BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,794 COMMITMENTS 289 1,169 123 2,698 2,073 3,111 3,365 683 429 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 114) 34 28 10 10 41 54 79 59 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 30.8 3.3 71.1 54.6 82.0 88.7 18.0 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 5 2 12 11 15 16 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,701 COMMITMENTS 4,942 1,711 11,687 31,097 31,578 47,726 44,976 6,975 9,725 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,112) 480 -218 -35 365 960 811 707 301 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 3.1 21.4 56.8 57.7 87.2 82.2 12.8 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 23 10 23 40 40 72 64 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 276,920 COMMITMENTS 67,579 12,338 81,625 99,303 145,402 248,506 239,365 28,414 37,555 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -8,579) -5,692 -953 -2,541 736 -2,621 -7,497 -6,115 -1,081 -2,463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 4.5 29.5 35.9 52.5 89.7 86.4 10.3 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 122 36 111 60 75 231 192 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 475,769 COMMITMENTS 127,201 21,456 142,966 174,149 226,832 444,316 391,255 31,453 84,514 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -4,807) 3,506 -1,563 -4,556 -1,296 1,865 -2,345 -4,253 -2,462 -554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 4.5 30.0 36.6 47.7 93.4 82.2 6.6 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448) 155 72 141 110 190 343 344 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,400 COMMITMENTS 4,188 2,718 945 3,247 4,546 8,380 8,210 2,020 2,191 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -24) -517 559 -96 400 -796 -213 -333 189 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.3 26.1 9.1 31.2 43.7 80.6 78.9 19.4 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 32 28 19 23 23 64 64 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,540 COMMITMENTS 20,653 1,947 8,573 12,616 13,360 41,842 23,880 6,698 24,660 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 189) -200 191 173 487 171 459 534 -270 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.5 4.0 17.7 26.0 27.5 86.2 49.2 13.8 50.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 59 25 39 50 77 123 130 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 83,845 COMMITMENTS 12,185 0 5 70,590 83,311 82,780 83,316 1,065 529 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -6,321) -1,470 0 -128 -3,507 -4,833 -5,105 -4,961 -1,216 -1,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 0.0 0.0 84.2 99.4 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 0 1 13 15 22 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 149,529 COMMITMENTS 65,787 2,246 3,086 25,815 125,575 94,688 130,907 54,841 18,622 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -2,637) -549 -2,033 -3,261 304 5,033 -3,507 -261 870 -2,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.0 1.5 2.1 17.3 84.0 63.3 87.5 36.7 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 44 5 10 20 27 66 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 63,772 COMMITMENTS 22,122 7,460 791 11,946 44,986 34,858 53,238 28,914 10,535 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 607) 664 -2,707 -724 -1,899 3,037 -1,959 -394 2,566 1,001 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 11.7 1.2 18.7 70.5 54.7 83.5 45.3 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 16 9 4 11 13 30 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 166,619 COMMITMENTS 131,688 6,842 0 26,674 157,661 158,362 164,503 8,257 2,116 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 7,794) 5,274 -510 -8 2,749 7,756 8,015 7,238 -221 556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 79.0 4.1 0.0 16.0 94.6 95.0 98.7 5.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 80 14 0 15 22 95 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 128,211 COMMITMENTS 53,198 26,619 3,888 28,357 76,988 85,443 107,495 42,768 20,716 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 6,161) -114 4,350 -1,452 -846 4,484 -2,412 7,382 8,573 -1,221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.5 20.8 3.0 22.1 60.0 66.6 83.8 33.4 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 32 25 12 25 35 66 63 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 148,192 COMMITMENTS 14,562 67,708 9,474 101,910 23,315 125,947 100,498 22,245 47,694 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -5,130) -3,583 4,168 -7,752 10,098 -4,407 -1,237 -7,991 -3,894 2,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 45.7 6.4 68.8 15.7 85.0 67.8 15.0 32.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 23 43 20 32 22 64 76 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 278,862 COMMITMENTS 103,390 36,128 26,165 78,725 159,862 208,280 222,154 70,583 56,708 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -5,645) 6,385 1,811 -7,546 -5,562 -78 -6,723 -5,814 1,078 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.1 13.0 9.4 28.2 57.3 74.7 79.7 25.3 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 59 57 50 44 53 131 132 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,396 COMMITMENTS 31,884 26,202 0 4,168 11,052 36,052 37,254 1,344 142 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -60) -183 0 0 112 -65 -71 -65 11 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.3 70.1 0.0 11.1 29.6 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 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,143 COMMITMENTS 14,233 7,897 0 3,348 11,788 17,581 19,685 3,562 1,458 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 4,946) 4,104 463 -3 576 4,766 4,677 5,226 269 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.3 37.4 0.0 15.8 55.8 83.2 93.1 16.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 20 8 0 3 17 23 25 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 14,661,081 COMMITMENTS 899,309 438,461 4337492 8459557 8736373 13696358 13512327 964,723 1148754 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 131,364) 44,313 56,995 -63,621 99,904 62,132 80,596 55,505 50,769 75,859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 3.0 29.6 57.7 59.6 93.4 92.2 6.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 70 58 109 152 161 282 275 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 978,236 COMMITMENTS 78,056 99,327 74,836 654,012 672,769 806,903 846,932 171,332 131,303 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 9,886) -2,261 6,632 4,561 5,363 -2,354 7,663 8,839 2,222 1,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 10.2 7.7 66.9 68.8 82.5 86.6 17.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581) 118 134 110 236 236 414 421 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 395,193 COMMITMENTS 15,069 33,658 36,296 225,672 272,479 277,037 342,433 118,156 52,760 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 5,768) -300 6,015 1,134 4,103 351 4,938 7,500 831 -1,731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 8.5 9.2 57.1 68.9 70.1 86.6 29.9 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 22 29 37 72 64 114 110 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,915,212 COMMITMENTS 376,533 389,951 131,095 2141701 2001450 2649330 2522497 265,882 392,715 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 20,585) 11,822 24,716 -4,491 6,297 -13,527 13,628 6,697 6,957 13,888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 13.4 4.5 73.5 68.7 90.9 86.5 9.1 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 526) 111 116 91 208 217 365 378 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 113,182 COMMITMENTS 13,132 8,336 61 90,557 102,236 103,750 110,633 9,432 2,549 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 927) -2,083 -241 61 2,876 1,253 854 1,073 73 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 7.4 0.1 80.0 90.3 91.7 97.7 8.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 13 6 1 54 39 68 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 86,434 COMMITMENTS 21,211 9,842 6,926 49,036 65,845 77,173 82,613 9,261 3,820 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -5,183) -3,899 336 -834 27 -4,569 -4,706 -5,066 -477 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 11.4 8.0 56.7 76.2 89.3 95.6 10.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 70 38 21 81 96 158 149 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,602 COMMITMENTS 5,820 1,334 120 8,093 14,993 14,032 16,447 3,570 1,156 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -391) -1,157 723 120 872 -1,136 -166 -294 -225 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 7.6 0.7 46.0 85.2 79.7 93.4 20.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 3 3 11 11 18 15 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 344,158 COMMITMENTS 104,736 70,323 6,251 204,718 254,260 315,705 330,834 28,453 13,324 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -23,956) -19,317 -7,540 839 -4,221 -17,162 -22,698 -23,863 -1,258 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 20.4 1.8 59.5 73.9 91.7 96.1 8.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 66 41 18 77 92 150 144 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,359 COMMITMENTS 97,168 6,450 2,606 18,742 126,704 118,516 135,759 37,843 20,599 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -178) -3,164 -2,364 -1,228 2,317 978 -2,075 -2,613 1,897 2,435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.1 4.1 1.7 12.0 81.0 75.8 86.8 24.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 41 12 10 16 19 61 37 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 54,553 COMMITMENTS 23,251 7,448 6 23,956 29,971 47,213 37,425 7,340 17,128 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -2,630) 1,731 -692 -6 -4,366 -810 -2,641 -1,508 11 -1,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.6 13.7 0.0 43.9 54.9 86.5 68.6 13.5 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 20 15 1 20 21 40 37 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 61,402 COMMITMENTS 10,278 18,661 999 42,785 32,444 54,062 52,104 7,340 9,298 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -2,817) -1,369 1,420 -230 -2,160 -7,627 -3,759 -6,437 942 3,620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 30.4 1.6 69.7 52.8 88.0 84.9 12.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 18 14 5 25 24 47 39 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 32,887 COMMITMENTS 4,223 2,111 280 23,803 28,225 28,306 30,616 4,581 2,271 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,247) 798 198 0 273 629 1,071 827 176 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 6.4 0.9 72.4 85.8 86.1 93.1 13.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 4 1 22 24 27 29 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 40,472 COMMITMENTS 13,580 3,334 75 20,117 34,289 33,772 37,698 6,700 2,774 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 2,430) 1,533 708 -19 877 2,096 2,391 2,785 39 -355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 8.2 0.2 49.7 84.7 83.4 93.1 16.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 20 8 2 26 22 47 31 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 13,840 COMMITMENTS 6,860 2,809 48 4,828 10,312 11,736 13,169 2,104 671 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 423) -28 2 36 305 45 313 83 110 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.6 20.3 0.3 34.9 74.5 84.8 95.2 15.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 12 3 2 8 5 21 9
Updated April 15, 2011