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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,680
COMMITMENTS
     255    1,141      113    2,688    2,032    3,056    3,286      624      394

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:       -331)
     -53      -24      112     -173     -250     -114     -162     -217     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     31.0      3.1     73.0     55.2     83.1     89.3     16.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        5        2       11       11       14       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       53,589
COMMITMENTS
   4,462    1,929   11,722   30,732   30,618   46,915   44,269    6,674    9,320

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -9,747)
  -2,538     -999   -2,323   -4,528   -5,284   -9,388   -8,605     -358   -1,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      3.6     21.9     57.3     57.1     87.5     82.6     12.5     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      27        8       23       39       39       72       64
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      285,498
COMMITMENTS
  73,271   13,291   84,166   98,567  148,024  256,004  245,480   29,495   40,018

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     14,757)
   4,986      762    8,163    2,554    5,133   15,702   14,058     -946      699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7      4.7     29.5     34.5     51.8     89.7     86.0     10.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
     117       52      113       62       75      239      196
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      480,576
COMMITMENTS
 123,695   23,019  147,522  175,444  224,967  446,661  395,508   33,915   85,068

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -9,466)
   9,169    1,894  -20,447    1,487    8,858   -9,791   -9,695      325      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7      4.8     30.7     36.5     46.8     92.9     82.3      7.1     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      453)
     150       76      144      110      190      345      348
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,424
COMMITMENTS
   4,705    2,159    1,041    2,847    5,342    8,593    8,542    1,831    1,882

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:        411)
     235      607        4       52     -421      291      190      120      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.1     20.7     10.0     27.3     51.2     82.4     81.9     17.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      34       18       21       19       29       61       65
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       48,352
COMMITMENTS
  20,853    1,756    8,400   12,130   13,189   41,383   23,346    6,969   25,006

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -1,598)
   1,150      453   -2,488      335     -247   -1,003   -2,282     -594      684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.1      3.6     17.4     25.1     27.3     85.6     48.3     14.4     51.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      58       22       39       50       73      125      126
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       90,166
COMMITMENTS
  13,655        0      133   74,097   88,144   87,885   88,277    2,281    1,889

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      2,011)
     492        0      124     -240      312      376      436    1,635    1,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      0.0      0.1     82.2     97.8     97.5     97.9      2.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        0        2       13       15       22       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      152,166
COMMITMENTS
  66,337    4,279    6,347   25,511  120,542   98,195  131,168   53,972   20,998

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     22,542)
  13,455    2,022    2,608      687   14,673   16,749   19,303    5,793    3,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.6      2.8      4.2     16.8     79.2     64.5     86.2     35.5     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      46        8       14       22       28       73       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       63,165
COMMITMENTS
  21,458   10,167    1,515   13,845   41,950   36,817   53,631   26,348    9,534

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      3,478)
  -2,597    5,651      -35    6,182   -1,480    3,549    4,136      -72     -658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.0     16.1      2.4     21.9     66.4     58.3     84.9     41.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12       13        7       10       12       27       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      158,825
COMMITMENTS
 126,414    7,352        8   23,925  149,905  150,347  157,265    8,478    1,560

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     29,464)
  34,726    3,739     -219   -5,335   25,986   29,172   29,506      292      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.6      4.6      0.0     15.1     94.4     94.7     99.0      5.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      81        9        1       11       24       92       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      122,050
COMMITMENTS
  53,313   22,269    5,340   29,203   72,504   87,856  100,113   34,195   21,937

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      7,566)
  23,123   -4,355   -1,200  -18,350   12,800    3,572    7,245    3,994      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.7     18.2      4.4     23.9     59.4     72.0     82.0     28.0     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      33       28       15       26       31       69       64
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      153,322
COMMITMENTS
  18,145   63,540   17,227   91,812   27,722  127,184  108,488   26,139   44,834

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     32,191)
 -20,022   32,388    6,187   51,348  -17,109   37,513   21,467   -5,322   10,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     41.4     11.2     59.9     18.1     83.0     70.8     17.0     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      31       42       26       32       21       74       78
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      284,507
COMMITMENTS
  97,005   34,318   33,711   84,288  159,940  215,003  227,968   69,504   56,539

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     21,028)
   5,639    4,163      186   10,731   11,975   16,556   16,323    4,472    4,705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     12.1     11.8     29.6     56.2     75.6     80.1     24.4     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      65       55       57       45       54      138      138
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       37,456
COMMITMENTS
  32,067   26,202        0    4,056   11,117   36,123   37,319    1,333      137

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    85.6     70.0      0.0     10.8     29.7     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       16,197
COMMITMENTS
  10,129    7,434        3    2,772    7,022   12,904   14,459    3,293    1,738

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      2,796)
   3,531    1,075     -213   -1,584    2,255    1,734    3,117    1,062     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.5     45.9      0.0     17.1     43.4     79.7     89.3     20.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14        9        1        5       10       19       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,529,717
COMMITMENTS
 854,996  381,467  4401113  8359653  8674242 13615762 13456822  913,954  1072895

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:    574,533)
  59,101  -46,846  145,009  345,269  443,446  549,379  541,609   25,154   32,924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      2.6     30.3     57.5     59.7     93.7     92.6      6.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      62       58      107      153      164      276      277
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      968,350
COMMITMENTS
  80,316   92,695   70,274  648,650  675,124  799,240  838,093  169,110  130,257

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     16,404)
   9,492   -4,424   -2,834     -292   20,919    6,367   13,661   10,038    2,744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      9.6      7.3     67.0     69.7     82.5     86.5     17.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      576)
     111      132       98      236      236      402      412
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      389,425
COMMITMENTS
  15,369   27,643   35,162  221,569  272,128  272,100  334,933  117,325   54,492

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      8,112)
     469   -8,377   -1,050    3,495   17,478    2,913    8,051    5,198       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      7.1      9.0     56.9     69.9     69.9     86.0     30.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      21       26       35       73       66      113      108
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,894,627
COMMITMENTS
 364,711  365,235  135,586  2135404  2014978  2635702  2515800  258,925  378,827

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     41,464)
  17,273   -8,082   18,926  -18,933   17,204   17,266   28,049   24,198   13,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     12.6      4.7     73.8     69.6     91.1     86.9      8.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      522)
     103      118       81      207      217      353      373
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      112,255
COMMITMENTS
  15,215    8,577        0   87,681  100,984  102,896  109,561    9,359    2,694

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      1,995)
     715      855        0      856    1,089    1,571    1,944      423       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      7.6      0.0     78.1     90.0     91.7     97.6      8.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      13        8        0       53       40       66       48
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       91,616
COMMITMENTS
  25,110    9,506    7,760   49,009   70,414   81,879   87,680    9,738    3,936

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     16,026)
   5,783     -448    4,016    5,565   13,529   15,365   17,098      661   -1,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     10.4      8.5     53.5     76.9     89.4     95.7     10.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      65       38       23       84       88      157      141
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       17,993
COMMITMENTS
   6,977      611        0    7,221   16,129   14,198   16,740    3,795    1,253

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      6,752)
   3,926     -513        0    2,914    7,769    6,840    7,256      -88     -505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.8      3.4      0.0     40.1     89.6     78.9     93.0     21.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       10       14       13       16
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      368,114
COMMITMENTS
 124,053   77,863    5,411  208,939  271,422  338,403  354,697   29,711   13,417

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     46,370)
  29,554   20,593     -186   13,256   28,799   42,625   49,207    3,745   -2,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7     21.2      1.5     56.8     73.7     91.9     96.4      8.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      62       40       20       80       84      150      136
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      156,537
COMMITMENTS
 100,332    8,814    3,833   16,425  125,726  120,591  138,373   35,946   18,164

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      8,274)
   7,763    1,991      304     -331    5,427    7,736    7,721      538      553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.1      5.6      2.4     10.5     80.3     77.0     88.4     23.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      41       15       12       15       20       61       42
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       57,183
COMMITMENTS
  21,520    8,140       12   28,322   30,781   49,854   38,933    7,329   18,250

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:        458)
   1,325    2,221        0     -604   -1,925      721      296     -263      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.6     14.2      0.0     49.5     53.8     87.2     68.1     12.8     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      20       13        1       20       22       40       36
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       64,219
COMMITMENTS
  11,647   17,241    1,229   44,945   40,071   57,821   58,541    6,398    5,678

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -2,659)
   2,118   -1,485      477    4,226   -1,643    6,821   -2,651   -9,480       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     26.8      1.9     70.0     62.4     90.0     91.2     10.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      20       14        5       26       24       50       39
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,640
COMMITMENTS
   3,425    1,913      280   23,530   27,596   27,235   29,789    4,405    1,851

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:       -201)
     798     -278      -30   -1,086      135     -318     -173      117      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      6.0      0.9     74.4     87.2     86.1     94.1     13.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        5        1       22       24       27       30
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       38,042
COMMITMENTS
  12,047    2,626       94   19,240   32,193   31,381   34,913    6,661    3,129

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      2,506)
   1,394      168      -29      267    1,541    1,632    1,680      874      826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7      6.9      0.2     50.6     84.6     82.5     91.8     17.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      17        8        3       24       20       42       30
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       13,417
COMMITMENTS
   6,888    2,807       12    4,523   10,267   11,423   13,086    1,994      331

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:         45)
   2,860       18        0   -2,017       49      843       67     -798      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.3     20.9      0.1     33.7     76.5     85.1     97.5     14.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12        3        1        7        3       20        6
```

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Updated April 8, 2011