BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,776 COMMITMENTS 344 1,181 1 1,715 1,212 2,060 2,394 716 382 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -400) -42 -51 -3 -345 -347 -390 -401 -10 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 42.5 0.0 61.8 43.7 74.2 86.2 25.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 1 11 9 14 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,075 COMMITMENTS 4,142 4,372 406 22,659 22,070 27,207 26,848 3,868 4,227 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -4,604) -759 -130 -313 -3,206 -3,851 -4,278 -4,294 -326 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 14.1 1.3 72.9 71.0 87.6 86.4 12.4 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 15 10 13 30 31 49 50 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 221,571 COMMITMENTS 56,905 30,493 41,208 99,315 118,025 197,428 189,726 24,143 31,845 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -5,063) -4,244 5,714 -4,203 4,449 -5,047 -3,998 -3,536 -1,065 -1,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 13.8 18.6 44.8 53.3 89.1 85.6 10.9 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 92 61 101 49 65 190 194 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 354,805 COMMITMENTS 120,489 56,933 53,728 160,043 178,272 334,260 288,933 20,545 65,872 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -9,535) -3,719 2,207 -1,890 -745 -6,865 -6,354 -6,548 -3,181 -2,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 16.0 15.1 45.1 50.2 94.2 81.4 5.8 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405) 106 100 110 59 170 238 321 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,000 COMMITMENTS 4,262 4,101 264 3,541 3,457 8,067 7,822 1,933 2,178 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 665) 264 415 -18 456 80 702 477 -37 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 41.0 2.6 35.4 34.6 80.7 78.2 19.3 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 28 42 8 15 19 48 64 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,853 COMMITMENTS 19,625 5,849 3,691 12,498 10,948 35,814 20,488 6,039 21,365 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 983) -345 687 288 1,146 213 1,089 1,188 -106 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 14.0 8.8 29.9 26.2 85.6 49.0 14.4 51.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 45 34 37 39 67 104 122 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,268 COMMITMENTS 8,770 0 0 92,874 101,857 101,644 101,857 624 411 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 19,011) 65 0 0 18,906 18,812 18,971 18,812 40 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 0.0 0.0 90.8 99.6 99.4 99.6 0.6 0.4 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 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 139,919 COMMITMENTS 59,863 5,822 200 30,740 118,338 90,803 124,360 49,116 15,559 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 980) -1,630 3,392 198 5,902 -4,147 4,470 -557 -3,490 1,537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 4.2 0.1 22.0 84.6 64.9 88.9 35.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 50 8 4 24 24 76 34 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 72,778 COMMITMENTS 28,551 10,170 3 15,091 51,377 43,645 61,550 29,133 11,228 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 1,143) 1,002 462 1 -326 217 677 680 466 463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 14.0 0.0 20.7 70.6 60.0 84.6 40.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 18 11 2 9 12 28 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 162,963 COMMITMENTS 127,995 3,735 0 26,259 157,279 154,254 161,014 8,709 1,949 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -8,014) -10,521 -2,975 -138 2,667 -4,961 -7,992 -8,074 -22 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.5 2.3 0.0 16.1 96.5 94.7 98.8 5.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 80 9 0 17 24 97 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 124,003 COMMITMENTS 59,735 28,928 174 25,334 78,794 85,243 107,896 38,760 16,107 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 5,517) 2,868 5,644 128 2,219 -483 5,215 5,289 302 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.2 23.3 0.1 20.4 63.5 68.7 87.0 31.3 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 42 24 7 20 33 64 62 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 104,590 COMMITMENTS 19,779 38,598 116 58,959 27,519 78,854 66,233 25,736 38,357 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -9,544) 5,716 -12,462 -28 -17,579 4,907 -11,891 -7,583 2,347 -1,961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 36.9 0.1 56.4 26.3 75.4 63.3 24.6 36.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 21 40 4 26 26 51 66 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 264,337 COMMITMENTS 128,460 28,944 2,867 62,075 186,930 193,402 218,741 70,935 45,596 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 15,337) 22,777 -8,460 630 -10,544 24,978 12,863 17,148 2,474 -1,811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.6 10.9 1.1 23.5 70.7 73.2 82.8 26.8 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 65 43 20 40 50 113 106 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,620 COMMITMENTS 22,522 9,722 240 4,593 20,380 27,355 30,342 4,265 1,278 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 4,400) 3,317 1,974 27 1,070 2,292 4,414 4,293 -14 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.2 30.7 0.8 14.5 64.5 86.5 96.0 13.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 20 10 2 6 16 27 27 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,119,301 COMMITMENTS 1243979 795,785 976,807 6896118 7247889 9116904 9020481 1002397 1098820 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 345,805) 51,665 136,992 -1,056 214,002 160,257 264,611 296,193 81,194 49,612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 7.9 9.7 68.1 71.6 90.1 89.1 9.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 55 59 89 137 147 254 246 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 885,078 COMMITMENTS 93,482 91,735 24,140 605,282 652,773 722,904 768,649 162,174 116,430 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 12,857) 10,408 -3,494 5,647 -652 15,884 15,404 18,037 -2,546 -5,180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 10.4 2.7 68.4 73.8 81.7 86.8 18.3 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555) 117 101 47 222 222 356 353 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 321,702 COMMITMENTS 20,821 22,586 1,052 182,898 256,651 204,771 280,289 116,931 41,413 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,368) 4,896 -4,238 228 -5,635 3,871 -511 -139 -857 -1,229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 7.0 0.3 56.9 79.8 63.7 87.1 36.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 11 18 6 53 56 66 78 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,816,881 COMMITMENTS 438,683 421,121 40,065 2111919 1980612 2590667 2441798 226,214 375,083 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 71,127) 52,933 29,093 1,725 24,916 60,063 79,574 90,881 -8,447 -19,754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 14.9 1.4 75.0 70.3 92.0 86.7 8.0 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 523) 111 101 36 194 201 320 323 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 119,590 COMMITMENTS 12,490 8,885 51 97,981 107,402 110,522 116,338 9,068 3,252 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -5,212) -4,284 -1,669 -54 -386 -3,914 -4,724 -5,637 -488 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 7.4 0.0 81.9 89.8 92.4 97.3 7.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 14 6 1 53 39 68 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 106,635 COMMITMENTS 32,380 7,708 8,201 56,539 86,844 97,120 102,753 9,516 3,883 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 15,165) 7,130 -2,120 3,486 4,163 14,321 14,780 15,687 386 -521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 7.2 7.7 53.0 81.4 91.1 96.4 8.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 84 29 14 84 89 175 126 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,120 COMMITMENTS 7,976 1,390 0 12,787 21,800 20,763 23,190 3,357 930 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 5,736) 3,873 11 0 2,383 5,693 6,256 5,704 -520 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 5.8 0.0 53.0 90.4 86.1 96.1 13.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 2 0 13 13 19 15 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 412,576 COMMITMENTS 160,597 70,168 2,425 218,761 325,220 381,783 397,813 30,793 14,763 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 47,147) 36,236 9,294 -2,519 8,902 43,138 42,619 49,913 4,528 -2,766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 17.0 0.6 53.0 78.8 92.5 96.4 7.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 83 29 11 77 86 163 123 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 142,328 COMMITMENTS 87,326 13,905 267 18,928 109,777 106,521 123,949 35,807 18,379 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,140) -1,349 6,097 266 787 -7,497 -296 -1,134 -844 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.4 9.8 0.2 13.3 77.1 74.8 87.1 25.2 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 38 14 2 13 21 52 36 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 55,193 COMMITMENTS 18,139 7,047 3,592 26,581 27,822 48,312 38,461 6,881 16,732 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -613) -1,768 -1,217 2,352 -1,097 -1,383 -513 -248 -100 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 12.8 6.5 48.2 50.4 87.5 69.7 12.5 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 20 11 1 21 18 41 30 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,736 COMMITMENTS 11,637 17,614 2,310 42,241 39,972 56,188 59,896 8,548 4,840 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 506) -86 90 1,208 -1,431 509 -309 1,807 815 -1,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 27.2 3.6 65.3 61.7 86.8 92.5 13.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 18 16 6 25 26 47 44 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 32,888 COMMITMENTS 5,249 2,254 260 23,678 28,137 29,187 30,651 3,701 2,237 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,533) 794 -967 -20 -1,723 -175 -949 -1,162 -584 -371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 6.9 0.8 72.0 85.6 88.7 93.2 11.3 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 4 1 26 25 31 30 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 41,907 COMMITMENTS 13,228 2,588 17 20,817 36,403 34,062 39,008 7,845 2,899 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 901) -63 -284 0 235 1,534 172 1,250 729 -349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 6.2 0.0 49.7 86.9 81.3 93.1 18.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 17 8 1 25 19 42 28
Updated May 6, 2011