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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED 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:        3,625
COMMITMENTS
     246    1,192      135    2,504    1,897    2,885    3,224      740      401

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -426)
     -43      -45       -6     -356     -375     -405     -426      -21       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     32.9      3.7     69.1     52.3     79.6     88.9     20.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        5        2       13        9       16       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       48,287
COMMITMENTS
   4,461    1,705    9,859   27,686   27,623   42,006   39,187    6,281    9,099

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -7,251)
    -654      -47   -1,706   -4,362   -4,693   -6,721   -6,446     -530     -805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      3.5     20.4     57.3     57.2     87.0     81.2     13.0     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      21        8       19       39       37       66       58
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      256,599
COMMITMENTS
  58,027   19,171   66,667  105,607  134,546  230,301  220,385   26,298   36,214

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -2,437)
  -4,311    6,959   -3,127    5,777   -4,830   -1,661     -998     -776   -1,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      7.5     26.0     41.2     52.4     89.8     85.9     10.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
     103       53      105       56       69      202      199
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      448,797
COMMITMENTS
 114,634   24,029  136,559  172,612  209,737  423,804  370,324   24,992   78,472

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -6,150)
  -5,988    1,714    2,879     -179   -8,142   -3,287   -3,549   -2,862   -2,600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      5.4     30.4     38.5     46.7     94.4     82.5      5.6     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
     122       91      137       83      181      281      345
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:       10,221
COMMITMENTS
   4,270    4,012      409    3,544    3,519    8,222    7,941    1,999    2,281

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        580)
     242      410      -76      452       85      618      420      -38      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.8     39.3      4.0     34.7     34.4     80.4     77.7     19.6     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      27       43       11       16       19       50       66
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       46,940
COMMITMENTS
  19,654    3,398    7,648   13,142   12,113   40,444   23,159    6,496   23,781

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      1,070)
    -355      759      294    1,190      208    1,130    1,261      -60     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.9      7.2     16.3     28.0     25.8     86.2     49.3     13.8     50.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      48       32       41       51       75      120      131
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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:      102,733
COMMITMENTS
   8,766        0        4   93,339  102,318  102,109  102,322      624      411

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     18,931)
      66        0       -1   18,826   18,732   18,891   18,732       40      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.0      0.0     90.9     99.6     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        0        1       15       15       23       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED 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:      153,303
COMMITMENTS
  59,239    5,628    5,420   36,504  123,213  101,163  134,262   52,140   19,041

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      4,298)
  -1,317    3,028    1,692    6,969   -2,149    7,344    2,571   -3,046    1,726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.6      3.7      3.5     23.8     80.4     66.0     87.6     34.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      48       12       17       25       26       80       48
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       77,277
COMMITMENTS
  28,287   10,035    1,803   16,990   52,357   47,079   64,194   30,197   13,083

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      2,268)
     880      625      512      260      329    1,652    1,466      616      802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6     13.0      2.3     22.0     67.8     60.9     83.1     39.1     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      21        9        6       11       13       33       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      135,010
COMMITMENTS
  58,333   29,284    5,537   30,978   82,171   94,849  116,993   40,160   18,017

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      6,461)
   2,377    5,509      638    3,078      -32    6,092    6,115      369      347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.2     21.7      4.1     22.9     60.9     70.3     86.7     29.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      39       30       16       25       35       74       71
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      125,267
COMMITMENTS
  20,274   40,231    8,913   68,331   32,997   97,518   82,141   27,749   43,127

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -9,476)
   5,873  -12,711     -600  -17,349    5,144  -12,076   -8,167    2,600   -1,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     32.1      7.1     54.5     26.3     77.8     65.6     22.2     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      25       47       23       30       29       71       83
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      331,164
COMMITMENTS
 125,957   29,738   43,821   85,618  201,450  255,397  275,010   75,767   56,154

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     27,778)
  23,030   -5,558    6,473   -4,314   27,657   25,189   28,572    2,589     -794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.0      9.0     13.2     25.9     60.8     77.1     83.0     22.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      69       62       62       42       56      138      153
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   15,887,245
COMMITMENTS
 1214963  515,334  4778233  8813457  9388222 14806653 14681789  1080593  1205457

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    806,797)
  58,959   69,878  299,191  364,395  381,617  722,545  750,686   84,252   56,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      3.2     30.1     55.5     59.1     93.2     92.4      6.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      65       65      110      155      163      287      280
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED 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:    1,031,989
COMMITMENTS
  91,798   91,171   81,641  684,790  729,171  858,229  901,983  173,760  130,006

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     35,899)
   9,807   -1,964   12,468   14,358   29,648   36,633   40,151     -734   -4,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      8.8      7.9     66.4     70.7     83.2     87.4     16.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      592)
     122      128      103      242      241      420      416
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      423,820
COMMITMENTS
  22,732   22,473   38,413  237,772  312,887  298,917  373,773  124,904   50,048

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     14,314)
   5,696   -2,911    3,527    4,670   13,824   13,893   14,440      421     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      5.3      9.1     56.1     73.8     70.5     88.2     29.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      19       25       34       71       64      111      102
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    3,040,844
COMMITMENTS
 424,651  422,813  136,817  2235092  2081423  2796561  2641053  244,284  399,792

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    107,924)
  45,714   29,893   19,544   48,440   79,117  113,698  128,554   -5,773  -20,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     13.9      4.5     73.5     68.4     92.0     86.9      8.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      544)
     113      117       89      213      220      372      380
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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:      119,596
COMMITMENTS
  12,490    8,885       51   97,985  107,405  110,526  116,341    9,071    3,256

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 TRADER
    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       54       39       69       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED 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:      109,136
COMMITMENTS
  32,075    7,609    9,394   57,985   88,033   99,454  105,036    9,682    4,100

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     16,012)
   6,805   -2,170    4,284    4,485   14,422   15,574   16,536      438     -524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4      7.0      8.6     53.1     80.7     91.1     96.2      8.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      86       31       22       88       91      184      135
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED 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:       24,479
COMMITMENTS
   8,282    1,739        7   12,787   21,800   21,076   23,546    3,403      933

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      6,087)
   4,179      360        7    2,383    5,693    6,569    6,060     -482       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8      7.1      0.0     52.2     89.1     86.1     96.2     13.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        3        3       13       13       21       18
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      423,284
COMMITMENTS
 161,283   71,670    4,618  225,988  331,163  391,889  407,450   31,395   15,834

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     49,627)
  36,821   11,040   -2,304   10,511   43,645   45,027   52,381    4,599   -2,754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1     16.9      1.1     53.4     78.2     92.6     96.3      7.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      85       31       18       83       88      174      131
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      154,587
COMMITMENTS
  87,464   13,888    4,606   24,016  113,994  116,086  132,487   38,501   22,100

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        308)
  -1,316    6,298      606    1,415   -6,766      705      138     -396      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.6      9.0      3.0     15.5     73.7     75.1     85.7     24.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      41       17       12       18       22       63       47
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
```

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Updated May 6, 2011