BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED 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: 4,367 COMMITMENTS 60 112 0 3,327 4,004 3,387 4,116 980 250 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 2.6 0.0 76.2 91.7 77.6 94.3 22.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 13 6 14 8 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 45,410 COMMITMENTS 1,492 5,302 9,022 30,404 21,199 40,918 35,523 4,492 9,888 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 2,854) 219 68 734 1,834 1,160 2,787 1,962 68 892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 11.7 19.9 67.0 46.7 90.1 78.2 9.9 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 13 11 17 43 34 61 57 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 237,829 COMMITMENTS 54,950 12,421 60,975 95,230 122,938 211,155 196,334 26,674 41,495 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -9,442) -7,988 -2,724 -1,091 572 -4,067 -8,507 -7,882 -935 -1,559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 5.2 25.6 40.0 51.7 88.8 82.6 11.2 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 108 43 108 56 64 213 183 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 438,263 COMMITMENTS 133,791 21,333 128,096 146,079 213,116 407,966 362,546 30,297 75,718 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -10,102) -8,296 1,961 -5,335 6,221 -999 -7,409 -4,373 -2,693 -5,729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 4.9 29.2 33.3 48.6 93.1 82.7 6.9 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 160 47 118 104 183 304 319 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 8,006 COMMITMENTS 3,158 1,433 1,193 2,189 3,864 6,540 6,490 1,466 1,516 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 168) 19 355 241 41 -338 301 258 -134 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.4 17.9 14.9 27.3 48.3 81.7 81.1 18.3 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 18 17 13 14 14 38 42 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 40,199 COMMITMENTS 15,633 3,244 6,705 10,301 9,295 32,639 19,244 7,560 20,955 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -3,329) -4,129 -613 677 -539 -1,647 -3,990 -1,583 661 -1,746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 8.1 16.7 25.6 23.1 81.2 47.9 18.8 52.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 39 30 26 51 65 105 107 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 144,682 COMMITMENTS 40,762 13,025 10,410 49,434 102,169 100,607 125,604 44,075 19,078 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 3,721) -13,475 5,872 4,760 10,660 -7,944 1,945 2,687 1,776 1,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 9.0 7.2 34.2 70.6 69.5 86.8 30.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 24 17 17 26 21 58 48 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 53,735 COMMITMENTS 11,125 24,075 4,243 28,439 6,605 43,807 34,923 9,928 18,811 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 897) 660 -1,074 977 -669 1,141 969 1,045 -72 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 44.8 7.9 52.9 12.3 81.5 65.0 18.5 35.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 10 18 9 12 10 27 33 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 182,707 COMMITMENTS 11,035 84,434 21,999 133,274 38,540 166,307 144,973 16,400 37,734 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 874) 327 -1,783 1,694 2,191 460 4,212 370 -3,338 504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 46.2 12.0 72.9 21.1 91.0 79.3 9.0 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 17 49 25 22 27 55 85 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 161,889 COMMITMENTS 32,069 40,449 13,534 93,502 72,873 139,105 126,856 22,785 35,034 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 3,940) 10,571 -14,596 3,659 -16,040 14,681 -1,811 3,744 5,752 197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 25.0 8.4 57.8 45.0 85.9 78.4 14.1 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 25 42 20 27 28 64 78 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 409,675 COMMITMENTS 47,525 139,608 92,824 212,710 109,528 353,059 341,959 56,616 67,716 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -21,586) -14,069 -12,670 894 -4,034 -5,069 -17,210 -16,845 -4,376 -4,741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 34.1 22.7 51.9 26.7 86.2 83.5 13.8 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 46 76 58 46 48 128 147 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 13,756,176 COMMITMENTS 823,658 381,861 4860749 7210080 7463494 12894486 12706103 861,689 1050072 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 196,544) -334,933 -15,355 107,505 458,375 135,781 230,948 227,932 -34,403 -31,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 2.8 35.3 52.4 54.3 93.7 92.4 6.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 61 70 119 148 157 279 284 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 443,541 COMMITMENTS 24,316 39,401 36,962 292,160 285,693 353,438 362,057 90,103 81,484 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -4,679) -675 188 -8,595 4,556 -3,066 -4,714 -11,473 35 6,794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 8.9 8.3 65.9 64.4 79.7 81.6 20.3 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 21 27 31 82 67 121 107 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 3,002,242 COMMITMENTS 348,369 337,913 140,103 2154678 2288877 2643150 2766893 359,092 235,349 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 43,799) 29,219 20,001 -14,546 64,001 62,636 78,674 68,091 -34,875 -24,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 11.3 4.7 71.8 76.2 88.0 92.2 12.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 500) 103 107 86 196 196 340 349 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 96,469 COMMITMENTS 14,589 8,098 78 73,930 84,852 88,597 93,028 7,872 3,440 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -4,681) 491 -605 -1,189 -2,262 -790 -2,960 -2,584 -1,721 -2,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 8.4 0.1 76.6 88.0 91.8 96.4 8.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 12 2 1 48 38 60 41 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED 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: 21,674 COMMITMENTS 4,219 1,292 0 13,989 8,483 18,208 9,775 3,466 11,899 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -2,484) -1,582 -422 0 -762 -1,948 -2,344 -2,370 -141 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 6.0 0.0 64.5 39.1 84.0 45.1 16.0 54.9 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 OPTION AND FUTURES COMBINED 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: 359,523 COMMITMENTS 79,043 80,500 8,194 199,732 257,027 286,969 345,721 72,553 13,802 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 2,221) -7,263 -7,873 1,384 15,787 12,457 9,907 5,968 -7,686 -3,747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 22.4 2.3 55.6 71.5 79.8 96.2 20.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 59 40 19 73 77 140 128 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 121,027 COMMITMENTS 40,110 20,107 7,918 48,597 73,722 96,625 101,747 24,403 19,280 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -1,364) -10,511 7,197 3,743 9,563 -12,384 2,795 -1,444 -4,158 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 16.6 6.5 40.2 60.9 79.8 84.1 20.2 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 19 16 12 20 19 46 40 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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: 46,474 COMMITMENTS 14,199 8,406 0 20,884 20,930 35,083 29,336 11,391 17,138 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 3,154) -2,106 707 0 2,534 -547 428 160 2,726 2,994 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 58) 14 13 0 14 20 28 33 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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