```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,084
COMMITMENTS
     342       90      136    5,027    5,064    5,504    5,290      580      794

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -846)
    -154      -40      -20     -523     -749     -697     -809     -149      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      1.5      2.2     82.6     83.2     90.5     86.9      9.5     13.1

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 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       46,546
COMMITMENTS
   6,005    3,051   10,627   24,936   21,766   41,569   35,445    4,977   11,101

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -9,747)
  -1,280   -1,059   -2,706   -5,158   -3,954   -9,145   -7,719     -602   -2,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      6.6     22.8     53.6     46.8     89.3     76.2     10.7     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      16       12       18       33       31       58       52
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      317,165
COMMITMENTS
  59,544   57,201   97,855  126,450  117,501  283,849  272,556   33,316   44,610

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -854)
  -4,050    2,114    4,057   -1,055   -6,974   -1,048     -802      193      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     18.0     30.9     39.9     37.0     89.5     85.9     10.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      95      107      127       67       70      230      250
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      477,037
COMMITMENTS
 116,224   54,282  157,627  169,122  192,681  442,974  404,590   34,063   72,447

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     22,761)
  -5,104    6,700   22,134    2,947   -3,036   19,978   25,799    2,784   -3,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     11.4     33.0     35.5     40.4     92.9     84.8      7.1     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
     134      114      158      112      150      320      363
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,894
COMMITMENTS
   4,355    4,092    1,676    3,089    3,208    9,120    8,975    1,775    1,920

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      1,004)
     198      514      504      221     -128      923      889       81      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.0     37.6     15.4     28.4     29.4     83.7     82.4     16.3     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      33       28       22       21       21       66       65
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       48,513
COMMITMENTS
  16,736    3,206   12,851    9,571   10,720   39,158   26,776    9,355   21,736

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -8,078)
  -3,802     -493   -2,239     -527   -1,830   -6,569   -4,562   -1,509   -3,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5      6.6     26.5     19.7     22.1     80.7     55.2     19.3     44.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      49       34       45       47       64      115      134
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,754
COMMITMENTS
     243    4,164       98    7,512    2,800    7,853    7,062      901    1,691

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -1,540)
       2   -1,048        1   -1,387     -403   -1,384   -1,450     -156      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8     47.6      1.1     85.8     32.0     89.7     80.7     10.3     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        8        4       12        9       17       18
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      126,439
COMMITMENTS
  11,210    6,367    3,193  111,466  116,804  125,869  126,364      570       75

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        303)
    -139       34        0      429      345      290      379       13      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      5.0      2.5     88.2     92.4     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        4        1       14       14       18       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      134,018
COMMITMENTS
  56,713   27,195    3,031   33,123   84,466   92,867  114,692   41,150   19,325

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      4,415)
   3,563   -2,046       58     -589    5,448    3,033    3,460    1,382      955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.3     20.3      2.3     24.7     63.0     69.3     85.6     30.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      34       14       12       23       26       64       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       44,594
COMMITMENTS
   6,623   21,182      435   24,216    9,322   31,273   30,939   13,321   13,655

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        786)
     330      -29      -79     -528    1,292     -276    1,184    1,062     -398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     47.5      1.0     54.3     20.9     70.1     69.4     29.9     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10       11        2        8       10       18       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      175,692
COMMITMENTS
  91,744    7,241      420   76,724  165,387  168,888  173,048    6,804    2,644

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -2,859)
    -156   -1,826       49   -1,705   -1,501   -1,812   -3,278   -1,047      419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.2      4.1      0.2     43.7     94.1     96.1     98.5      3.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      62       13        4       20       18       84       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      150,182
COMMITMENTS
  28,230   38,437    3,310   91,676   83,028  123,216  124,775   26,966   25,407

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      8,340)
   2,794      441      432    4,032    6,453    7,258    7,327    1,081    1,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     25.6      2.2     61.0     55.3     82.0     83.1     18.0     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      28       20       10       28       28       61       53
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      170,666
COMMITMENTS
  15,127   79,623    9,362  132,480   28,102  156,970  117,087   13,696   53,579

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      5,879)
   4,042    1,072       91    2,008    1,900    6,140    3,063     -261    2,817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     46.7      5.5     77.6     16.5     92.0     68.6      8.0     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      22       44       26       29       24       63       82
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      287,816
COMMITMENTS
  39,156  117,857   32,590  179,537   73,490  251,282  223,937   36,534   63,879

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      3,416)
   6,521   -3,958    1,134   -1,970    8,104    5,685    5,281   -2,269   -1,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     40.9     11.3     62.4     25.5     87.3     77.8     12.7     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      36       77       47       50       46      116      140
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       20,753
COMMITMENTS
  14,477    8,631      150    2,543   10,403   17,170   19,184    3,583    1,569

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        506)
     431   -1,431       -2      -51    1,700      378      267      128      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.8     41.6      0.7     12.3     50.1     82.7     92.4     17.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      23       11        1        5        8       28       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,692,790
COMMITMENTS
 668,094  526,236  5209910  6968438  6994050 12846441 12730195  846,349  962,595

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    293,658)
  31,062   -1,266    5,006  267,085  303,483  303,153  307,223   -9,495  -13,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      3.8     38.0     50.9     51.1     93.8     93.0      6.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      66       50      102      143      144      262      252
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      920,497
COMMITMENTS
  82,243  115,531   60,056  634,510  629,831  776,809  805,418  143,688  115,079

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      1,672)
   1,157    4,911   -1,211    4,432    4,146    4,377    7,846   -2,706   -6,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     12.6      6.5     68.9     68.4     84.4     87.5     15.6     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      583)
     113      132      104      251      230      423      407
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      302,388
COMMITMENTS
  12,288    6,968   23,727  199,597  207,184  235,612  237,879   66,776   64,509

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -3,620)
  -1,080     -634   -2,520     -357    3,240   -3,957       86      337   -3,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      2.3      7.8     66.0     68.5     77.9     78.7     22.1     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      17       18       31       73       65      107       97
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,090,545
COMMITMENTS
 370,612  563,651  160,807  2174563  2113237  2705983  2837695  384,563  252,850

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     26,458)
   9,187   25,728    8,541   23,946    4,530   41,675   38,799  -15,217  -12,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     18.2      5.2     70.4     68.4     87.6     91.8     12.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      543)
     109      122       92      225      212      383      377
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      100,271
COMMITMENTS
  13,243    6,397      140   77,210   90,530   90,593   97,067    9,678    3,204

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -371)
     148    1,226      140     -184   -2,104      104     -738     -475      367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      6.4      0.1     77.0     90.3     90.3     96.8      9.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      14        6        1       58       35       72       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       91,773
COMMITMENTS
  26,638    7,609    1,772   57,833   74,670   86,243   84,051    5,530    7,722

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      2,238)
   1,560     -643     -484    1,410    2,946    2,487    1,820     -248      419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      8.3      1.9     63.0     81.4     94.0     91.6      6.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      86       39       15       80       83      172      131
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      458,864
COMMITMENTS
 133,192   38,047    8,859  289,163  373,350  431,214  420,255   27,650   38,608

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     11,191)
   7,799   -3,213   -2,418    7,052   14,729   12,433    9,099   -1,242    2,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      8.3      1.9     63.0     81.4     94.0     91.6      6.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      86       39       15       80       83      172      131
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      166,461
COMMITMENTS
  85,885   37,336    7,169   43,313   99,345  136,367  143,850   30,093   22,611

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      8,903)
  -5,402    5,443    1,695   11,418      -13    7,711    7,124    1,192    1,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.6     22.4      4.3     26.0     59.7     81.9     86.4     18.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      34       31       20       19       26       67       63
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       49,658
COMMITMENTS
  12,081   19,240      188   31,381    5,798   43,650   25,226    6,008   24,432

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      3,999)
   4,614      936      188     -387      615    4,415    1,739     -416    2,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     38.7      0.4     63.2     11.7     87.9     50.8     12.1     49.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      16        9        1       26        8       42       18
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       49,439
COMMITMENTS
  18,611    3,133    3,825   19,346   13,420   41,782   20,378    7,657   29,061

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      2,564)
     299      545      442    1,938      325    2,679    1,312     -115    1,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.6      6.3      7.7     39.1     27.1     84.5     41.2     15.5     58.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      12        5        3       23       20       36       27
```

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Updated April 6, 2012