MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,233 COMMITMENTS 720 8,566 529 24,795 14,979 26,044 24,074 3,189 5,159 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 759) -42 630 -99 892 284 751 815 8 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 29.3 1.8 84.8 51.2 89.1 82.4 10.9 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 4 21 9 30 23 40 47 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 216,089 COMMITMENTS 62,002 26,909 36,853 91,403 113,265 190,258 177,027 25,831 39,062 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -6,482) -7,092 -675 2,910 -1,247 -9,187 -5,429 -6,952 -1,053 470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 12.5 17.1 42.3 52.4 88.0 81.9 12.0 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 89 64 98 46 60 197 181 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 361,152 COMMITMENTS 142,927 48,508 62,392 125,942 179,262 331,261 290,162 29,891 70,990 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -15,797) -9,126 4,834 -3,511 -438 -11,083 -13,075 -9,760 -2,722 -6,037 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 13.4 17.3 34.9 49.6 91.7 80.3 8.3 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 134 66 95 71 176 255 302 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,437 COMMITMENTS 3,146 1,230 715 2,097 4,029 5,958 5,974 1,479 1,463 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -792) -454 736 -23 -35 -1,475 -512 -762 -280 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 16.5 9.6 28.2 54.2 80.1 80.3 19.9 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 17 14 6 12 13 32 32 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,797 COMMITMENTS 19,703 6,293 2,424 10,350 9,824 32,477 18,541 6,320 20,256 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -3,033) -1,626 286 -472 -985 -2,109 -3,083 -2,295 50 -738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.8 16.2 6.2 26.7 25.3 83.7 47.8 16.3 52.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 44 28 19 34 64 90 102 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,963 COMMITMENTS 3,564 205 236 18,569 27,259 22,369 27,700 5,594 263 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -1,313) -1,506 0 0 268 -1,310 -1,238 -1,310 -75 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 0.7 0.8 66.4 97.5 80.0 99.1 20.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 2 2 13 13 21 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 124,952 COMMITMENTS 53,254 8,369 593 33,225 100,637 87,072 109,599 37,880 15,353 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 2,860) -4,756 813 -17 6,559 2,598 1,786 3,394 1,074 -534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 6.7 0.5 26.6 80.5 69.7 87.7 30.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 26 10 3 20 21 48 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,242 COMMITMENTS 10,616 25,174 157 28,168 4,418 38,941 29,749 9,301 18,493 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -2,320) 596 -2,373 157 -2,911 821 -2,158 -1,395 -162 -925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 52.2 0.3 58.4 9.2 80.7 61.7 19.3 38.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 19 2 12 9 21 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 85,778 COMMITMENTS 42,037 6,335 20 38,938 77,884 80,995 84,239 4,783 1,539 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -10,163) -5,470 786 20 -4,816 -10,716 -10,266 -9,910 103 -253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 7.4 0.0 45.4 90.8 94.4 98.2 5.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 27 15 1 21 19 48 35 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 152,357 COMMITMENTS 10,492 87,237 544 125,341 29,892 136,377 117,673 15,980 34,684 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 9,687) 223 4,780 -548 9,990 5,995 9,665 10,227 22 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 57.3 0.4 82.3 19.6 89.5 77.2 10.5 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 12 44 3 21 27 36 71 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 142,699 COMMITMENTS 21,393 55,682 53 106,814 55,727 128,260 111,462 14,439 31,237 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -3,690) -1,872 -2,252 -3 141 -5,028 -1,734 -7,283 -1,956 3,593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 39.0 0.0 74.9 39.1 89.9 78.1 10.1 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 19 35 1 22 27 42 62 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 300,526 COMMITMENTS 54,411 161,554 2,724 195,262 76,108 252,397 240,386 48,129 60,140 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 12,937) 14,827 8,080 -29 -2,546 2,794 12,252 10,845 685 2,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 53.8 0.9 65.0 25.3 84.0 80.0 16.0 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 36 77 21 40 44 90 128 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,357 COMMITMENTS 16,740 4,187 0 2,171 15,281 18,911 19,468 2,446 1,889 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -2,858) -3,688 651 0 1,269 -4,220 -2,419 -3,569 -439 711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.4 19.6 0.0 10.2 71.6 88.5 91.2 11.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 12 7 0 6 10 18 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,622,681 COMMITMENTS 997,827 523,195 905,746 4919524 5223289 6823097 6652230 799,584 970,451 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -89,404) -89,969 1,940 -61,356 60,224 -1,911 -91,101 -61,327 1,697 -28,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 6.9 11.9 64.5 68.5 89.5 87.3 10.5 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 55 55 83 128 146 238 241 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 317,486 COMMITMENTS 20,258 40,698 2,970 215,503 210,693 238,731 254,361 78,755 63,125 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -742) 3,393 4,728 356 -6,040 -3,169 -2,291 1,915 1,549 -2,657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 12.8 0.9 67.9 66.4 75.2 80.1 24.8 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 20 26 10 63 64 89 94 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,641,156 COMMITMENTS 329,592 328,425 31,784 1914757 2046391 2276133 2406600 365,023 234,556 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -18,822) -34,140 -30,877 -3,212 40,079 51,570 2,727 17,481 -21,549 -36,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 12.4 1.2 72.5 77.5 86.2 91.1 13.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 483) 92 111 37 167 190 280 317 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 101,069 COMMITMENTS 14,098 8,703 1,267 76,167 85,600 91,532 95,570 9,537 5,499 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 3,437) 1,579 86 1,267 -125 842 2,721 2,195 716 1,242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 8.6 1.3 75.4 84.7 90.6 94.6 9.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 13 3 1 47 36 60 40 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,119 COMMITMENTS 5,801 1,714 0 14,750 10,431 20,551 12,145 3,568 11,974 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 608) -492 0 0 1,067 845 575 845 33 -237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 7.1 0.0 61.2 43.2 85.2 50.4 14.8 49.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 0 15 13 17 15 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 344,011 COMMITMENTS 85,472 88,410 2,660 177,386 236,388 265,518 327,458 78,493 16,553 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -4,497) -15,506 1,211 -1,551 15,435 -4,419 -1,622 -4,759 -2,875 262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 25.7 0.8 51.6 68.7 77.2 95.2 22.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 60 43 10 70 74 136 121 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 113,271 COMMITMENTS 50,564 12,184 520 36,692 83,248 87,776 95,952 25,495 17,319 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -1,998) -5,591 5,227 358 1,117 -8,733 -4,116 -3,148 2,118 1,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 10.8 0.5 32.4 73.5 77.5 84.7 22.5 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 30 9 4 15 19 45 32 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 43,320 COMMITMENTS 16,305 7,699 0 18,350 21,477 34,655 29,176 8,665 14,144 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -11,631) 1,207 95 0 -301 -963 906 -868 -12,537 -10,763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 17.8 0.0 42.4 49.6 80.0 67.3 20.0 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 17 12 0 14 19 31 31 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,254 COMMITMENTS 13,786 12,648 848 17,712 36,636 32,346 50,132 25,908 8,122 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -144) 5,026 -66 -203 422 2,320 5,245 2,051 -5,389 -2,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 21.7 1.5 30.4 62.9 55.5 86.1 44.5 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 13 16 3 20 25 34 43 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 31,121 COMMITMENTS 4,942 0 80 22,596 29,536 27,618 29,616 3,503 1,505 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 2,591) 276 0 0 2,216 3,164 2,492 3,164 99 -573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 0.0 0.3 72.6 94.9 88.7 95.2 11.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 9 0 1 23 21 32 22 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 21,834 COMMITMENTS 5,551 202 0 10,323 19,499 15,874 19,701 5,960 2,133 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -151) 33 202 0 476 -180 509 22 -660 -173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 0.9 0.0 47.3 89.3 72.7 90.2 27.3 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 9 1 0 10 9 19 10 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,637 COMMITMENTS 3,587 7,147 529 10,033 9,162 14,149 16,838 3,488 799 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -4,540) -1,793 1,151 211 -1,254 -4,382 -2,836 -3,020 -1,704 -1,520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 40.5 3.0 56.9 51.9 80.2 95.5 19.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 7 3 7 1 18 9
Updated May 27, 2010