BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED 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: 6,084 COMMITMENTS 342 90 136 5,027 5,064 5,504 5,290 580 794 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -846) -154 -40 -20 -523 -749 -697 -809 -149 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 1.5 2.2 82.6 83.2 90.5 86.9 9.5 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 2 14 11 18 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 46,546 COMMITMENTS 6,005 3,051 10,627 24,936 21,766 41,569 35,445 4,977 11,101 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -9,747) -1,280 -1,059 -2,706 -5,158 -3,954 -9,145 -7,719 -602 -2,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 6.6 22.8 53.6 46.8 89.3 76.2 10.7 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 16 12 18 33 31 58 52 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 317,165 COMMITMENTS 59,544 57,201 97,855 126,450 117,501 283,849 272,556 33,316 44,610 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -854) -4,050 2,114 4,057 -1,055 -6,974 -1,048 -802 193 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 18.0 30.9 39.9 37.0 89.5 85.9 10.5 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 95 107 127 67 70 230 250 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 477,037 COMMITMENTS 116,224 54,282 157,627 169,122 192,681 442,974 404,590 34,063 72,447 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 22,761) -5,104 6,700 22,134 2,947 -3,036 19,978 25,799 2,784 -3,037 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 11.4 33.0 35.5 40.4 92.9 84.8 7.1 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430) 134 114 158 112 150 320 363 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 10,894 COMMITMENTS 4,355 4,092 1,676 3,089 3,208 9,120 8,975 1,775 1,920 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 1,004) 198 514 504 221 -128 923 889 81 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 37.6 15.4 28.4 29.4 83.7 82.4 16.3 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 33 28 22 21 21 66 65 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 48,513 COMMITMENTS 16,736 3,206 12,851 9,571 10,720 39,158 26,776 9,355 21,736 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -8,078) -3,802 -493 -2,239 -527 -1,830 -6,569 -4,562 -1,509 -3,516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 6.6 26.5 19.7 22.1 80.7 55.2 19.3 44.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 49 34 45 47 64 115 134 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED 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: 8,754 COMMITMENTS 243 4,164 98 7,512 2,800 7,853 7,062 901 1,691 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,540) 2 -1,048 1 -1,387 -403 -1,384 -1,450 -156 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 47.6 1.1 85.8 32.0 89.7 80.7 10.3 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 8 4 12 9 17 18 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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: 126,439 COMMITMENTS 11,210 6,367 3,193 111,466 116,804 125,869 126,364 570 75 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 303) -139 34 0 429 345 290 379 13 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 5.0 2.5 88.2 92.4 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 OPTION AND FUTURES COMBINED 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: 134,018 COMMITMENTS 56,713 27,195 3,031 33,123 84,466 92,867 114,692 41,150 19,325 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 4,415) 3,563 -2,046 58 -589 5,448 3,033 3,460 1,382 955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.3 20.3 2.3 24.7 63.0 69.3 85.6 30.7 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 34 14 12 23 26 64 45 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 44,594 COMMITMENTS 6,623 21,182 435 24,216 9,322 31,273 30,939 13,321 13,655 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 786) 330 -29 -79 -528 1,292 -276 1,184 1,062 -398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 47.5 1.0 54.3 20.9 70.1 69.4 29.9 30.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 11 2 8 10 18 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 150,182 COMMITMENTS 28,230 38,437 3,310 91,676 83,028 123,216 124,775 26,966 25,407 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 8,340) 2,794 441 432 4,032 6,453 7,258 7,327 1,081 1,013 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 25.6 2.2 61.0 55.3 82.0 83.1 18.0 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 28 20 10 28 28 61 53 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 170,666 COMMITMENTS 15,127 79,623 9,362 132,480 28,102 156,970 117,087 13,696 53,579 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 5,879) 4,042 1,072 91 2,008 1,900 6,140 3,063 -261 2,817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 46.7 5.5 77.6 16.5 92.0 68.6 8.0 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 22 44 26 29 24 63 82 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 287,816 COMMITMENTS 39,156 117,857 32,590 179,537 73,490 251,282 223,937 36,534 63,879 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 3,416) 6,521 -3,958 1,134 -1,970 8,104 5,685 5,281 -2,269 -1,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 40.9 11.3 62.4 25.5 87.3 77.8 12.7 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 36 77 47 50 46 116 140 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 13,692,790 COMMITMENTS 668,094 526,236 5209910 6968438 6994050 12846441 12730195 846,349 962,595 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 293,658) 31,062 -1,266 5,006 267,085 303,483 303,153 307,223 -9,495 -13,566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 3.8 38.0 50.9 51.1 93.8 93.0 6.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 66 50 102 143 144 262 252 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED 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: 920,497 COMMITMENTS 82,243 115,531 60,056 634,510 629,831 776,809 805,418 143,688 115,079 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 1,672) 1,157 4,911 -1,211 4,432 4,146 4,377 7,846 -2,706 -6,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 12.6 6.5 68.9 68.4 84.4 87.5 15.6 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583) 113 132 104 251 230 423 407 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 302,388 COMMITMENTS 12,288 6,968 23,727 199,597 207,184 235,612 237,879 66,776 64,509 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,620) -1,080 -634 -2,520 -357 3,240 -3,957 86 337 -3,706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 2.3 7.8 66.0 68.5 77.9 78.7 22.1 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 17 18 31 73 65 107 97 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 3,090,545 COMMITMENTS 370,612 563,651 160,807 2174563 2113237 2705983 2837695 384,563 252,850 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 26,458) 9,187 25,728 8,541 23,946 4,530 41,675 38,799 -15,217 -12,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 18.2 5.2 70.4 68.4 87.6 91.8 12.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543) 109 122 92 225 212 383 377 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 100,271 COMMITMENTS 13,243 6,397 140 77,210 90,530 90,593 97,067 9,678 3,204 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -371) 148 1,226 140 -184 -2,104 104 -738 -475 367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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+ OPTION AND FUTURES COMBINED 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: 91,773 COMMITMENTS 26,638 7,609 1,772 57,833 74,670 86,243 84,051 5,530 7,722 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 2,238) 1,560 -643 -484 1,410 2,946 2,487 1,820 -248 419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 8.3 1.9 63.0 81.4 94.0 91.6 6.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 86 39 15 80 83 172 131 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED 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: 458,864 COMMITMENTS 133,192 38,047 8,859 289,163 373,350 431,214 420,255 27,650 38,608 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 11,191) 7,799 -3,213 -2,418 7,052 14,729 12,433 9,099 -1,242 2,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 8.3 1.9 63.0 81.4 94.0 91.6 6.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 86 39 15 80 83 172 131 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 166,461 COMMITMENTS 85,885 37,336 7,169 43,313 99,345 136,367 143,850 30,093 22,611 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 8,903) -5,402 5,443 1,695 11,418 -13 7,711 7,124 1,192 1,779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.6 22.4 4.3 26.0 59.7 81.9 86.4 18.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 34 31 20 19 26 67 63 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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