BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,060 COMMITMENTS 148 105 58 4,330 4,297 4,536 4,460 524 600 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 22) 0 6 -9 23 69 14 66 8 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.1 1.1 85.6 84.9 89.6 88.1 10.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 2 10 11 14 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,604 COMMITMENTS 5,681 7,824 812 16,713 13,559 23,206 22,195 3,398 4,409 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 217) 266 -174 27 -36 259 257 112 -40 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 29.4 3.1 62.8 51.0 87.2 83.4 12.8 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 10 19 12 28 21 45 45 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 268,866 COMMITMENTS 63,102 87,429 55,166 120,219 88,029 238,487 230,624 30,379 38,242 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 917) -4,811 -3,420 3,017 -79 -197 -1,873 -600 2,790 1,517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 32.5 20.5 44.7 32.7 88.7 85.8 11.3 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 89 107 112 63 74 217 251 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 338,710 COMMITMENTS 118,501 84,492 40,732 150,430 159,201 309,663 284,425 29,047 54,285 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -910) -2,823 -3,217 1,529 173 -264 -1,121 -1,952 211 1,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 24.9 12.0 44.4 47.0 91.4 84.0 8.6 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401) 106 109 116 87 155 258 332 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,217 COMMITMENTS 3,568 3,078 1,345 2,741 3,395 7,654 7,818 1,563 1,399 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 221) -37 -324 423 -182 60 204 159 17 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 33.4 14.6 29.7 36.8 83.0 84.8 17.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 30 23 14 17 21 59 50 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,454 COMMITMENTS 16,177 10,456 4,152 12,483 9,178 32,812 23,786 7,642 16,668 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -1,552) 9 117 -1,156 -1,071 -254 -2,218 -1,293 666 -259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 25.8 10.3 30.9 22.7 81.1 58.8 18.9 41.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 51 40 28 42 59 106 116 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,285 COMMITMENTS 435 4,956 79 9,177 4,923 9,691 9,958 594 327 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 588) 77 325 5 466 1,690 548 2,020 40 -1,432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 48.2 0.8 89.2 47.9 94.2 96.8 5.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 10 6 16 12 23 23 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 130,888 COMMITMENTS 8,741 6,404 3,288 118,265 119,687 130,294 129,379 594 1,509 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 5,476) -17 -65 25 5,610 4,141 5,618 4,101 -142 1,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 4.9 2.5 90.4 91.4 99.5 98.8 0.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 3 2 16 16 20 21 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 140,173 COMMITMENTS 66,286 15,281 357 37,358 103,874 104,001 119,512 36,172 20,661 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -8,242) -3,628 5,462 -152 1,535 -12,278 -2,245 -6,968 -5,997 -1,274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.3 10.9 0.3 26.7 74.1 74.2 85.3 25.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 35 16 6 21 23 60 41 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 63,543 COMMITMENTS 6,127 32,821 94 47,283 3,616 53,504 36,531 10,039 27,012 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 17,826) 1,147 11,347 0 17,394 417 18,541 11,764 -715 6,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 51.7 0.1 74.4 5.7 84.2 57.5 15.8 42.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 17 1 12 8 18 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 174,386 COMMITMENTS 35,857 21,412 5,051 129,136 142,486 170,044 168,949 4,342 5,437 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 14,217) -17,523 4,960 4,260 28,034 2,615 14,771 11,835 -554 2,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 12.3 2.9 74.1 81.7 97.5 96.9 2.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 37 32 9 19 21 61 57 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 199,270 COMMITMENTS 57,471 32,450 272 102,490 149,212 160,233 181,934 39,037 17,336 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -531) -2,226 -1,908 78 4,444 2,731 2,296 901 -2,827 -1,432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 16.3 0.1 51.4 74.9 80.4 91.3 19.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 42 20 3 22 32 67 52 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 139,275 COMMITMENTS 17,455 51,770 281 108,497 44,889 126,233 96,940 13,042 42,335 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -2,567) 1,086 -5,692 61 -2,688 3,456 -1,541 -2,175 -1,026 -392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 37.2 0.2 77.9 32.2 90.6 69.6 9.4 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 14 36 4 22 15 38 53 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 356,674 COMMITMENTS 38,475 212,344 1,668 286,563 66,730 326,706 280,742 29,968 75,932 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 35,637) 2,453 32,338 220 33,965 -2,982 36,638 29,576 -1,001 6,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 59.5 0.5 80.3 18.7 91.6 78.7 8.4 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 29 89 16 48 42 88 136 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,259 COMMITMENTS 14,370 15,146 1,171 3,801 2,975 19,342 19,292 917 967 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,282) 670 445 -40 383 677 1,013 1,082 269 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.9 74.8 5.8 18.8 14.7 95.5 95.2 4.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 4 2 6 5 15 11 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 17,263 COMMITMENTS 9,124 6,527 162 5,462 8,723 14,748 15,412 2,515 1,851 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -706) -2,564 1,063 37 2,035 -1,179 -492 -79 -214 -627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.9 37.8 0.9 31.6 50.5 85.4 89.3 14.6 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 14 18 1 8 6 22 25 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,834,239 COMMITMENTS 832,988 1080069 1757502 5470997 5007656 8061487 7845227 772,752 989,012 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -110,013) -192,297 95,390 106,087 30,684 -359,777 -55,526 -158,300 -54,487 48,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 12.2 19.9 61.9 56.7 91.3 88.8 8.7 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 53 44 81 132 137 226 232 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 851,882 COMMITMENTS 87,753 99,319 28,376 575,335 595,197 691,463 722,892 160,419 128,990 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 29,164) -2,389 -10,197 7,835 15,187 19,116 20,634 16,754 8,530 12,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 11.7 3.3 67.5 69.9 81.2 84.9 18.8 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559) 102 108 57 234 239 366 375 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 258,319 COMMITMENTS 16,030 13,113 6,615 168,461 155,780 191,106 175,508 67,213 82,811 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 9,107) 3,428 3,251 1,212 4,836 -4,631 9,476 -168 -369 9,275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 5.1 2.6 65.2 60.3 74.0 67.9 26.0 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 16 13 10 59 56 80 75 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,967,815 COMMITMENTS 408,713 481,129 58,704 2034368 2197085 2501785 2736918 466,030 230,897 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 100,286) -9,822 -47,979 13,855 51,757 118,734 55,790 84,610 44,496 15,676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 16.2 2.0 68.5 74.0 84.3 92.2 15.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 529) 101 103 47 205 219 329 346 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 102,036 COMMITMENTS 11,475 6,706 17 81,983 90,163 93,475 96,886 8,561 5,150 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -601) 984 -509 -1,102 -379 1,154 -497 -457 -104 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 6.6 0.0 80.3 88.4 91.6 95.0 8.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 9 7 1 55 34 65 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 102,304 COMMITMENTS 22,490 8,543 3,937 67,352 85,004 93,779 97,485 8,526 4,820 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -1,907) 4,033 -1,862 -1,265 -3,636 2,285 -869 -842 -1,038 -1,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 8.4 3.8 65.8 83.1 91.7 95.3 8.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 61 37 22 73 89 146 136 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 21,260 COMMITMENTS 1,711 1,361 629 15,495 18,461 17,835 20,451 3,425 809 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 643) 745 113 7 827 490 1,579 610 -936 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 6.4 3.0 72.9 86.8 83.9 96.2 16.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 1 13 9 18 12 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 405,222 COMMITMENTS 116,108 48,124 4,327 259,284 332,717 379,719 385,168 25,503 20,054 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -12,749) 20,051 -6,264 -9,973 -22,316 8,976 -12,238 -7,261 -511 -5,488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 11.9 1.1 64.0 82.1 93.7 95.1 6.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 60 37 18 65 84 135 129 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 144,001 COMMITMENTS 51,066 46,332 169 73,951 72,336 125,186 118,837 18,815 25,164 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -8,107) -21,079 -709 -105 15,906 -8,076 -5,278 -8,890 -2,829 783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 32.2 0.1 51.4 50.2 86.9 82.5 13.1 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 19 31 6 19 25 42 58 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,519 COMMITMENTS 4,016 7,179 0 23,708 5,381 27,724 12,560 7,795 22,959 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -5,627) -5,698 -6,356 0 -781 338 -6,479 -6,018 852 391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 20.2 0.0 66.7 15.1 78.1 35.4 21.9 64.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 7 0 18 7 28 14 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,621 COMMITMENTS 13,135 3,630 6,613 30,364 16,434 50,112 26,677 16,509 39,944 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -3,459) -5,304 1,083 -1,373 -436 1,667 -7,113 1,377 3,654 -4,836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 5.4 9.9 45.6 24.7 75.2 40.0 24.8 60.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 11 6 4 21 20 35 27
Updated May 21, 2012