```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,200
COMMITMENTS
     342       93      129    5,127    5,086    5,598    5,308      602      892

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        116)
       1        3       -7      101       22       94       18       22       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      1.5      2.1     82.7     82.0     90.3     85.6      9.7     14.4

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 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       47,811
COMMITMENTS
   5,999    2,915   11,008   25,890   22,481   42,896   36,403    4,914   11,407

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      1,265)
      -7     -136      381      953      714    1,327      959      -63      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      6.1     23.0     54.2     47.0     89.7     76.1     10.3     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      16       12       19       34       32       59       54
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      307,978
COMMITMENTS
  60,128   54,546   94,567  121,611  115,659  276,306  264,772   31,672   43,206

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -9,187)
     584   -2,655   -3,288   -4,839   -1,841   -7,543   -7,784   -1,644   -1,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     17.7     30.7     39.5     37.6     89.7     86.0     10.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
     107       94      130       67       69      242      242
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      441,590
COMMITMENTS
 117,205   60,016  121,689  168,987  191,852  407,881  373,557   33,709   68,034

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -35,447)
     981    5,734  -35,938     -135     -829  -35,093  -31,033     -354   -4,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     13.6     27.6     38.3     43.4     92.4     84.6      7.6     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
     134      111      149      109      159      305      370
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,713
COMMITMENTS
   4,290    4,092    1,704    3,038    3,112    9,032    8,908    1,681    1,805

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:       -181)
     -65        1       29      -52      -96      -88      -66      -93     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.0     38.2     15.9     28.4     29.0     84.3     83.2     15.7     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      28       30       21       22       23       64       64
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       48,797
COMMITMENTS
  14,492    3,789   13,044   12,437   11,151   39,973   27,983    8,824   20,814

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        285)
  -2,244      584      193    2,866      431      815    1,207     -530     -923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7      7.8     26.7     25.5     22.9     81.9     57.3     18.1     42.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      44       41       47       53       63      119      138
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,058
COMMITMENTS
     246    4,248      106    7,807    2,925    8,159    7,279      899    1,779

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        304)
       3       84        8      296      124      306      216       -2       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     46.9      1.2     86.2     32.3     90.1     80.4      9.9     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        8        4       13       10       18       19
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      127,094
COMMITMENTS
  10,430    6,491    3,193  112,945  117,401  126,568  127,085      526        9

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        655)
    -780      124        0    1,479      597      699      721      -44      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      5.1      2.5     88.9     92.4     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        4        1       16       15       19       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      120,112
COMMITMENTS
  47,999   20,055    2,798   32,175   74,379   82,973   97,233   37,139   22,879

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -13,906)
  -8,713   -7,140     -233     -948  -10,087   -9,894  -17,459   -4,012    3,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.0     16.7      2.3     26.8     61.9     69.1     81.0     30.9     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      30       16       10       23       22       57       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       40,839
COMMITMENTS
   6,548   16,467      168   23,446    6,351   30,162   22,986   10,677   17,852

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -3,755)
     -75   -4,715     -267     -770   -2,971   -1,111   -7,953   -2,644    4,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     40.3      0.4     57.4     15.6     73.9     56.3     26.1     43.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        8        1       10       11       18       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      174,230
COMMITMENTS
  84,600   16,000      673   82,838  154,705  168,111  171,378    6,119    2,852

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -1,462)
  -7,144    8,759      253    6,114  -10,682     -777   -1,670     -685      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.6      9.2      0.4     47.5     88.8     96.5     98.4      3.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      46       28        4       20       17       69       46
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      150,049
COMMITMENTS
  29,682   48,682    1,441   96,323   75,787  127,446  125,909   22,603   24,140

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:       -133)
   1,452   10,244   -1,869    4,647   -7,241    4,230    1,134   -4,363   -1,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     32.4      1.0     64.2     50.5     84.9     83.9     15.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      27       28        9       26       25       59       56
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      163,593
COMMITMENTS
  15,928   82,082    5,548  129,670   25,618  151,147  113,248   12,446   50,345

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -7,073)
     801    2,459   -3,813   -2,810   -2,485   -5,822   -3,839   -1,250   -3,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     50.2      3.4     79.3     15.7     92.4     69.2      7.6     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      14       49       20       28       23       58       76
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      319,203
COMMITMENTS
  38,030  139,408   32,137  215,363   75,737  285,530  247,282   33,672   71,920

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     31,387)
  -1,125   21,551     -452   35,826    2,247   34,248   23,345   -2,862    8,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     43.7     10.1     67.5     23.7     89.5     77.5     10.5     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      32       78       41       50       48      110      139
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,802
COMMITMENTS
  15,433    8,263      143    2,835   11,762   18,411   20,168    3,391    1,634

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      1,049)
     956     -368       -7      292    1,359    1,241      984     -192       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.8     37.9      0.7     13.0     53.9     84.4     92.5     15.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      24       12        1        6       10       30       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,546,649
COMMITMENTS
 682,374  551,535  5123410  6896092  6926128 12701876 12601073  844,772  945,575

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:   -146,142)
  14,280   25,299  -86,500  -72,346  -67,922 -144,565 -129,122   -1,577  -17,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      4.1     37.8     50.9     51.1     93.8     93.0      6.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      66       48      102      142      145      257      255
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      952,269
COMMITMENTS
  87,195  112,714   65,373  645,475  653,906  798,043  831,993  154,226  120,275

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     31,772)
   4,952   -2,817    5,317   10,965   24,075   21,234   26,575   10,538    5,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     11.8      6.9     67.8     68.7     83.8     87.4     16.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      585)
     122      119      112      248      241      430      412
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      321,038
COMMITMENTS
  12,607   10,902   26,407  212,564  214,308  251,578  251,618   69,459   69,420

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     18,650)
     319    3,934    2,680   12,967    7,124   15,966   13,739    2,684    4,911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      3.4      8.2     66.2     66.8     78.4     78.4     21.6     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      20       19       34       78       67      115      103
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,156,154
COMMITMENTS
 414,049  550,168  153,722  2164552  2197989  2732323  2901879  423,832  254,276

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     65,609)
  43,436  -13,483   -7,085  -10,012   84,752   26,340   64,183   39,269    1,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     17.4      4.9     68.6     69.6     86.6     91.9     13.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      541)
     115      108       95      217      222      381      376
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      101,356
COMMITMENTS
  11,375    7,143      867   80,935   89,765   93,177   97,775    8,179    3,581

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      1,085)
  -1,868      746      727    3,725     -765    2,584      708   -1,499      377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      7.0      0.9     79.9     88.6     91.9     96.5      8.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      12        6        1       59       34       71       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      104,787
COMMITMENTS
  29,782    9,490    2,456   60,562   83,956   92,801   95,903   11,987    8,885

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     13,015)
   3,144    1,881      685    2,730    9,286    6,558   11,852    6,457    1,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4      9.1      2.3     57.8     80.1     88.6     91.5     11.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      83       44       20       76       89      171      142
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       12,366
COMMITMENTS
     334    1,011        0    5,907   10,225    6,241   11,236    6,125    1,130

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      8.2      0.0     47.8     82.7     50.5     90.9     49.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        0        8        9        9       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      462,107
COMMITMENTS
 150,137   45,292    9,386  273,277  368,655  432,800  423,333   29,307   38,773

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      3,243)
  16,945    7,245      528  -15,887   -4,695    1,586    3,078    1,657      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5      9.8      2.0     59.1     79.8     93.7     91.6      6.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      84       43       19       74       86      169      137
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      163,660
COMMITMENTS
  79,774   40,833    4,267   49,795   94,364  133,836  139,464   29,825   24,196

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -2,800)
  -6,112    3,497   -2,902    6,482   -4,981   -2,532   -4,386     -269    1,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.7     24.9      2.6     30.4     57.7     81.8     85.2     18.2     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       29       12       19       26       53       57
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       44,073
COMMITMENTS
  10,615   15,967        0   26,890    5,666   37,505   21,633    6,568   22,440

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -5,585)
  -1,466   -3,273     -188   -4,491     -132   -6,145   -3,593      560   -1,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     36.2      0.0     61.0     12.9     85.1     49.1     14.9     50.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      16        7        0       20        9       36       16
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       46,491
COMMITMENTS
  15,800    3,239    3,926   20,432   14,353   40,158   21,518    6,333   24,973

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -2,948)
  -2,811      106      101    1,086      933   -1,624    1,140   -1,324   -4,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.0      7.0      8.4     43.9     30.9     86.4     46.3     13.6     53.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      11        7        3       24       20       36       29
```

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Updated April 13, 2012