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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,973
COMMITMENTS
     368    1,161        1    1,950    1,400    2,319    2,562      654      411

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:         57)
      45       22        0      -47        1       -2       23       59       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     39.1      0.0     65.6     47.1     78.0     86.2     22.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        1        9       11       12       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       34,619
COMMITMENTS
   4,646    4,217      785   24,984   25,064   30,415   30,066    4,204    4,553

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      1,153)
      97     -529      245      873      778    1,215      494      -62      659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     12.2      2.3     72.2     72.4     87.9     86.8     12.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      18       12       14       33       31       57       51
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      234,891
COMMITMENTS
  66,372   26,436   48,154   93,534  127,061  208,060  201,651   26,831   33,240

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     -9,104)
  -4,263     -587   -3,185     -577   -2,914   -8,025   -6,686   -1,079   -2,418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     11.3     20.5     39.8     54.1     88.6     85.8     11.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
     108       42      102       54       71      217      183
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      388,055
COMMITMENTS
 128,100   52,549   69,473  161,568  192,420  359,141  314,442   28,914   73,613

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     -5,546)
   4,661      602   -6,363     -442    1,434   -2,144   -4,327   -3,402   -1,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     13.5     17.9     41.6     49.6     92.5     81.0      7.5     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
     136       85      120       87      182      305      326
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,967
COMMITMENTS
   4,125    2,732      660    3,189    4,520    7,974    7,912    1,993    2,055

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:       -145)
    -517      549     -218      375     -711     -360     -380      215      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4     27.4      6.6     32.0     45.3     80.0     79.4     20.0     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      28       30       16       21       23       61       61
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,891
COMMITMENTS
  20,560    4,893    4,102   12,244   11,852   36,906   20,847    5,985   22,044

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:       -257)
    -210      179      -35      437      226      192      370     -449     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.9     11.4      9.6     28.5     27.6     86.0     48.6     14.0     51.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      52       31       38       36       68      108      120
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       83,772
COMMITMENTS
  12,190        0        0   70,556   83,243   82,746   83,243    1,026      529

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     -6,353)
  -1,472        0     -126   -3,500   -4,867   -5,098   -4,993   -1,255   -1,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      0.0      0.0     84.2     99.4     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        0        0       13       15       22       15
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      142,022
COMMITMENTS
  66,354    2,613       76   22,824  123,079   89,254  125,768   52,768   16,254

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      3,765)
  -2,522   -1,233       74    5,392    5,143    2,944    3,984      821     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7      1.8      0.1     16.1     86.7     62.8     88.6     37.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      44        4        2       19       24       63       30
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       61,505
COMMITMENTS
  22,272    7,615       17   11,077   44,300   33,366   51,932   28,139    9,573

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      1,551)
     684   -3,130       16   -1,481    3,802     -781      688    2,332      863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     12.4      0.0     18.0     72.0     54.2     84.4     45.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      17        8        1        9       11       26       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      166,619
COMMITMENTS
 131,688    6,842        0   26,674  157,661  158,362  164,503    8,257    2,116

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      7,794)
   5,274     -510       -8    2,749    7,756    8,015    7,238     -221      556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.0      4.1      0.0     16.0     94.6     95.0     98.7      5.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      80       14        0       15       22       95       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      120,316
COMMITMENTS
  53,423   26,752       24   25,408   74,300   78,855  101,076   41,461   19,240

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      9,097)
    -373    5,370      -83    1,328    4,902      872   10,189    8,225   -1,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     22.2      0.0     21.1     61.8     65.5     84.0     34.5     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      34       22        2       20       33       56       55
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      130,084
COMMITMENTS
  14,183   67,060      436   95,231   18,248  109,850   85,744   20,234   44,340

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      9,452)
  -2,333    7,313     -232   14,078     -911   11,513    6,170   -2,061    3,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     51.6      0.3     73.2     14.0     84.4     65.9     15.6     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      17       44        3       27       19       47       63
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      243,203
COMMITMENTS
 105,425   40,440    1,700   69,054  151,768  176,179  193,908   67,024   49,295

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      6,933)
   6,020      892      201   -1,043    5,126    5,178    6,219    1,755      714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.3     16.6      0.7     28.4     62.4     72.4     79.7     27.6     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      61       43       14       41       47      108       98
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       37,396
COMMITMENTS
  31,884   26,202        0    4,168   11,052   36,052   37,254    1,344      142

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        -60)
    -183        0        0      112      -65      -71      -65       11        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.3     70.1      0.0     11.1     29.6     96.4     99.6      3.6      0.4

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 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,143
COMMITMENTS
  14,233    7,897        0    3,348   11,788   17,581   19,685    3,562    1,458

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      4,946)
   4,104      463       -3      576    4,766    4,677    5,226      269     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.3     37.4      0.0     15.8     55.8     83.2     93.1     16.8      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      20        8        0        3       17       23       25
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,389,824
COMMITMENTS
 955,664  634,645  868,502  6677351  6835575  8501517  8338722  888,307  1051102

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:    135,267)
  71,104   19,375  -86,802   94,694  124,291   78,996   56,864   56,271   78,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      6.8      9.2     71.1     72.8     90.5     88.8      9.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      58       48       80      138      148      247      238
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      843,173
COMMITMENTS
  78,729  101,382   19,053  583,679  601,175  681,461  721,611  161,712  121,562

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      4,410)
  -4,776    7,809    3,974    3,482   -9,537    2,680    2,246    1,730    2,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     12.0      2.3     69.2     71.3     80.8     85.6     19.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      546)
     100      119       53      217      220      349      361
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      304,104
COMMITMENTS
  13,285   33,128      896  177,385  222,844  191,566  256,868  112,538   47,236

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      1,748)
  -1,342    6,934      386    1,508   -4,548      552    2,772    1,196   -1,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     10.9      0.3     58.3     73.3     63.0     84.5     37.0     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      14       22        7       55       56       74       80
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,695,345
COMMITMENTS
 385,592  399,646   32,413  2031472  1891655  2449477  2323714  245,868  371,631

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     13,308)
   7,230   28,778   -6,462    9,871  -24,946   10,639   -2,630    2,669   15,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     14.8      1.2     75.4     70.2     90.9     86.2      9.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      507)
      98      111       35      189      197      306      324
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      113,175
COMMITMENTS
  13,132    8,336       61   90,556  102,231  103,749  110,628    9,426    2,547

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        924)
  -2,083     -241       61    2,876    1,250      854    1,070       70     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      7.4      0.1     80.0     90.3     91.7     97.7      8.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      13        6        1       53       39       67       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       84,480
COMMITMENTS
  21,385   10,051    6,009   48,102   64,785   75,497   80,845    8,983    3,635

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     -5,662)
  -3,714      510   -1,374        9   -4,698   -5,079   -5,563     -582      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     11.9      7.1     56.9     76.7     89.4     95.7     10.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      67       37       13       78       92      149      139
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       17,258
COMMITMENTS
   5,704    1,143        0    8,081   14,989   13,785   16,132    3,473    1,126

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:       -684)
  -1,273      532        0      860   -1,134     -413     -602     -271      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1      6.6      0.0     46.8     86.9     79.9     93.5     20.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        0       11       10       15       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      336,108
COMMITMENTS
 104,244   70,379    4,207  200,107  248,978  308,558  323,564   27,550   12,544

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:    -24,889)
 -19,753   -7,657      676   -4,255  -17,822  -23,332  -24,803   -1,557      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     20.9      1.3     59.5     74.1     91.8     96.3      8.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      64       39       11       73       88      140      135
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      149,033
COMMITMENTS
  97,153    6,502       62   15,943  124,202  113,158  130,766   35,875   18,267

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      2,925)
  -2,237   -1,950       56    3,546    1,780    1,365     -114    1,560    3,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.2      4.4      0.0     10.7     83.3     75.9     87.7     24.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      41       10        2       12       19       53       31
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       54,553
COMMITMENTS
  23,251    7,448        6   23,956   29,971   47,213   37,425    7,340   17,128

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     -2,630)
   1,731     -692       -6   -4,366     -810   -2,641   -1,508       11   -1,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     13.7      0.0     43.9     54.9     86.5     68.6     13.5     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      20       15        1       20       21       40       37
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       61,402
COMMITMENTS
  10,278   18,661      999   42,785   32,444   54,062   52,104    7,340    9,298

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     -2,817)
  -1,369    1,420     -230   -2,160   -7,627   -3,759   -6,437      942    3,620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     30.4      1.6     69.7     52.8     88.0     84.9     12.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      18       14        5       25       24       47       39
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       32,887
COMMITMENTS
   4,223    2,111      280   23,803   28,225   28,306   30,616    4,581    2,271

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      1,247)
     798      198        0      273      629    1,071      827      176      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      6.4      0.9     72.4     85.8     86.1     93.1     13.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        4        1       22       24       27       29
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       40,472
COMMITMENTS
  13,580    3,334       75   20,117   34,289   33,772   37,698    6,700    2,774

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      2,430)
   1,533      708      -19      877    2,096    2,391    2,785       39     -355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      8.2      0.2     49.7     84.7     83.4     93.1     16.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      20        8        2       26       22       47       31
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       13,840
COMMITMENTS
   6,860    2,809       48    4,828   10,312   11,736   13,169    2,104      671

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        423)
     -28        2       36      305       45      313       83      110      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.6     20.3      0.3     34.9     74.5     84.8     95.2     15.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      12        3        2        8        5       21        9
```

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Updated April 15, 2011