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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY 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:        2,916
COMMITMENTS
     323    1,139        1    1,997    1,399    2,321    2,539      595      377

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:       -364)
      15      -26        0     -199     -293     -184     -319     -180      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     39.1      0.0     68.5     48.0     79.6     87.1     20.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        1       10       11       13       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY 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:       33,466
COMMITMENTS
   4,549    4,746      540   24,111   24,286   29,200   29,572    4,266    3,894

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -6,859)
  -2,837   -1,331     -255   -3,501   -4,268   -6,593   -5,854     -266   -1,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     14.2      1.6     72.0     72.6     87.3     88.4     12.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      19       13       13       31       31       54       53
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY 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:      243,995
COMMITMENTS
  70,635   27,023   51,339   94,111  129,975  216,085  208,337   27,910   35,658

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     12,848)
   5,320      371    6,535    2,070    4,846   13,925   11,752   -1,077    1,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     11.1     21.0     38.6     53.3     88.6     85.4     11.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
     114       47      105       59       70      230      187
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY 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:      393,601
COMMITMENTS
 123,439   51,947   75,836  162,010  190,986  361,285  318,769   32,316   74,832

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     11,378)
   9,463   -1,429     -983    1,671   12,447   10,151   10,035    1,227    1,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     13.2     19.3     41.2     48.5     91.8     81.0      8.2     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      446)
     136       84      125       90      184      309      335
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY 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:       10,112
COMMITMENTS
   4,642    2,183      878    2,814    5,231    8,334    8,292    1,778    1,820

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:        364)
     172      569       31       45     -446      248      154      116      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     21.6      8.7     27.8     51.7     82.4     82.0     17.6     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      31       20       19       16       29       57       63
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY 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:       43,148
COMMITMENTS
  20,770    4,714    4,137   11,807   11,626   36,714   20,477    6,434   22,671

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:        151)
   1,195       19     -750      333     -139      778     -870     -627    1,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1     10.9      9.6     27.4     26.9     85.1     47.5     14.9     52.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      51       28       37       36       65      109      117
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY 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:       90,125
COMMITMENTS
  13,662        0      126   74,056   88,110   87,844   88,236    2,281    1,889

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      1,981)
     490        0      126     -270      280      346      406    1,635    1,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      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        1       13       15       22       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY 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:      138,257
COMMITMENTS
  68,876    3,846        2   17,432  117,936   86,310  121,784   51,947   16,473

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     19,129)
  15,990    2,205     -133   -2,799   15,163   13,058   17,235    6,071    1,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.8      2.8      0.0     12.6     85.3     62.4     88.1     37.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      45        7        1       17       27       62       35
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY 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:       59,954
COMMITMENTS
  21,588   10,745        1   12,558   40,498   34,147   51,244   25,807    8,710

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      3,224)
  -2,596    5,518        0    5,935   -1,707    3,339    3,811     -115     -587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     17.9      0.0     20.9     67.5     57.0     85.5     43.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12       12        1        8       11       20       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      111,219
COMMITMENTS
  53,796   21,382      107   24,080   69,398   77,983   90,887   33,236   20,332

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      6,713)
  23,719   -7,952      -93  -21,287   14,898    2,339    6,853    4,374     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.4     19.2      0.1     21.7     62.4     70.1     81.7     29.9     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      33       25        1       22       28       56       53
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY 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:      120,632
COMMITMENTS
  16,516   59,747      668   81,153   19,159   98,337   79,574   22,295   41,058

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     20,255)
 -21,221   29,062      339   48,001  -19,817   27,119    9,584   -6,864   10,671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     49.5      0.6     67.3     15.9     81.5     66.0     18.5     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      21       43        4       28       18       51       63
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY 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:      236,270
COMMITMENTS
  99,405   39,548    1,499   70,097  146,642  171,001  187,689   65,269   48,581

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     18,093)
   6,374    3,147     -651    7,901   12,131   13,624   14,627    4,469    3,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     16.7      0.6     29.7     62.1     72.4     79.4     27.6     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      63       42        9       40       48      106       96
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:    9,254,557
COMMITMENTS
 884,560  615,270  955,304  6582657  6711284  8422521  8281858  832,036  972,699

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:    460,856)
  73,350  -35,574   85,250  288,260  385,296  446,860  434,972   13,996   25,884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      6.6     10.3     71.1     72.5     91.0     89.5      9.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      51       51       81      137      151      241      245
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY 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:      838,763
COMMITMENTS
  83,505   93,573   15,079  580,197  610,712  678,782  719,365  159,982  119,399

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     12,431)
  10,651   -2,049   -3,501   -3,926   15,605    3,224   10,055    9,207    2,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     11.2      1.8     69.2     72.8     80.9     85.8     19.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      546)
     105      109       46      216      220      343      354
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY 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:      302,356
COMMITMENTS
  14,627   26,194      510  175,877  227,392  191,014  254,096  111,342   48,260

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      7,166)
   1,095   -6,204       -2    1,338   13,353    2,431    7,147    4,735       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      8.7      0.2     58.2     75.2     63.2     84.0     36.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      12       19        5       58       57       73       78
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY 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:    2,682,037
COMMITMENTS
 378,362  370,868   38,875  2021601  1916601  2438838  2326344  243,199  355,693

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     26,326)
  22,079   -4,926    8,206  -26,319   11,259    3,966   14,539   22,360   11,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     13.8      1.4     75.4     71.5     90.9     86.7      9.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      507)
     100      106       35      185      198      301      323
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY 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:      112,251
COMMITMENTS
  15,215    8,577        0   87,680  100,981  102,895  109,558    9,356    2,693

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      1,994)
     715      855        0      857    1,088    1,572    1,943      422       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    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       52       40       65       48
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY 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:       90,141
COMMITMENTS
  25,099    9,541    7,384   48,093   69,483   80,576   86,407    9,565    3,734

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     15,998)
   5,764     -423    4,026    5,576   13,474   15,366   17,076      632   -1,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     10.6      8.2     53.4     77.1     89.4     95.9     10.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      63       37       14       80       86      147      133
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY 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:       17,942
COMMITMENTS
   6,977      611        0    7,221   16,123   14,198   16,734    3,744    1,208

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      6,747)
   3,926     -513        0    2,914    7,769    6,840    7,256      -93     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9      3.4      0.0     40.2     89.9     79.1     93.3     20.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       10       13       13       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY 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:      360,997
COMMITMENTS
 123,997   78,036    3,531  204,362  266,800  331,890  348,367   29,107   12,630

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     46,255)
  29,459   20,716     -138   13,311   28,524   42,632   49,102    3,623   -2,847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     21.6      1.0     56.6     73.9     91.9     96.5      8.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      60       39       11       74       82      138      128
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY 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:      146,108
COMMITMENTS
  99,390    8,452        6   12,397  122,422  111,793  130,880   34,315   15,228

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      7,470)
   7,599    2,226      -14     -591    4,990    6,994    7,202      476      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.0      5.8      0.0      8.5     83.8     76.5     89.6     23.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      40       14        2        9       20       49       36
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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