BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,288 COMMITMENTS 306 89 58 4,380 4,430 4,744 4,577 544 711 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -753) -154 -35 -19 -442 -661 -615 -715 -138 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 1.7 1.1 82.8 83.8 89.7 86.6 10.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 2 12 10 16 12 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,097 COMMITMENTS 5,101 6,847 837 17,514 14,274 23,452 21,958 3,645 5,139 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -5,329) -1,029 -2,326 -168 -3,783 -2,296 -4,980 -4,790 -349 -539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 25.3 3.1 64.6 52.7 86.5 81.0 13.5 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 11 15 9 23 20 41 37 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 259,416 COMMITMENTS 63,980 72,875 48,040 117,538 100,524 229,558 221,439 29,858 37,977 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -6,459) -4,228 1,591 190 -2,070 -7,862 -6,108 -6,081 -351 -378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 28.1 18.5 45.3 38.8 88.5 85.4 11.5 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 91 104 118 54 68 210 242 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 361,339 COMMITMENTS 125,733 88,709 57,665 149,441 155,966 332,839 302,340 28,500 58,999 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 6,602) 1,874 10,935 4,252 -362 -4,063 5,764 11,124 838 -4,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 24.6 16.0 41.4 43.2 92.1 83.7 7.9 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 119 110 123 81 141 266 326 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,658 COMMITMENTS 4,362 4,160 1,486 3,075 3,129 8,923 8,775 1,735 1,883 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 994) 201 509 502 210 -129 913 882 81 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 39.0 13.9 28.9 29.4 83.7 82.3 16.3 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 33 28 20 20 21 65 63 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,355 COMMITMENTS 16,309 5,246 8,020 8,734 9,785 33,063 23,051 8,292 18,304 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -8,180) -3,829 -1,069 -1,804 -791 -1,531 -6,424 -4,404 -1,756 -3,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 12.7 19.4 21.1 23.7 79.9 55.7 20.1 44.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 45 31 39 32 52 96 113 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,157 COMMITMENTS 186 4,090 46 7,277 2,516 7,509 6,652 648 1,505 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,333) 3 -1,019 -1 -1,202 -263 -1,200 -1,283 -133 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 50.1 0.6 89.2 30.8 92.1 81.5 7.9 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 8 4 11 8 16 17 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 123,769 COMMITMENTS 11,210 6,367 3,193 108,796 114,134 123,199 123,694 570 75 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 207) -139 34 0 333 249 194 283 13 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 5.1 2.6 87.9 92.2 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 4 1 14 14 18 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 126,333 COMMITMENTS 57,291 27,804 522 29,195 80,582 87,008 108,908 39,325 17,425 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 3,712) 3,859 -1,891 -384 -1,243 5,137 2,232 2,862 1,480 850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.3 22.0 0.4 23.1 63.8 68.9 86.2 31.1 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 32 14 5 20 21 55 37 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,624 COMMITMENTS 6,615 21,291 229 24,035 9,135 30,879 30,655 12,745 12,969 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 772) 322 -98 8 -526 1,258 -196 1,168 968 -396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 48.8 0.5 55.1 20.9 70.8 70.3 29.2 29.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 12 2 8 9 18 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 175,692 COMMITMENTS 91,744 7,241 420 76,724 165,387 168,888 173,048 6,804 2,644 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -2,859) -156 -1,826 49 -1,705 -1,501 -1,812 -3,278 -1,047 419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.2 4.1 0.2 43.7 94.1 96.1 98.5 3.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 62 13 4 20 18 84 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 142,660 COMMITMENTS 29,262 38,069 160 87,792 80,809 117,214 119,038 25,446 23,622 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 7,513) 2,653 350 3 3,979 5,984 6,635 6,337 878 1,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 26.7 0.1 61.5 56.6 82.2 83.4 17.8 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 27 21 3 24 26 53 48 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 150,382 COMMITMENTS 14,563 79,671 146 124,871 20,393 139,580 100,210 10,802 50,172 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 4,885) 3,658 1,144 88 1,751 1,369 5,497 2,601 -612 2,284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 53.0 0.1 83.0 13.6 92.8 66.6 7.2 33.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 12 44 1 26 16 38 61 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 241,006 COMMITMENTS 39,835 119,315 1,258 166,622 62,119 207,715 182,692 33,291 58,314 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 1,560) 5,802 -3,847 64 -1,568 6,480 4,298 2,697 -2,738 -1,137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 49.5 0.5 69.1 25.8 86.2 75.8 13.8 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 30 68 14 43 37 83 109 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,753 COMMITMENTS 14,477 8,631 150 2,543 10,403 17,170 19,184 3,583 1,569 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 506) 431 -1,431 -2 -51 1,700 378 267 128 239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.8 41.6 0.7 12.3 50.1 82.7 92.4 17.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 23 11 1 5 8 28 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,438,012 COMMITMENTS 714,920 708,157 1734244 5200987 5110311 7650151 7552712 787,861 885,300 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 178,796) 34,800 20,955 -19,300 174,739 192,079 190,239 193,734 -11,443 -14,938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 8.4 20.6 61.6 60.6 90.7 89.5 9.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 58 42 80 130 137 230 229 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 776,067 COMMITMENTS 83,131 115,234 14,915 542,873 541,507 640,919 671,656 135,148 104,412 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 3,339) 1,215 5,227 1,469 4,076 3,033 6,760 9,730 -3,420 -6,390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 14.8 1.9 70.0 69.8 82.6 86.5 17.4 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555) 104 117 49 233 217 363 357 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 225,382 COMMITMENTS 12,373 6,597 1,047 150,047 158,348 163,467 165,992 61,915 59,390 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -797) -301 -1,185 150 -599 4,074 -750 3,039 -47 -3,836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 2.9 0.5 66.6 70.3 72.5 73.6 27.5 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 11 12 7 54 50 69 65 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,753,427 COMMITMENTS 373,721 563,115 49,410 1964130 1915793 2387261 2528318 366,166 225,109 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 20,681) 5,171 29,654 9,003 23,374 -5,204 37,548 33,453 -16,867 -12,772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 20.5 1.8 71.3 69.6 86.7 91.8 13.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 528) 106 111 44 204 200 329 336 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 100,269 COMMITMENTS 13,243 6,397 140 77,210 90,530 90,593 97,067 9,676 3,202 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -371) 148 1,226 140 -184 -2,102 104 -736 -475 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 6.4 0.1 77.0 90.3 90.3 96.8 9.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 14 6 1 58 35 72 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 89,424 COMMITMENTS 26,629 8,003 828 56,551 73,196 84,008 82,026 5,416 7,397 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 2,289) 1,555 -635 -462 1,442 2,997 2,535 1,900 -246 389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 8.9 0.9 63.2 81.9 93.9 91.7 6.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 83 38 9 72 83 158 127 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 447,118 COMMITMENTS 133,144 40,015 4,139 282,757 365,978 420,040 410,132 27,078 36,986 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 11,444) 7,774 -3,174 -2,310 7,209 14,984 12,673 9,500 -1,229 1,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 8.9 0.9 63.2 81.9 93.9 91.7 6.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 83 38 9 72 83 158 127 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 151,825 COMMITMENTS 85,990 36,671 1,129 37,090 94,011 124,209 131,811 27,616 20,014 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 4,452) -5,625 4,630 228 9,605 -1,712 4,208 3,146 244 1,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.6 24.2 0.7 24.4 61.9 81.8 86.8 18.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 31 27 6 13 22 48 51 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 49,658 COMMITMENTS 12,081 19,240 188 31,381 5,798 43,650 25,226 6,008 24,432 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 3,999) 4,614 936 188 -387 615 4,415 1,739 -416 2,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 38.7 0.4 63.2 11.7 87.9 50.8 12.1 49.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 16 9 1 26 8 42 18 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,439 COMMITMENTS 18,611 3,133 3,825 19,346 13,420 41,782 20,378 7,657 29,061 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 2,564) 299 545 442 1,938 325 2,679 1,312 -115 1,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 6.3 7.7 39.1 27.1 84.5 41.2 15.5 58.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 12 5 3 23 20 36 27
Updated April 6, 2012