```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED 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:        6,273
COMMITMENTS
     343       94      140    5,181    5,111    5,664    5,346      609      928

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:         73)
       1        1       11       54       25       66       38        7       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      1.5      2.2     82.6     81.5     90.3     85.2      9.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        2       14       11       18       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       51,064
COMMITMENTS
   6,392    3,486   11,760   27,763   23,856   45,915   39,102    5,149   11,962

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      3,253)
     393      571      752    1,874    1,375    3,019    2,698      234      555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      6.8     23.0     54.4     46.7     89.9     76.6     10.1     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      17       11       20       35       31       60       54
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      321,084
COMMITMENTS
  72,495   66,359   95,335  123,071  116,728  290,902  278,423   30,182   42,661

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     13,106)
  12,368   11,814      768    1,460    1,069   14,596   13,651   -1,491     -545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     20.7     29.7     38.3     36.4     90.6     86.7      9.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     104      107      138       71       76      245      269
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      448,354
COMMITMENTS
 120,883   66,331  121,826  171,026  193,776  413,735  381,933   34,620   66,422

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      6,764)
   3,679    6,315      137    2,038    1,924    5,854    8,376      910   -1,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     14.8     27.2     38.1     43.2     92.3     85.2      7.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      433)
     122      120      151      112      161      306      377
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:       10,168
COMMITMENTS
   4,328    4,262    1,156    3,086    3,008    8,570    8,426    1,598    1,741

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -546)
      38      170     -548       48     -104     -462     -482      -83      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.6     41.9     11.4     30.4     29.6     84.3     82.9     15.7     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      28       29       15       22       24       58       61
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       48,545
COMMITMENTS
  15,305    5,856   12,136   13,300   10,848   40,742   28,840    7,804   19,705

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -252)
     813    2,067     -907      864     -303      769      857   -1,021   -1,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     12.1     25.0     27.4     22.3     83.9     59.4     16.1     40.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      41       47       42       52       64      114      138
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED 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:        9,826
COMMITMENTS
     384    4,573      181    8,458    3,412    9,023    8,167      803    1,659

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        768)
     138      326       75      651      488      864      888      -96     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     46.5      1.8     86.1     34.7     91.8     83.1      8.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2       11        6       15       13       23       24
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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:      127,396
COMMITMENTS
   9,306    6,318    3,258  114,172  117,736  126,736  127,312      660       84

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        303)
  -1,124     -173       65    1,228      336      169      228      134       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      5.0      2.6     89.6     92.4     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
OPTION AND FUTURES COMBINED 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:      136,770
COMMITMENTS
  57,706   19,833    3,162   34,737   93,012   95,606  116,007   41,164   20,763

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     16,658)
   9,707     -223      364    2,562   18,632   12,633   18,774    4,025   -2,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.2     14.5      2.3     25.4     68.0     69.9     84.8     30.1     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      37       13       11       25       27       69       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       42,226
COMMITMENTS
   6,040   19,802       98   25,992    4,951   32,130   24,851   10,096   17,375

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,388)
    -508    3,335      -70    2,546   -1,401    1,968    1,864     -581     -477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     46.9      0.2     61.6     11.7     76.1     58.9     23.9     41.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       12        1       12       11       18       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      161,466
COMMITMENTS
  32,998   46,454    1,558  100,449   91,342  135,005  139,354   26,462   22,112

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     11,417)
   3,316   -2,227      117    4,126   15,556    7,558   13,445    3,859   -2,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     28.8      1.0     62.2     56.6     83.6     86.3     16.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      27       21        8       27       28       60       51
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      157,009
COMMITMENTS
  16,750   74,734    5,704  123,550   30,468  146,004  110,906   11,005   46,103

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -6,584)
     822   -7,348      155   -6,120    4,850   -5,143   -2,342   -1,441   -4,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     47.6      3.6     78.7     19.4     93.0     70.6      7.0     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      19       48       20       26       24       56       81
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      341,477
COMMITMENTS
  39,262  156,324   33,310  237,877   80,886  310,449  270,519   31,028   70,958

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     22,275)
   1,232   16,916    1,172   22,515    5,149   24,919   23,237   -2,644     -962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     45.8      9.8     69.7     23.7     90.9     79.2      9.1     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      32       88       52       52       49      125      148
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   13,298,558
COMMITMENTS
 774,664  609,519  4829323  6805167  6873813 12409154 12312656  889,404  985,902

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:   -248,091)
  92,290   57,984 -294,086  -90,925  -52,315 -292,722 -288,418   44,631   40,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      4.6     36.3     51.2     51.7     93.3     92.6      6.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      56       57       99      144      145      258      252
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED 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:      945,706
COMMITMENTS
  91,684  107,675   63,009  635,499  650,595  790,192  821,279  155,514  124,427

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -6,562)
   4,489   -5,038   -2,365   -9,976   -3,311   -7,851  -10,714    1,289    4,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     11.4      6.7     67.2     68.8     83.6     86.8     16.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      599)
     114      132      112      251      245      430      425
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      312,599
COMMITMENTS
  14,566    6,639   24,382  203,911  205,909  242,859  236,930   69,740   75,669

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -8,439)
   1,959   -4,263   -2,025   -8,653   -8,399   -8,720  -14,688      281    6,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      2.1      7.8     65.2     65.9     77.7     75.8     22.3     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      17       20       32       76       63      112       96
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    3,165,537
COMMITMENTS
 416,573  536,164  162,154  2157940  2223429  2736666  2921746  428,870  243,790

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      9,382)
   2,524  -14,004    8,431   -6,612   25,440    4,344   19,867    5,038  -10,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     16.9      5.1     68.2     70.2     86.5     92.3     13.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
     110      123      101      223      227      389      396
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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:      100,025
COMMITMENTS
  13,813    8,177        0   77,148   88,172   90,961   96,349    9,065    3,677

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -1,331)
   2,438    1,034     -867   -3,787   -1,593   -2,216   -1,426      886       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      8.2      0.0     77.1     88.1     90.9     96.3      9.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      13        7        0       60       35       73       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED 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:      103,908
COMMITMENTS
  30,172    6,567    2,050   60,765   88,032   92,987   96,649   10,922    7,259

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -879)
     390   -2,923     -407      203    4,076      186      747   -1,065   -1,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      6.3      2.0     58.5     84.7     89.5     93.0     10.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      77       37       21       77       88      167      135
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED 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:       12,996
COMMITMENTS
     672      486        0    6,989   11,674    7,661   12,160    5,335      836

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 TRADER
     5.2      3.7      0.0     53.8     89.8     58.9     93.6     41.1      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
OPTION AND FUTURES COMBINED 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:      454,563
COMMITMENTS
 150,688   33,597    7,060  268,880  381,791  426,628  422,447   27,935   32,115

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -7,544)
     552  -11,695   -2,327   -4,397   13,136   -6,172     -886   -1,372   -6,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2      7.4      1.6     59.2     84.0     93.9     92.9      6.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      76       38       20       75       84      164      130
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      157,659
COMMITMENTS
  83,755   34,853    4,379   39,690   97,258  127,824  136,489   29,834   21,170

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -6,002)
   3,981   -5,980      111  -10,104    2,894   -6,012   -2,975       10   -3,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.1     22.1      2.8     25.2     61.7     81.1     86.6     18.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      30       23       13       19       26       58       53
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
```

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Updated April 20, 2012