```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,464
COMMITMENTS
     323      126      134    5,366    5,406    5,824    5,667      640      796

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:         52)
     -26       14        3       59      -27       36      -10       16       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      2.0      2.1     83.0     83.6     90.1     87.7      9.9     12.3

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 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       53,100
COMMITMENTS
   7,048    4,415   12,259   28,502   24,736   47,809   41,410    5,291   11,691

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        359)
     225      420       94       47      215      366      729       -7     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      8.3     23.1     53.7     46.6     90.0     78.0     10.0     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      14       20       23       38       35       64       66
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      333,495
COMMITMENTS
  63,256   65,871  108,223  129,929  114,949  301,409  289,044   32,086   44,451

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      4,479)
  -2,405    4,111    4,503    2,286   -3,900    4,385    4,714       94     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     19.8     32.5     39.0     34.5     90.4     86.7      9.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     101      114      147       71       78      256      276
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      454,891
COMMITMENTS
 120,437   66,589  128,123  171,483  198,390  420,044  393,102   34,847   61,788

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -8,219)
  -1,905     -906   -4,978       60      786   -6,823   -5,099   -1,397   -3,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     14.6     28.2     37.7     43.6     92.3     86.4      7.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      438)
     135      116      152      112      161      310      378
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,158
COMMITMENTS
   3,735    3,177      868    2,792    3,520    7,396    7,565    1,763    1,593

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -475)
    -447     -692      -83      -45      228     -576     -547      101       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.8     34.7      9.5     30.5     38.4     80.8     82.6     19.2     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      31       20       14       18       22       58       47
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       49,281
COMMITMENTS
  14,876    8,442   11,244   14,402   10,205   40,521   29,890    8,760   19,391

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -1,300)
     134    1,350   -1,247       36     -179   -1,076      -75     -223   -1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2     17.1     22.8     29.2     20.7     82.2     60.7     17.8     39.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      36       52       39       52       62      115      130
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       11,104
COMMITMENTS
     417    5,249      156    9,604    3,797   10,177    9,203      928    1,901

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        493)
      26      380      -22      396       77      400      435       93       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     47.3      1.4     86.5     34.2     91.6     82.9      8.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2       11        7       16       13       24       25
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      127,909
COMMITMENTS
   9,131    6,536    3,258  114,938  118,000  127,327  127,794      582      115

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        486)
      46      123        0      519      364      565      487      -79       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      5.1      2.5     89.9     92.3     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        3        2       16       16       22       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      172,283
COMMITMENTS
  83,703   13,946    4,022   32,991  134,897  120,717  152,866   51,566   19,417

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     28,896)
  21,311   -4,402      297     -807   33,230   20,801   29,126    8,095     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.6      8.1      2.3     19.1     78.3     70.1     88.7     29.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      38       15       12       23       29       71       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,582
COMMITMENTS
   5,692   20,003      123   22,847    7,786   28,662   27,912   13,920   14,670

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,513)
   1,380     -950        3     -980    3,235      403    2,288    1,111     -775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     47.0      0.3     53.7     18.3     67.3     65.5     32.7     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       12        3       10       12       19       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      156,499
COMMITMENTS
  57,907   15,862      570   92,134  137,335  150,611  153,767    5,888    2,732

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -5,906)
    -637   -2,474      103   -6,073   -3,009   -6,607   -5,380      701     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0     10.1      0.4     58.9     87.8     96.2     98.3      3.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      44       21        4       19       20       65       43
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      195,493
COMMITMENTS
  52,512   36,912    2,341   98,109  135,376  152,962  174,630   42,531   20,864

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     16,282)
   5,426   -3,212      639    4,861   20,077   10,925   17,504    5,358   -1,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     18.9      1.2     50.2     69.2     78.2     89.3     21.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      38       23        9       25       33       70       58
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      154,940
COMMITMENTS
  13,300   64,936    6,623  121,543   35,230  141,465  106,789   13,475   48,152

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      3,835)
     900   -3,406      569    1,821    2,962    3,291      125      544    3,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     41.9      4.3     78.4     22.7     91.3     68.9      8.7     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      14       46       21       26       22       55       74
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      321,316
COMMITMENTS
  33,938  138,622   30,664  222,762   78,772  287,363  248,058   33,953   73,258

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -9,805)
  -1,292   -8,736     -918   -8,302   -1,246  -10,513  -10,900      708    1,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     43.1      9.5     69.3     24.5     89.4     77.2     10.6     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      29       81       48       57       56      121      150
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       18,898
COMMITMENTS
  13,597   14,503    1,264    3,571    2,383   18,432   18,150      466      748

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -1,718)
  -1,680      -14        8      -90   -1,625   -1,762   -1,631       44      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.9     76.7      6.7     18.9     12.6     97.5     96.0      2.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        3        2        6        3       16        8
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       19,815
COMMITMENTS
  12,155    4,130      125    3,302   14,182   15,582   18,437    4,233    1,378

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        689)
  -1,829     -368       24    1,998    1,152      193      808      496     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.3     20.8      0.6     16.7     71.6     78.6     93.0     21.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      18       12        1        8        8       26       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,821,372
COMMITMENTS
 932,332  692,194  5031360  6949462  7085091 12913153 12808645  908,218  1012727

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    252,475)
 100,439   47,555  114,185   49,094   96,629  263,718  258,369  -11,243   -5,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      5.0     36.4     50.3     51.3     93.4     92.7      6.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      57       60       99      144      146      265      249
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      946,557
COMMITMENTS
  93,784   96,970   62,240  631,718  660,914  787,743  820,124  158,814  126,433

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     18,148)
  10,402  -12,476    7,982    1,006   26,602   19,390   22,107   -1,242   -3,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     10.2      6.6     66.7     69.8     83.2     86.6     16.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      579)
     127      112      104      242      238      421      403
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      314,345
COMMITMENTS
  16,088    5,679   24,364  202,275  206,301  242,727  236,344   71,617   78,001

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      6,194)
   4,342   -3,947    2,801     -973   10,061    6,170    8,915       23   -2,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      1.8      7.8     64.3     65.6     77.2     75.2     22.8     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      13       21       29       77       65      112       94
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,161,064
COMMITMENTS
 424,717  492,691  153,146  2147216  2273065  2725079  2918901  435,985  242,162

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     59,772)
  36,294  -36,649   19,908    9,896   82,701   66,099   65,960   -6,327   -6,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     15.6      4.8     67.9     71.9     86.2     92.3     13.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      538)
     121      106       92      213      217      378      371
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,838
COMMITMENTS
  15,148    8,850       50   72,864   86,585   88,062   95,485   10,776    3,353

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -2,049)
   2,894     -141       -3   -6,911   -1,315   -4,020   -1,459    1,971     -590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      9.0      0.1     73.7     87.6     89.1     96.6     10.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      13        8        2       56       32       70       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      100,249
COMMITMENTS
  25,666    6,439    2,881   60,764   83,712   89,311   93,032   10,938    7,218

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:         98)
  -2,718     -126      653    2,588   -1,208      523     -681     -425      779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6      6.4      2.9     60.6     83.5     89.1     92.8     10.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      81       33       18       82       83      173      124
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       16,490
COMMITMENTS
   1,474      957      548    9,597   14,023   11,619   15,528    4,871      962

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,262)
     657      468       74    1,062      830    1,793    1,372     -531     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      5.8      3.3     58.2     85.0     70.5     94.2     29.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        1        7       10       11       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      418,798
COMMITMENTS
 127,746   34,194    4,880  255,835  348,444  388,462  387,518   30,337   31,281

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -5,819)
 -14,187     -280      206    7,631  -10,190   -6,350  -10,263      531    4,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5      8.2      1.2     61.1     83.2     92.8     92.5      7.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      80       31       16       79       79      168      117
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      157,802
COMMITMENTS
  88,669   36,519    5,183   33,238   95,506  127,090  137,208   30,712   20,594

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        949)
   8,214    1,884      415  -11,495    1,088   -2,866    3,386    3,815   -2,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.2     23.1      3.3     21.1     60.5     80.5     86.9     19.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      30       25       15       18       25       59       54
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       42,151
COMMITMENTS
   9,415   14,182        0   25,741    4,895   35,156   19,077    6,995   23,074

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        337)
    -485       92        0      200       20     -285      112      622      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     33.6      0.0     61.1     11.6     83.4     45.3     16.6     54.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13        7        0       19        5       32       12
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       66,562
COMMITMENTS
  16,948    3,626    7,686   29,609   15,537   54,243   26,849   12,319   39,713

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      2,979)
     679     -464      353    2,304   -2,443    3,336   -2,554     -357    5,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      5.4     11.5     44.5     23.3     81.5     40.3     18.5     59.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      15        7        4       21       18       38       27
```

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Updated May 4, 2012