BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,987 COMMITMENTS 289 1,216 139 2,845 2,220 3,273 3,575 714 412 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 193) 0 47 15 147 147 162 210 31 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 30.5 3.5 71.4 55.7 82.1 89.7 17.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 5 3 12 12 16 17 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,146 COMMITMENTS 4,773 1,919 11,630 31,901 31,962 48,305 45,511 6,842 9,635 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 445) -168 208 -57 804 384 578 535 -133 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 3.5 21.1 57.8 58.0 87.6 82.5 12.4 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 23 13 24 42 42 77 67 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 263,527 COMMITMENTS 64,776 10,729 74,000 96,167 141,942 234,944 226,672 28,584 36,856 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -13,392) -2,803 -1,609 -7,624 -3,135 -3,460 -13,563 -12,693 170 -699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 4.1 28.1 36.5 53.9 89.2 86.0 10.8 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 108 36 106 56 72 223 183 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 468,386 COMMITMENTS 126,437 19,725 136,958 173,955 227,084 437,350 383,767 31,036 84,619 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -7,383) -764 -1,731 -6,008 -194 252 -6,966 -7,488 -417 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 4.2 29.2 37.1 48.5 93.4 81.9 6.6 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447) 147 81 141 105 192 330 351 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,138 COMMITMENTS 3,841 3,315 766 3,354 3,725 7,961 7,806 2,177 2,332 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -262) -347 597 -179 107 -821 -419 -403 157 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 32.7 7.6 33.1 36.7 78.5 77.0 21.5 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 26 34 13 18 19 50 60 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,518 COMMITMENTS 20,110 2,300 8,521 11,795 12,880 40,425 23,701 7,093 23,817 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -1,023) -543 353 -52 -822 -480 -1,417 -180 394 -843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.3 4.8 17.9 24.8 27.1 85.1 49.9 14.9 50.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 56 27 38 50 75 121 128 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 86,748 COMMITMENTS 15,186 0 7 70,692 86,621 85,885 86,628 863 120 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 2,903) 3,001 0 2 102 3,310 3,105 3,312 -202 -409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 0.0 0.0 81.5 99.9 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 0 1 14 15 23 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 150,575 COMMITMENTS 66,768 2,337 3,470 27,261 125,564 97,499 131,371 53,076 19,204 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 1,046) 980 91 384 1,446 -11 2,811 464 -1,765 582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.3 1.6 2.3 18.1 83.4 64.8 87.2 35.2 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 47 7 11 18 25 69 39 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 71,663 COMMITMENTS 27,025 9,613 1,066 13,189 49,962 41,280 60,641 30,383 11,022 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 7,890) 4,903 2,152 275 1,243 4,976 6,422 7,403 1,469 487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.7 13.4 1.5 18.4 69.7 57.6 84.6 42.4 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 19 9 6 10 13 32 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 174,299 COMMITMENTS 142,812 8,683 137 22,620 163,034 165,569 171,854 8,730 2,445 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 7,680) 11,124 1,841 137 -4,054 5,373 7,207 7,351 473 329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.9 5.0 0.1 13.0 93.5 95.0 98.6 5.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 78 18 1 11 26 90 44 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 116,862 COMMITMENTS 50,116 20,515 4,079 27,254 72,635 81,449 97,228 35,413 19,633 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -11,350) -3,082 -6,104 190 -1,103 -4,353 -3,994 -10,267 -7,355 -1,083 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.9 17.6 3.5 23.3 62.2 69.7 83.2 30.3 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 37 23 14 24 34 69 63 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 147,192 COMMITMENTS 13,256 67,652 9,448 103,848 26,380 126,552 103,480 20,640 43,712 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -1,000) -1,307 -57 -26 1,938 3,065 605 2,983 -1,605 -3,982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 46.0 6.4 70.6 17.9 86.0 70.3 14.0 29.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 17 49 23 32 24 64 81 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 284,984 COMMITMENTS 100,945 35,865 29,868 85,358 166,573 216,171 232,306 68,812 52,678 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 6,121) -2,445 -263 3,704 6,633 6,711 7,892 10,152 -1,770 -4,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 12.6 10.5 30.0 58.4 75.9 81.5 24.1 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 57 64 52 43 51 131 136 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,402 COMMITMENTS 31,911 26,202 0 4,100 11,010 36,011 37,212 1,391 190 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 6) 27 0 0 -68 -42 -41 -42 47 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.3 70.1 0.0 11.0 29.4 96.3 99.5 3.7 0.5 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 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,789 COMMITMENTS 17,722 8,383 213 3,666 15,986 21,601 24,582 4,188 1,207 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 4,646) 3,489 486 213 318 4,198 4,020 4,897 626 -251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.7 32.5 0.8 14.2 62.0 83.8 95.3 16.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 19 9 1 4 19 23 29 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 14,724,176 COMMITMENTS 1008494 486,386 4322212 8422616 8784049 13753322 13592647 970,853 1131529 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 63,095) 109,185 47,924 -15,280 -36,941 47,675 56,964 80,320 6,130 -17,225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 3.3 29.4 57.2 59.7 93.4 92.3 6.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 66 61 107 155 162 283 275 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 965,147 COMMITMENTS 71,692 103,436 64,144 654,633 659,322 790,470 826,901 174,678 138,246 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -13,088) -6,363 4,108 -10,691 621 -13,448 -16,434 -20,031 3,345 6,943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 10.7 6.6 67.8 68.3 81.9 85.7 18.1 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560) 105 126 85 233 231 386 395 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 391,100 COMMITMENTS 14,222 34,873 28,664 222,955 275,346 265,841 338,883 125,259 52,217 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -4,094) -847 1,215 -7,632 -2,717 2,866 -11,196 -3,550 7,103 -543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 8.9 7.3 57.0 70.4 68.0 86.6 32.0 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 17 30 35 69 61 108 104 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,870,239 COMMITMENTS 370,456 425,920 94,293 2158395 1919880 2623144 2440093 247,095 430,146 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -44,973) -6,077 35,969 -36,802 16,694 -81,570 -26,186 -82,403 -18,787 37,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 14.8 3.3 75.2 66.9 91.4 85.0 8.6 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512) 102 109 69 204 211 340 355 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 116,769 COMMITMENTS 10,232 7,542 706 95,925 105,680 106,863 113,928 9,906 2,841 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 3,587) -2,900 -794 645 5,368 3,444 3,113 3,295 474 292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 6.5 0.6 82.1 90.5 91.5 97.6 8.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 12 6 1 51 40 63 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 78,758 COMMITMENTS 17,401 9,133 2,146 50,157 62,739 69,704 74,018 9,054 4,740 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -7,676) -3,810 -709 -4,780 1,121 -3,107 -7,469 -8,596 -207 920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 11.6 2.7 63.7 79.7 88.5 94.0 11.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 62 38 20 80 93 150 144 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 14,384 COMMITMENTS 1,732 1,376 0 8,734 11,953 10,466 13,329 3,918 1,055 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -3,218) -4,088 42 -120 641 -3,040 -3,566 -3,118 348 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 9.6 0.0 60.7 83.1 72.8 92.7 27.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 0 11 12 16 14 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 321,871 COMMITMENTS 84,220 44,660 4,856 207,115 253,928 296,190 303,443 25,681 18,428 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -22,286) -20,516 -25,663 -1,395 2,397 -333 -19,515 -27,390 -2,772 5,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 13.9 1.5 64.3 78.9 92.0 94.3 8.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 60 39 16 77 89 142 139 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 151,885 COMMITMENTS 91,670 6,238 3,134 20,356 122,172 115,161 131,544 36,724 20,341 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -4,474) -5,498 -212 529 1,614 -4,532 -3,355 -4,215 -1,119 -259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.4 4.1 2.1 13.4 80.4 75.8 86.6 24.2 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 44 11 11 17 20 64 39 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 55,815 COMMITMENTS 21,882 8,466 0 27,206 29,904 49,088 38,370 6,727 17,445 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 1,262) -1,369 1,018 -6 3,250 -67 1,875 945 -613 317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.2 15.2 0.0 48.7 53.6 87.9 68.7 12.1 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 18 15 0 22 17 40 32 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 61,071 COMMITMENTS 11,697 18,145 603 41,543 36,740 53,843 55,488 7,228 5,583 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -331) 1,419 -516 -396 -1,242 4,296 -219 3,384 -112 -3,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 29.7 1.0 68.0 60.2 88.2 90.9 11.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 18 12 3 26 24 47 36 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 32,808 COMMITMENTS 3,718 1,623 305 24,417 28,997 28,440 30,925 4,368 1,883 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -79) -505 -488 25 614 772 134 309 -213 -388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 4.9 0.9 74.4 88.4 86.7 94.3 13.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 5 1 23 24 28 30 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 41,816 COMMITMENTS 13,434 3,684 34 22,505 35,130 35,973 38,848 5,843 2,968 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 1,344) -146 350 -41 2,388 841 2,201 1,150 -857 194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 8.8 0.1 53.8 84.0 86.0 92.9 14.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 19 9 1 27 21 46 31 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 12,040 COMMITMENTS 5,606 691 12 4,315 10,768 9,933 11,471 2,107 569 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -1,800) -1,254 -2,118 -36 -513 456 -1,803 -1,698 3 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.6 5.7 0.1 35.8 89.4 82.5 95.3 17.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 3 1 5 3 16 6
Updated April 22, 2011