BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,264 COMMITMENTS 214 993 148 3,090 2,817 3,452 3,959 812 305 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -276) -32 -243 -26 -100 28 -159 -241 -117 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 23.3 3.5 72.5 66.1 81.0 92.8 19.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 2 13 10 16 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,811 COMMITMENTS 6,476 1,234 12,347 26,905 29,664 45,728 43,245 7,084 9,567 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -5,280) -481 -324 -632 -3,248 -2,859 -4,361 -3,814 -919 -1,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 2.3 23.4 50.9 56.2 86.6 81.9 13.4 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 25 6 21 42 40 74 61 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 268,828 COMMITMENTS 49,034 47,275 77,656 117,455 108,381 244,146 233,312 24,682 35,516 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 4,783) 122 233 4,634 -216 -1,027 4,539 3,840 244 943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 17.6 28.9 43.7 40.3 90.8 86.8 9.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 88 80 114 56 66 200 218 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 406,977 COMMITMENTS 97,099 44,721 102,330 177,700 187,703 377,129 334,754 29,849 72,223 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -49,858) -629 5,647 -46,154 -1,341 -6,470 -48,124 -46,978 -1,734 -2,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 11.0 25.1 43.7 46.1 92.7 82.3 7.3 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 108 100 135 113 163 284 347 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,310 COMMITMENTS 4,162 4,856 1,235 3,485 2,924 8,881 9,015 2,429 2,296 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 296) -266 12 213 174 36 122 261 174 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.8 42.9 10.9 30.8 25.9 78.5 79.7 21.5 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 36 34 19 21 25 64 76 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,910 COMMITMENTS 12,879 4,557 7,279 13,183 8,975 33,340 20,810 7,569 20,099 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 1,519) -172 155 384 853 481 1,065 1,020 454 499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 11.1 17.8 32.2 21.9 81.5 50.9 18.5 49.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 35 36 33 48 59 102 114 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 109,993 COMMITMENTS 12,801 0 412 95,901 109,008 109,113 109,419 880 574 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 3,763) 3,931 0 -2 70 4,006 3,999 4,005 -236 -242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 0.0 0.4 87.2 99.1 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 0 2 17 15 24 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 135,859 COMMITMENTS 32,282 19,175 3,169 53,906 92,006 89,357 114,349 46,502 21,509 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 535) -2,446 10,058 -315 8,602 -13,356 5,841 -3,613 -5,306 4,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 14.1 2.3 39.7 67.7 65.8 84.2 34.2 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 31 14 7 30 27 65 44 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 76,101 COMMITMENTS 26,288 9,639 952 21,805 51,112 49,045 61,703 27,056 14,398 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 4,817) -1,517 3,189 -123 5,877 2,509 4,238 5,576 580 -758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 12.7 1.3 28.7 67.2 64.4 81.1 35.6 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 20 7 4 17 18 38 28 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 150,067 COMMITMENTS 95,505 5,307 2,450 42,818 139,213 140,773 146,970 9,294 3,097 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 7,537) -16,309 1,761 2,261 20,939 2,011 6,891 6,033 646 1,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.6 3.5 1.6 28.5 92.8 93.8 97.9 6.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 67 14 7 19 23 89 44 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 118,988 COMMITMENTS 33,366 35,550 2,851 53,716 60,541 89,933 98,941 29,055 20,046 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 2,122) 1,408 970 -848 464 4,581 1,024 4,703 1,098 -2,581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 29.9 2.4 45.1 50.9 75.6 83.2 24.4 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 27 24 10 30 32 65 59 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 113,688 COMMITMENTS 36,039 19,591 2,127 44,387 54,948 82,552 76,666 31,136 37,022 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 4,816) 11,726 -6,524 -3,636 -5,312 15,455 2,778 5,296 2,038 -480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 17.2 1.9 39.0 48.3 72.6 67.4 27.4 32.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 31 27 10 24 32 59 65 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 326,041 COMMITMENTS 95,725 43,103 19,758 142,494 200,228 257,977 263,089 68,064 62,952 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 6,082) 17,853 -12,315 -16,432 -7,448 24,225 -6,027 -4,522 12,109 10,604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 13.2 6.1 43.7 61.4 79.1 80.7 20.9 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 50 57 51 48 59 125 140 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,227 COMMITMENTS 23,573 7,569 146 8,573 28,106 32,292 35,821 4,935 1,406 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 6,312) -6 -286 130 5,484 6,420 5,608 6,264 704 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.3 20.3 0.4 23.0 75.5 86.7 96.2 13.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 20 13 2 8 18 29 33 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 17,433,600 COMMITMENTS 1455669 582,739 5974125 8951334 9751910 16381128 16308774 1052472 1124826 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 644,649) 90,998 -62,231 438,325 155,875 333,340 685,197 709,434 -40,549 -64,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 3.3 34.3 51.3 55.9 94.0 93.5 6.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 73 73 120 166 172 308 301 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,103,967 COMMITMENTS 85,123 108,884 107,156 706,844 728,481 899,122 944,521 204,845 159,446 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 89,205) 1,519 1,697 43,554 28,146 32,900 73,219 78,150 15,986 11,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 9.9 9.7 64.0 66.0 81.4 85.6 18.6 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599) 125 126 114 251 246 429 433 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 446,469 COMMITMENTS 19,233 49,236 38,723 237,794 295,757 295,750 383,715 150,719 62,754 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 44,539) 3,311 22,496 11,215 17,148 -2,906 31,674 30,806 12,865 13,733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 11.0 8.7 53.3 66.2 66.2 85.9 33.8 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 21 22 32 73 65 109 104 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,287,490 COMMITMENTS 507,953 476,748 163,658 2345251 2163623 3016862 2804030 270,629 483,461 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 223,330) 96,848 1,808 55,891 54,988 179,025 207,726 236,724 15,604 -13,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 14.5 5.0 71.3 65.8 91.8 85.3 8.2 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555) 117 114 99 223 225 384 394 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 111,689 COMMITMENTS 7,726 8,436 1,345 93,318 98,112 102,389 107,893 9,301 3,796 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -2,182) -4,426 1,336 1,345 370 -4,777 -2,711 -2,096 530 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 7.6 1.2 83.6 87.8 91.7 96.6 8.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 9 8 2 55 38 66 46 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 87,851 COMMITMENTS 15,106 7,531 6,197 57,020 67,713 78,323 81,440 9,528 6,410 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -2,086) -3,813 1,724 2,440 -127 -7,693 -1,500 -3,529 -585 1,443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 8.6 7.1 64.9 77.1 89.2 92.7 10.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 63 33 19 82 87 154 131 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,726 COMMITMENTS 526 3,004 0 12,422 13,074 12,948 16,078 4,778 1,648 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -420) -406 1,125 0 -90 -2,211 -496 -1,086 76 666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 16.9 0.0 70.1 73.8 73.0 90.7 27.0 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 0 13 14 14 16 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 350,623 COMMITMENTS 88,394 38,129 15,489 222,991 273,193 326,875 326,811 23,749 23,812 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -8,330) -12,887 7,142 8,050 -185 -27,408 -5,022 -12,217 -3,308 3,886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 10.9 4.4 63.6 77.9 93.2 93.2 6.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 64 33 17 79 82 150 125 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 150,041 COMMITMENTS 79,131 13,946 1,760 34,245 113,837 115,136 129,542 34,904 20,499 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 23,057) 6,356 2,266 -2,124 19,289 20,324 23,522 20,466 -465 2,591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.7 9.3 1.2 22.8 75.9 76.7 86.3 23.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 38 18 14 22 23 65 50 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 61,071 COMMITMENTS 17,443 7,236 12,200 22,238 23,042 51,881 42,478 9,190 18,593 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 14,298) 1,747 112 8,126 2,798 4,002 12,671 12,240 1,627 2,058 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 11.8 20.0 36.4 37.7 85.0 69.6 15.0 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 16 13 9 21 18 42 35 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 81,827 COMMITMENTS 12,054 10,516 11,210 35,882 35,568 59,146 57,294 22,681 24,533 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 21,891) 1,021 -133 8,021 3,033 -3,841 12,075 4,047 9,816 17,844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 12.9 13.7 43.9 43.5 72.3 70.0 27.7 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 18 12 10 32 26 53 45 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 30,660 COMMITMENTS 2,540 967 332 23,442 27,742 26,314 29,041 4,346 1,619 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 1,093) -139 328 32 1,351 843 1,244 1,203 -151 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 3.2 1.1 76.5 90.5 85.8 94.7 14.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 4 2 22 24 29 28 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 38,800 COMMITMENTS 9,874 2,458 189 20,884 33,804 30,947 36,451 7,853 2,349 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,053) -867 601 0 29 -1,349 -838 -748 -215 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 6.3 0.5 53.8 87.1 79.8 93.9 20.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 15 7 2 23 21 38 30
Updated June 10, 2011