BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,176 COMMITMENTS 386 1,232 4 2,060 1,559 2,450 2,795 726 381 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 65) 4 21 -1 20 58 23 78 42 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 38.8 0.1 64.9 49.1 77.1 88.0 22.9 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 4 2 11 12 15 16 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,679 COMMITMENTS 4,901 4,502 719 25,865 25,921 31,485 31,142 4,194 4,537 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 357) 152 -127 -42 275 304 385 135 -28 222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 12.6 2.0 72.5 72.7 88.2 87.3 11.8 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 17 12 16 35 34 60 55 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 226,634 COMMITMENTS 61,149 24,779 45,411 94,866 123,072 201,426 193,262 25,208 33,372 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -5,763) -2,690 241 -3,710 2,526 -3,087 -3,874 -6,556 -1,889 793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 10.9 20.0 41.9 54.3 88.9 85.3 11.1 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 103 46 99 50 69 199 187 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 364,340 COMMITMENTS 124,208 54,726 55,618 160,788 185,137 340,614 295,481 23,726 68,859 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -12,555) -2,944 3,114 -5,004 -43 -6,451 -7,991 -8,341 -4,564 -4,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 15.0 15.3 44.1 50.8 93.5 81.1 6.5 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424) 126 90 114 79 181 277 326 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,335 COMMITMENTS 3,998 3,686 282 3,085 3,377 7,365 7,345 1,970 1,990 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -373) 91 272 -129 -226 -305 -264 -162 -109 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 39.5 3.0 33.0 36.2 78.9 78.7 21.1 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 28 36 9 14 18 47 58 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,870 COMMITMENTS 19,970 5,162 3,403 11,352 10,735 34,725 19,300 6,145 21,570 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -935) -89 -325 -316 -135 -547 -540 -1,188 -395 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 12.6 8.3 27.8 26.3 85.0 47.2 15.0 52.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 43 31 33 38 66 99 116 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 83,257 COMMITMENTS 8,705 0 0 73,968 83,045 82,673 83,045 584 212 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -3,407) -6,488 0 0 3,317 -3,499 -3,171 -3,499 -236 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 0.0 0.0 88.8 99.7 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 0 0 15 15 23 15 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 138,939 COMMITMENTS 61,493 2,430 2 24,838 122,485 86,333 124,917 52,606 14,022 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -3,022) -5,996 -24 0 1,358 -560 -4,638 -584 1,616 -2,438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.3 1.7 0.0 17.9 88.2 62.1 89.9 37.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 46 6 1 20 24 66 31 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 71,635 COMMITMENTS 27,549 9,708 2 15,417 51,160 42,968 60,870 28,667 10,765 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 2,354) 278 -189 1 3,105 1,814 3,384 1,626 -1,030 728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 13.6 0.0 21.5 71.4 60.0 85.0 40.0 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 18 11 1 8 12 26 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 170,977 COMMITMENTS 138,516 6,710 138 23,592 162,240 162,246 169,088 8,731 1,889 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -3,322) -4,296 -1,973 1 972 -794 -3,323 -2,766 1 -556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.0 3.9 0.1 13.8 94.9 94.9 98.9 5.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 77 17 1 15 24 93 41 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 118,486 COMMITMENTS 56,867 23,284 46 23,115 79,277 80,028 102,607 38,458 15,879 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 9,678) 6,295 2,887 -17 -757 9,145 5,521 12,015 4,157 -2,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 19.7 0.0 19.5 66.9 67.5 86.6 32.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 41 22 2 20 33 61 57 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 114,134 COMMITMENTS 14,063 51,060 144 76,538 22,612 90,745 73,816 23,389 40,318 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -13,704) 1,128 -14,858 56 -19,497 827 -18,313 -13,975 4,609 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 44.7 0.1 67.1 19.8 79.5 64.7 20.5 35.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 15 42 4 26 21 45 63 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 249,000 COMMITMENTS 105,683 37,404 2,237 72,619 161,952 180,539 201,593 68,461 47,407 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 4,994) 2,997 -3,087 348 -2,357 6,248 988 3,509 4,006 1,485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 15.0 0.9 29.2 65.0 72.5 81.0 27.5 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 60 38 15 39 46 104 95 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,220 COMMITMENTS 19,205 7,748 213 3,523 18,088 22,941 26,049 4,279 1,171 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,431) 1,483 -635 0 -143 2,102 1,340 1,467 91 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.6 28.5 0.8 12.9 66.5 84.3 95.7 15.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 18 8 1 3 19 21 28 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,773,496 COMMITMENTS 1192314 658,793 977,863 6682116 7087632 8852293 8724288 921,203 1049208 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 272,326) 144,952 -12,259 85,665 13,337 179,937 243,954 253,343 28,372 18,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 6.7 10.0 68.4 72.5 90.6 89.3 9.4 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 57 53 86 142 149 258 242 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 872,221 COMMITMENTS 83,074 95,228 18,493 605,934 636,890 707,501 750,611 164,720 121,609 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 12,292) 10,179 -11,421 -3,360 5,691 33,749 12,509 18,967 -217 -6,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 10.9 2.1 69.5 73.0 81.1 86.1 18.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 536) 106 97 47 220 223 347 347 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 323,070 COMMITMENTS 15,925 26,824 824 188,533 252,780 205,282 280,428 117,788 42,642 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 4,835) 2,611 -9,335 -167 3,493 18,037 5,937 8,535 -1,102 -3,700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 8.3 0.3 58.4 78.2 63.5 86.8 36.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 12 20 5 56 54 71 76 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,745,754 COMMITMENTS 385,750 392,028 38,340 2087003 1920549 2511093 2350917 234,661 394,837 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 37,286) 10,121 -38,149 11,750 10,991 78,560 32,862 52,161 4,424 -14,875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 14.3 1.4 76.0 69.9 91.5 85.6 8.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 504) 103 94 34 190 203 307 317 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 124,802 COMMITMENTS 16,774 10,554 105 98,367 111,316 115,246 121,975 9,556 2,827 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 8,039) 6,542 3,012 -601 2,445 5,639 8,386 8,050 -347 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 8.5 0.1 78.8 89.2 92.3 97.7 7.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 17 6 1 53 41 70 48 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 91,470 COMMITMENTS 25,249 9,828 4,715 52,376 72,523 82,340 87,066 9,130 4,404 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 13,930) 7,897 657 2,876 2,957 10,600 13,729 14,133 201 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 10.7 5.2 57.3 79.3 90.0 95.2 10.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 78 37 14 78 88 162 134 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,384 COMMITMENTS 4,103 1,379 0 10,404 16,107 14,507 17,486 3,877 898 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 4,009) 2,371 3 0 1,670 4,154 4,041 4,157 -32 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 7.5 0.0 56.6 87.6 78.9 95.1 21.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 0 12 13 16 15 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 365,429 COMMITMENTS 124,361 60,874 4,944 209,859 282,082 339,164 347,900 26,265 17,529 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 49,603) 40,508 16,151 1,499 6,433 32,231 48,440 49,881 1,163 -278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 16.7 1.4 57.4 77.2 92.8 95.2 7.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 77 37 12 71 85 151 131 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 143,468 COMMITMENTS 88,675 7,808 1 18,141 117,274 106,817 125,083 36,651 18,385 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -264) -2,914 1,180 -1 940 -2,025 -1,975 -846 1,711 582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.8 5.4 0.0 12.6 81.7 74.5 87.2 25.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 38 10 1 13 20 51 31 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 55,806 COMMITMENTS 19,907 8,264 1,240 27,678 29,205 48,825 38,709 6,981 17,097 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -9) -1,975 -202 1,240 472 -699 -263 339 254 -348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 14.8 2.2 49.6 52.3 87.5 69.4 12.5 30.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 21 13 2 22 17 44 31 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,230 COMMITMENTS 11,723 17,524 1,102 43,672 39,463 56,497 58,089 7,733 6,141 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 3,159) 26 -621 499 2,129 2,723 2,654 2,601 505 558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 27.3 1.7 68.0 61.4 88.0 90.4 12.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 18 14 4 25 24 46 39 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 34,421 COMMITMENTS 4,455 3,221 280 25,401 28,312 30,136 31,813 4,285 2,608 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,613) 737 1,598 -25 984 -685 1,696 888 -83 725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 9.4 0.8 73.8 82.3 87.6 92.4 12.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 4 1 23 24 28 29 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 41,006 COMMITMENTS 13,291 2,872 17 20,582 34,869 33,890 37,758 7,116 3,248 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -810) -143 -812 -17 -1,923 -261 -2,083 -1,090 1,273 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 7.0 0.0 50.2 85.0 82.6 92.1 17.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 19 8 1 25 19 44 28
Updated April 29, 2011