BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,818 COMMITMENTS 246 1,190 144 2,658 2,150 3,048 3,485 771 334 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 193) 0 -1 9 154 253 163 261 30 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 31.2 3.8 69.6 56.3 79.8 91.3 20.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 5 2 12 10 15 15 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,502 COMMITMENTS 4,608 1,433 9,930 27,629 28,007 42,167 39,370 6,335 9,131 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 215) 147 -271 71 -57 384 161 183 54 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 3.0 20.5 57.0 57.7 86.9 81.2 13.1 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 20 9 18 39 36 66 56 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 255,796 COMMITMENTS 54,891 27,720 63,961 111,318 127,373 230,170 219,054 25,626 36,742 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -803) -3,136 8,548 -2,706 5,710 -7,174 -131 -1,331 -672 528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 10.8 25.0 43.5 49.8 90.0 85.6 10.0 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 99 63 105 58 73 201 211 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 456,000 COMMITMENTS 111,324 26,887 143,030 171,675 203,899 426,029 373,816 29,970 82,184 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 7,203) -3,310 2,858 6,472 -937 -5,838 2,225 3,492 4,978 3,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 5.9 31.4 37.6 44.7 93.4 82.0 6.6 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 109 93 145 86 175 280 349 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,098 COMMITMENTS 4,394 4,292 438 3,293 3,105 8,125 7,835 1,974 2,264 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -123) 124 280 29 -250 -414 -97 -106 -26 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.5 42.5 4.3 32.6 30.7 80.5 77.6 19.5 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 32 38 10 12 17 46 63 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,283 COMMITMENTS 16,993 2,687 7,835 13,088 10,665 37,916 21,187 6,367 23,096 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,657) -2,661 -711 187 -54 -1,447 -2,528 -1,971 -128 -685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.4 6.1 17.7 29.6 24.1 85.6 47.8 14.4 52.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 45 31 40 49 72 113 127 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 100,005 COMMITMENTS 7,415 355 8 92,000 99,385 99,423 99,748 582 257 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,728) -1,350 355 4 -1,339 -2,933 -2,686 -2,574 -42 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 0.4 0.0 92.0 99.4 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 1 1 16 15 22 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 128,601 COMMITMENTS 42,424 5,149 2,524 32,922 102,151 77,870 109,825 50,732 18,777 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -24,702) -16,815 -479 -2,896 -3,583 -21,062 -23,293 -24,437 -1,408 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 4.0 2.0 25.6 79.4 60.6 85.4 39.4 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 38 12 9 26 23 68 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 74,622 COMMITMENTS 27,850 11,400 1,115 17,316 50,461 46,281 62,977 28,341 11,646 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,655) -437 1,365 -687 326 -1,895 -798 -1,217 -1,856 -1,437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 15.3 1.5 23.2 67.6 62.0 84.4 38.0 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 20 8 6 14 15 37 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 158,386 COMMITMENTS 123,092 5,027 246 26,631 151,220 149,969 156,493 8,417 1,893 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -4,577) -4,903 1,292 246 372 -6,059 -4,285 -4,521 -292 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.7 3.2 0.2 16.8 95.5 94.7 98.8 5.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 81 13 3 20 22 102 37 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 115,315 COMMITMENTS 41,304 23,110 3,102 33,464 68,831 77,870 95,042 37,445 20,273 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -19,695) -17,029 -6,175 -2,436 2,486 -13,340 -16,979 -21,951 -2,715 2,256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 20.0 2.7 29.0 59.7 67.5 82.4 32.5 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 29 25 8 28 33 63 60 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 115,716 COMMITMENTS 36,340 24,622 5,434 47,059 45,341 88,833 75,398 26,883 40,319 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -9,551) 16,065 -15,609 -3,479 -21,272 12,344 -8,685 -6,743 -866 -2,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 21.3 4.7 40.7 39.2 76.8 65.2 23.2 34.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 31 31 18 25 28 62 71 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 283,522 COMMITMENTS 95,793 32,526 28,752 93,377 172,862 217,921 234,139 65,601 49,383 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -47,642) -30,164 2,787 -15,070 7,759 -28,588 -37,475 -40,870 -10,167 -6,771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 11.5 10.1 32.9 61.0 76.9 82.6 23.1 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 52 60 49 42 53 123 133 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,504 COMMITMENTS 22,828 9,114 5 3,826 20,049 26,659 29,168 3,845 1,336 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,116) 306 -608 -235 -767 -331 -696 -1,174 -420 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.8 29.9 0.0 12.5 65.7 87.4 95.6 12.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 17 10 1 5 16 23 26 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 16,013,826 COMMITMENTS 1224937 640,064 5012698 8731286 9184891 14968921 14837652 1044906 1176174 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 126,581) 9,974 124,730 234,465 -82,171 -203,331 162,268 155,864 -35,687 -29,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 4.0 31.3 54.5 57.4 93.5 92.7 6.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 59 76 112 158 162 291 282 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,008,433 COMMITMENTS 80,453 88,995 73,714 672,115 711,422 826,281 874,131 182,152 134,303 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -23,556) -11,345 -2,177 -7,927 -12,675 -17,749 -31,948 -27,853 8,391 4,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 8.8 7.3 66.6 70.5 81.9 86.7 18.1 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571) 110 123 96 238 233 403 398 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 420,857 COMMITMENTS 17,966 24,687 37,924 239,976 310,022 295,867 372,633 124,990 48,224 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,963) -4,766 2,213 -488 2,204 -2,865 -3,050 -1,140 87 -1,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 5.9 9.0 57.0 73.7 70.3 88.5 29.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 16 30 35 74 65 115 105 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,937,880 COMMITMENTS 368,316 377,424 123,063 2160695 2007001 2652073 2507488 285,807 430,392 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -102,964) -56,335 -45,389 -13,754 -74,398 -74,422 -144,487 -133,565 41,523 30,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 12.8 4.2 73.5 68.3 90.3 85.4 9.7 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 516) 105 107 82 205 211 351 359 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 115,034 COMMITMENTS 13,042 8,913 7 92,653 103,041 105,702 111,961 9,332 3,073 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -4,562) 552 28 -44 -5,332 -4,363 -4,824 -4,379 262 -183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 7.7 0.0 80.5 89.6 91.9 97.3 8.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 13 7 1 51 38 64 46 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 106,712 COMMITMENTS 29,111 6,556 9,092 58,464 87,129 96,667 102,777 10,045 3,935 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,424) -2,964 -1,053 -302 479 -903 -2,787 -2,259 363 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 6.1 8.5 54.8 81.6 90.6 96.3 9.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 86 30 22 89 91 187 133 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,614 COMMITMENTS 8,051 1,018 0 12,525 22,644 20,576 23,662 4,038 952 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 135) -231 -720 -7 -262 844 -500 117 635 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 4.1 0.0 50.9 92.0 83.6 96.1 16.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 2 0 11 16 16 18 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 410,490 COMMITMENTS 146,024 68,411 4,736 229,694 322,427 380,454 395,574 30,036 14,915 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -12,794) -15,259 -3,258 118 3,706 -8,736 -11,435 -11,876 -1,359 -918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 16.7 1.2 56.0 78.5 92.7 96.4 7.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 84 32 19 85 86 178 128 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 136,944 COMMITMENTS 73,436 12,592 3,735 25,091 99,721 102,261 116,047 34,683 20,897 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -17,642) -14,028 -1,296 -871 1,074 -14,273 -13,825 -16,440 -3,817 -1,202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.6 9.2 2.7 18.3 72.8 74.7 84.7 25.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 37 17 12 17 18 60 41 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 49,692 COMMITMENTS 17,592 6,005 3,622 21,682 23,408 42,896 33,035 6,796 16,657 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -5,501) -547 -1,042 30 -4,899 -4,414 -5,416 -5,426 -85 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 12.1 7.3 43.6 47.1 86.3 66.5 13.7 33.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 19 12 3 21 18 41 32 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,337 COMMITMENTS 11,847 16,290 3,129 35,744 35,725 50,720 55,144 9,617 5,193 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -4,399) 210 -1,324 819 -6,497 -4,247 -5,468 -4,752 1,069 353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 27.0 5.2 59.2 59.2 84.1 91.4 15.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 17 16 5 25 26 46 43 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 31,418 COMMITMENTS 4,410 1,165 270 22,958 27,655 27,638 29,090 3,780 2,328 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,470) -839 -1,089 10 -720 -482 -1,549 -1,561 79 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 3.7 0.9 73.1 88.0 88.0 92.6 12.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 2 1 25 25 31 28 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 40,234 COMMITMENTS 11,875 2,124 17 20,839 35,587 32,731 37,728 7,503 2,506 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,673) -1,353 -464 0 22 -816 -1,331 -1,280 -342 -393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 5.3 0.0 51.8 88.5 81.4 93.8 18.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 18 6 1 23 17 41 24 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 13,184 COMMITMENTS 5,537 819 883 4,876 10,719 11,296 12,421 1,888 763 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.0 6.2 6.7 37.0 81.3 85.7 94.2 14.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 10 4 4 9 4 21 10
Updated May 13, 2010