BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,041 COMMITMENTS 460 124 77 4,822 5,091 5,359 5,292 682 749 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 177) 53 13 4 131 125 188 142 -11 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 2.1 1.3 79.8 84.3 88.7 87.6 11.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 2 12 10 17 12 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,426 COMMITMENTS 6,130 9,173 1,005 21,297 16,570 28,432 26,748 3,994 5,678 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 367) 586 -54 50 170 982 806 978 -439 -611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 28.3 3.1 65.7 51.1 87.7 82.5 12.3 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 12 19 10 24 23 43 46 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 265,875 COMMITMENTS 68,208 71,284 47,850 119,608 108,386 235,666 227,520 30,209 38,355 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 6,813) 4,709 10,869 -1,072 2,261 -2,868 5,898 6,929 915 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 26.8 18.0 45.0 40.8 88.6 85.6 11.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 92 102 122 53 72 215 251 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 354,737 COMMITMENTS 123,859 77,774 53,413 149,803 160,029 327,075 291,216 27,662 63,521 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 3,985) 1,459 7,980 -1,383 2,934 -1,824 3,010 4,773 975 -788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 21.9 15.1 42.2 45.1 92.2 82.1 7.8 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406) 129 98 125 76 149 265 322 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,664 COMMITMENTS 4,161 3,651 984 2,865 3,258 8,010 7,893 1,654 1,771 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -683) 54 519 -637 237 -425 -346 -543 -337 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 37.8 10.2 29.6 33.7 82.9 81.7 17.1 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 30 24 17 20 21 61 58 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,535 COMMITMENTS 20,138 6,315 9,824 9,525 11,316 39,487 27,455 10,048 22,080 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -1,242) -488 -344 766 -985 -494 -707 -72 -535 -1,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 12.7 19.8 19.2 22.8 79.7 55.4 20.3 44.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 55 39 44 38 60 119 127 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,490 COMMITMENTS 183 5,109 47 8,479 2,779 8,709 7,935 781 1,555 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 552) -9 409 9 578 5 578 423 -26 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 53.8 0.5 89.3 29.3 91.8 83.6 8.2 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 8 4 13 9 18 18 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 123,562 COMMITMENTS 11,349 6,333 3,193 108,463 113,885 123,005 123,411 557 151 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -41) -337 40 0 264 -43 -73 -3 32 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 5.1 2.6 87.8 92.2 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 3 1 14 14 18 18 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,621 COMMITMENTS 53,432 29,695 906 30,438 75,445 84,776 106,046 37,845 16,575 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -67,249) -9,336 9,242 -19,065 -34,183 -51,676 -62,584 -61,499 -4,665 -5,750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 24.2 0.7 24.8 61.5 69.1 86.5 30.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 31 13 3 21 20 54 34 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,852 COMMITMENTS 6,293 21,389 221 24,561 7,877 31,075 29,487 11,777 13,365 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -764) -5,454 -1,549 52 2,362 3,737 -3,040 2,240 2,276 -3,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 49.9 0.5 57.3 18.4 72.5 68.8 27.5 31.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 8 13 2 8 9 16 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 178,551 COMMITMENTS 91,900 9,067 371 78,429 166,888 170,700 176,326 7,851 2,225 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 3,860) 4,418 -54,086 98 -1,074 60,733 3,442 6,745 418 -2,885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.5 5.1 0.2 43.9 93.5 95.6 98.8 4.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 63 9 2 18 19 82 29 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 135,147 COMMITMENTS 26,609 37,719 157 83,813 74,825 110,579 112,701 24,568 22,446 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -6,264) 658 -4,084 58 -12,198 -372 -11,482 -4,398 5,218 -1,866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 27.9 0.1 62.0 55.4 81.8 83.4 18.2 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 24 25 2 21 26 46 52 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 145,497 COMMITMENTS 10,905 78,527 58 123,120 19,024 134,083 97,609 11,414 47,888 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 5,728) -24,018 17,783 42 30,391 -13,914 6,415 3,911 -687 1,817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 54.0 0.0 84.6 13.1 92.2 67.1 7.8 32.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 13 55 1 24 18 37 74 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 239,446 COMMITMENTS 34,033 123,162 1,194 168,190 55,639 203,417 179,995 36,029 59,451 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -19,089) -16,383 -10,208 132 -8,339 -8,335 -24,590 -18,411 5,501 -678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 51.4 0.5 70.2 23.2 85.0 75.2 15.0 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 27 72 12 41 41 77 116 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,247 COMMITMENTS 14,046 10,062 152 2,594 8,703 16,792 18,917 3,455 1,330 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -41) -640 -414 -64 294 946 -410 468 369 -509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.4 49.7 0.8 12.8 43.0 82.9 93.4 17.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 23 12 1 4 8 27 21 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,259,216 COMMITMENTS 680,120 687,202 1753544 5026248 4918232 7459912 7358978 799,304 900,238 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 262,729) 84,284 -9,132 -4,911 130,658 267,942 210,031 253,899 52,698 8,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 8.3 21.2 60.9 59.5 90.3 89.1 9.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 54 44 79 129 132 229 222 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 772,728 COMMITMENTS 81,917 110,007 13,446 538,797 538,473 634,160 661,926 138,569 110,802 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 11,598) 2,973 -940 1,344 -251 10,129 4,066 10,533 7,533 1,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 14.2 1.7 69.7 69.7 82.1 85.7 17.9 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548) 103 113 45 228 217 356 350 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 226,179 COMMITMENTS 12,674 7,782 897 150,646 154,274 164,217 162,953 61,962 63,226 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 3,912) 1,443 2,135 182 -824 874 801 3,191 3,111 721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 3.4 0.4 66.6 68.2 72.6 72.0 27.4 28.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 11 13 8 55 51 70 68 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,732,746 COMMITMENTS 368,550 533,461 40,407 1940756 1920997 2349713 2494865 383,033 237,881 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 38,431) 20,902 -2,122 -7,445 2,866 46,275 16,323 36,708 22,108 1,723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 19.5 1.5 71.0 70.3 86.0 91.3 14.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 520) 102 109 40 198 201 321 329 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 100,640 COMMITMENTS 13,095 5,171 0 77,394 92,632 90,489 97,803 10,151 2,837 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,693) -810 632 -26 2,504 1,901 1,668 2,507 25 -814 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 5.1 0.0 76.9 92.0 89.9 97.2 10.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 13 4 0 58 37 71 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 87,135 COMMITMENTS 25,074 8,638 1,290 55,110 70,199 81,473 80,126 5,661 7,008 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -1,205) -1,601 39 565 -538 -3,040 -1,573 -2,435 368 1,230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 9.9 1.5 63.2 80.6 93.5 92.0 6.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 77 45 11 67 83 147 136 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 435,674 COMMITMENTS 125,370 43,189 6,449 275,548 350,994 407,367 400,632 28,307 35,042 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -6,027) -8,003 195 2,827 -2,689 -15,198 -7,865 -12,176 1,838 6,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 9.9 1.5 63.2 80.6 93.5 92.0 6.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 77 45 11 67 83 147 136 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 147,373 COMMITMENTS 91,615 32,041 901 27,485 95,723 120,001 128,665 27,372 18,708 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -13,014) -5,410 -19,793 705 -5,545 7,253 -10,250 -11,835 -2,764 -1,179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.2 21.7 0.6 18.6 65.0 81.4 87.3 18.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 29 22 5 20 22 52 46 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 45,659 COMMITMENTS 7,467 18,304 0 31,768 5,183 39,235 23,487 6,424 22,172 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 749) 739 925 0 407 -10 1,146 915 -397 -166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 40.1 0.0 69.6 11.4 85.9 51.4 14.1 48.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 16 8 0 26 7 42 15 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,875 COMMITMENTS 18,312 2,588 3,383 17,408 13,095 39,103 19,066 7,772 27,809 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,703) 331 -626 2,550 -2,409 4,612 472 6,536 1,231 -4,833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 5.5 7.2 37.1 27.9 83.4 40.7 16.6 59.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 11 4 3 21 23 34 28
Updated March 30, 2012