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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED 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:        5,702
COMMITMENTS
     193      112      119    4,853    4,802    5,165    5,032      537      670

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:       -762)
    -131      -15      -16     -513     -605     -659     -635     -102     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      2.0      2.1     85.1     84.2     90.6     88.3      9.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       14       12       18       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       48,923
COMMITMENTS
   6,322    4,102   11,522   25,781   22,063   43,625   37,687    5,298   11,236

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -4,177)
    -726     -313     -738   -2,721   -2,672   -4,184   -3,723        7     -454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      8.4     23.6     52.7     45.1     89.2     77.0     10.8     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      19       13       21       39       33       64       61
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      336,917
COMMITMENTS
  64,356   73,522  110,267  130,691  109,386  305,314  293,175   31,603   43,742

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      3,422)
   1,099    7,651    2,044      762   -5,563    3,905    4,131     -483     -709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     21.8     32.7     38.8     32.5     90.6     87.0      9.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     104      108      137       73       81      243      278
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      450,316
COMMITMENTS
 122,232   64,598  124,691  169,090  196,896  416,013  386,185   34,304   64,131

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -4,574)
   1,794   -1,991   -3,432   -2,394   -1,494   -4,031   -6,917     -543    2,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     14.3     27.7     37.5     43.7     92.4     85.8      7.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      427)
     122      118      148      111      159      304      368
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        9,240
COMMITMENTS
   3,596    3,248    1,150    2,925    3,455    7,671    7,852    1,569    1,388

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:         81)
    -139       71      281      133      -65      275      287     -194     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9     35.1     12.4     31.7     37.4     83.0     85.0     17.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      34       21       16       19       23       64       51
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       50,667
COMMITMENTS
  16,487    8,234   11,796   14,175   10,548   42,458   30,578    8,209   20,089

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      1,386)
   1,611     -208      552     -227      344    1,937      688     -551      697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5     16.3     23.3     28.0     20.8     83.8     60.4     16.2     39.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      54       33       41       52       72      124      132
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED 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:       10,446
COMMITMENTS
     424    4,604      199    9,027    3,609    9,650    8,412      796    2,034

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:       -659)
       8     -645       42     -577     -188     -527     -791     -132      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     44.1      1.9     86.4     34.6     92.4     80.5      7.6     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        9        8       16       14       25       25
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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:      127,511
COMMITMENTS
   8,758    6,469    3,263  114,754  117,645  126,775  127,377      736      134

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:       -397)
    -373      -67        5     -183     -354     -551     -416      154       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      5.1      2.6     90.0     92.3     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
OPTION AND FUTURES COMBINED 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:      157,832
COMMITMENTS
  69,219    9,726    3,646   38,790  120,542  111,655  133,914   46,177   23,918

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:    -14,451)
 -14,485   -4,220     -376    5,798  -14,355   -9,062  -18,952   -5,389    4,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.9      6.2      2.3     24.6     76.4     70.7     84.8     29.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      38       11       12       24       26       66       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       46,490
COMMITMENTS
   4,980   21,474       94   30,091    3,357   35,165   24,925   11,325   21,566

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      3,908)
    -712    1,471      -29    7,244   -4,430    6,503   -2,988   -2,595    6,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     46.2      0.2     64.7      7.2     75.6     53.6     24.4     46.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6       13        1       11        8       17       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      204,299
COMMITMENTS
  59,663   34,573      914  100,180  147,784  160,757  183,271   43,542   21,028

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      8,806)
   7,151   -2,339   -1,427    2,071   12,407    7,795    8,641    1,011      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2     16.9      0.4     49.0     72.3     78.7     89.7     21.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      38       22        5       22       30       64       53
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      151,961
COMMITMENTS
  16,429   57,638    3,733  115,485   44,340  135,647  105,711   16,313   46,249

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -2,980)
   3,129   -7,298   -2,890   -6,058    9,110   -5,818   -1,077    2,838   -1,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     37.9      2.5     76.0     29.2     89.3     69.6     10.7     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      14       40       14       24       22       48       66
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      364,655
COMMITMENTS
  35,601  178,434   30,679  262,956   79,271  329,236  288,385   35,419   76,270

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     43,339)
   1,663   39,813       15   40,195      499   41,873   40,327    1,466    3,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     48.9      8.4     72.1     21.7     90.3     79.1      9.7     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      33       82       41       56       55      115      152
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   14,001,295
COMMITMENTS
 935,040  681,837  5172994  7014429  7133666 13122463 12988498  878,832  1012798

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:    179,924)
   2,708  -10,357  141,635   64,967   48,575  209,310  179,852  -29,386       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      4.9     36.9     50.1     51.0     93.7     92.8      6.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      60       61      105      143      147      266      256
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED 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:      974,837
COMMITMENTS
  89,464  108,135   66,409  656,012  671,749  811,885  846,293  162,952  128,544

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     28,280)
  -4,321   11,165    4,169   24,294   10,835   24,142   26,169    4,138    2,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     11.1      6.8     67.3     68.9     83.3     86.8     16.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      591)
     116      120      112      252      253      430      424
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      329,724
COMMITMENTS
  12,769   10,346   28,345  214,408  210,717  255,523  249,409   74,202   80,316

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     15,380)
  -3,319    4,667    3,981   12,133    4,416   12,795   13,065    2,584    2,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      3.1      8.6     65.0     63.9     77.5     75.6     22.5     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      13       20       27       77       65      109       94
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    3,225,565
COMMITMENTS
 415,294  520,763  158,498  2208021  2305159  2781814  2984421  443,751  241,144

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     64,501)
  -9,423   28,072    5,352   60,805   32,095   56,734   65,520    7,767   -1,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     16.1      4.9     68.5     71.5     86.2     92.5     13.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      549)
     114      109      101      223      232      388      391
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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:      102,658
COMMITMENTS
  10,491    7,215    1,119   82,379   89,013   93,989   97,347    8,669    5,311

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      3,820)
  -4,657   -1,635    1,069    9,515    2,428    5,927    1,862   -2,107    1,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    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       33       68       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED 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:      106,295
COMMITMENTS
  18,533   10,106    5,865   72,063   84,247   96,461  100,218    9,833    6,077

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      6,045)
  -7,133    3,667    2,984   11,299      535    7,150    7,186   -1,105   -1,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      9.5      5.5     67.8     79.3     90.7     94.3      9.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      63       37       19       82       85      156      130
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED 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:       20,624
COMMITMENTS
     966    1,248      622   14,668   17,971   16,256   19,841    4,368      783

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      4,135)
    -508      291       74    5,071    3,948    4,637    4,313     -502     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      6.1      3.0     71.1     87.1     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
OPTION AND FUTURES COMBINED 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:      428,351
COMMITMENTS
  96,436   52,889   17,615  286,977  331,378  401,027  401,883   27,324   26,469

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      9,553)
 -31,311   18,695   12,735   31,141  -17,065   12,566   14,365   -3,012   -4,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     12.3      4.1     67.0     77.4     93.6     93.8      6.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      64       35       18       74       80      148      123
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      161,980
COMMITMENTS
  72,067   47,840    4,321   61,361   83,026  137,749  135,188   24,231   26,792

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      4,178)
 -16,602   11,321     -862   28,123  -12,480   10,659   -2,021   -6,481    6,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.5     29.5      2.7     37.9     51.3     85.0     83.5     15.0     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      27       29       13       21       27       57       60
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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