MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 42,556 COMMITMENTS 1,273 5,234 8,288 28,571 20,039 38,132 33,561 4,424 8,995 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 1,753) 243 86 531 963 774 1,737 1,391 16 362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 12.3 19.5 67.1 47.1 89.6 78.9 10.4 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 9 19 19 41 31 61 58 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 247,271 COMMITMENTS 62,938 15,145 62,066 94,658 127,005 219,662 204,216 27,609 43,054 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -5,283) -7,561 -603 3,881 -821 -8,837 -4,501 -5,559 -782 277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 6.1 25.1 38.3 51.4 88.8 82.6 11.2 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 105 53 107 53 63 213 187 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 448,365 COMMITMENTS 142,086 19,372 133,431 139,858 214,115 415,375 366,919 32,990 81,447 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -23,553) -16,493 2,062 -3,741 -532 -13,991 -20,766 -15,669 -2,786 -7,883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 4.3 29.8 31.2 47.8 92.6 81.8 7.4 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426) 156 57 116 98 186 303 323 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 7,838 COMMITMENTS 3,139 1,077 952 2,148 4,203 6,238 6,231 1,600 1,607 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -667) -465 705 23 -22 -1,419 -464 -691 -203 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 13.7 12.1 27.4 53.6 79.6 79.5 20.4 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 19 13 10 14 14 36 35 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 43,528 COMMITMENTS 19,762 3,857 6,027 10,840 10,942 36,629 20,827 6,899 22,701 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -2,914) -1,696 583 -520 -904 -2,261 -3,120 -2,198 206 -716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.4 8.9 13.8 24.9 25.1 84.2 47.8 15.8 52.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 48 27 27 46 73 109 115 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 140,961 COMMITMENTS 54,238 7,153 5,650 38,774 110,114 98,662 122,917 42,299 18,045 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 5,940) -4,416 -37 1,019 7,736 6,081 4,339 7,063 1,601 -1,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 5.1 4.0 27.5 78.1 70.0 87.2 30.0 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 30 7 13 25 23 58 41 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 52,838 COMMITMENTS 10,465 25,149 3,266 29,108 5,464 42,838 33,879 10,000 18,960 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -755) 427 -2,404 1,787 -2,397 1,038 -183 421 -572 -1,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 47.6 6.2 55.1 10.3 81.1 64.1 18.9 35.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 11 20 8 12 9 27 33 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 181,833 COMMITMENTS 10,708 86,217 20,305 131,083 38,081 162,095 144,602 19,738 37,231 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 20,065) 1,347 4,797 6,550 11,767 9,411 19,664 20,758 401 -693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 47.4 11.2 72.1 20.9 89.1 79.5 10.9 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 14 50 23 24 29 54 86 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 157,949 COMMITMENTS 21,498 55,045 9,876 109,542 58,192 140,916 123,112 17,033 34,837 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -2,826) -1,941 -2,259 444 69 -5,043 -1,428 -6,858 -1,398 4,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 34.8 6.3 69.4 36.8 89.2 77.9 10.8 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 23 41 18 25 27 58 76 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 431,261 COMMITMENTS 61,595 152,277 91,930 216,745 114,597 370,269 358,804 60,991 72,457 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 50,956) 17,826 3,363 24,831 4,153 17,156 46,810 45,350 4,146 5,606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 35.3 21.3 50.3 26.6 85.9 83.2 14.1 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 48 80 59 46 52 130 155 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 13,559,632 COMMITMENTS 1158590 397,216 4753243 6751705 7327713 12663539 12478172 896,093 1081460 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -10,039) -98,680 6,346 -30,976 108,887 35,173 -20,769 10,542 10,730 -20,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 2.9 35.1 49.8 54.0 93.4 92.0 6.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 56 78 112 144 157 274 280 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 448,220 COMMITMENTS 24,991 39,213 45,557 287,604 288,760 358,152 373,530 90,068 74,690 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 25,605) 5,162 3,424 7,106 8,327 14,709 20,595 25,240 5,010 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 8.7 10.2 64.2 64.4 79.9 83.3 20.1 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 31 27 41 81 70 131 119 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 2,958,443 COMMITMENTS 319,150 317,912 154,649 2090677 2226241 2564476 2698802 393,967 259,641 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 21,447) -32,903 -34,839 12,326 60,510 81,792 39,932 59,279 -18,486 -37,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 10.7 5.2 70.7 75.3 86.7 91.2 13.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 498) 106 111 91 183 202 333 360 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 101,150 COMMITMENTS 14,098 8,703 1,267 76,192 85,643 91,557 95,613 9,593 5,537 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 3,431) 1,579 86 1,267 -145 858 2,701 2,211 730 1,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 8.6 1.3 75.3 84.7 90.5 94.5 9.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 13 3 1 48 36 61 40 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED 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: 24,158 COMMITMENTS 5,801 1,714 0 14,751 10,431 20,552 12,145 3,606 12,012 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 617) -492 0 0 1,067 845 575 845 42 -228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 7.1 0.0 61.1 43.2 85.1 50.3 14.9 49.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 0 15 14 17 16 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED 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: 357,302 COMMITMENTS 86,307 88,372 6,810 183,946 244,570 277,063 339,753 80,239 17,549 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -3,443) -15,125 1,204 -1,126 15,063 -3,867 -1,187 -3,789 -2,255 346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 24.7 1.9 51.5 68.4 77.5 95.1 22.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 64 43 19 74 76 147 129 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 122,391 COMMITMENTS 50,621 12,911 4,175 39,034 86,106 93,830 103,191 28,561 19,200 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 1,263) -5,638 5,770 1,987 1,862 -7,849 -1,789 -93 3,052 1,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.4 10.5 3.4 31.9 70.4 76.7 84.3 23.3 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 28 12 9 19 20 50 38 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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: -11,632) 1,207 95 0 -302 -963 905 -868 -12,537 -10,764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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