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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,052
COMMITMENTS
     289    1,237      141    2,860    2,272    3,290    3,650      761      402

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:         65)
       0       21        2       15       52       18       75       47      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     30.5      3.5     70.6     56.1     81.2     90.1     18.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        5        3       13       12       17       17
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       55,538
COMMITMENTS
   5,114    1,752   11,565   32,048   32,317   48,727   45,633    6,811    9,904

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:        391)
     341     -168      -65      146      355      423      122      -31      269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      3.2     20.8     57.7     58.2     87.7     82.2     12.3     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       10       23       42       42       75       66
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      259,036
COMMITMENTS
  62,338   12,213   69,794   99,830  139,376  231,963  221,383   27,073   37,653

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     -4,492)
  -2,438    1,484   -4,206    3,663   -2,566   -2,981   -5,288   -1,510      797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      4.7     26.9     38.5     53.8     89.5     85.5     10.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
     114       38      106       56       72      213      192
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      454,946
COMMITMENTS
 120,621   22,315  133,679  172,791  217,879  427,091  373,874   27,855   81,073

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:    -13,440)
  -5,816    2,590   -3,279   -1,164   -9,205  -10,258   -9,893   -3,182   -3,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      4.9     29.4     38.0     47.9     93.9     82.2      6.1     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      434)
     145       76      135      101      191      312      347
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,641
COMMITMENTS
   4,028    3,602      485    3,092    3,434    7,605    7,521    2,037    2,120

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:       -497)
     187      287     -281     -262     -291     -356     -285     -141     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.8     37.4      5.0     32.1     35.6     78.9     78.0     21.1     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      32       33       12       15       18       49       61
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       45,870
COMMITMENTS
  20,008    2,639    7,354   11,952   11,905   39,314   21,898    6,555   23,972

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     -1,648)
    -101      339   -1,166      157     -975   -1,111   -1,802     -537      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.6      5.8     16.0     26.1     26.0     85.7     47.7     14.3     52.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      47       28       36       50       73      113      125
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       83,803
COMMITMENTS
   8,700        0        5   74,514   83,586   83,219   83,591      584      212

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     -2,945)
  -6,486        0       -2    3,821   -3,035   -2,667   -3,037     -279       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      0.0      0.0     88.9     99.7     99.3     99.7      0.7      0.3

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 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      149,005
COMMITMENTS
  60,556    2,601    3,728   29,536  125,362   93,820  131,690   55,186   17,315

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     -1,570)
  -6,212      263      257    2,275     -202   -3,679      319    2,109   -1,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.6      1.7      2.5     19.8     84.1     63.0     88.4     37.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      44        9       11       21       27       70       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       75,008
COMMITMENTS
  27,407    9,410    1,290   16,730   52,028   45,427   62,728   29,581   12,281

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      3,346)
     382     -203      224    3,541    2,066    4,147    2,087     -802    1,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5     12.5      1.7     22.3     69.4     60.6     83.6     39.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      18       12        5       10       13       31       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      170,977
COMMITMENTS
 138,516    6,710      138   23,592  162,240  162,246  169,088    8,731    1,889

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     -3,322)
  -4,296   -1,973        1      972     -794   -3,323   -2,766        1     -556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.0      3.9      0.1     13.8     94.9     94.9     98.9      5.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      77       17        1       15       24       93       41
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      128,548
COMMITMENTS
  55,956   23,776    4,900   27,901   82,202   88,757  110,878   39,792   17,670

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     11,687)
   5,840    3,261      821      647    9,567    7,308   13,650    4,379   -1,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.5     18.5      3.8     21.7     63.9     69.0     86.3     31.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      37       29       15       25       35       72       69
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      134,744
COMMITMENTS
  14,402   52,942    9,513   85,679   27,853  109,594   90,307   25,150   44,436

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:    -12,449)
   1,146  -14,710       64  -18,169    1,472  -16,958  -13,173    4,510      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     39.3      7.1     63.6     20.7     81.3     67.0     18.7     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      19       48       23       30       24       64       80
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      303,386
COMMITMENTS
 102,927   35,296   37,348   89,932  173,793  230,207  246,438   73,179   56,948

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     18,402)
   1,982     -569    7,480    4,574    7,221   14,036   14,132    4,366    4,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9     11.6     12.3     29.6     57.3     75.9     81.2     24.1     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      53       67       59       41       52      131      141
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,220
COMMITMENTS
  19,205    7,748      213    3,523   18,088   22,941   26,049    4,279    1,171

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      1,431)
   1,483     -635        0     -143    2,102    1,340    1,467       91      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.6     28.5      0.8     12.9     66.5     84.3     95.7     15.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      18        8        1        3       19       21       28
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   15,080,448
COMMITMENTS
 1156004  445,456  4479042  8449061  9006605 14084108 13931103  996,340  1149345

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:    356,272)
 147,510  -40,929  156,830   26,445  222,556  330,785  338,457   25,487   17,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      3.0     29.7     56.0     59.7     93.4     92.4      6.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      73       56      108      158      163      290      276
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      996,090
COMMITMENTS
  81,991   93,136   69,173  670,432  699,524  821,596  861,832  174,494  134,258

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     30,943)
  10,299  -10,300    5,029   15,799   40,202   31,126   34,931     -184   -3,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      9.4      6.9     67.3     70.2     82.5     86.5     17.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      566)
     111      120       93      238      236      401      398
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      409,506
COMMITMENTS
  17,037   25,384   34,885  233,102  299,063  285,024  359,332  124,483   50,174

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     18,407)
   2,815   -9,488    6,221   10,147   23,717   19,183   20,450     -776   -2,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      6.2      8.5     56.9     73.0     69.6     87.7     30.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      17       31       36       70       62      112      104
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,932,920
COMMITMENTS
 378,937  392,920  117,273  2186652  2002306  2682863  2512499  250,057  420,421

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     62,681)
   8,481  -33,000   22,980   28,257   82,426   59,719   72,406    2,962   -9,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     13.4      4.0     74.6     68.3     91.5     85.7      8.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      518)
     105      106       77      209      218      353      362
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      124,808
COMMITMENTS
  16,774   10,554      105   98,371  111,319  115,250  121,978    9,559    2,831

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      8,039)
   6,542    3,012     -601    2,446    5,638    8,387    8,049     -348      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      8.5      0.1     78.8     89.2     92.3     97.7      7.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      17        6        1       54       41       71       48
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       93,124
COMMITMENTS
  25,270    9,779    5,110   53,499   73,611   83,879   88,500    9,244    4,624

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     14,366)
   7,869      646    2,964    3,342   10,872   14,175   14,482      190     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     10.5      5.5     57.4     79.0     90.1     95.0      9.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      79       38       18       81       89      169      137
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       18,392
COMMITMENTS
   4,103    1,379        0   10,404   16,107   14,507   17,486    3,885      906

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      4,008)
   2,371        3        0    1,670    4,154    4,041    4,157      -33     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      7.5      0.0     56.6     87.6     78.9     95.1     21.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        0       12       13       16       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      373,657
COMMITMENTS
 124,463   60,630    6,922  215,477  287,518  346,862  355,070   26,795   18,588

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     51,786)
  40,243   15,970    2,067    8,362   33,590   50,672   51,626    1,115      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3     16.2      1.9     57.7     76.9     92.8     95.0      7.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      78       38       16       76       86      160      134
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      154,278
COMMITMENTS
  88,780    7,590    3,999   22,602  120,759  115,381  132,349   38,897   21,930

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      2,393)
  -2,890    1,352      865    2,245   -1,413      220      805    2,173    1,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.5      4.9      2.6     14.6     78.3     74.8     85.8     25.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      40       13       10       18       20       61       40
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       55,806
COMMITMENTS
  19,907    8,264    1,240   27,678   29,205   48,825   38,709    6,981   17,097

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:         -9)
  -1,975     -202    1,240      472     -699     -263      339      254     -348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7     14.8      2.2     49.6     52.3     87.5     69.4     12.5     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      21       13        2       22       17       44       31
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       64,230
COMMITMENTS
  11,723   17,524    1,102   43,672   39,463   56,497   58,089    7,733    6,141

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      3,159)
      26     -621      499    2,129    2,723    2,654    2,601      505      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     27.3      1.7     68.0     61.4     88.0     90.4     12.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      18       14        4       25       24       46       39
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       34,421
COMMITMENTS
   4,455    3,221      280   25,401   28,312   30,136   31,813    4,285    2,608

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      1,613)
     737    1,598      -25      984     -685    1,696      888      -83      725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      9.4      0.8     73.8     82.3     87.6     92.4     12.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        4        1       23       24       28       29
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       41,006
COMMITMENTS
  13,291    2,872       17   20,582   34,869   33,890   37,758    7,116    3,248

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:       -810)
    -143     -812      -17   -1,923     -261   -2,083   -1,090    1,273      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4      7.0      0.0     50.2     85.0     82.6     92.1     17.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      19        8        1       25       19       44       28
```

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Updated April 29, 2011