BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,982 COMMITMENTS 347 1,185 3 1,887 1,475 2,237 2,663 745 319 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 206) 3 4 2 172 263 177 269 29 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 39.7 0.1 63.3 49.5 75.0 89.3 25.0 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 4 1 9 10 12 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,287 COMMITMENTS 4,296 4,104 386 22,646 22,555 27,328 27,045 3,959 4,242 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 212) 154 -268 -20 -13 485 121 197 91 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 13.1 1.2 72.4 72.1 87.3 86.4 12.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 14 11 13 30 30 50 48 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 219,122 COMMITMENTS 54,400 39,979 36,126 105,035 110,496 195,561 186,601 23,561 32,521 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,449) -2,505 9,486 -5,082 5,720 -7,529 -1,867 -3,125 -582 676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 18.2 16.5 47.9 50.4 89.2 85.2 10.8 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 85 74 101 51 69 189 206 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 351,657 COMMITMENTS 115,803 58,516 51,997 158,294 171,669 326,094 282,182 25,563 69,475 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -3,148) -4,686 1,583 -1,731 -1,749 -6,603 -8,166 -6,751 5,018 3,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 16.6 14.8 45.0 48.8 92.7 80.2 7.3 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388) 96 95 124 64 158 242 318 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,862 COMMITMENTS 4,389 4,367 287 3,284 3,041 7,960 7,695 1,902 2,167 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -138) 127 266 23 -257 -416 -107 -127 -31 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 44.3 2.9 33.3 30.8 80.7 78.0 19.3 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 31 39 7 11 17 44 61 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,933 COMMITMENTS 16,846 4,665 3,956 12,289 9,662 33,091 18,283 5,842 20,650 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,920) -2,779 -1,184 265 -209 -1,286 -2,723 -2,205 -197 -715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.3 12.0 10.2 31.6 24.8 85.0 47.0 15.0 53.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 40 34 36 39 66 99 119 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 99,220 COMMITMENTS 7,423 355 0 91,215 98,608 98,638 98,963 582 257 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -3,048) -1,347 355 0 -1,659 -3,249 -3,006 -2,894 -42 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.4 0.0 91.9 99.4 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 1 0 16 15 22 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 121,478 COMMITMENTS 42,698 5,495 154 30,104 99,527 72,956 105,176 48,522 16,302 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -18,441) -17,165 -327 -46 -636 -18,811 -17,847 -19,184 -594 743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 4.5 0.1 24.8 81.9 60.1 86.6 39.9 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 38 10 2 26 23 65 34 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 72,312 COMMITMENTS 27,905 11,569 280 16,576 49,849 44,761 61,698 27,551 10,614 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -466) -646 1,399 277 1,485 -1,528 1,116 148 -1,582 -614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 16.0 0.4 22.9 68.9 61.9 85.3 38.1 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 20 7 3 14 11 35 20 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 158,386 COMMITMENTS 123,092 5,027 246 26,631 151,220 149,969 156,493 8,417 1,893 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -4,577) -4,903 1,292 246 372 -6,059 -4,285 -4,521 -292 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.7 3.2 0.2 16.8 95.5 94.7 98.8 5.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 81 13 3 20 22 102 37 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 108,117 COMMITMENTS 41,368 23,250 22 30,739 65,923 72,129 89,195 35,988 18,922 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -15,886) -18,367 -5,678 -152 5,405 -12,871 -13,114 -18,701 -2,772 2,815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 21.5 0.0 28.4 61.0 66.7 82.5 33.3 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 29 23 2 27 30 58 53 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 102,289 COMMITMENTS 36,100 23,046 190 40,579 41,896 76,869 65,132 25,420 37,157 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,301) 16,321 -15,552 74 -18,380 14,377 -1,985 -1,101 -316 -1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 22.5 0.2 39.7 41.0 75.1 63.7 24.9 36.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 23 32 7 21 26 49 60 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 242,927 COMMITMENTS 98,054 36,607 1,214 83,295 163,027 182,563 200,848 60,364 42,079 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -21,410) -30,406 7,663 -1,653 21,220 -23,903 -10,839 -17,893 -10,571 -3,517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 15.1 0.5 34.3 67.1 75.2 82.7 24.8 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 51 47 18 38 49 98 105 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,504 COMMITMENTS 22,828 9,114 5 3,826 20,049 26,659 29,168 3,845 1,336 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,116) 306 -608 -235 -767 -331 -696 -1,174 -420 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.8 29.9 0.0 12.5 65.7 87.4 95.6 12.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 17 10 1 5 16 23 26 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,973,664 COMMITMENTS 1281566 993,309 953,440 6771186 6963780 9006192 8910529 967,472 1063135 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -145,637) 37,587 197,524 -23,367 -124,932 -284,109 -110,712 -109,952 -34,925 -35,685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 10.0 9.6 67.9 69.8 90.3 89.3 9.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 51 67 89 137 147 253 249 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 863,175 COMMITMENTS 82,166 87,896 17,336 591,556 636,735 691,058 741,968 172,117 121,208 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -21,903) -11,316 -3,839 -6,804 -13,726 -16,038 -31,846 -26,681 9,944 4,778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 10.2 2.0 68.5 73.8 80.1 86.0 19.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 539) 105 98 49 219 217 348 342 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 321,634 COMMITMENTS 16,195 24,078 1,662 185,407 255,577 203,264 281,317 118,370 40,317 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -68) -4,626 1,492 610 2,509 -1,074 -1,507 1,028 1,439 -1,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 7.5 0.5 57.6 79.5 63.2 87.5 36.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 12 21 7 56 56 71 81 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,707,707 COMMITMENTS 382,180 371,415 26,047 2030743 1905792 2438970 2303254 268,737 404,453 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -109,174) -56,503 -49,706 -14,018 -81,176 -74,820 -151,697 -138,544 42,523 29,370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 13.7 1.0 75.0 70.4 90.1 85.1 9.9 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 498) 102 92 34 187 197 306 307 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 115,028 COMMITMENTS 13,042 8,913 7 92,649 103,039 105,698 111,959 9,330 3,069 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -4,562) 552 28 -44 -5,332 -4,363 -4,824 -4,379 262 -183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 7.7 0.0 80.5 89.6 91.9 97.3 8.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 13 7 1 50 38 63 46 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 104,332 COMMITMENTS 29,101 6,552 8,495 56,952 85,598 94,547 100,645 9,784 3,687 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,304) -3,279 -1,156 294 412 -1,246 -2,572 -2,108 269 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 6.3 8.1 54.6 82.0 90.6 96.5 9.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 85 26 13 85 89 175 125 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,455 COMMITMENTS 8,051 997 0 12,525 22,515 20,576 23,512 3,879 943 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 335) 75 -393 0 -262 715 -187 322 522 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 4.1 0.0 51.2 92.1 84.1 96.1 15.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 2 0 11 14 16 16 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 399,383 COMMITMENTS 145,379 67,902 2,345 222,133 315,416 369,857 385,663 29,526 13,720 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -13,193) -15,218 -2,266 -80 3,372 -9,804 -11,926 -12,150 -1,267 -1,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 17.0 0.6 55.6 79.0 92.6 96.6 7.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 83 28 10 79 84 164 120 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 128,314 COMMITMENTS 72,871 12,550 356 22,128 96,866 95,355 109,772 32,959 18,542 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -14,014) -14,455 -1,355 89 3,200 -12,911 -11,166 -14,177 -2,848 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.8 9.8 0.3 17.2 75.5 74.3 85.5 25.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 34 14 4 12 18 48 34 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 49,692 COMMITMENTS 17,592 6,005 3,622 21,682 23,408 42,896 33,035 6,796 16,657 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -5,501) -547 -1,042 30 -4,899 -4,414 -5,416 -5,426 -85 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 12.1 7.3 43.6 47.1 86.3 66.5 13.7 33.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 19 12 3 21 18 41 32 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,337 COMMITMENTS 11,847 16,290 3,129 35,744 35,725 50,720 55,144 9,617 5,193 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -4,399) 210 -1,324 819 -6,497 -4,247 -5,468 -4,752 1,069 353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 27.0 5.2 59.2 59.2 84.1 91.4 15.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 17 16 5 25 26 46 43 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 31,418 COMMITMENTS 4,410 1,165 270 22,958 27,655 27,638 29,090 3,780 2,328 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,470) -839 -1,089 10 -720 -482 -1,549 -1,561 79 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 3.7 0.9 73.1 88.0 88.0 92.6 12.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 2 1 25 25 31 28 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 40,234 COMMITMENTS 11,875 2,124 17 20,839 35,587 32,731 37,728 7,503 2,506 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,673) -1,353 -464 0 22 -816 -1,331 -1,280 -342 -393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 5.3 0.0 51.8 88.5 81.4 93.8 18.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 18 6 1 23 17 41 24 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 13,184 COMMITMENTS 5,537 819 883 4,876 10,719 11,296 12,421 1,888 763 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.0 6.2 6.7 37.0 81.3 85.7 94.2 14.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 10 4 4 9 4 21 10
Updated May 13, 2010