```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,480
COMMITMENTS
     306       93       63    4,536    4,480    4,905    4,636      575      844

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:         74)
       4        5        8       54       26       66       39        8       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      1.7      1.1     82.8     81.8     89.5     84.6     10.5     15.4

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 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,665
COMMITMENTS
   5,252    7,366      835   19,024   15,368   25,111   23,569    3,554    5,096

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,253)
     332      357       35      817      748    1,184    1,140       69      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     25.7      2.9     66.4     53.6     87.6     82.2     12.4     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      12       14       12       25       21       43       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      254,266
COMMITMENTS
  69,526   77,645   45,700  112,433   95,175  227,659  218,520   26,607   35,746

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      4,902)
   5,776    7,193    1,164      100   -2,512    7,040    5,845   -2,138     -943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     30.5     18.0     44.2     37.4     89.5     85.9     10.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      92      102      114       59       74      213      251
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      349,958
COMMITMENTS
 121,014   89,900   45,081  153,892  159,409  319,987  294,390   29,971   55,568

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      4,367)
   3,110    8,500   -2,826    2,917       10    3,201    5,684    1,166   -1,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     25.7     12.9     44.0     45.6     91.4     84.1      8.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
     108      111      118       88      154      255      345
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,919
COMMITMENTS
   4,321    4,327      975    3,073    2,907    8,369    8,209    1,550    1,710

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -553)
      36      168     -544       48     -110     -460     -486      -93      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6     43.6      9.8     31.0     29.3     84.4     82.8     15.6     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      29       28       13       22       23       57       59
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,413
COMMITMENTS
  14,693    7,453    6,670   12,601    9,707   33,964   23,830    6,449   16,583

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -149)
     771    1,780     -985    1,167     -217      953      578   -1,102     -727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     18.4     16.5     31.2     24.0     84.0     59.0     16.0     41.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      36       43       36       37       48       94      112
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,061
COMMITMENTS
     325    4,520       61    8,113    3,000    8,499    7,581      562    1,480

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        599)
     136      343        6      540      374      682      723      -83     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     49.9      0.7     89.5     33.1     93.8     83.7      6.2     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2       11        4       14       10       20       21
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      125,366
COMMITMENTS
   9,306    6,318    3,258  112,142  115,706  124,706  125,282      660       84

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,036)
  -1,124     -173       65    1,961    1,069      902      961      134       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      5.0      2.6     89.5     92.3     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        3        2       16       16       20       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      128,841
COMMITMENTS
  58,319   20,291      540   31,141   89,592   90,000  110,423   38,841   18,418

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     15,008)
  10,327      266     -884    1,191   18,432   10,634   17,814    4,374   -2,806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     15.7      0.4     24.2     69.5     69.9     85.7     30.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      36       12        6       20       25       59       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       41,358
COMMITMENTS
   6,040   19,802       98   25,816    4,669   31,954   24,569    9,404   16,789

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,363)
    -508    3,335      -70    2,551   -1,390    1,973    1,875     -610     -512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     47.9      0.2     62.4     11.3     77.3     59.4     22.7     40.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       12        1       12        9       18       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      167,618
COMMITMENTS
  63,848   17,747      580   96,911  147,071  161,339  165,398    6,279    2,220

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -6,612)
 -20,752    1,747      -93   14,073   -7,634   -6,772   -5,980      160     -632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     10.6      0.3     57.8     87.7     96.3     98.7      3.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      43       27        5       19       18       64       48
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      157,015
COMMITMENTS
  33,221   46,272      592   98,107   89,706  131,920  136,570   25,095   20,445

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     11,493)
   3,444   -2,289      306    3,859   15,552    7,609   13,569    3,884   -2,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     29.5      0.4     62.5     57.1     84.0     87.0     16.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      29       19        3       25       26       56       46
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      144,168
COMMITMENTS
  16,917   74,720      136  117,949   26,308  135,002  101,164    9,166   43,004

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -6,707)
     820   -7,461      -53   -6,290    4,593   -5,523   -2,921   -1,184   -3,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     51.8      0.1     81.8     18.2     93.6     70.2      6.4     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      15       44        2       22       17       38       62
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      295,844
COMMITMENTS
  40,310  158,435    1,609  226,108   70,285  268,027  230,329   27,817   65,515

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     21,014)
   1,057   17,818      429   21,492    3,718   22,978   21,965   -1,964     -951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     53.6      0.5     76.4     23.8     90.6     77.9      9.4     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      31       77       15       45       40       88      120
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       17,699
COMMITMENTS
  15,816   13,686      166    1,379    3,363   17,361   17,215      338      484

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.4     77.3      0.9      7.8     19.0     98.1     97.3      1.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        2        2        4        4       16        8
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       23,952
COMMITMENTS
  16,999    5,060        0    3,151   17,201   20,150   22,261    3,802    1,691

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      2,150)
   1,566   -3,203     -143      316    5,439    1,739    2,093      411       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.0     21.1      0.0     13.2     71.8     84.1     92.9     15.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      24       10        0        6       10       30       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,517,016
COMMITMENTS
 826,092  841,912  1592186  5258610  5164864  7676888  7598962  840,128  918,054

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:    -31,742)
  93,523   88,937 -140,849  -36,800  -26,347  -84,126  -78,259   52,384   46,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      9.9     18.7     61.7     60.6     90.1     89.2      9.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      54       41       78      132      137      228      228
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      796,135
COMMITMENTS
  92,587  108,560   16,679  539,870  557,196  649,136  682,435  147,000  113,701

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      5,550)
   5,789   -4,475      699   -4,936    4,913    1,553    1,138    3,997    4,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     13.6      2.1     67.8     70.0     81.5     85.7     18.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      573)
     105      118       54      235      233      365      381
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      235,260
COMMITMENTS
  14,515    6,639    1,569  154,044  156,297  170,128  164,505   65,132   70,755

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -238)
   2,373   -3,411      514   -4,474   -3,817   -1,587   -6,714    1,349    6,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      2.8      0.7     65.5     66.4     72.3     69.9     27.7     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      12       15        7       58       51       74       69
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,804,377
COMMITMENTS
 417,430  536,676   48,480  1929128  2004493  2395038  2589649  409,339  214,728

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     28,939)
   5,909  -16,490   12,099   -2,309   43,652   15,699   39,261   13,240  -10,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     19.1      1.7     68.8     71.5     85.4     92.3     14.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      547)
     101      117       48      205      215      329      358
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      100,021
COMMITMENTS
  13,813    8,177        0   77,146   88,169   90,959   96,346    9,062    3,675

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -1,330)
   2,438    1,034     -867   -3,789   -1,596   -2,218   -1,429      888       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      8.2      0.0     77.1     88.2     90.9     96.3      9.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      13        7        0       59       35       72       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      101,027
COMMITMENTS
  30,161    6,876    1,016   59,096   86,136   90,273   94,028   10,755    6,999

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -1,172)
     451   -2,967     -500      -51    3,934     -100      467   -1,072   -1,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      6.8      1.0     58.5     85.3     89.4     93.1     10.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      74       34       13       70       87      151      129
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       12,989
COMMITMENTS
     672      486        0    6,989   11,674    7,661   12,160    5,328      829

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        630)
     338     -525        0    1,082    1,449    1,420      924     -790     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      3.7      0.0     53.8     89.9     59.0     93.6     41.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0        8       11       10       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      440,192
COMMITMENTS
 150,633   35,140    1,889  260,537  372,311  413,059  409,340   27,133   30,852

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -9,009)
     859  -11,917   -2,792   -5,666   12,425   -7,599   -2,284   -1,410   -6,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2      8.0      0.4     59.2     84.6     93.8     93.0      6.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      73       35       12       68       83      148      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      148,796
COMMITMENTS
  83,830   35,409      182   36,524   94,156  120,536  129,747   28,260   19,049

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -5,274)
   4,024   -4,968      -69   -9,869    2,681   -5,914   -2,356      640   -2,918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.3     23.8      0.1     24.5     63.3     81.0     87.2     19.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      27       22        3       14       24       44       46
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       42,771
COMMITMENTS
   9,764   14,658        0   26,111    4,840   35,875   19,498    6,896   23,273

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -1,302)
    -851   -1,309        0     -779     -826   -1,630   -2,135      328      833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     34.3      0.0     61.0     11.3     83.9     45.6     16.1     54.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      15        7        0       19        5       34       12
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       62,892
COMMITMENTS
  15,814    3,423    7,350   27,005   14,452   50,169   25,225   12,723   37,667

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     16,401)
      14      184    3,424    6,573       99   10,011    3,707    6,390   12,694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      5.4     11.7     42.9     23.0     79.8     40.1     20.2     59.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13        5        3       20       19       34       26
```

----

Updated April 20, 2012