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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,661
COMMITMENTS
     278      118       60    4,710    4,711    5,048    4,889      613      772

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:         40)
     -27       11        0       51      -30       24      -19       16       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      2.1      1.1     83.2     83.2     89.2     86.4     10.8     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       12       11       16       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,029
COMMITMENTS
   5,989    8,253      899   19,441   16,047   26,329   25,199    3,700    4,830

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        531)
     188      276       83      220      347      491      706       40     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     27.5      3.0     64.7     53.4     87.7     83.9     12.3     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      10       21       13       28       25       46       52
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      269,139
COMMITMENTS
  65,419   82,906   55,253  120,558   93,988  241,230  232,147   27,909   36,992

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,977)
  -1,901    3,501    1,746    2,291   -2,656    2,136    2,591     -159     -614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     30.8     20.5     44.8     34.9     89.6     86.3     10.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      92      113      124       60       76      226      263
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      345,571
COMMITMENTS
 122,093   90,326   42,881  151,574  161,750  316,548  294,957   29,023   50,614

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -8,682)
  -2,298      666   -6,629    1,372      -90   -7,555   -6,053   -1,127   -2,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     26.1     12.4     43.9     46.8     91.6     85.4      8.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
     117      115      116       80      153      253      345
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,927
COMMITMENTS
   3,731    3,321      661    2,789    3,401    7,181    7,383    1,746    1,544

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -429)
    -446     -655      -75      -35      210     -556     -520      127       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8     37.2      7.4     31.2     38.1     80.4     82.7     19.6     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      32       19       10       17       21       54       45
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,940
COMMITMENTS
  14,498    9,798    5,668   13,560    9,277   33,726   24,743    7,214   16,197

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -159)
     283    1,249     -574      240       50      -51      725     -108     -884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     23.9     13.8     33.1     22.7     82.4     60.4     17.6     39.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      37       44       33       38       47       95      108
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,447
COMMITMENTS
     356    5,271       60    9,341    3,449    9,757    8,780      690    1,667

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        576)
      25      384       -9      460      124      476      499      100       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     50.5      0.6     89.4     33.0     93.4     84.0      6.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2       11        4       15       10       20       22
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      125,951
COMMITMENTS
   9,131    6,536    3,258  112,980  116,042  125,369  125,836      582      115

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        528)
      46      123        0      561      406      607      529      -79       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      5.2      2.6     89.7     92.1     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        3        2       16       16       22       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      163,036
COMMITMENTS
  84,458   14,235      551   28,754  131,303  113,763  146,089   49,273   16,947

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     28,137)
  21,430   -4,569       29   -1,259   33,207   20,200   28,667    7,937     -530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8      8.7      0.3     17.6     80.5     69.8     89.6     30.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      39       12        6       19       27       61       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       41,657
COMMITMENTS
   5,692   20,003      123   22,574    7,583   28,389   27,709   13,268   13,948

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,502)
   1,380     -950        3   -1,045    3,249      338    2,302    1,164     -800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     48.0      0.3     54.2     18.2     68.1     66.5     31.9     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       12        3       10       10       19       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      156,499
COMMITMENTS
  57,907   15,862      570   92,134  137,335  150,611  153,767    5,888    2,732

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -5,906)
    -637   -2,474      103   -6,073   -3,009   -6,607   -5,380      701     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     10.1      0.4     58.9     87.8     96.2     98.3      3.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      44       21        4       19       20       65       43
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      188,288
COMMITMENTS
  53,121   36,628      265   94,215  133,194  147,601  170,087   40,687   18,201

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     14,920)
   5,686   -3,271       32    4,235   19,702    9,953   16,463    4,967   -1,543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     19.5      0.1     50.0     70.7     78.4     90.3     21.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      41       20        3       22       30       65       51
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      140,349
COMMITMENTS
  14,110   64,283      199  114,191   31,306  128,500   95,788   11,849   44,561

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      2,713)
   1,441   -4,289       54      273    3,729    1,768     -506      945    3,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     45.8      0.1     81.4     22.3     91.6     68.2      8.4     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      16       37        3       20       17       37       56
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      279,605
COMMITMENTS
  34,957  141,947    2,028  211,742   68,746  248,727  212,721   30,878   66,884

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -7,610)
  -1,332   -7,709      545   -7,553   -1,271   -8,340   -8,435      730      825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     50.8      0.7     75.7     24.6     89.0     76.1     11.0     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      25       72       15       48       45       84      121
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       18,898
COMMITMENTS
  13,597   14,503    1,264    3,571    2,383   18,432   18,150      466      748

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -1,718)
  -1,680      -14        8      -90   -1,625   -1,762   -1,631       44      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.9     76.7      6.7     18.9     12.6     97.5     96.0      2.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        3        2        6        3       16        8
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       19,815
COMMITMENTS
  12,155    4,130      125    3,302   14,182   15,582   18,437    4,233    1,378

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        689)
  -1,829     -368       24    1,998    1,152      193      808      496     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.3     20.8      0.6     16.7     71.6     78.6     93.0     21.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      18       12        1        8        8       26       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,815,768
COMMITMENTS
 1008286  986,201  1580749  5369666  5300943  7958701  7867893  857,067  947,875

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    117,007)
 121,267   92,180  -35,918   43,286   63,697  128,635  119,959  -11,628   -2,952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     11.2     17.9     60.9     60.1     90.3     89.2      9.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      57       43       79      131      138      234      226
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      816,564
COMMITMENTS
  94,620   98,204   22,160  550,150  581,442  666,930  701,806  149,634  114,758

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     11,495)
  11,672  -12,220    6,141   -4,485   22,712   13,328   16,634   -1,833   -5,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     12.0      2.7     67.4     71.2     81.7     85.9     18.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      553)
     112      103       55      227      228      365      361
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      244,810
COMMITMENTS
  16,121    5,538    4,040  158,768  163,734  178,929  173,312   65,881   71,498

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      3,684)
   4,876   -4,063    2,318   -3,139    8,814    4,055    7,069     -371   -3,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      2.3      1.7     64.9     66.9     73.1     70.8     26.9     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      11       12        8       58       57       73       74
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,858,768
COMMITMENTS
 426,954  497,789   56,143  1956908  2088538  2440005  2642470  418,763  216,298

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     39,057)
  41,622  -33,143   11,476   -6,731   69,490   46,367   47,823   -7,310   -8,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     17.4      2.0     68.5     73.1     85.4     92.4     14.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      523)
     112      100       46      196      207      329      332
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,834
COMMITMENTS
  15,148    8,850       50   72,863   86,582   88,061   95,482   10,773    3,352

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -2,050)
   2,894     -141       -3   -6,912   -1,318   -4,021   -1,462    1,971     -588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      9.0      0.1     73.7     87.6     89.1     96.6     10.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      13        8        2       55       32       69       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       98,438
COMMITMENTS
  25,592    6,753    2,190   59,883   82,481   87,665   91,424   10,773    7,014

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:         -8)
  -2,639      -39      512    2,495   -1,229      368     -756     -377      747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      6.9      2.2     60.8     83.8     89.1     92.9     10.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      77       32       14       78       81      163      119
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       16,483
COMMITMENTS
   1,474      957      548    9,597   14,023   11,619   15,528    4,864      955

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,263)
     657      468       74    1,062      830    1,793    1,372     -530     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      5.8      3.3     58.2     85.1     70.5     94.2     29.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        1        7       10       11       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      409,777
COMMITMENTS
 127,375   35,765    1,425  251,432  342,290  380,232  379,480   29,545   30,297

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -6,356)
 -13,788      157     -502    7,167  -10,293   -7,123  -10,638      767    4,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      8.7      0.3     61.4     83.5     92.8     92.6      7.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      76       30       11       75       76      157      111
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      147,749
COMMITMENTS
  88,649   36,369      442   29,309   92,087  118,400  128,898   29,349   18,851

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,010)
   8,052    1,813      146  -11,451    1,199   -3,253    3,158    4,263   -2,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.0     24.6      0.3     19.8     62.3     80.1     87.2     19.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      29       21        8       16       21       50       45
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       42,151
COMMITMENTS
   9,415   14,182        0   25,741    4,895   35,156   19,077    6,995   23,074

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        337)
    -485       92        0      200       20     -285      112      622      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     33.6      0.0     61.1     11.6     83.4     45.3     16.6     54.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13        7        0       19        5       32       12
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       66,562
COMMITMENTS
  16,948    3,626    7,686   29,609   15,537   54,243   26,849   12,319   39,713

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      2,979)
     679     -464      353    2,304   -2,443    3,336   -2,554     -357    5,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      5.4     11.5     44.5     23.3     81.5     40.3     18.5     59.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      15        7        4       21       18       38       27
```

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Updated May 4, 2012