BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,329 COMMITMENTS 60 112 0 3,292 3,977 3,352 4,089 977 240 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 2.6 0.0 76.0 91.9 77.4 94.5 22.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 13 6 14 8 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,861 COMMITMENTS 695 9,231 450 26,517 15,556 27,662 25,237 3,199 5,624 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,628) -25 665 -79 1,722 577 1,618 1,163 10 465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 29.9 1.5 85.9 50.4 89.6 81.8 10.4 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 4 17 7 31 24 39 45 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 207,008 COMMITMENTS 53,755 23,100 36,478 91,856 109,826 182,089 169,404 24,919 37,604 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -9,081) -8,247 -3,809 -375 453 -3,439 -8,169 -7,623 -912 -1,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 11.2 17.6 44.4 53.1 88.0 81.8 12.0 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 91 56 101 49 63 198 180 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 347,889 COMMITMENTS 140,028 49,396 52,650 127,949 180,036 320,627 282,082 27,262 65,807 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -13,263) -2,899 888 -9,742 2,007 774 -10,634 -8,080 -2,629 -5,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 14.2 15.1 36.8 51.8 92.2 81.1 7.8 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392) 131 59 99 74 171 256 292 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,606 COMMITMENTS 3,151 1,566 918 2,158 3,699 6,227 6,183 1,379 1,423 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 169) 5 336 203 61 -330 269 209 -100 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 20.6 12.1 28.4 48.6 81.9 81.3 18.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 15 19 10 12 12 34 39 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,838 COMMITMENTS 15,487 5,162 3,090 9,658 8,200 28,235 16,452 6,603 18,386 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -3,959) -4,216 -1,131 666 -692 -1,624 -4,242 -2,089 283 -1,870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 14.8 8.9 27.7 23.5 81.0 47.2 19.0 52.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 37 27 21 39 57 89 93 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,760 COMMITMENTS 3,151 785 717 19,365 26,730 23,233 28,232 5,527 528 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 797) -413 580 481 796 -529 864 532 -67 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 2.7 2.5 67.3 92.9 80.8 98.2 19.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 4 3 13 12 21 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,642 COMMITMENTS 40,113 16,241 1,494 41,847 88,535 83,454 106,270 39,188 16,372 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -2,310) -13,141 7,872 901 8,622 -12,102 -3,618 -3,329 1,308 1,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 13.2 1.2 34.1 72.2 68.0 86.7 32.0 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 20 19 7 21 19 45 42 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,163 COMMITMENTS 11,489 24,108 435 27,078 5,446 39,002 29,989 9,161 18,174 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -79) 873 -1,066 278 -1,090 1,028 61 240 -140 -319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 50.1 0.9 56.2 11.3 81.0 62.3 19.0 37.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 8 17 2 11 10 20 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 85,238 COMMITMENTS 34,203 5,346 141 46,173 77,086 80,517 82,573 4,721 2,665 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -540) -7,834 -989 121 7,235 -798 -478 -1,666 -62 1,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 6.3 0.2 54.2 90.4 94.5 96.9 5.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 24 15 1 20 18 45 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 151,212 COMMITMENTS 10,962 86,041 689 126,666 29,488 138,317 116,218 12,895 34,994 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -1,145) 470 -1,196 145 1,325 -404 1,940 -1,455 -3,085 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 56.9 0.5 83.8 19.5 91.5 76.9 8.5 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 14 44 6 21 24 38 71 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 140,769 COMMITMENTS 31,994 42,232 97 89,420 68,704 121,511 111,033 19,258 29,736 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -1,930) 10,601 -13,450 44 -17,394 12,977 -6,749 -429 4,819 -1,501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 30.0 0.1 63.5 48.8 86.3 78.9 13.7 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 21 33 3 23 27 46 61 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 281,966 COMMITMENTS 45,630 152,366 2,113 190,207 72,954 237,950 227,433 44,016 54,533 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -18,560) -8,781 -9,188 -611 -5,055 -3,154 -14,447 -12,953 -4,113 -5,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 54.0 0.7 67.5 25.9 84.4 80.7 15.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 33 74 19 41 40 86 123 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 17,760 COMMITMENTS 11,342 3,680 0 5,345 12,089 16,687 15,769 1,073 1,991 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -3,597) -5,398 -507 0 3,174 -3,192 -2,224 -3,699 -1,373 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.9 20.7 0.0 30.1 68.1 94.0 88.8 6.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 9 0 8 10 17 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,708,165 COMMITMENTS 722,245 540,368 897,428 5348327 5359146 6968000 6796942 740,165 911,223 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 85,484) -275,582 17,173 -8,318 428,803 135,857 144,903 144,712 -59,419 -59,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 7.0 11.6 69.4 69.5 90.4 88.2 9.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 48 59 87 129 145 233 247 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 328,211 COMMITMENTS 23,082 36,220 4,541 223,227 219,498 250,850 260,259 77,361 67,952 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 10,725) 2,824 -4,478 1,571 7,724 8,805 12,119 5,898 -1,394 4,827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 11.0 1.4 68.0 66.9 76.4 79.3 23.6 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 20 19 11 66 59 90 85 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,735,512 COMMITMENTS 358,595 338,435 41,887 1996183 2140477 2396665 2520799 338,847 214,713 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 94,356) 29,003 10,010 10,103 81,426 94,086 120,532 114,199 -26,176 -19,843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 12.4 1.5 73.0 78.2 87.6 92.2 12.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 490) 97 104 39 175 190 290 316 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 96,446 COMMITMENTS 14,589 8,098 78 73,918 84,851 88,585 93,027 7,861 3,419 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -4,623) 491 -605 -1,189 -2,249 -749 -2,947 -2,543 -1,676 -2,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 8.4 0.1 76.6 88.0 91.8 96.5 8.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 12 2 1 47 38 59 41 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 21,641 COMMITMENTS 4,219 1,292 0 13,989 8,483 18,208 9,775 3,433 11,866 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -2,478) -1,582 -422 0 -761 -1,948 -2,343 -2,370 -135 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 6.0 0.0 64.6 39.2 84.1 45.2 15.9 54.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 0 13 12 16 13 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 350,891 COMMITMENTS 79,292 80,495 5,684 194,467 251,608 279,443 337,787 71,448 13,104 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 6,880) -6,180 -7,915 3,024 17,081 15,220 13,925 10,329 -7,045 -3,449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 22.9 1.6 55.4 71.7 79.6 96.3 20.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 54 40 10 69 75 127 121 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 106,473 COMMITMENTS 39,367 19,844 1,152 45,318 68,966 85,837 89,962 20,636 16,511 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -6,798) -11,197 7,660 632 8,626 -14,282 -1,939 -5,990 -4,859 -808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 18.6 1.1 42.6 64.8 80.6 84.5 19.4 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 21 13 5 17 17 40 33 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 46,472 COMMITMENTS 14,199 8,404 0 20,882 20,930 35,081 29,334 11,391 17,138 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 3,152) -2,106 705 0 2,532 -547 426 158 2,726 2,994 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 18.1 0.0 44.9 45.0 75.5 63.1 24.5 36.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 14 12 0 14 20 28 32 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,812 COMMITMENTS 15,546 11,428 818 21,734 38,898 38,098 51,144 18,714 5,668 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -1,442) 1,760 -1,220 -30 4,022 2,262 5,752 1,012 -7,194 -2,454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 20.1 1.4 38.3 68.5 67.1 90.0 32.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 15 15 3 21 27 37 44 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 32,328 COMMITMENTS 4,285 0 80 23,892 30,427 28,257 30,507 4,071 1,821 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,207) -657 0 0 1,296 891 639 891 568 316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 0.0 0.2 73.9 94.1 87.4 94.4 12.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 0 1 23 22 29 23 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 22,830 COMMITMENTS 6,152 235 0 11,256 20,335 17,408 20,570 5,422 2,260 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 996) 601 33 0 933 836 1,534 869 -538 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 1.0 0.0 49.3 89.1 76.3 90.1 23.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 11 1 0 13 11 24 12 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,109 COMMITMENTS 3,643 7,205 135 10,037 8,767 13,815 16,107 3,294 1,002 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -528) 56 58 -394 4 -395 -334 -731 -194 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 42.1 0.8 58.7 51.2 80.7 94.1 19.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 7 2 5 1 16 9
Updated May 28, 2010