BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,176
COMMITMENTS
     386    1,232        4    2,060    1,559    2,450    2,795      726      381

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:         65)
       4       21       -1       20       58       23       78       42      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     38.8      0.1     64.9     49.1     77.1     88.0     22.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        2       11       12       15       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,679
COMMITMENTS
   4,901    4,502      719   25,865   25,921   31,485   31,142    4,194    4,537

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:        357)
     152     -127      -42      275      304      385      135      -28      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     12.6      2.0     72.5     72.7     88.2     87.3     11.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17       12       16       35       34       60       55
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      226,634
COMMITMENTS
  61,149   24,779   45,411   94,866  123,072  201,426  193,262   25,208   33,372

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     -5,763)
  -2,690      241   -3,710    2,526   -3,087   -3,874   -6,556   -1,889      793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     10.9     20.0     41.9     54.3     88.9     85.3     11.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
     103       46       99       50       69      199      187
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      364,340
COMMITMENTS
 124,208   54,726   55,618  160,788  185,137  340,614  295,481   23,726   68,859

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:    -12,555)
  -2,944    3,114   -5,004      -43   -6,451   -7,991   -8,341   -4,564   -4,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     15.0     15.3     44.1     50.8     93.5     81.1      6.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      424)
     126       90      114       79      181      277      326
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,335
COMMITMENTS
   3,998    3,686      282    3,085    3,377    7,365    7,345    1,970    1,990

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:       -373)
      91      272     -129     -226     -305     -264     -162     -109     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     39.5      3.0     33.0     36.2     78.9     78.7     21.1     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      28       36        9       14       18       47       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,870
COMMITMENTS
  19,970    5,162    3,403   11,352   10,735   34,725   19,300    6,145   21,570

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:       -935)
     -89     -325     -316     -135     -547     -540   -1,188     -395      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.9     12.6      8.3     27.8     26.3     85.0     47.2     15.0     52.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      43       31       33       38       66       99      116
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       83,257
COMMITMENTS
   8,705        0        0   73,968   83,045   82,673   83,045      584      212

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     -3,407)
  -6,488        0        0    3,317   -3,499   -3,171   -3,499     -236       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      0.0      0.0     88.8     99.7     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        0        0       15       15       23       15
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      138,939
COMMITMENTS
  61,493    2,430        2   24,838  122,485   86,333  124,917   52,606   14,022

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     -3,022)
  -5,996      -24        0    1,358     -560   -4,638     -584    1,616   -2,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3      1.7      0.0     17.9     88.2     62.1     89.9     37.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      46        6        1       20       24       66       31
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       71,635
COMMITMENTS
  27,549    9,708        2   15,417   51,160   42,968   60,870   28,667   10,765

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      2,354)
     278     -189        1    3,105    1,814    3,384    1,626   -1,030      728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     13.6      0.0     21.5     71.4     60.0     85.0     40.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      18       11        1        8       12       26       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      170,977
COMMITMENTS
 138,516    6,710      138   23,592  162,240  162,246  169,088    8,731    1,889

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     -3,322)
  -4,296   -1,973        1      972     -794   -3,323   -2,766        1     -556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.0      3.9      0.1     13.8     94.9     94.9     98.9      5.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      77       17        1       15       24       93       41
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      118,486
COMMITMENTS
  56,867   23,284       46   23,115   79,277   80,028  102,607   38,458   15,879

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      9,678)
   6,295    2,887      -17     -757    9,145    5,521   12,015    4,157   -2,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.0     19.7      0.0     19.5     66.9     67.5     86.6     32.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      41       22        2       20       33       61       57
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      114,134
COMMITMENTS
  14,063   51,060      144   76,538   22,612   90,745   73,816   23,389   40,318

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:    -13,704)
   1,128  -14,858       56  -19,497      827  -18,313  -13,975    4,609      271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     44.7      0.1     67.1     19.8     79.5     64.7     20.5     35.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      15       42        4       26       21       45       63
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      249,000
COMMITMENTS
 105,683   37,404    2,237   72,619  161,952  180,539  201,593   68,461   47,407

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      4,994)
   2,997   -3,087      348   -2,357    6,248      988    3,509    4,006    1,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     15.0      0.9     29.2     65.0     72.5     81.0     27.5     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      60       38       15       39       46      104       95
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,220
COMMITMENTS
  19,205    7,748      213    3,523   18,088   22,941   26,049    4,279    1,171

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      1,431)
   1,483     -635        0     -143    2,102    1,340    1,467       91      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.6     28.5      0.8     12.9     66.5     84.3     95.7     15.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      18        8        1        3       19       21       28
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,773,496
COMMITMENTS
 1192314  658,793  977,863  6682116  7087632  8852293  8724288  921,203  1049208

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:    272,326)
 144,952  -12,259   85,665   13,337  179,937  243,954  253,343   28,372   18,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      6.7     10.0     68.4     72.5     90.6     89.3      9.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      57       53       86      142      149      258      242
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      872,221
COMMITMENTS
  83,074   95,228   18,493  605,934  636,890  707,501  750,611  164,720  121,609

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     12,292)
  10,179  -11,421   -3,360    5,691   33,749   12,509   18,967     -217   -6,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     10.9      2.1     69.5     73.0     81.1     86.1     18.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      536)
     106       97       47      220      223      347      347
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      323,070
COMMITMENTS
  15,925   26,824      824  188,533  252,780  205,282  280,428  117,788   42,642

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      4,835)
   2,611   -9,335     -167    3,493   18,037    5,937    8,535   -1,102   -3,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      8.3      0.3     58.4     78.2     63.5     86.8     36.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      12       20        5       56       54       71       76
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,745,754
COMMITMENTS
 385,750  392,028   38,340  2087003  1920549  2511093  2350917  234,661  394,837

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     37,286)
  10,121  -38,149   11,750   10,991   78,560   32,862   52,161    4,424  -14,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     14.3      1.4     76.0     69.9     91.5     85.6      8.5     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      504)
     103       94       34      190      203      307      317
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      124,802
COMMITMENTS
  16,774   10,554      105   98,367  111,316  115,246  121,975    9,556    2,827

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      8,039)
   6,542    3,012     -601    2,445    5,639    8,386    8,050     -347      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      8.5      0.1     78.8     89.2     92.3     97.7      7.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      17        6        1       53       41       70       48
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       91,470
COMMITMENTS
  25,249    9,828    4,715   52,376   72,523   82,340   87,066    9,130    4,404

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     13,930)
   7,897      657    2,876    2,957   10,600   13,729   14,133      201     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     10.7      5.2     57.3     79.3     90.0     95.2     10.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      78       37       14       78       88      162      134
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       18,384
COMMITMENTS
   4,103    1,379        0   10,404   16,107   14,507   17,486    3,877      898

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      4,009)
   2,371        3        0    1,670    4,154    4,041    4,157      -32     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      7.5      0.0     56.6     87.6     78.9     95.1     21.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        0       12       13       16       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      365,429
COMMITMENTS
 124,361   60,874    4,944  209,859  282,082  339,164  347,900   26,265   17,529

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     49,603)
  40,508   16,151    1,499    6,433   32,231   48,440   49,881    1,163     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     16.7      1.4     57.4     77.2     92.8     95.2      7.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      77       37       12       71       85      151      131
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      143,468
COMMITMENTS
  88,675    7,808        1   18,141  117,274  106,817  125,083   36,651   18,385

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:       -264)
  -2,914    1,180       -1      940   -2,025   -1,975     -846    1,711      582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.8      5.4      0.0     12.6     81.7     74.5     87.2     25.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      38       10        1       13       20       51       31
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       55,806
COMMITMENTS
  19,907    8,264    1,240   27,678   29,205   48,825   38,709    6,981   17,097

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:         -9)
  -1,975     -202    1,240      472     -699     -263      339      254     -348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     14.8      2.2     49.6     52.3     87.5     69.4     12.5     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      21       13        2       22       17       44       31
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       64,230
COMMITMENTS
  11,723   17,524    1,102   43,672   39,463   56,497   58,089    7,733    6,141

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      3,159)
      26     -621      499    2,129    2,723    2,654    2,601      505      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     27.3      1.7     68.0     61.4     88.0     90.4     12.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      18       14        4       25       24       46       39
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       34,421
COMMITMENTS
   4,455    3,221      280   25,401   28,312   30,136   31,813    4,285    2,608

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      1,613)
     737    1,598      -25      984     -685    1,696      888      -83      725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      9.4      0.8     73.8     82.3     87.6     92.4     12.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        4        1       23       24       28       29
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       41,006
COMMITMENTS
  13,291    2,872       17   20,582   34,869   33,890   37,758    7,116    3,248

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:       -810)
    -143     -812      -17   -1,923     -261   -2,083   -1,090    1,273      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4      7.0      0.0     50.2     85.0     82.6     92.1     17.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      19        8        1       25       19       44       28
 

Updated April 29, 2011