BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,273 COMMITMENTS 343 94 140 5,181 5,111 5,664 5,346 609 928 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 73) 1 1 11 54 25 66 38 7 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 1.5 2.2 82.6 81.5 90.3 85.2 9.7 14.8 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 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,064 COMMITMENTS 6,392 3,486 11,760 27,763 23,856 45,915 39,102 5,149 11,962 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 3,253) 393 571 752 1,874 1,375 3,019 2,698 234 555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 6.8 23.0 54.4 46.7 89.9 76.6 10.1 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 17 11 20 35 31 60 54 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 321,084 COMMITMENTS 72,495 66,359 95,335 123,071 116,728 290,902 278,423 30,182 42,661 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 13,106) 12,368 11,814 768 1,460 1,069 14,596 13,651 -1,491 -545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 20.7 29.7 38.3 36.4 90.6 86.7 9.4 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 104 107 138 71 76 245 269 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 448,354 COMMITMENTS 120,883 66,331 121,826 171,026 193,776 413,735 381,933 34,620 66,422 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 6,764) 3,679 6,315 137 2,038 1,924 5,854 8,376 910 -1,612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 14.8 27.2 38.1 43.2 92.3 85.2 7.7 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433) 122 120 151 112 161 306 377 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,168 COMMITMENTS 4,328 4,262 1,156 3,086 3,008 8,570 8,426 1,598 1,741 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -546) 38 170 -548 48 -104 -462 -482 -83 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.6 41.9 11.4 30.4 29.6 84.3 82.9 15.7 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 28 29 15 22 24 58 61 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,545 COMMITMENTS 15,305 5,856 12,136 13,300 10,848 40,742 28,840 7,804 19,705 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -252) 813 2,067 -907 864 -303 769 857 -1,021 -1,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 12.1 25.0 27.4 22.3 83.9 59.4 16.1 40.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 41 47 42 52 64 114 138 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,826 COMMITMENTS 384 4,573 181 8,458 3,412 9,023 8,167 803 1,659 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 768) 138 326 75 651 488 864 888 -96 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 46.5 1.8 86.1 34.7 91.8 83.1 8.2 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 11 6 15 13 23 24 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 127,396 COMMITMENTS 9,306 6,318 3,258 114,172 117,736 126,736 127,312 660 84 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 303) -1,124 -173 65 1,228 336 169 228 134 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 5.0 2.6 89.6 92.4 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 3 2 16 16 20 21 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,770 COMMITMENTS 57,706 19,833 3,162 34,737 93,012 95,606 116,007 41,164 20,763 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 16,658) 9,707 -223 364 2,562 18,632 12,633 18,774 4,025 -2,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.2 14.5 2.3 25.4 68.0 69.9 84.8 30.1 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 37 13 11 25 27 69 44 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,226 COMMITMENTS 6,040 19,802 98 25,992 4,951 32,130 24,851 10,096 17,375 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,388) -508 3,335 -70 2,546 -1,401 1,968 1,864 -581 -477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 46.9 0.2 61.6 11.7 76.1 58.9 23.9 41.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 12 1 12 11 18 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 167,618 COMMITMENTS 63,848 17,747 580 96,911 147,071 161,339 165,398 6,279 2,220 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -6,612) -20,752 1,747 -93 14,073 -7,634 -6,772 -5,980 160 -632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 10.6 0.3 57.8 87.7 96.3 98.7 3.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 43 27 5 19 18 64 48 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 161,466 COMMITMENTS 32,998 46,454 1,558 100,449 91,342 135,005 139,354 26,462 22,112 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 11,417) 3,316 -2,227 117 4,126 15,556 7,558 13,445 3,859 -2,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 28.8 1.0 62.2 56.6 83.6 86.3 16.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 27 21 8 27 28 60 51 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 157,009 COMMITMENTS 16,750 74,734 5,704 123,550 30,468 146,004 110,906 11,005 46,103 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -6,584) 822 -7,348 155 -6,120 4,850 -5,143 -2,342 -1,441 -4,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 47.6 3.6 78.7 19.4 93.0 70.6 7.0 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 19 48 20 26 24 56 81 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 341,477 COMMITMENTS 39,262 156,324 33,310 237,877 80,886 310,449 270,519 31,028 70,958 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 22,275) 1,232 16,916 1,172 22,515 5,149 24,919 23,237 -2,644 -962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 45.8 9.8 69.7 23.7 90.9 79.2 9.1 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 32 88 52 52 49 125 148 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,699 COMMITMENTS 15,816 13,686 166 1,379 3,363 17,361 17,215 338 484 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 89.4 77.3 0.9 7.8 19.0 98.1 97.3 1.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 12 2 2 4 4 16 8 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,952 COMMITMENTS 16,999 5,060 0 3,151 17,201 20,150 22,261 3,802 1,691 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 2,150) 1,566 -3,203 -143 316 5,439 1,739 2,093 411 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.0 21.1 0.0 13.2 71.8 84.1 92.9 15.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 24 10 0 6 10 30 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,298,558 COMMITMENTS 774,664 609,519 4829323 6805167 6873813 12409154 12312656 889,404 985,902 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -248,091) 92,290 57,984 -294,086 -90,925 -52,315 -292,722 -288,418 44,631 40,327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 4.6 36.3 51.2 51.7 93.3 92.6 6.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 56 57 99 144 145 258 252 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 945,706 COMMITMENTS 91,684 107,675 63,009 635,499 650,595 790,192 821,279 155,514 124,427 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -6,562) 4,489 -5,038 -2,365 -9,976 -3,311 -7,851 -10,714 1,289 4,152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 11.4 6.7 67.2 68.8 83.6 86.8 16.4 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599) 114 132 112 251 245 430 425 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 312,599 COMMITMENTS 14,566 6,639 24,382 203,911 205,909 242,859 236,930 69,740 75,669 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -8,439) 1,959 -4,263 -2,025 -8,653 -8,399 -8,720 -14,688 281 6,249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 2.1 7.8 65.2 65.9 77.7 75.8 22.3 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 17 20 32 76 63 112 96 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,165,537 COMMITMENTS 416,573 536,164 162,154 2157940 2223429 2736666 2921746 428,870 243,790 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 9,382) 2,524 -14,004 8,431 -6,612 25,440 4,344 19,867 5,038 -10,485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 16.9 5.1 68.2 70.2 86.5 92.3 13.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563) 110 123 101 223 227 389 396 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 100,025 COMMITMENTS 13,813 8,177 0 77,148 88,172 90,961 96,349 9,065 3,677 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -1,331) 2,438 1,034 -867 -3,787 -1,593 -2,216 -1,426 886 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 8.2 0.0 77.1 88.1 90.9 96.3 9.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 13 7 0 60 35 73 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 103,908 COMMITMENTS 30,172 6,567 2,050 60,765 88,032 92,987 96,649 10,922 7,259 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -879) 390 -2,923 -407 203 4,076 186 747 -1,065 -1,626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 6.3 2.0 58.5 84.7 89.5 93.0 10.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 77 37 21 77 88 167 135 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 12,996 COMMITMENTS 672 486 0 6,989 11,674 7,661 12,160 5,335 836 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 630) 338 -525 0 1,082 1,449 1,420 924 -790 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 3.7 0.0 53.8 89.8 58.9 93.6 41.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 8 11 10 12 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 454,563 COMMITMENTS 150,688 33,597 7,060 268,880 381,791 426,628 422,447 27,935 32,115 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -7,544) 552 -11,695 -2,327 -4,397 13,136 -6,172 -886 -1,372 -6,658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.2 7.4 1.6 59.2 84.0 93.9 92.9 6.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 76 38 20 75 84 164 130 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,659 COMMITMENTS 83,755 34,853 4,379 39,690 97,258 127,824 136,489 29,834 21,170 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -6,002) 3,981 -5,980 111 -10,104 2,894 -6,012 -2,975 10 -3,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.1 22.1 2.8 25.2 61.7 81.1 86.6 18.9 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 30 23 13 19 26 58 53 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 42,771 COMMITMENTS 9,764 14,658 0 26,111 4,840 35,875 19,498 6,896 23,273 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -1,302) -851 -1,309 0 -779 -826 -1,630 -2,135 328 833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 34.3 0.0 61.0 11.3 83.9 45.6 16.1 54.4 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,892 COMMITMENTS 15,814 3,423 7,350 27,005 14,452 50,169 25,225 12,723 37,667 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 16,401) 14 184 3,424 6,573 99 10,011 3,707 6,390 12,694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 5.4 11.7 42.9 23.0 79.8 40.1 20.2 59.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 5 3 20 19 34 26
Updated April 20, 2012