MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,565 COMMITMENTS 1,198 5,379 9,531 30,299 21,252 41,029 36,163 4,537 9,402 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 226) -238 350 -150 740 194 352 395 -126 -169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 11.8 20.9 66.5 46.6 90.0 79.4 10.0 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 10 23 21 41 34 65 65 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 246,960 COMMITMENTS 71,763 15,868 56,126 92,692 141,023 220,580 213,017 26,379 33,942 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 10,007) 3,799 558 6,698 -464 3,824 10,033 11,081 -26 -1,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 6.4 22.7 37.5 57.1 89.3 86.3 10.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 129 51 110 52 64 230 188 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 445,080 COMMITMENTS 148,583 10,070 130,757 134,935 222,141 414,275 362,969 30,805 82,112 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 4,713) -548 408 9,093 -1,678 -1,571 6,867 7,930 -2,154 -3,217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 2.3 29.4 30.3 49.9 93.1 81.6 6.9 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441) 172 52 123 102 188 324 326 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,468 COMMITMENTS 5,565 817 1,627 2,124 7,115 9,316 9,559 2,152 1,909 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -44) -21 -90 112 -8 -85 83 -63 -127 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.5 7.1 14.2 18.5 62.0 81.2 83.4 18.8 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 42 13 15 19 23 71 42 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,330 COMMITMENTS 24,134 3,504 7,376 11,594 15,425 43,104 26,305 7,225 24,025 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,546) 233 -1,004 -57 620 1,008 796 -53 749 1,598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.0 7.0 14.7 23.0 30.6 85.6 52.3 14.4 47.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 54 26 26 50 85 119 124 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,051 COMMITMENTS 8,433 205 236 14,546 28,469 23,215 28,910 5,836 141 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 2,049) 2,258 5 236 475 1,802 2,969 2,043 -920 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 0.7 0.8 50.1 98.0 79.9 99.5 20.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 2 2 11 14 20 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 157,182 COMMITMENTS 73,093 12,106 4,691 28,279 121,093 106,063 137,890 51,118 19,292 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -3,408) -9,897 -536 470 6,767 -2,330 -2,661 -2,397 -748 -1,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.5 7.7 3.0 18.0 77.0 67.5 87.7 32.5 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 35 10 13 24 27 63 46 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,988 COMMITMENTS 13,138 26,604 1,531 25,094 7,810 39,763 35,945 12,225 16,043 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 16,102) 3,286 11,302 147 12,534 446 15,967 11,896 135 4,206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 51.2 2.9 48.3 15.0 76.5 69.1 23.5 30.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 12 17 7 12 10 27 31 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 127,926 COMMITMENTS 107,556 9,515 0 13,649 115,964 121,205 125,479 6,721 2,447 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -11,718) -11,421 690 -105 700 -12,928 -10,826 -12,343 -892 625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.1 7.4 0.0 10.7 90.6 94.7 98.1 5.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 50 16 0 17 20 67 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 137,283 COMMITMENTS 13,207 68,053 9,721 93,992 26,972 116,921 104,747 20,362 32,536 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 2,014) -2,023 4,103 1,684 1,723 -4,240 1,383 1,548 631 467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 49.6 7.1 68.5 19.6 85.2 76.3 14.8 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 17 44 22 23 27 53 80 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 153,773 COMMITMENTS 16,058 63,904 10,693 109,662 35,781 136,413 110,378 17,360 43,395 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 5,234) 650 194 1,484 2,396 6,059 4,530 7,737 704 -2,503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 41.6 7.0 71.3 23.3 88.7 71.8 11.3 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 24 52 25 22 25 62 86 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 313,219 COMMITMENTS 37,288 120,783 58,040 166,357 74,593 261,686 253,417 51,533 59,802 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 53,804) 2,543 17,720 18,822 28,476 10,084 49,842 46,626 3,962 7,178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 38.6 18.5 53.1 23.8 83.5 80.9 16.5 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 53 91 63 38 44 128 161 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,797 COMMITMENTS 17,554 4,645 0 1,118 15,819 18,672 20,464 3,125 1,333 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 3,886) 3,057 -1,100 0 610 5,048 3,667 3,948 219 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.5 21.3 0.0 5.1 72.6 85.7 93.9 14.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 19 7 0 5 12 24 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,504,820 COMMITMENTS 1521113 355,464 4628771 6460794 7410786 12610678 12395021 894,142 1109799 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 244,295) -315,573 20,468 205,816 336,093 3,884 226,335 230,167 17,960 14,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 2.6 34.3 47.8 54.9 93.4 91.8 6.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 71 71 116 148 160 283 286 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 405,006 COMMITMENTS 16,451 36,972 27,838 275,523 275,202 319,812 340,011 85,194 64,995 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 6,604) 71 2,214 1,088 2,709 9,520 3,868 12,822 2,736 -6,218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 9.1 6.9 68.0 68.0 79.0 84.0 21.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 23 28 36 82 67 124 112 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,768,380 COMMITMENTS 337,016 389,038 114,960 2005405 2012289 2457381 2516287 310,999 252,093 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 120,099) 40,416 32,043 25,953 60,515 79,728 126,885 137,725 -6,786 -17,626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 14.1 4.2 72.4 72.7 88.8 90.9 11.2 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 507) 96 125 75 182 214 316 376 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 103,258 COMMITMENTS 10,641 8,608 558 79,824 90,017 91,023 99,183 12,234 4,075 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 2,309) 119 143 434 -150 1,833 403 2,410 1,906 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 8.3 0.5 77.3 87.2 88.2 96.1 11.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 14 4 1 48 39 62 44 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,821 COMMITMENTS 5,757 2,523 0 8,800 11,501 14,557 14,024 4,264 4,797 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,893) 1,226 -246 0 895 1,168 2,121 922 -228 971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 13.4 0.0 46.8 61.1 77.3 74.5 22.7 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 0 11 10 14 13 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 381,465 COMMITMENTS 130,918 109,726 9,415 201,480 244,611 341,813 363,752 39,652 17,713 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 44,955) -3,516 10,984 3,109 36,830 27,847 36,423 41,940 8,531 3,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 28.8 2.5 52.8 64.1 89.6 95.4 10.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 81 47 26 71 80 160 146 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 145,156 COMMITMENTS 75,754 9,071 2,075 30,988 114,879 108,817 126,025 36,339 19,131 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -13,683) -11,577 1,283 -202 1,697 -15,651 -10,082 -14,570 -3,601 887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.2 6.2 1.4 21.3 79.1 75.0 86.8 25.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 39 10 10 13 19 56 35 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 47,698 COMMITMENTS 14,963 11,351 0 21,900 20,045 36,863 31,396 10,835 16,302 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -2,333) -212 -850 0 2,983 2,193 2,771 1,343 -5,104 -3,676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 23.8 0.0 45.9 42.0 77.3 65.8 22.7 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 17 14 0 19 17 36 31 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,300 COMMITMENTS 16,960 3,778 1,518 14,588 29,270 33,066 34,566 13,234 11,734 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -289) -6 -688 -500 -2,669 8,940 -3,175 7,752 2,886 -8,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 8.2 3.3 31.5 63.2 71.4 74.7 28.6 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 19 8 3 17 22 38 31 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 29,232 COMMITMENTS 3,780 0 80 22,061 27,564 25,921 27,644 3,311 1,588 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 499) 115 0 0 -87 639 28 639 471 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 0.0 0.3 75.5 94.3 88.7 94.6 11.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 0 1 20 22 27 23 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 21,544 COMMITMENTS 5,914 0 0 10,335 19,550 16,249 19,550 5,295 1,994 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 121) -188 -750 -83 319 1,058 48 225 73 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 0.0 0.0 48.0 90.7 75.4 90.7 24.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 10 0 0 11 11 21 11 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 19,662 COMMITMENTS 4,903 5,781 0 10,542 13,467 15,445 19,248 4,217 414 CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -82) 90 7 0 -97 -2 -7 5 -75 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 29.4 0.0 53.6 68.5 78.6 97.9 21.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 11 6 0 7 1 18 7
Updated April 30, 2010