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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,288
COMMITMENTS
     306       89       58    4,380    4,430    4,744    4,577      544      711

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -753)
    -154      -35      -19     -442     -661     -615     -715     -138      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      1.7      1.1     82.8     83.8     89.7     86.6     10.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       12       10       16       12
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,097
COMMITMENTS
   5,101    6,847      837   17,514   14,274   23,452   21,958    3,645    5,139

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -5,329)
  -1,029   -2,326     -168   -3,783   -2,296   -4,980   -4,790     -349     -539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     25.3      3.1     64.6     52.7     86.5     81.0     13.5     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      11       15        9       23       20       41       37
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      259,416
COMMITMENTS
  63,980   72,875   48,040  117,538  100,524  229,558  221,439   29,858   37,977

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -6,459)
  -4,228    1,591      190   -2,070   -7,862   -6,108   -6,081     -351     -378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     28.1     18.5     45.3     38.8     88.5     85.4     11.5     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      91      104      118       54       68      210      242
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      361,339
COMMITMENTS
 125,733   88,709   57,665  149,441  155,966  332,839  302,340   28,500   58,999

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      6,602)
   1,874   10,935    4,252     -362   -4,063    5,764   11,124      838   -4,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     24.6     16.0     41.4     43.2     92.1     83.7      7.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     119      110      123       81      141      266      326
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,658
COMMITMENTS
   4,362    4,160    1,486    3,075    3,129    8,923    8,775    1,735    1,883

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        994)
     201      509      502      210     -129      913      882       81      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9     39.0     13.9     28.9     29.4     83.7     82.3     16.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      33       28       20       20       21       65       63
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,355
COMMITMENTS
  16,309    5,246    8,020    8,734    9,785   33,063   23,051    8,292   18,304

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -8,180)
  -3,829   -1,069   -1,804     -791   -1,531   -6,424   -4,404   -1,756   -3,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     12.7     19.4     21.1     23.7     79.9     55.7     20.1     44.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      45       31       39       32       52       96      113
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,157
COMMITMENTS
     186    4,090       46    7,277    2,516    7,509    6,652      648    1,505

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -1,333)
       3   -1,019       -1   -1,202     -263   -1,200   -1,283     -133      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     50.1      0.6     89.2     30.8     92.1     81.5      7.9     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        8        4       11        8       16       17
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      123,769
COMMITMENTS
  11,210    6,367    3,193  108,796  114,134  123,199  123,694      570       75

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        207)
    -139       34        0      333      249      194      283       13      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      5.1      2.6     87.9     92.2     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        4        1       14       14       18       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      126,333
COMMITMENTS
  57,291   27,804      522   29,195   80,582   87,008  108,908   39,325   17,425

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      3,712)
   3,859   -1,891     -384   -1,243    5,137    2,232    2,862    1,480      850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     22.0      0.4     23.1     63.8     68.9     86.2     31.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      32       14        5       20       21       55       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,624
COMMITMENTS
   6,615   21,291      229   24,035    9,135   30,879   30,655   12,745   12,969

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        772)
     322      -98        8     -526    1,258     -196    1,168      968     -396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     48.8      0.5     55.1     20.9     70.8     70.3     29.2     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9       12        2        8        9       18       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      175,692
COMMITMENTS
  91,744    7,241      420   76,724  165,387  168,888  173,048    6,804    2,644

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -2,859)
    -156   -1,826       49   -1,705   -1,501   -1,812   -3,278   -1,047      419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.2      4.1      0.2     43.7     94.1     96.1     98.5      3.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      62       13        4       20       18       84       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      142,660
COMMITMENTS
  29,262   38,069      160   87,792   80,809  117,214  119,038   25,446   23,622

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      7,513)
   2,653      350        3    3,979    5,984    6,635    6,337      878    1,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     26.7      0.1     61.5     56.6     82.2     83.4     17.8     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      27       21        3       24       26       53       48
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      150,382
COMMITMENTS
  14,563   79,671      146  124,871   20,393  139,580  100,210   10,802   50,172

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      4,885)
   3,658    1,144       88    1,751    1,369    5,497    2,601     -612    2,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     53.0      0.1     83.0     13.6     92.8     66.6      7.2     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      12       44        1       26       16       38       61
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      241,006
COMMITMENTS
  39,835  119,315    1,258  166,622   62,119  207,715  182,692   33,291   58,314

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      1,560)
   5,802   -3,847       64   -1,568    6,480    4,298    2,697   -2,738   -1,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     49.5      0.5     69.1     25.8     86.2     75.8     13.8     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      30       68       14       43       37       83      109
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       20,753
COMMITMENTS
  14,477    8,631      150    2,543   10,403   17,170   19,184    3,583    1,569

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        506)
     431   -1,431       -2      -51    1,700      378      267      128      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.8     41.6      0.7     12.3     50.1     82.7     92.4     17.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      23       11        1        5        8       28       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,438,012
COMMITMENTS
 714,920  708,157  1734244  5200987  5110311  7650151  7552712  787,861  885,300

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    178,796)
  34,800   20,955  -19,300  174,739  192,079  190,239  193,734  -11,443  -14,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      8.4     20.6     61.6     60.6     90.7     89.5      9.3     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      58       42       80      130      137      230      229
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      776,067
COMMITMENTS
  83,131  115,234   14,915  542,873  541,507  640,919  671,656  135,148  104,412

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      3,339)
   1,215    5,227    1,469    4,076    3,033    6,760    9,730   -3,420   -6,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     14.8      1.9     70.0     69.8     82.6     86.5     17.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      555)
     104      117       49      233      217      363      357
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      225,382
COMMITMENTS
  12,373    6,597    1,047  150,047  158,348  163,467  165,992   61,915   59,390

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -797)
    -301   -1,185      150     -599    4,074     -750    3,039      -47   -3,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      2.9      0.5     66.6     70.3     72.5     73.6     27.5     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      11       12        7       54       50       69       65
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,753,427
COMMITMENTS
 373,721  563,115   49,410  1964130  1915793  2387261  2528318  366,166  225,109

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     20,681)
   5,171   29,654    9,003   23,374   -5,204   37,548   33,453  -16,867  -12,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     20.5      1.8     71.3     69.6     86.7     91.8     13.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      528)
     106      111       44      204      200      329      336
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      100,269
COMMITMENTS
  13,243    6,397      140   77,210   90,530   90,593   97,067    9,676    3,202

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -371)
     148    1,226      140     -184   -2,102      104     -736     -475      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      6.4      0.1     77.0     90.3     90.3     96.8      9.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      14        6        1       58       35       72       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       89,424
COMMITMENTS
  26,629    8,003      828   56,551   73,196   84,008   82,026    5,416    7,397

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      2,289)
   1,555     -635     -462    1,442    2,997    2,535    1,900     -246      389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8      8.9      0.9     63.2     81.9     93.9     91.7      6.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      83       38        9       72       83      158      127
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      447,118
COMMITMENTS
 133,144   40,015    4,139  282,757  365,978  420,040  410,132   27,078   36,986

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     11,444)
   7,774   -3,174   -2,310    7,209   14,984   12,673    9,500   -1,229    1,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8      8.9      0.9     63.2     81.9     93.9     91.7      6.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      83       38        9       72       83      158      127
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      151,825
COMMITMENTS
  85,990   36,671    1,129   37,090   94,011  124,209  131,811   27,616   20,014

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      4,452)
  -5,625    4,630      228    9,605   -1,712    4,208    3,146      244    1,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.6     24.2      0.7     24.4     61.9     81.8     86.8     18.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      31       27        6       13       22       48       51
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       49,658
COMMITMENTS
  12,081   19,240      188   31,381    5,798   43,650   25,226    6,008   24,432

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      3,999)
   4,614      936      188     -387      615    4,415    1,739     -416    2,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     38.7      0.4     63.2     11.7     87.9     50.8     12.1     49.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      16        9        1       26        8       42       18
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       49,439
COMMITMENTS
  18,611    3,133    3,825   19,346   13,420   41,782   20,378    7,657   29,061

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      2,564)
     299      545      442    1,938      325    2,679    1,312     -115    1,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6      6.3      7.7     39.1     27.1     84.5     41.2     15.5     58.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      12        5        3       23       20       36       27
```

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Updated April 6, 2012