BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,621 COMMITMENTS 305 107 60 4,659 4,741 5,024 4,908 597 713 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 141) -1 14 -3 123 261 119 272 22 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 1.9 1.1 82.9 84.3 89.4 87.3 10.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 2 12 12 16 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,498 COMMITMENTS 5,801 7,977 816 19,221 15,700 25,838 24,493 3,660 5,005 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 833) 549 611 -19 197 332 727 924 106 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 27.0 2.8 65.2 53.2 87.6 83.0 12.4 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 13 17 14 27 23 46 48 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 267,162 COMMITMENTS 67,320 79,405 53,507 118,267 96,644 239,094 229,556 28,068 37,606 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 12,896) -2,206 1,760 7,807 5,834 1,469 11,435 11,036 1,461 1,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 29.7 20.0 44.3 36.2 89.5 85.9 10.5 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 88 101 116 57 75 209 248 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 354,253 COMMITMENTS 124,391 89,660 49,510 150,202 161,840 324,103 301,010 30,150 53,243 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 4,295) 3,377 -240 4,429 -3,690 2,431 4,116 6,620 179 -2,325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 25.3 14.0 42.4 45.7 91.5 85.0 8.5 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409) 107 122 116 89 150 257 341 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,356 COMMITMENTS 4,177 3,976 736 2,824 3,191 7,737 7,903 1,619 1,453 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -563) -144 -351 -239 -249 284 -632 -306 69 -257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 42.5 7.9 30.2 34.1 82.7 84.5 17.3 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 26 25 11 16 20 50 49 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,099 COMMITMENTS 14,215 8,549 6,242 13,320 9,227 33,777 24,018 7,322 17,081 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 686) -478 1,096 -428 719 -480 -187 188 873 498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 20.8 15.2 32.4 22.5 82.2 58.4 17.8 41.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 39 46 37 39 47 100 113 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,871 COMMITMENTS 331 4,887 69 8,881 3,325 9,281 8,281 590 1,590 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 810) 6 367 8 768 325 782 700 28 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 49.5 0.7 90.0 33.7 94.0 83.9 6.0 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 10 4 14 10 19 21 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 125,423 COMMITMENTS 9,085 6,413 3,258 112,419 115,636 124,762 125,307 661 116 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 57) -221 95 0 277 -70 56 25 1 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 5.1 2.6 89.6 92.2 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 3 2 16 16 21 21 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 134,899 COMMITMENTS 63,028 18,804 522 30,013 98,096 93,563 117,422 41,336 17,477 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 6,058) 4,709 -1,487 -18 -1,128 8,504 3,563 6,999 2,495 -941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 13.9 0.4 22.2 72.7 69.4 87.0 30.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 35 13 5 20 26 57 42 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,155 COMMITMENTS 4,312 20,953 120 23,619 4,334 28,051 25,407 12,104 14,748 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -1,203) -1,728 1,151 22 -2,197 -335 -3,903 838 2,700 -2,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 52.2 0.3 58.8 10.8 69.9 63.3 30.1 36.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 13 2 9 9 15 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 162,405 COMMITMENTS 58,544 18,336 467 98,207 140,344 157,218 159,147 5,187 3,258 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -5,213) -5,304 589 -113 1,296 -6,727 -4,121 -6,251 -1,092 1,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 11.3 0.3 60.5 86.4 96.8 98.0 3.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 37 24 3 20 16 59 41 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 173,368 COMMITMENTS 47,435 39,899 233 89,980 113,492 137,648 153,624 35,720 19,744 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 16,353) 14,214 -6,373 -359 -8,127 23,786 5,728 17,054 10,625 -701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 23.0 0.1 51.9 65.5 79.4 88.6 20.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 40 22 4 21 28 62 53 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 137,636 COMMITMENTS 12,669 68,572 145 113,918 27,577 126,732 96,294 10,904 41,342 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -6,532) -4,248 -6,148 9 -4,031 1,269 -8,270 -4,870 1,738 -1,662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 49.8 0.1 82.8 20.0 92.1 70.0 7.9 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 12 43 3 22 17 36 61 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 287,215 COMMITMENTS 36,289 149,656 1,483 219,295 70,017 257,067 221,156 30,148 66,059 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -8,629) -4,021 -8,779 -126 -6,813 -268 -10,960 -9,173 2,331 544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 52.1 0.5 76.4 24.4 89.5 77.0 10.5 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 28 77 11 47 43 83 123 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,616 COMMITMENTS 15,277 14,517 1,256 3,661 4,008 20,194 19,781 422 835 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 2,917) -539 831 1,090 2,282 645 2,833 2,566 84 351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.1 70.4 6.1 17.8 19.4 98.0 95.9 2.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 10 3 2 6 4 16 9 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,126 COMMITMENTS 13,984 4,498 101 1,304 13,030 15,389 17,629 3,737 1,497 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -4,826) -3,015 -562 101 -1,847 -4,171 -4,761 -4,632 -65 -194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.1 23.5 0.5 6.8 68.1 80.5 92.2 19.5 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 21 14 1 5 8 26 23 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,698,761 COMMITMENTS 887,019 894,021 1616667 5326380 5237246 7830066 7747934 868,695 950,827 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 181,745) 60,927 52,109 24,481 67,770 72,382 153,178 148,972 28,567 32,773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 10.3 18.6 61.2 60.2 90.0 89.1 10.0 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 53 45 78 132 137 228 230 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 805,068 COMMITMENTS 82,948 110,424 16,019 554,635 558,730 653,602 685,172 151,467 119,896 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 8,933) -9,639 1,864 -660 14,765 1,534 4,466 2,738 4,467 6,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 13.7 2.0 68.9 69.4 81.2 85.1 18.8 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 537) 95 106 52 233 227 354 359 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 241,126 COMMITMENTS 11,245 9,601 1,722 161,907 154,920 174,874 166,243 66,252 74,883 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 5,866) -3,270 2,962 153 7,863 -1,377 4,746 1,738 1,120 4,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 4.0 0.7 67.1 64.2 72.5 68.9 27.5 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 9 12 6 57 52 68 68 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,819,711 COMMITMENTS 385,332 530,932 44,667 1963639 2019048 2393638 2594647 426,073 225,064 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 15,334) -32,098 -5,744 -3,813 34,511 14,555 -1,400 4,998 16,734 10,336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 18.8 1.6 69.6 71.6 84.9 92.0 15.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 509) 94 104 45 200 206 318 331 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 100,884 COMMITMENTS 12,254 8,991 53 79,775 87,900 92,082 96,944 8,802 3,940 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 863) -1,559 814 53 2,629 -269 1,123 598 -260 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 8.9 0.1 79.1 87.1 91.3 96.1 8.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 9 8 2 59 33 69 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 98,447 COMMITMENTS 28,231 6,792 1,678 57,388 83,710 87,297 92,180 11,150 6,267 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -2,581) -1,930 -84 663 -1,708 -2,427 -2,976 -1,848 395 -732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 6.9 1.7 58.3 85.0 88.7 93.6 11.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 70 33 13 73 82 152 120 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,220 COMMITMENTS 817 489 474 8,535 13,193 9,826 14,156 5,394 1,064 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 2,231) 145 3 474 1,546 1,519 2,165 1,996 66 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 3.2 3.1 56.1 86.7 64.6 93.0 35.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 1 7 10 10 12 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 416,133 COMMITMENTS 141,163 35,608 1,927 244,265 352,583 387,355 390,118 28,778 26,015 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -24,059) -9,470 468 38 -16,272 -19,728 -25,704 -19,222 1,645 -4,837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 8.6 0.5 58.7 84.7 93.1 93.7 6.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 71 32 12 70 79 148 116 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 146,739 COMMITMENTS 80,597 34,556 296 40,760 90,888 121,653 125,740 25,086 20,999 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -2,057) -3,233 -853 114 4,236 -3,268 1,117 -4,007 -3,174 1,950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.9 23.5 0.2 27.8 61.9 82.9 85.7 17.1 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 28 21 5 17 24 48 47 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 41,814 COMMITMENTS 9,900 14,090 0 25,541 4,875 35,441 18,965 6,373 22,849 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -957) 136 -568 0 -570 35 -434 -533 -523 -424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 33.7 0.0 61.1 11.7 84.8 45.4 15.2 54.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 15 7 0 19 5 34 12 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 63,583 COMMITMENTS 16,269 4,090 7,333 27,305 17,980 50,907 29,403 12,676 34,180 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 691) 455 667 -17 300 3,528 738 4,178 -47 -3,487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 6.4 11.5 42.9 28.3 80.1 46.2 19.9 53.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 11 6 3 22 19 35 26
Updated April 27, 2012