BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,680 COMMITMENTS 255 1,141 113 2,688 2,032 3,056 3,286 624 394 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -331) -53 -24 112 -173 -250 -114 -162 -217 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 31.0 3.1 73.0 55.2 83.1 89.3 16.9 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 5 2 11 11 14 16 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,589 COMMITMENTS 4,462 1,929 11,722 30,732 30,618 46,915 44,269 6,674 9,320 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -9,747) -2,538 -999 -2,323 -4,528 -5,284 -9,388 -8,605 -358 -1,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 3.6 21.9 57.3 57.1 87.5 82.6 12.5 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 27 8 23 39 39 72 64 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 285,498 COMMITMENTS 73,271 13,291 84,166 98,567 148,024 256,004 245,480 29,495 40,018 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 14,757) 4,986 762 8,163 2,554 5,133 15,702 14,058 -946 699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 4.7 29.5 34.5 51.8 89.7 86.0 10.3 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 117 52 113 62 75 239 196 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 480,576 COMMITMENTS 123,695 23,019 147,522 175,444 224,967 446,661 395,508 33,915 85,068 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -9,466) 9,169 1,894 -20,447 1,487 8,858 -9,791 -9,695 325 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 4.8 30.7 36.5 46.8 92.9 82.3 7.1 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453) 150 76 144 110 190 345 348 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,424 COMMITMENTS 4,705 2,159 1,041 2,847 5,342 8,593 8,542 1,831 1,882 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 411) 235 607 4 52 -421 291 190 120 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.1 20.7 10.0 27.3 51.2 82.4 81.9 17.6 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 34 18 21 19 29 61 65 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,352 COMMITMENTS 20,853 1,756 8,400 12,130 13,189 41,383 23,346 6,969 25,006 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -1,598) 1,150 453 -2,488 335 -247 -1,003 -2,282 -594 684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.1 3.6 17.4 25.1 27.3 85.6 48.3 14.4 51.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 58 22 39 50 73 125 126 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 90,166 COMMITMENTS 13,655 0 133 74,097 88,144 87,885 88,277 2,281 1,889 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 2,011) 492 0 124 -240 312 376 436 1,635 1,575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 0.0 0.1 82.2 97.8 97.5 97.9 2.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 0 2 13 15 22 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 152,166 COMMITMENTS 66,337 4,279 6,347 25,511 120,542 98,195 131,168 53,972 20,998 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 22,542) 13,455 2,022 2,608 687 14,673 16,749 19,303 5,793 3,239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 2.8 4.2 16.8 79.2 64.5 86.2 35.5 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 46 8 14 22 28 73 45 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 63,165 COMMITMENTS 21,458 10,167 1,515 13,845 41,950 36,817 53,631 26,348 9,534 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 3,478) -2,597 5,651 -35 6,182 -1,480 3,549 4,136 -72 -658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 16.1 2.4 21.9 66.4 58.3 84.9 41.7 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 12 13 7 10 12 27 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 158,825 COMMITMENTS 126,414 7,352 8 23,925 149,905 150,347 157,265 8,478 1,560 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 29,464) 34,726 3,739 -219 -5,335 25,986 29,172 29,506 292 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 79.6 4.6 0.0 15.1 94.4 94.7 99.0 5.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 81 9 1 11 24 92 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 122,050 COMMITMENTS 53,313 22,269 5,340 29,203 72,504 87,856 100,113 34,195 21,937 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 7,566) 23,123 -4,355 -1,200 -18,350 12,800 3,572 7,245 3,994 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.7 18.2 4.4 23.9 59.4 72.0 82.0 28.0 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 33 28 15 26 31 69 64 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 153,322 COMMITMENTS 18,145 63,540 17,227 91,812 27,722 127,184 108,488 26,139 44,834 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 32,191) -20,022 32,388 6,187 51,348 -17,109 37,513 21,467 -5,322 10,725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 41.4 11.2 59.9 18.1 83.0 70.8 17.0 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 31 42 26 32 21 74 78 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 284,507 COMMITMENTS 97,005 34,318 33,711 84,288 159,940 215,003 227,968 69,504 56,539 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 21,028) 5,639 4,163 186 10,731 11,975 16,556 16,323 4,472 4,705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 12.1 11.8 29.6 56.2 75.6 80.1 24.4 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 65 55 57 45 54 138 138 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,456 COMMITMENTS 32,067 26,202 0 4,056 11,117 36,123 37,319 1,333 137 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.6 70.0 0.0 10.8 29.7 96.4 99.6 3.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 2 0 2 7 12 9 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 16,197 COMMITMENTS 10,129 7,434 3 2,772 7,022 12,904 14,459 3,293 1,738 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 2,796) 3,531 1,075 -213 -1,584 2,255 1,734 3,117 1,062 -321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.5 45.9 0.0 17.1 43.4 79.7 89.3 20.3 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 14 9 1 5 10 19 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 14,529,717 COMMITMENTS 854,996 381,467 4401113 8359653 8674242 13615762 13456822 913,954 1072895 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 574,533) 59,101 -46,846 145,009 345,269 443,446 549,379 541,609 25,154 32,924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 2.6 30.3 57.5 59.7 93.7 92.6 6.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 62 58 107 153 164 276 277 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 968,350 COMMITMENTS 80,316 92,695 70,274 648,650 675,124 799,240 838,093 169,110 130,257 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 16,404) 9,492 -4,424 -2,834 -292 20,919 6,367 13,661 10,038 2,744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 9.6 7.3 67.0 69.7 82.5 86.5 17.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576) 111 132 98 236 236 402 412 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 389,425 COMMITMENTS 15,369 27,643 35,162 221,569 272,128 272,100 334,933 117,325 54,492 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 8,112) 469 -8,377 -1,050 3,495 17,478 2,913 8,051 5,198 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 7.1 9.0 56.9 69.9 69.9 86.0 30.1 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 21 26 35 73 66 113 108 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,894,627 COMMITMENTS 364,711 365,235 135,586 2135404 2014978 2635702 2515800 258,925 378,827 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 41,464) 17,273 -8,082 18,926 -18,933 17,204 17,266 28,049 24,198 13,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 12.6 4.7 73.8 69.6 91.1 86.9 8.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522) 103 118 81 207 217 353 373 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 112,255 COMMITMENTS 15,215 8,577 0 87,681 100,984 102,896 109,561 9,359 2,694 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 1,995) 715 855 0 856 1,089 1,571 1,944 423 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 7.6 0.0 78.1 90.0 91.7 97.6 8.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 13 8 0 53 40 66 48 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 91,616 COMMITMENTS 25,110 9,506 7,760 49,009 70,414 81,879 87,680 9,738 3,936 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 16,026) 5,783 -448 4,016 5,565 13,529 15,365 17,098 661 -1,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 10.4 8.5 53.5 76.9 89.4 95.7 10.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 65 38 23 84 88 157 141 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,993 COMMITMENTS 6,977 611 0 7,221 16,129 14,198 16,740 3,795 1,253 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 6,752) 3,926 -513 0 2,914 7,769 6,840 7,256 -88 -505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.8 3.4 0.0 40.1 89.6 78.9 93.0 21.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 0 10 14 13 16 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 368,114 COMMITMENTS 124,053 77,863 5,411 208,939 271,422 338,403 354,697 29,711 13,417 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 46,370) 29,554 20,593 -186 13,256 28,799 42,625 49,207 3,745 -2,837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 21.2 1.5 56.8 73.7 91.9 96.4 8.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 62 40 20 80 84 150 136 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,537 COMMITMENTS 100,332 8,814 3,833 16,425 125,726 120,591 138,373 35,946 18,164 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 8,274) 7,763 1,991 304 -331 5,427 7,736 7,721 538 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.1 5.6 2.4 10.5 80.3 77.0 88.4 23.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 41 15 12 15 20 61 42 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 57,183 COMMITMENTS 21,520 8,140 12 28,322 30,781 49,854 38,933 7,329 18,250 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 458) 1,325 2,221 0 -604 -1,925 721 296 -263 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.6 14.2 0.0 49.5 53.8 87.2 68.1 12.8 31.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 20 13 1 20 22 40 36 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,219 COMMITMENTS 11,647 17,241 1,229 44,945 40,071 57,821 58,541 6,398 5,678 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -2,659) 2,118 -1,485 477 4,226 -1,643 6,821 -2,651 -9,480 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 26.8 1.9 70.0 62.4 90.0 91.2 10.0 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 20 14 5 26 24 50 39 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 31,640 COMMITMENTS 3,425 1,913 280 23,530 27,596 27,235 29,789 4,405 1,851 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -201) 798 -278 -30 -1,086 135 -318 -173 117 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 6.0 0.9 74.4 87.2 86.1 94.1 13.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 5 1 22 24 27 30 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 38,042 COMMITMENTS 12,047 2,626 94 19,240 32,193 31,381 34,913 6,661 3,129 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 2,506) 1,394 168 -29 267 1,541 1,632 1,680 874 826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 6.9 0.2 50.6 84.6 82.5 91.8 17.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 17 8 3 24 20 42 30 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 13,417 COMMITMENTS 6,888 2,807 12 4,523 10,267 11,423 13,086 1,994 331 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 45) 2,860 18 0 -2,017 49 843 67 -798 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.3 20.9 0.1 33.7 76.5 85.1 97.5 14.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 12 3 1 7 3 20 6
Updated April 8, 2011