```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,412
COMMITMENTS
     349      112      131    5,307    5,433    5,788    5,677      624      735

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:        139)
       6       18       -9      126      322      124      331       15     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      1.8      2.0     82.8     84.7     90.3     88.5      9.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        2       14       13       18       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       52,741
COMMITMENTS
   6,823    3,995   12,165   28,455   24,520   47,443   40,681    5,298   12,061

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      1,677)
     431      509      405      692      665    1,528    1,579      149       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      7.6     23.1     54.0     46.5     90.0     77.1     10.0     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      18       13       21       37       33       62       60
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      329,016
COMMITMENTS
  65,661   61,760  103,720  127,643  118,850  297,024  284,330   31,992   44,686

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      7,932)
  -6,834   -4,599    8,385    4,572    2,122    6,122    5,907    1,810    2,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     18.8     31.5     38.8     36.1     90.3     86.4      9.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      98      102      130       68       76      233      258
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      463,110
COMMITMENTS
 122,342   67,496  133,102  171,423  197,603  426,866  398,201   36,243   64,909

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     14,756)
   1,458    1,165   11,276      397    3,827   13,132   16,268    1,624   -1,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     14.6     28.7     37.0     42.7     92.2     86.0      7.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
     123      127      154      110      157      306      376
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,633
COMMITMENTS
   4,183    3,869      952    2,837    3,292    7,972    8,112    1,661    1,521

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:       -535)
    -145     -394     -204     -249      284     -598     -314       64     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.4     40.2      9.9     29.5     34.2     82.8     84.2     17.2     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      26       25       14       17       21       53       51
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,581
COMMITMENTS
  14,742    7,091   12,490   14,366   10,384   41,598   29,965    8,983   20,615

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      2,035)
    -563    1,235      354    1,065     -464      856    1,125    1,179      910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1     14.0     24.7     28.4     20.5     82.2     59.2     17.8     40.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      43       50       44       54       64      119      141
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,611
COMMITMENTS
     390    4,869      178    9,208    3,721    9,776    8,768      835    1,843

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:        785)
       7      296       -3      750      309      753      601       32      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     45.9      1.7     86.8     35.1     92.1     82.6      7.9     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2       10        6       15       13       22       24
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      127,422
COMMITMENTS
   9,085    6,413    3,258  114,418  117,635  126,761  127,306      661      116

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:         26)
    -221       95        0      246     -101       25       -6        1       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      5.0      2.6     89.8     92.3     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        3        2       16       16       21       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      143,387
COMMITMENTS
  62,392   18,348    3,725   33,798  101,667   99,916  123,740   43,471   19,647

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      6,617)
   4,686   -1,485      563     -939    8,655    4,310    7,734    2,307   -1,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.5     12.8      2.6     23.6     70.9     69.7     86.3     30.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      35       15       12       24       28       68       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       41,069
COMMITMENTS
   4,312   20,953      120   23,828    4,551   28,260   25,624   12,809   15,445

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -1,157)
  -1,728    1,151       22   -2,164     -400   -3,870      773    2,713   -1,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     51.0      0.3     58.0     11.1     68.8     62.4     31.2     37.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5       13        2        9       10       15       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      162,405
COMMITMENTS
  58,544   18,336      467   98,207  140,344  157,218  159,147    5,187    3,258

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -5,213)
  -5,304      589     -113    1,296   -6,727   -4,121   -6,251   -1,092    1,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0     11.3      0.3     60.5     86.4     96.8     98.0      3.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      37       24        3       20       16       59       41
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      179,211
COMMITMENTS
  47,086   40,124    1,703   93,249  115,299  142,037  157,126   37,173   22,085

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     17,745)
  14,088   -6,330      145   -7,200   23,957    7,033   17,771   10,712      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3     22.4      1.0     52.0     64.3     79.3     87.7     20.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      38       24       10       25       30       68       59
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      151,106
COMMITMENTS
  12,399   68,342    6,054  119,722   32,268  138,174  106,664   12,931   44,442

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -5,903)
  -4,351   -6,392      350   -3,829    1,800   -7,829   -4,242    1,926   -1,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     45.2      4.0     79.2     21.4     91.4     70.6      8.6     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      15       47       22       27       23       56       78
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      331,121
COMMITMENTS
  35,230  147,358   31,582  231,064   80,018  297,876  258,958   33,245   72,163

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:    -10,356)
  -4,032   -8,966   -1,728   -6,813     -867  -12,573  -11,561    2,217    1,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     44.5      9.5     69.8     24.2     90.0     78.2     10.0     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      30       87       47       55       54      123      150
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,616
COMMITMENTS
  15,277   14,517    1,256    3,661    4,008   20,194   19,781      422      835

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      2,917)
    -539      831    1,090    2,282      645    2,833    2,566       84      351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.1     70.4      6.1     17.8     19.4     98.0     95.9      2.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        3        2        6        4       16        9
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       19,126
COMMITMENTS
  13,984    4,498      101    1,304   13,030   15,389   17,629    3,737    1,497

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -4,826)
  -3,015     -562      101   -1,847   -4,171   -4,761   -4,632      -65     -194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.1     23.5      0.5      6.8     68.1     80.5     92.2     19.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      21       14        1        5        8       26       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,568,896
COMMITMENTS
 831,892  644,639  4917175  6900368  6988462 12649435 12550277  919,461  1018620

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:    270,339)
  57,228   35,120   87,852   95,201  114,649  240,281  237,621   30,057   32,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      4.8     36.2     50.9     51.5     93.2     92.5      6.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      58       58       99      143      145      258      253
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      928,410
COMMITMENTS
  83,383  109,446   54,258  630,712  634,312  768,353  798,017  160,056  130,393

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:    -17,297)
  -8,301    1,771   -8,750   -4,787  -16,283  -21,839  -23,263    4,542    5,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     11.8      5.8     67.9     68.3     82.8     86.0     17.2     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      560)
     108      114       98      244      236      403      397
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      308,151
COMMITMENTS
  11,746    9,626   21,563  203,248  196,239  236,557  227,428   71,594   80,723

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -4,448)
  -2,819    2,987   -2,819     -663   -9,670   -6,302   -9,502    1,854    5,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      3.1      7.0     66.0     63.7     76.8     73.8     23.2     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      14       17       26       75       60      104       88
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,101,292
COMMITMENTS
 388,423  529,340  133,238  2137320  2190364  2658981  2852941  442,311  248,351

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:    -64,244)
 -28,150   -6,824  -28,916  -20,620  -33,065  -77,686  -68,805   13,441    4,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     17.1      4.3     68.9     70.6     85.7     92.0     14.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      522)
     103      108       89      213      217      362      368
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      100,887
COMMITMENTS
  12,254    8,991       53   79,775   87,900   92,082   96,944    8,805    3,943

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:        862)
  -1,559      814       53    2,627     -272    1,121      595     -260      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      8.9      0.1     79.1     87.1     91.3     96.1      8.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
       9        8        2       59       33       69       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      100,151
COMMITMENTS
  28,385    6,565    2,228   58,176   84,920   88,788   93,712   11,363    6,439

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -3,758)
  -1,787       -2      178   -2,589   -3,113   -4,198   -2,937      441     -820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3      6.6      2.2     58.1     84.8     88.7     93.6     11.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      73       33       16       78       83      161      123
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       15,228
COMMITMENTS
     817      489      474    8,535   13,193    9,826   14,156    5,402    1,072

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      2,232)
     145        3      474    1,546    1,519    2,165    1,996       67      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      3.2      3.1     56.0     86.6     64.5     93.0     35.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        1        7       10       10       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      424,617
COMMITMENTS
 141,934   34,474    4,674  248,204  358,633  394,812  397,781   29,805   26,836

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:    -29,946)
  -8,755      878   -2,386  -20,675  -23,158  -31,816  -24,666    1,871   -5,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4      8.1      1.1     58.5     84.5     93.0     93.7      7.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      74       32       16       75       80      158      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      156,853
COMMITMENTS
  80,454   34,636    4,768   44,734   94,418  129,956  133,822   26,897   23,031

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:       -806)
  -3,300     -217      389    5,043   -2,839    2,132   -2,667   -2,938    1,861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.3     22.1      3.0     28.5     60.2     82.9     85.3     17.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      30       23       14       21       27       60       55
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       41,814
COMMITMENTS
   9,900   14,090        0   25,541    4,875   35,441   18,965    6,373   22,849

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:       -957)
     136     -568        0     -570       35     -434     -533     -523     -424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     33.7      0.0     61.1     11.7     84.8     45.4     15.2     54.6

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 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       63,583
COMMITMENTS
  16,269    4,090    7,333   27,305   17,980   50,907   29,403   12,676   34,180

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:        691)
     455      667      -17      300    3,528      738    4,178      -47   -3,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6      6.4     11.5     42.9     28.3     80.1     46.2     19.9     53.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11        6        3       22       19       35       26
```

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Updated April 27, 2012