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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,038
COMMITMENTS
     148       99       67    4,307    4,228    4,522    4,394      516      644

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:       -623)
    -130      -19        7     -403     -483     -526     -495      -97     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      2.0      1.3     85.5     83.9     89.8     87.2     10.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       11       11       15       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,387
COMMITMENTS
   5,415    7,998      785   16,749   13,300   22,949   22,083    3,438    4,304

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -3,642)
    -574     -255     -114   -2,692   -2,747   -3,380   -3,116     -262     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     30.3      3.0     63.5     50.4     87.0     83.7     13.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      10       20       14       29       21       47       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      267,949
COMMITMENTS
  67,913   90,849   52,149  120,298   88,226  240,360  231,224   27,589   36,725

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -1,190)
   2,494    7,943   -3,104     -260   -5,762     -870     -923     -320     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     33.9     19.5     44.9     32.9     89.7     86.3     10.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      88      112      120       59       77      215      264
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      339,620
COMMITMENTS
 121,324   87,709   39,203  150,257  159,465  310,784  286,377   28,836   53,243

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -5,951)
    -769   -2,617   -3,678   -1,317   -2,285   -5,764   -8,580     -187    2,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     25.8     11.5     44.2     47.0     91.5     84.3      8.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     112      110      111       79      151      250      331
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,996
COMMITMENTS
   3,605    3,402      922    2,923    3,335    7,450    7,659    1,546    1,337

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:         69)
    -126       81      261      134      -66      269      276     -200     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     37.8     10.2     32.5     37.1     82.8     85.1     17.2     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      33       22       12       19       23       61       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,006
COMMITMENTS
  16,168   10,339    5,308   13,554    9,432   35,030   25,079    6,976   16,927

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      1,066)
   1,670      541     -360       -6      155    1,304      336     -238      730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     24.6     12.6     32.3     22.5     83.4     59.7     16.6     40.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      46       35       32       37       58      101      111
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,697
COMMITMENTS
     358    4,631       74    8,711    3,233    9,143    7,938      554    1,759

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:       -750)
       2     -640       14     -630     -216     -614     -842     -136       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     47.8      0.8     89.8     33.3     94.3     81.9      5.7     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2       10        6       15       10       22       21
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      125,412
COMMITMENTS
   8,758    6,469    3,263  112,655  115,546  124,676  125,278      736      134

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:       -539)
    -373      -67        5     -325     -496     -693     -558      154       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      5.2      2.6     89.8     92.1     99.4     99.9      0.6      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 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      148,415
COMMITMENTS
  69,914    9,819      509   35,823  116,152  106,246  126,480   42,169   21,935

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:    -14,621)
 -14,544   -4,416      -42    7,069  -15,151   -7,517  -19,609   -7,104    4,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1      6.6      0.3     24.1     78.3     71.6     85.2     28.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      36       11        3       20       25       59       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       45,717
COMMITMENTS
   4,980   21,474       94   29,889    3,199   34,963   24,767   10,754   20,950

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      4,060)
    -712    1,471      -29    7,315   -4,384    6,574   -2,942   -2,514    7,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     47.0      0.2     65.4      7.0     76.5     54.2     23.5     45.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6       13        1       11        7       17       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      160,169
COMMITMENTS
  53,380   16,452      791  101,102  139,871  155,273  157,114    4,896    3,055

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      3,670)
  -4,527      590      221    8,968    2,536    4,662    3,347     -992      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     10.3      0.5     63.1     87.3     96.9     98.1      3.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      37       26        6       18       21       58       50
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      199,801
COMMITMENTS
  59,697   34,358      194   98,046  146,481  157,937  181,033   41,864   18,768

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     11,513)
   6,576   -2,270      -71    3,831   13,287   10,336   10,946    1,177      567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     17.2      0.1     49.1     73.3     79.0     90.6     21.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      39       21        3       18       28       59       50
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      141,842
COMMITMENTS
  16,369   57,462      220  111,185   41,433  127,774   99,115   14,068   42,727

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      1,493)
   2,259   -6,821       21   -3,006   10,127     -726    3,327    2,219   -1,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     40.5      0.2     78.4     29.2     90.1     69.9      9.9     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      13       33        2       20       15       34       49
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      321,037
COMMITMENTS
  36,022  180,006    1,448  252,598   69,712  290,068  251,166   30,969   69,871

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     41,432)
   1,065   38,059     -580   40,856      966   41,341   38,445       91    2,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     56.1      0.5     78.7     21.7     90.4     78.2      9.6     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      23       81       13       48       43       81      127
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       18,977
COMMITMENTS
  13,700   14,701    1,211    3,418    2,298   18,329   18,210      648      767

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:         79)
     103      198      -53     -153      -85     -103       60      182       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.2     77.5      6.4     18.0     12.1     96.6     96.0      3.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        4        2        6        4       16       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       17,969
COMMITMENTS
  11,688    5,464      125    3,427    9,902   15,240   15,491    2,729    2,478

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -1,846)
    -467    1,334        0      125   -4,280     -342   -2,946   -1,504    1,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.0     30.4      0.7     19.1     55.1     84.8     86.2     15.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      18       14        1        8        8       26       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,944,252
COMMITMENTS
 1025285  984,679  1651415  5440313  5367433  8117013  8003527  827,239  940,725

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:    128,484)
  16,999   -1,522   70,666   70,647   66,490  158,312  135,634  -29,828   -7,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     11.0     18.5     60.8     60.0     90.8     89.5      9.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      57       47       86      132      141      237      236
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      822,718
COMMITMENTS
  90,142  109,516   20,540  560,147  576,081  670,829  706,138  151,889  116,580

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      6,154)
  -4,479   11,312   -1,620    9,998   -5,360    3,899    4,332    2,255    1,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     13.3      2.5     68.1     70.0     81.5     85.8     18.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      562)
     105      103       53      233      241      363      374
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      249,212
COMMITMENTS
  12,602    9,862    5,403  163,625  160,411  181,630  175,676   67,582   73,536

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      4,402)
  -3,519    4,324    1,363    4,857   -3,323    2,701    2,364    1,701    2,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      4.0      2.2     65.7     64.4     72.9     70.5     27.1     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      11       12        8       58       56       73       73
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,867,529
COMMITMENTS
 418,535  529,108   44,849  1982611  2078351  2445995  2652308  421,534  215,221

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      8,761)
  -8,419   31,319  -11,294   25,703  -10,187    5,990    9,838    2,771   -1,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     18.5      1.6     69.1     72.5     85.3     92.5     14.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      530)
     104      100       46      204      221      328      347
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      102,637
COMMITMENTS
  10,491    7,215    1,119   82,362   89,009   93,972   97,343    8,665    5,294

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      3,803)
  -4,657   -1,635    1,069    9,499    2,427    5,911    1,861   -2,108    1,942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      7.0      1.1     80.2     86.7     91.6     94.8      8.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
       9        7        2       58       32       68       40
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      104,211
COMMITMENTS
  18,457   10,405    5,202   70,988   82,719   94,647   98,327    9,564    5,884

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      5,773)
  -7,135    3,652    3,012   11,105      238    6,982    6,903   -1,209   -1,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     10.0      5.0     68.1     79.4     90.8     94.4      9.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      60       37       16       78       82      147      126
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       20,617
COMMITMENTS
     966    1,248      622   14,668   17,971   16,256   19,841    4,361      776

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      4,134)
    -508      291       74    5,071    3,948    4,637    4,313     -503     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      6.1      3.0     71.1     87.2     78.8     96.2     21.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        1       12        8       15       11
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      417,971
COMMITMENTS
  96,057   54,388   14,300  281,600  323,741  391,957  392,429   26,014   25,542

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      8,194)
 -31,318   18,623   12,875   30,168  -18,549   11,725   12,949   -3,531   -4,755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     13.0      3.4     67.4     77.5     93.8     93.9      6.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      61       35       14       70       77      138      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      152,108
COMMITMENTS
  72,145   47,041      274   58,045   80,412  130,464  127,727   21,644   24,381

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      4,359)
 -16,504   10,672     -168   28,736  -11,675   12,064   -1,171   -7,705    5,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4     30.9      0.2     38.2     52.9     85.8     84.0     14.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      27       25        6       18       23       47       52
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       41,146
COMMITMENTS
   9,714   13,535        0   24,489    5,043   34,203   18,578    6,943   22,568

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -1,005)
     299     -647        0   -1,252      148     -953     -499      -52     -506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     32.9      0.0     59.5     12.3     83.1     45.2     16.9     54.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13        7        0       19        6       32       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       70,080
COMMITMENTS
  18,439    2,547    7,986   30,800   14,767   57,225   25,300   12,855   44,780

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      3,518)
   1,491   -1,079      300    1,191     -770    2,982   -1,549      536    5,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      3.6     11.4     43.9     21.1     81.7     36.1     18.3     63.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      12        6        4       22       18       37       25
```

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Updated May 11, 2012