BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,116 COMMITMENTS 149 150 46 4,360 4,347 4,555 4,543 561 573 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 56) 1 45 -12 30 50 19 83 37 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.9 0.9 85.2 85.0 89.0 88.8 11.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 2 11 11 15 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,749 COMMITMENTS 5,491 7,537 948 16,708 13,899 23,147 22,384 3,602 4,365 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 145) -190 -287 136 -5 340 -59 189 204 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 28.2 3.5 62.5 52.0 86.5 83.7 13.5 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 11 17 11 28 21 45 43 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 265,159 COMMITMENTS 65,430 80,086 56,288 114,366 90,745 236,084 227,119 29,075 38,040 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -3,707) 2,328 -7,343 1,122 -5,853 2,716 -2,403 -3,505 -1,304 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 30.2 21.2 43.1 34.2 89.0 85.7 11.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 83 105 107 66 81 207 254 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,749 COMMITMENTS 117,618 76,994 45,229 143,937 154,948 306,784 277,171 24,965 54,578 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -6,961) -883 -7,498 4,497 -6,493 -4,253 -2,879 -7,254 -4,082 293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 23.2 13.6 43.4 46.7 92.5 83.5 7.5 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 113 98 114 79 151 248 321 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,633 COMMITMENTS 3,835 3,314 1,338 2,667 3,542 7,840 8,194 1,793 1,439 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 416) 267 236 -7 -74 147 186 376 230 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 34.4 13.9 27.7 36.8 81.4 85.1 18.6 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 36 18 12 19 21 63 46 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,583 COMMITMENTS 16,839 10,748 4,768 12,426 9,381 34,033 24,897 7,550 16,686 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,129) 662 292 616 -57 203 1,221 1,111 -92 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 25.8 11.5 29.9 22.6 81.8 59.9 18.2 40.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 64 38 31 36 60 113 118 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,394 COMMITMENTS 423 4,937 95 9,318 5,067 9,836 10,099 558 295 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 109) -12 -19 16 141 144 145 141 -36 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 47.5 0.9 89.6 48.7 94.6 97.2 5.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 12 8 17 12 26 25 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 108,556 COMMITMENTS 7,784 5,630 3,353 97,026 99,305 108,163 108,288 393 268 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -22,332) -957 -774 65 -21,239 -20,382 -22,131 -21,091 -201 -1,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 5.2 3.1 89.4 91.5 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 2 16 16 19 21 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 130,992 COMMITMENTS 57,577 19,022 144 38,781 86,973 96,502 106,139 34,490 24,853 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -9,181) -8,709 3,741 -213 1,423 -16,901 -7,499 -13,373 -1,682 4,192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 14.5 0.1 29.6 66.4 73.7 81.0 26.3 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 21 22 4 21 23 45 46 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 71,832 COMMITMENTS 4,901 39,752 185 58,175 3,353 63,261 43,290 8,571 28,542 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 8,289) -1,226 6,931 91 10,892 -263 9,757 6,759 -1,468 1,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 55.3 0.3 81.0 4.7 88.1 60.3 11.9 39.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 20 2 12 7 17 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 189,254 COMMITMENTS 22,415 38,531 6,678 157,080 137,046 186,173 182,255 3,081 6,999 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 14,868) -13,442 17,119 1,627 27,944 -5,440 16,129 13,306 -1,261 1,562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 20.4 3.5 83.0 72.4 98.4 96.3 1.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 31 46 10 24 22 63 72 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 184,497 COMMITMENTS 40,842 29,502 928 116,176 132,355 157,946 162,785 26,551 21,712 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -14,773) -16,629 -2,948 656 13,686 -16,857 -2,287 -19,149 -12,486 4,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 16.0 0.5 63.0 71.7 85.6 88.2 14.4 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 27 20 7 23 30 53 54 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 142,168 COMMITMENTS 20,483 38,498 228 106,143 63,037 126,854 101,763 15,314 40,405 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 2,893) 3,028 -13,272 -53 -2,354 18,148 621 4,823 2,272 -1,930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 27.1 0.2 74.7 44.3 89.2 71.6 10.8 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 16 30 3 18 18 35 50 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 376,708 COMMITMENTS 34,714 230,075 2,598 308,311 69,614 345,623 302,287 31,085 74,421 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 20,034) -3,761 17,731 930 21,748 2,884 18,917 21,545 1,117 -1,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 61.1 0.7 81.8 18.5 91.7 80.2 8.3 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 30 82 17 46 48 88 135 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,542 COMMITMENTS 14,500 15,147 1,160 4,268 3,243 19,928 19,550 614 992 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 283) 130 1 -11 467 268 586 258 -303 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.6 73.7 5.6 20.8 15.8 97.0 95.2 3.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 4 3 7 5 17 12 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,439 COMMITMENTS 8,418 9,927 0 11,398 8,145 19,816 18,072 1,623 3,367 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 4,176) -706 3,400 -162 5,936 -578 5,068 2,660 -892 1,516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 46.3 0.0 53.2 38.0 92.4 84.3 7.6 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 10 23 0 12 5 22 28 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,591,135 COMMITMENTS 703,630 1065302 1689901 5424689 4825064 7818220 7580267 772,915 1010868 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -243,104) -129,358 -14,767 -67,601 -46,308 -182,592 -243,267 -264,960 163 21,856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 12.4 19.7 63.1 56.2 91.0 88.2 9.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 52 51 83 129 132 224 233 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 873,488 COMMITMENTS 74,029 108,494 24,120 608,380 600,939 706,528 733,553 166,960 139,935 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 21,606) -13,724 9,175 -4,256 33,045 5,742 15,065 10,661 6,541 10,945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 12.4 2.8 69.6 68.8 80.9 84.0 19.1 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538) 86 110 55 233 237 357 365 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 273,358 COMMITMENTS 13,139 12,621 6,999 183,982 161,367 204,120 180,987 69,238 92,371 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 15,039) -2,891 -492 384 15,521 5,587 13,014 5,479 2,025 9,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 4.6 2.6 67.3 59.0 74.7 66.2 25.3 33.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 13 11 8 61 52 78 68 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,000,650 COMMITMENTS 344,174 519,091 45,878 2121988 2197861 2512040 2762830 488,610 237,820 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 32,835) -64,539 37,962 -12,826 87,620 776 10,255 25,912 22,580 6,923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 17.3 1.5 70.7 73.2 83.7 92.1 16.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 510) 87 103 47 208 218 323 340 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 105,500 COMMITMENTS 6,956 6,464 2,557 87,199 91,853 96,712 100,874 8,788 4,626 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 3,464) -4,519 -242 2,540 5,216 1,690 3,237 3,988 227 -524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 6.1 2.4 82.7 87.1 91.7 95.6 8.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 8 7 2 54 33 63 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 101,472 COMMITMENTS 17,610 9,143 5,893 69,701 81,116 93,204 96,152 8,268 5,320 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -832) -4,880 599 1,956 2,349 -3,888 -575 -1,333 -257 501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 9.0 5.8 68.7 79.9 91.9 94.8 8.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 49 39 15 75 91 134 135 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,449 COMMITMENTS 1,135 2,101 656 16,742 18,831 18,533 21,588 3,916 861 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,189) -576 740 27 1,247 370 698 1,137 491 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 9.4 2.9 74.6 83.9 82.6 96.2 17.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 1 13 8 16 12 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 395,117 COMMITMENTS 95,902 48,736 12,658 264,796 311,426 373,356 372,820 21,761 22,297 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -10,105) -20,206 612 8,331 5,512 -21,291 -6,363 -12,348 -3,742 2,243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 12.3 3.2 67.0 78.8 94.5 94.4 5.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 51 36 12 68 87 126 128 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 139,963 COMMITMENTS 29,999 46,897 133 90,838 65,667 120,970 112,697 18,993 27,266 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -4,038) -21,067 565 -36 16,887 -6,669 -4,216 -6,140 178 2,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 33.5 0.1 64.9 46.9 86.4 80.5 13.6 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 14 35 6 19 21 37 58 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,095 COMMITMENTS 3,931 7,789 0 23,325 5,300 27,256 13,089 7,839 22,006 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -424) -85 610 0 -383 -81 -468 529 44 -953 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 22.2 0.0 66.5 15.1 77.7 37.3 22.3 62.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 7 0 19 6 29 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 68,620 COMMITMENTS 13,109 3,779 6,799 36,842 13,083 56,750 23,661 11,870 44,959 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,999) -26 149 186 6,478 -3,351 6,638 -3,016 -4,639 5,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 5.5 9.9 53.7 19.1 82.7 34.5 17.3 65.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 13 7 2 24 17 38 25
Updated May 25, 2012