```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,987
COMMITMENTS
     289    1,216      139    2,845    2,220    3,273    3,575      714      412

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:        193)
       0       47       15      147      147      162      210       31      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     30.5      3.5     71.4     55.7     82.1     89.7     17.9     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        5        3       12       12       16       17
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       55,146
COMMITMENTS
   4,773    1,919   11,630   31,901   31,962   48,305   45,511    6,842    9,635

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:        445)
    -168      208      -57      804      384      578      535     -133      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      3.5     21.1     57.8     58.0     87.6     82.5     12.4     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       13       24       42       42       77       67
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      263,527
COMMITMENTS
  64,776   10,729   74,000   96,167  141,942  234,944  226,672   28,584   36,856

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:    -13,392)
  -2,803   -1,609   -7,624   -3,135   -3,460  -13,563  -12,693      170     -699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      4.1     28.1     36.5     53.9     89.2     86.0     10.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
     108       36      106       56       72      223      183
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      468,386
COMMITMENTS
 126,437   19,725  136,958  173,955  227,084  437,350  383,767   31,036   84,619

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -7,383)
    -764   -1,731   -6,008     -194      252   -6,966   -7,488     -417      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      4.2     29.2     37.1     48.5     93.4     81.9      6.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      447)
     147       81      141      105      192      330      351
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,138
COMMITMENTS
   3,841    3,315      766    3,354    3,725    7,961    7,806    2,177    2,332

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:       -262)
    -347      597     -179      107     -821     -419     -403      157      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.9     32.7      7.6     33.1     36.7     78.5     77.0     21.5     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      26       34       13       18       19       50       60
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       47,518
COMMITMENTS
  20,110    2,300    8,521   11,795   12,880   40,425   23,701    7,093   23,817

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -1,023)
    -543      353      -52     -822     -480   -1,417     -180      394     -843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.3      4.8     17.9     24.8     27.1     85.1     49.9     14.9     50.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      56       27       38       50       75      121      128
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       86,748
COMMITMENTS
  15,186        0        7   70,692   86,621   85,885   86,628      863      120

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      2,903)
   3,001        0        2      102    3,310    3,105    3,312     -202     -409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      0.0      0.0     81.5     99.9     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        0        1       14       15       23       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      150,575
COMMITMENTS
  66,768    2,337    3,470   27,261  125,564   97,499  131,371   53,076   19,204

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      1,046)
     980       91      384    1,446      -11    2,811      464   -1,765      582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.3      1.6      2.3     18.1     83.4     64.8     87.2     35.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      47        7       11       18       25       69       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       71,663
COMMITMENTS
  27,025    9,613    1,066   13,189   49,962   41,280   60,641   30,383   11,022

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      7,890)
   4,903    2,152      275    1,243    4,976    6,422    7,403    1,469      487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.7     13.4      1.5     18.4     69.7     57.6     84.6     42.4     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      19        9        6       10       13       32       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      174,299
COMMITMENTS
 142,812    8,683      137   22,620  163,034  165,569  171,854    8,730    2,445

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      7,680)
  11,124    1,841      137   -4,054    5,373    7,207    7,351      473      329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.9      5.0      0.1     13.0     93.5     95.0     98.6      5.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      78       18        1       11       26       90       44
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      116,862
COMMITMENTS
  50,116   20,515    4,079   27,254   72,635   81,449   97,228   35,413   19,633

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:    -11,350)
  -3,082   -6,104      190   -1,103   -4,353   -3,994  -10,267   -7,355   -1,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.9     17.6      3.5     23.3     62.2     69.7     83.2     30.3     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      37       23       14       24       34       69       63
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      147,192
COMMITMENTS
  13,256   67,652    9,448  103,848   26,380  126,552  103,480   20,640   43,712

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -1,000)
  -1,307      -57      -26    1,938    3,065      605    2,983   -1,605   -3,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     46.0      6.4     70.6     17.9     86.0     70.3     14.0     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      17       49       23       32       24       64       81
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      284,984
COMMITMENTS
 100,945   35,865   29,868   85,358  166,573  216,171  232,306   68,812   52,678

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      6,121)
  -2,445     -263    3,704    6,633    6,711    7,892   10,152   -1,770   -4,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4     12.6     10.5     30.0     58.4     75.9     81.5     24.1     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      57       64       52       43       51      131      136
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       37,402
COMMITMENTS
  31,911   26,202        0    4,100   11,010   36,011   37,212    1,391      190

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:          6)
      27        0        0      -68      -42      -41      -42       47       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    85.3     70.1      0.0     11.0     29.4     96.3     99.5      3.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        2        0        2        7       12        9
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,789
COMMITMENTS
  17,722    8,383      213    3,666   15,986   21,601   24,582    4,188    1,207

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      4,646)
   3,489      486      213      318    4,198    4,020    4,897      626     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.7     32.5      0.8     14.2     62.0     83.8     95.3     16.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      19        9        1        4       19       23       29
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,724,176
COMMITMENTS
 1008494  486,386  4322212  8422616  8784049 13753322 13592647  970,853  1131529

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     63,095)
 109,185   47,924  -15,280  -36,941   47,675   56,964   80,320    6,130  -17,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      3.3     29.4     57.2     59.7     93.4     92.3      6.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      66       61      107      155      162      283      275
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      965,147
COMMITMENTS
  71,692  103,436   64,144  654,633  659,322  790,470  826,901  174,678  138,246

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:    -13,088)
  -6,363    4,108  -10,691      621  -13,448  -16,434  -20,031    3,345    6,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     10.7      6.6     67.8     68.3     81.9     85.7     18.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      560)
     105      126       85      233      231      386      395
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      391,100
COMMITMENTS
  14,222   34,873   28,664  222,955  275,346  265,841  338,883  125,259   52,217

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -4,094)
    -847    1,215   -7,632   -2,717    2,866  -11,196   -3,550    7,103     -543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      8.9      7.3     57.0     70.4     68.0     86.6     32.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      17       30       35       69       61      108      104
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,870,239
COMMITMENTS
 370,456  425,920   94,293  2158395  1919880  2623144  2440093  247,095  430,146

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:    -44,973)
  -6,077   35,969  -36,802   16,694  -81,570  -26,186  -82,403  -18,787   37,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     14.8      3.3     75.2     66.9     91.4     85.0      8.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      512)
     102      109       69      204      211      340      355
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      116,769
COMMITMENTS
  10,232    7,542      706   95,925  105,680  106,863  113,928    9,906    2,841

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      3,587)
  -2,900     -794      645    5,368    3,444    3,113    3,295      474      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      6.5      0.6     82.1     90.5     91.5     97.6      8.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      12        6        1       51       40       63       47
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       78,758
COMMITMENTS
  17,401    9,133    2,146   50,157   62,739   69,704   74,018    9,054    4,740

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -7,676)
  -3,810     -709   -4,780    1,121   -3,107   -7,469   -8,596     -207      920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1     11.6      2.7     63.7     79.7     88.5     94.0     11.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      62       38       20       80       93      150      144
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       14,384
COMMITMENTS
   1,732    1,376        0    8,734   11,953   10,466   13,329    3,918    1,055

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -3,218)
  -4,088       42     -120      641   -3,040   -3,566   -3,118      348     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      9.6      0.0     60.7     83.1     72.8     92.7     27.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        0       11       12       16       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      321,871
COMMITMENTS
  84,220   44,660    4,856  207,115  253,928  296,190  303,443   25,681   18,428

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:    -22,286)
 -20,516  -25,663   -1,395    2,397     -333  -19,515  -27,390   -2,772    5,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     13.9      1.5     64.3     78.9     92.0     94.3      8.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      60       39       16       77       89      142      139
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      151,885
COMMITMENTS
  91,670    6,238    3,134   20,356  122,172  115,161  131,544   36,724   20,341

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -4,474)
  -5,498     -212      529    1,614   -4,532   -3,355   -4,215   -1,119     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.4      4.1      2.1     13.4     80.4     75.8     86.6     24.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      44       11       11       17       20       64       39
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       55,815
COMMITMENTS
  21,882    8,466        0   27,206   29,904   49,088   38,370    6,727   17,445

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      1,262)
  -1,369    1,018       -6    3,250      -67    1,875      945     -613      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.2     15.2      0.0     48.7     53.6     87.9     68.7     12.1     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      18       15        0       22       17       40       32
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       61,071
COMMITMENTS
  11,697   18,145      603   41,543   36,740   53,843   55,488    7,228    5,583

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:       -331)
   1,419     -516     -396   -1,242    4,296     -219    3,384     -112   -3,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     29.7      1.0     68.0     60.2     88.2     90.9     11.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      18       12        3       26       24       47       36
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       32,808
COMMITMENTS
   3,718    1,623      305   24,417   28,997   28,440   30,925    4,368    1,883

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:        -79)
    -505     -488       25      614      772      134      309     -213     -388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      4.9      0.9     74.4     88.4     86.7     94.3     13.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        5        1       23       24       28       30
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       41,816
COMMITMENTS
  13,434    3,684       34   22,505   35,130   35,973   38,848    5,843    2,968

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      1,344)
    -146      350      -41    2,388      841    2,201    1,150     -857      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      8.8      0.1     53.8     84.0     86.0     92.9     14.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      19        9        1       27       21       46       31
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       12,040
COMMITMENTS
   5,606      691       12    4,315   10,768    9,933   11,471    2,107      569

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -1,800)
  -1,254   -2,118      -36     -513      456   -1,803   -1,698        3     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.6      5.7      0.1     35.8     89.4     82.5     95.3     17.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        3        1        5        3       16        6
```

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Updated April 22, 2011