BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,351 COMMITMENTS 353 1,214 2 2,171 1,780 2,526 2,996 825 355 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 191) 9 7 -1 144 156 152 162 39 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 36.2 0.1 64.8 53.1 75.4 89.4 24.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 4 1 11 10 14 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,184 COMMITMENTS 5,062 4,234 1,132 23,934 24,869 30,128 30,235 5,056 4,949 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 2,426) 793 208 505 1,189 1,756 2,487 2,469 -61 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 12.0 3.2 68.0 70.7 85.6 85.9 14.4 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 18 9 16 34 33 59 52 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 220,067 COMMITMENTS 48,866 50,432 40,145 109,563 98,041 198,574 188,618 21,493 31,449 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -4,534) -3,494 5,616 -668 1,764 -7,980 -2,398 -3,032 -2,136 -1,502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 22.9 18.2 49.8 44.6 90.2 85.7 9.8 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 79 81 100 42 69 171 214 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 339,216 COMMITMENTS 110,005 64,977 44,344 159,710 166,930 314,059 276,251 25,157 62,965 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -6,163) -5,008 2,251 -2,202 1,662 -1,506 -5,548 -1,457 -615 -4,706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 19.2 13.1 47.1 49.2 92.6 81.4 7.4 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384) 87 100 116 90 156 249 318 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,302 COMMITMENTS 4,485 4,997 547 3,106 2,485 8,138 8,029 2,164 2,273 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 336) 72 -2 243 -103 -73 212 168 124 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 48.5 5.3 30.1 24.1 79.0 77.9 21.0 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 28 42 9 10 16 46 61 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,029 COMMITMENTS 14,759 5,400 4,091 10,914 8,171 29,764 17,662 6,265 18,367 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -2,099) -2,243 435 385 -637 -859 -2,495 -39 396 -2,060 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 15.0 11.4 30.3 22.7 82.6 49.0 17.4 51.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 40 32 38 38 58 96 115 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,869 COMMITMENTS 8,224 0 0 93,277 102,438 101,501 102,438 1,368 431 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 3,050) 1,784 0 0 574 2,951 2,358 2,951 692 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 0.0 0.0 90.7 99.6 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 0 0 16 14 22 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,245 COMMITMENTS 31,219 9,942 168 41,488 94,763 72,875 104,873 47,370 15,372 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -3,141) -4,789 225 14 1,174 -2,964 -3,601 -2,725 460 -416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 8.3 0.1 34.5 78.8 60.6 87.2 39.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 31 10 4 25 23 58 35 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 66,776 COMMITMENTS 23,088 8,363 2 18,312 46,575 41,402 54,940 25,374 11,836 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -1,528) -1,321 -385 2 3,080 -2,649 1,761 -3,032 -3,289 1,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 12.5 0.0 27.4 69.7 62.0 82.3 38.0 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 9 1 12 10 28 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 147,410 COMMITMENTS 113,219 4,538 242 26,660 140,639 140,121 145,419 7,289 1,991 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -172) 908 -2,861 108 -941 2,559 75 -194 -247 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.8 3.1 0.2 18.1 95.4 95.1 98.6 4.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 72 12 3 20 22 94 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 110,336 COMMITMENTS 28,090 42,233 293 59,457 47,228 87,840 89,754 22,496 20,582 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 6,583) -2,237 10,978 -3 17,220 -2,464 14,980 8,511 -8,397 -1,928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 38.3 0.3 53.9 42.8 79.6 81.3 20.4 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 25 22 5 28 26 56 50 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 99,264 COMMITMENTS 32,188 24,182 121 41,588 41,871 73,897 66,174 25,367 33,090 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -4,189) -5,828 1,539 -121 971 -1,538 -4,978 -120 789 -4,069 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 24.4 0.1 41.9 42.2 74.4 66.7 25.6 33.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 22 34 7 23 25 51 61 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 258,663 COMMITMENTS 75,182 56,053 896 134,068 156,886 210,146 213,835 48,517 44,828 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 8,130) -14,759 7,757 -237 28,115 -870 13,119 6,650 -4,989 1,480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 21.7 0.3 51.8 60.7 81.2 82.7 18.8 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 49 56 18 45 53 104 117 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,498 COMMITMENTS 28,797 26,201 66 2,439 6,102 31,302 32,369 1,196 129 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 88.6 80.6 0.2 7.5 18.8 96.3 99.6 3.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 10 2 1 4 7 14 10 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,930 COMMITMENTS 23,234 9,358 0 4,023 20,138 27,257 29,496 3,673 1,434 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,294) 716 -536 0 196 1,695 912 1,159 382 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.1 30.3 0.0 13.0 65.1 88.1 95.4 11.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 17 10 0 3 13 20 23 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,168,262 COMMITMENTS 1374677 1125287 1059661 6748662 6933480 9183000 9118428 985,262 1049834 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 136,281) -14,533 99,941 26,584 113,619 4,920 125,670 131,445 10,611 4,836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 11.1 10.4 66.4 68.2 90.3 89.7 9.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 52 73 85 141 158 255 261 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 896,257 COMMITMENTS 83,607 99,834 25,022 609,141 632,271 717,771 757,127 178,486 139,129 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 25,788) 2,670 13,973 955 13,270 -3,579 16,895 11,349 8,892 14,439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 11.1 2.8 68.0 70.5 80.1 84.5 19.9 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550) 103 104 49 227 220 360 344 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 335,533 COMMITMENTS 14,766 28,927 4,165 188,417 257,091 207,348 290,183 128,185 45,350 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 10,173) -1,186 1,442 1,838 2,168 4,096 2,820 7,376 7,353 2,797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 8.6 1.2 56.2 76.6 61.8 86.5 38.2 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 10 18 7 58 56 72 77 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,803,618 COMMITMENTS 414,291 424,621 34,202 2103621 1875899 2552114 2334722 251,504 468,896 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 78,074) 19,882 63,257 -5,017 55,512 -38,377 70,377 19,863 7,697 58,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 15.1 1.2 75.0 66.9 91.0 83.3 9.0 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 515) 103 97 38 198 202 322 316 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 110,011 COMMITMENTS 9,872 7,418 0 91,442 98,725 101,314 106,143 8,697 3,868 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -4,135) 158 -1,440 -621 -4,060 -2,281 -4,523 -4,342 388 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 6.7 0.0 83.1 89.7 92.1 96.5 7.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 12 6 0 49 37 61 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 87,582 COMMITMENTS 18,991 6,423 3,302 55,325 73,284 77,618 83,008 9,964 4,574 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -5,496) -3,340 1,099 -1,346 -1,405 -5,723 -6,091 -5,969 595 474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 7.3 3.8 63.2 83.7 88.6 94.8 11.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 64 32 18 79 91 149 137 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,634 COMMITMENTS 1,567 1,875 0 12,247 15,663 13,814 17,538 4,820 1,096 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -1,879) -2,000 897 0 -749 -2,907 -2,749 -2,010 870 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 10.1 0.0 65.7 84.1 74.1 94.1 25.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 0 13 12 16 14 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 344,740 COMMITMENTS 100,939 36,561 2,687 215,392 288,104 319,018 327,352 25,722 17,388 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -18,083) -12,525 -4,815 -902 -3,282 -14,079 -16,709 -19,796 -1,374 1,713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 10.6 0.8 62.5 83.6 92.5 95.0 7.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 65 33 14 72 85 139 130 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 110,968 COMMITMENTS 63,002 9,959 7 16,551 84,371 79,560 94,337 31,408 16,631 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -4,122) 1,823 -301 -127 -3,937 -3,753 -2,241 -4,181 -1,881 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.8 9.0 0.0 14.9 76.0 71.7 85.0 28.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 25 14 2 14 21 39 37 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 46,675 COMMITMENTS 15,743 7,063 3,696 20,197 19,548 39,636 30,307 7,039 16,368 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -1,536) 243 -535 62 -1,461 496 -1,156 23 -380 -1,559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 15.1 7.9 43.3 41.9 84.9 64.9 15.1 35.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 17 11 3 18 17 35 31 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,377 COMMITMENTS 11,204 11,380 2,867 33,895 36,801 47,966 51,048 7,411 4,329 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -1,895) 180 1,347 -1,084 -1,735 159 -2,639 422 744 -2,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 20.6 5.2 61.2 66.5 86.6 92.2 13.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 16 13 4 24 27 42 42 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 30,909 COMMITMENTS 3,052 1,098 300 23,249 27,604 26,601 29,002 4,308 1,907 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 181) -664 152 0 220 67 -444 219 625 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 3.6 1.0 75.2 89.3 86.1 93.8 13.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 3 1 22 23 28 27 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 39,065 COMMITMENTS 11,173 1,857 17 20,009 34,252 31,199 36,126 7,866 2,939 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -753) 91 -267 0 -1,270 -611 -1,179 -878 426 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 4.8 0.0 51.2 87.7 79.9 92.5 20.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 18 5 1 21 19 39 25 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 10,671 COMMITMENTS 4,979 2,160 77 4,239 8,071 9,295 10,308 1,376 363 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 74) 95 62 64 -8 29 151 155 -77 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 20.2 0.7 39.7 75.6 87.1 96.6 12.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 10 4 1 5 2 16 6
Updated May 27, 2011