BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,111 COMMITMENTS 382 1,211 5 2,040 1,501 2,427 2,717 684 394 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 138) 14 50 4 90 101 108 155 30 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 38.9 0.2 65.6 48.2 78.0 87.3 22.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 4 2 9 12 13 16 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,322 COMMITMENTS 4,749 4,629 761 25,590 25,617 31,100 31,007 4,222 4,315 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 703) 103 412 -24 606 553 685 941 18 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 13.1 2.2 72.4 72.5 88.0 87.8 12.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 19 14 15 35 34 60 57 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 232,397 COMMITMENTS 63,839 24,538 49,121 92,340 126,159 205,300 199,818 27,097 32,579 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -2,494) -2,533 -1,898 967 -1,194 -902 -2,760 -1,833 266 -661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 10.6 21.1 39.7 54.3 88.3 86.0 11.7 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 99 40 97 50 69 206 179 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 376,895 COMMITMENTS 127,152 51,612 60,622 160,831 191,588 348,605 303,822 28,290 73,073 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -11,160) -948 -937 -8,851 -737 -832 -10,536 -10,620 -624 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 13.7 16.1 42.7 50.8 92.5 80.6 7.5 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440) 135 89 121 83 185 293 337 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,708 COMMITMENTS 3,907 3,414 411 3,311 3,682 7,629 7,507 2,079 2,201 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -259) -218 682 -249 122 -838 -345 -405 86 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 35.2 4.2 34.1 37.9 78.6 77.3 21.4 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 25 34 9 17 19 47 57 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,805 COMMITMENTS 20,059 5,487 3,719 11,487 11,282 35,265 20,488 6,540 21,317 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -1,086) -501 594 -383 -757 -570 -1,641 -359 555 -727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 13.1 8.9 27.5 27.0 84.4 49.0 15.6 51.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 51 31 34 37 66 104 118 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 86,664 COMMITMENTS 15,193 0 0 70,651 86,544 85,844 86,544 820 120 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 2,892) 3,003 0 0 95 3,301 3,098 3,301 -206 -409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 0.0 0.0 81.5 99.9 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 0 0 14 15 23 15 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 141,961 COMMITMENTS 67,489 2,454 2 23,480 123,045 90,971 125,501 50,990 16,460 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -61) 1,135 -159 -74 656 -34 1,717 -267 -1,778 206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.5 1.7 0.0 16.5 86.7 64.1 88.4 35.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 47 5 1 18 22 65 28 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,281 COMMITMENTS 27,271 9,897 1 12,312 49,346 39,584 59,244 29,697 10,037 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 7,776) 4,999 2,282 -16 1,235 5,046 6,218 7,312 1,558 464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 14.3 0.0 17.8 71.2 57.1 85.5 42.9 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 19 9 1 9 12 28 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 174,299 COMMITMENTS 142,812 8,683 137 22,620 163,034 165,569 171,854 8,730 2,445 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 7,680) 11,124 1,841 137 -4,054 5,373 7,207 7,351 473 329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.9 5.0 0.1 13.0 93.5 95.0 98.6 5.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 78 18 1 11 26 90 44 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 108,808 COMMITMENTS 50,572 20,397 63 23,872 70,132 74,507 90,592 34,301 18,216 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -11,508) -2,851 -6,355 39 -1,536 -4,168 -4,348 -10,484 -7,160 -1,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.5 18.7 0.1 21.9 64.5 68.5 83.3 31.5 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 39 20 3 20 31 60 53 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 127,838 COMMITMENTS 12,935 65,918 88 96,035 21,785 109,058 87,791 18,780 40,047 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -2,246) -1,248 -1,142 -348 804 3,537 -792 2,047 -1,454 -4,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 51.6 0.1 75.1 17.0 85.3 68.7 14.7 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 15 42 3 28 21 45 64 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 244,006 COMMITMENTS 102,686 40,491 1,889 74,976 155,704 179,551 198,084 64,455 45,922 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 803) -2,739 51 189 5,922 3,936 3,372 4,176 -2,569 -3,373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 16.6 0.8 30.7 63.8 73.6 81.2 26.4 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 59 43 14 39 46 103 98 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,402 COMMITMENTS 31,911 26,202 0 4,100 11,010 36,011 37,212 1,391 190 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 6) 27 0 0 -68 -42 -41 -42 47 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 85.3 70.1 0.0 11.0 29.4 96.3 99.5 3.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 2 0 2 7 12 9 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,789 COMMITMENTS 17,722 8,383 213 3,666 15,986 21,601 24,582 4,188 1,207 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 4,646) 3,489 486 213 318 4,198 4,020 4,897 626 -251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.7 32.5 0.8 14.2 62.0 83.8 95.3 16.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 19 9 1 4 19 23 29 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,501,170 COMMITMENTS 1047362 671,052 892,198 6668779 6907695 8608339 8470945 892,831 1030225 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 111,346) 91,698 36,407 23,696 -8,572 72,120 106,822 132,223 4,524 -20,877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 7.1 9.4 70.2 72.7 90.6 89.2 9.4 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 55 53 84 138 149 249 243 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 859,929 COMMITMENTS 72,895 106,650 21,854 600,242 603,141 694,991 731,644 164,937 128,284 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 16,756) -5,833 5,267 2,800 16,563 1,966 13,530 10,033 3,226 6,722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 12.4 2.5 69.8 70.1 80.8 85.1 19.2 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 535) 97 111 47 214 221 336 355 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 318,235 COMMITMENTS 13,314 36,159 991 185,040 234,743 199,345 271,893 118,890 46,342 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 14,131) 29 3,031 95 7,655 11,899 7,779 15,025 6,352 -894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 11.4 0.3 58.1 73.8 62.6 85.4 37.4 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 13 22 6 54 55 71 79 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,708,468 COMMITMENTS 375,629 430,177 26,590 2076012 1841989 2478231 2298756 230,237 409,712 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 13,123) -9,963 30,531 -5,823 44,540 -49,666 28,754 -24,958 -15,631 38,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 15.9 1.0 76.6 68.0 91.5 84.9 8.5 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 500) 94 105 31 186 199 295 320 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 116,763 COMMITMENTS 10,232 7,542 706 95,922 105,677 106,860 113,925 9,903 2,838 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 3,588) -2,900 -794 645 5,366 3,446 3,111 3,297 477 291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 6.5 0.6 82.2 90.5 91.5 97.6 8.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 12 6 1 50 40 62 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 77,540 COMMITMENTS 17,352 9,170 1,839 49,419 61,923 68,611 72,933 8,929 4,607 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -6,939) -4,033 -881 -4,170 1,317 -2,861 -6,886 -7,912 -54 973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 11.8 2.4 63.7 79.9 88.5 94.1 11.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 60 38 16 78 92 144 141 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 14,375 COMMITMENTS 1,732 1,376 0 8,734 11,953 10,466 13,329 3,909 1,046 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -2,883) -3,972 233 0 653 -3,036 -3,319 -2,803 436 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 9.6 0.0 60.8 83.2 72.8 92.7 27.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 0 11 12 16 14 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 315,826 COMMITMENTS 83,853 44,723 3,445 203,426 249,851 290,724 298,019 25,102 17,807 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -20,282) -20,391 -25,656 -762 3,319 873 -17,834 -25,545 -2,448 5,263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 14.2 1.1 64.4 79.1 92.1 94.4 7.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 58 39 12 73 88 134 136 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 143,732 COMMITMENTS 91,589 6,628 2 17,201 119,299 108,792 125,929 34,940 17,803 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -5,301) -5,564 126 -60 1,258 -4,903 -4,366 -4,837 -935 -464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.7 4.6 0.0 12.0 83.0 75.7 87.6 24.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 41 12 1 12 20 53 33 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 55,815 COMMITMENTS 21,882 8,466 0 27,206 29,904 49,088 38,370 6,727 17,445 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 1,262) -1,369 1,018 -6 3,250 -67 1,875 945 -613 317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 15.2 0.0 48.7 53.6 87.9 68.7 12.1 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 18 15 0 22 17 40 32 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 61,071 COMMITMENTS 11,697 18,145 603 41,543 36,740 53,843 55,488 7,228 5,583 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -331) 1,419 -516 -396 -1,242 4,296 -219 3,384 -112 -3,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 29.7 1.0 68.0 60.2 88.2 90.9 11.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 18 12 3 26 24 47 36 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 32,808 COMMITMENTS 3,718 1,623 305 24,417 28,997 28,440 30,925 4,368 1,883 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -79) -505 -488 25 614 772 134 309 -213 -388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 4.9 0.9 74.4 88.4 86.7 94.3 13.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 5 1 23 24 28 30 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 41,816 COMMITMENTS 13,434 3,684 34 22,505 35,130 35,973 38,848 5,843 2,968 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 1,344) -146 350 -41 2,388 841 2,201 1,150 -857 194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 8.8 0.1 53.8 84.0 86.0 92.9 14.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 19 9 1 27 21 46 31 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 12,040 COMMITMENTS 5,606 691 12 4,315 10,768 9,933 11,471 2,107 569 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -1,800) -1,254 -2,118 -36 -513 456 -1,803 -1,698 3 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 5.7 0.1 35.8 89.4 82.5 95.3 17.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 3 1 5 3 16 6
Updated April 22, 2011