36.9      0.1     56.4     26.3     75.4     63.3     24.6     36.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      21       40        4       26       26       51       66
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      264,337
COMMITMENTS
 128,460   28,944    2,867   62,075  186,930  193,402  218,741   70,935   45,596

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     15,337)
  22,777   -8,460      630  -10,544   24,978   12,863   17,148    2,474   -1,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6     10.9      1.1     23.5     70.7     73.2     82.8     26.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      65       43       20       40       50      113      106
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       31,620
COMMITMENTS
  22,522    9,722      240    4,593   20,380   27,355   30,342    4,265    1,278

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      4,400)
   3,317    1,974       27    1,070    2,292    4,414    4,293      -14      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.2     30.7      0.8     14.5     64.5     86.5     96.0     13.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      20       10        2        6       16       27       27
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,119,301
COMMITMENTS
 1243979  795,785  976,807  6896118  7247889  9116904  9020481  1002397  1098820

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    345,805)
  51,665  136,992   -1,056  214,002  160,257  264,611  296,193   81,194   49,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      7.9      9.7     68.1     71.6     90.1     89.1      9.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      55       59       89      137      147      254      246
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      885,078
COMMITMENTS
  93,482   91,735   24,140  605,282  652,773  722,904  768,649  162,174  116,430

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     12,857)
  10,408   -3,494    5,647     -652   15,884   15,404   18,037   -2,546   -5,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     10.4      2.7     68.4     73.8     81.7     86.8     18.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      555)
     117      101       47      222      222      356      353
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      321,702
COMMITMENTS
  20,821   22,586    1,052  182,898  256,651  204,771  280,289  116,931   41,413

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,368)
   4,896   -4,238      228   -5,635    3,871     -511     -139     -857   -1,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      7.0      0.3     56.9     79.8     63.7     87.1     36.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      11       18        6       53       56       66       78
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,816,881
COMMITMENTS
 438,683  421,121   40,065  2111919  1980612  2590667  2441798  226,214  375,083

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     71,127)
  52,933   29,093    1,725   24,916   60,063   79,574   90,881   -8,447  -19,754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     14.9      1.4     75.0     70.3     92.0     86.7      8.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      523)
     111      101       36      194      201      320      323
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      119,590
COMMITMENTS
  12,490    8,885       51   97,981  107,402  110,522  116,338    9,068    3,252

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -5,212)
  -4,284   -1,669      -54     -386   -3,914   -4,724   -5,637     -488      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      7.4      0.0     81.9     89.8     92.4     97.3      7.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      14        6        1       53       39       68       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      106,635
COMMITMENTS
  32,380    7,708    8,201   56,539   86,844   97,120  102,753    9,516    3,883

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     15,165)
   7,130   -2,120    3,486    4,163   14,321   14,780   15,687      386     -521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      7.2      7.7     53.0     81.4     91.1     96.4      8.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      84       29       14       84       89      175      126
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       24,120
COMMITMENTS
   7,976    1,390        0   12,787   21,800   20,763   23,190    3,357      930

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      5,736)
   3,873       11        0    2,383    5,693    6,256    5,704     -520       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1      5.8      0.0     53.0     90.4     86.1     96.1     13.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        2        0       13       13       19       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      412,576
COMMITMENTS
 160,597   70,168    2,425  218,761  325,220  381,783  397,813   30,793   14,763

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     47,147)
  36,236    9,294   -2,519    8,902   43,138   42,619   49,913    4,528   -2,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     17.0      0.6     53.0     78.8     92.5     96.4      7.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      83       29       11       77       86      163      123
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      142,328
COMMITMENTS
  87,326   13,905      267   18,928  109,777  106,521  123,949   35,807   18,379

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,140)
  -1,349    6,097      266      787   -7,497     -296   -1,134     -844       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.4      9.8      0.2     13.3     77.1     74.8     87.1     25.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      38       14        2       13       21       52       36
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       55,193
COMMITMENTS
  18,139    7,047    3,592   26,581   27,822   48,312   38,461    6,881   16,732

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -613)
  -1,768   -1,217    2,352   -1,097   -1,383     -513     -248     -100     -365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     12.8      6.5     48.2     50.4     87.5     69.7     12.5     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      20       11        1       21       18       41       30
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       64,736
COMMITMENTS
  11,637   17,614    2,310   42,241   39,972   56,188   59,896    8,548    4,840

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        506)
     -86       90    1,208   -1,431      509     -309    1,807      815   -1,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     27.2      3.6     65.3     61.7     86.8     92.5     13.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      18       16        6       25       26       47       44
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       32,888
COMMITMENTS
   5,249    2,254      260   23,678   28,137   29,187   30,651    3,701    2,237

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,533)
     794     -967      -20   -1,723     -175     -949   -1,162     -584     -371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      6.9      0.8     72.0     85.6     88.7     93.2     11.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        4        1       26       25       31       30
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       41,907
COMMITMENTS
  13,228    2,588       17   20,817   36,403   34,062   39,008    7,845    2,899

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        901)
     -63     -284        0      235    1,534      172    1,250      729     -349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6      6.2      0.0     49.7     86.9     81.3     93.1     18.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      17        8        1       25       19       42       28
```

----

Updated May 6, 2011