BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,160 COMMITMENTS 344 1,207 3 2,027 1,624 2,374 2,834 786 326 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 178) -3 22 0 140 149 137 171 41 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 38.2 0.1 64.1 51.4 75.1 89.7 24.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 4 1 10 10 13 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,758 COMMITMENTS 4,269 4,026 627 22,745 23,113 27,641 27,766 5,117 4,992 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,471) -27 -78 241 99 558 313 721 1,158 750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 12.3 1.9 69.4 70.6 84.4 84.8 15.6 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 15 10 16 32 32 54 52 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 224,601 COMMITMENTS 52,360 44,816 40,813 107,799 106,021 200,972 191,650 23,629 32,951 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 5,479) -2,040 4,837 4,687 2,764 -4,475 5,411 5,049 68 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 20.0 18.2 48.0 47.2 89.5 85.3 10.5 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 85 81 101 51 69 188 215 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 345,379 COMMITMENTS 115,013 62,726 46,546 158,048 168,436 319,607 277,708 25,772 67,671 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -6,278) -790 4,210 -5,451 -246 -3,233 -6,487 -4,474 209 -1,804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 18.2 13.5 45.8 48.8 92.5 80.4 7.5 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 102 92 106 74 158 231 313 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,966 COMMITMENTS 4,413 4,999 304 3,209 2,558 7,926 7,861 2,040 2,105 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 104) 24 632 17 -75 -483 -34 166 138 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.3 50.2 3.1 32.2 25.7 79.5 78.9 20.5 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 29 40 7 11 16 42 61 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,128 COMMITMENTS 17,002 4,965 3,706 11,551 9,030 32,259 17,701 5,869 20,427 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -805) 156 300 -250 -738 -632 -832 -582 27 -223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 13.0 9.7 30.3 23.7 84.6 46.4 15.4 53.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 43 28 40 36 60 97 116 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 99,819 COMMITMENTS 6,440 0 0 92,703 99,487 99,143 99,487 676 332 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 599) -983 -355 0 1,488 879 505 524 94 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.0 0.0 92.9 99.7 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 0 0 16 14 21 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 123,386 COMMITMENTS 36,008 9,717 154 40,314 97,727 76,476 107,598 46,910 15,788 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,908) -6,690 4,222 0 10,210 -1,800 3,520 2,422 -1,612 -514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 7.9 0.1 32.7 79.2 62.0 87.2 38.0 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 33 12 2 25 24 59 37 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 68,304 COMMITMENTS 24,409 8,748 0 15,232 49,224 39,641 57,972 28,663 10,332 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -4,008) -3,496 -2,821 -280 -1,344 -625 -5,120 -3,726 1,112 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 12.8 0.0 22.3 72.1 58.0 84.9 42.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 15 8 0 10 11 25 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 147,582 COMMITMENTS 112,311 7,399 134 27,601 138,080 140,046 145,613 7,536 1,969 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -10,804) -10,781 2,372 -112 970 -13,140 -9,923 -10,880 -881 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.1 5.0 0.1 18.7 93.6 94.9 98.7 5.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 71 15 1 20 21 91 37 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 103,753 COMMITMENTS 30,327 31,255 296 42,237 49,692 72,860 81,243 30,893 22,510 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -4,364) -11,041 8,005 274 11,498 -16,231 731 -7,952 -5,095 3,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 30.1 0.3 40.7 47.9 70.2 78.3 29.8 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 25 26 3 29 26 57 52 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 103,453 COMMITMENTS 38,016 22,643 242 40,617 43,409 78,875 66,294 24,578 37,159 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,164) 1,916 -403 52 38 1,513 2,006 1,162 -842 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 21.9 0.2 39.3 42.0 76.2 64.1 23.8 35.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 22 32 8 20 26 47 61 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 250,533 COMMITMENTS 89,941 48,296 1,133 105,953 157,756 197,027 207,185 53,506 43,348 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 7,606) -8,113 11,689 -81 22,658 -5,271 14,464 6,337 -6,858 1,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 19.3 0.5 42.3 63.0 78.6 82.7 21.4 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 50 51 20 44 50 104 111 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,636 COMMITMENTS 22,518 9,894 0 3,827 18,443 26,345 28,337 3,291 1,299 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -868) -310 780 -5 1 -1,606 -314 -831 -554 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.0 33.4 0.0 12.9 62.2 88.9 95.6 11.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 16 11 0 4 15 20 26 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,031,981 COMMITMENTS 1389210 1025346 1033077 6635043 6928560 9057330 8986983 974,651 1044998 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 58,317) 107,644 32,037 79,637 -136,143 -35,220 51,138 76,454 7,179 -18,137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 10.2 10.3 66.1 69.1 90.3 89.6 9.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 56 72 90 137 151 260 255 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 870,469 COMMITMENTS 80,938 85,862 24,067 595,871 635,850 700,875 745,779 169,593 124,690 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 7,293) -1,228 -2,034 6,731 4,315 -885 9,817 3,811 -2,524 3,482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 9.9 2.8 68.5 73.0 80.5 85.7 19.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555) 113 103 56 227 217 367 350 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 325,360 COMMITMENTS 15,952 27,485 2,327 186,249 252,995 204,528 282,807 120,832 42,553 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 3,726) -243 3,407 665 842 -2,582 1,264 1,490 2,462 2,236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 8.4 0.7 57.2 77.8 62.9 86.9 37.1 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 12 22 7 59 57 74 83 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,725,544 COMMITMENTS 394,409 361,364 39,219 2048109 1914276 2481737 2314859 243,807 410,685 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 17,837) 12,229 -10,051 13,172 17,366 8,484 42,767 11,605 -24,930 6,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 13.3 1.4 75.1 70.2 91.1 84.9 8.9 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 517) 112 95 41 198 198 328 316 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 114,146 COMMITMENTS 9,714 8,858 621 95,502 101,006 105,837 110,485 8,309 3,661 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -882) -3,328 -55 614 2,853 -2,033 139 -1,474 -1,021 592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 7.8 0.5 83.7 88.5 92.7 96.8 7.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 12 7 2 51 39 64 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 93,078 COMMITMENTS 22,330 5,324 4,647 56,731 79,007 83,708 88,978 9,369 4,100 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -11,254) -6,771 -1,228 -3,848 -221 -6,592 -10,839 -11,667 -415 413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 5.7 5.0 61.0 84.9 89.9 95.6 10.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 78 25 18 83 86 166 125 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,513 COMMITMENTS 3,567 978 0 12,996 18,570 16,563 19,548 3,950 965 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -3,942) -4,484 -19 0 471 -3,945 -4,013 -3,964 71 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 4.8 0.0 63.4 90.5 80.7 95.3 19.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 2 0 14 12 19 14 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 362,823 COMMITMENTS 113,464 41,376 3,589 218,674 302,183 335,727 347,148 27,096 15,675 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -36,560) -31,915 -26,526 1,244 -3,459 -13,233 -34,130 -38,515 -2,430 1,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 11.4 1.0 60.3 83.3 92.5 95.7 7.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 75 27 15 75 81 154 119 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 115,090 COMMITMENTS 61,179 10,260 134 20,488 88,124 81,801 98,518 33,289 16,572 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -13,224) -11,692 -2,290 -222 -1,640 -8,742 -13,554 -11,254 330 -1,970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.2 8.9 0.1 17.8 76.6 71.1 85.6 28.9 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 30 16 3 14 21 44 40 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 48,211 COMMITMENTS 15,500 7,598 3,634 21,658 19,052 40,792 30,284 7,419 17,927 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -1,481) -2,092 1,593 12 -24 -4,356 -2,104 -2,751 623 1,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 15.8 7.5 44.9 39.5 84.6 62.8 15.4 37.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 16 12 1 21 17 37 30 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,272 COMMITMENTS 11,024 10,033 3,951 35,630 36,642 50,605 50,626 6,667 6,646 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -3,065) -823 -6,257 822 -114 917 -115 -4,518 -2,950 1,453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 17.5 6.9 62.2 64.0 88.4 88.4 11.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 16 14 6 24 27 44 43 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 30,728 COMMITMENTS 3,716 946 300 23,029 27,537 27,045 28,783 3,683 1,945 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -690) -694 -219 30 71 -118 -593 -307 -97 -383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 3.1 1.0 74.9 89.6 88.0 93.7 12.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 8 3 1 22 24 30 28 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 39,818 COMMITMENTS 11,082 2,124 17 21,279 34,863 32,378 37,004 7,440 2,814 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -416) -793 0 0 440 -724 -353 -724 -63 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 5.3 0.0 53.4 87.6 81.3 92.9 18.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 17 6 1 21 18 38 25 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 10,597 COMMITMENTS 4,884 2,098 13 4,247 8,042 9,144 10,153 1,453 444 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -2,587) -653 1,279 -870 -629 -2,677 -2,152 -2,268 -435 -319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 19.8 0.1 40.1 75.9 86.3 95.8 13.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 4 1 5 2 15 6
Updated May 20, 2011