BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED 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: 6,412 COMMITMENTS 349 112 131 5,307 5,433 5,788 5,677 624 735 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 139) 6 18 -9 126 322 124 331 15 -193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 1.8 2.0 82.8 84.7 90.3 88.5 9.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 2 14 13 18 15 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 52,741 COMMITMENTS 6,823 3,995 12,165 28,455 24,520 47,443 40,681 5,298 12,061 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 1,677) 431 509 405 692 665 1,528 1,579 149 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 7.6 23.1 54.0 46.5 90.0 77.1 10.0 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 18 13 21 37 33 62 60 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 329,016 COMMITMENTS 65,661 61,760 103,720 127,643 118,850 297,024 284,330 31,992 44,686 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 7,932) -6,834 -4,599 8,385 4,572 2,122 6,122 5,907 1,810 2,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 18.8 31.5 38.8 36.1 90.3 86.4 9.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 98 102 130 68 76 233 258 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 463,110 COMMITMENTS 122,342 67,496 133,102 171,423 197,603 426,866 398,201 36,243 64,909 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 14,756) 1,458 1,165 11,276 397 3,827 13,132 16,268 1,624 -1,512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 14.6 28.7 37.0 42.7 92.2 86.0 7.8 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431) 123 127 154 110 157 306 376 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 9,633 COMMITMENTS 4,183 3,869 952 2,837 3,292 7,972 8,112 1,661 1,521 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -535) -145 -394 -204 -249 284 -598 -314 64 -221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.4 40.2 9.9 29.5 34.2 82.8 84.2 17.2 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 26 25 14 17 21 53 51 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 50,581 COMMITMENTS 14,742 7,091 12,490 14,366 10,384 41,598 29,965 8,983 20,615 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 2,035) -563 1,235 354 1,065 -464 856 1,125 1,179 910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 14.0 24.7 28.4 20.5 82.2 59.2 17.8 40.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 43 50 44 54 64 119 141 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED 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: 10,611 COMMITMENTS 390 4,869 178 9,208 3,721 9,776 8,768 835 1,843 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 785) 7 296 -3 750 309 753 601 32 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 45.9 1.7 86.8 35.1 92.1 82.6 7.9 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 10 6 15 13 22 24 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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: 127,422 COMMITMENTS 9,085 6,413 3,258 114,418 117,635 126,761 127,306 661 116 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 26) -221 95 0 246 -101 25 -6 1 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 5.0 2.6 89.8 92.3 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 OPTION AND FUTURES COMBINED 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: 143,387 COMMITMENTS 62,392 18,348 3,725 33,798 101,667 99,916 123,740 43,471 19,647 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 6,617) 4,686 -1,485 563 -939 8,655 4,310 7,734 2,307 -1,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.5 12.8 2.6 23.6 70.9 69.7 86.3 30.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 35 15 12 24 28 68 46 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 41,069 COMMITMENTS 4,312 20,953 120 23,828 4,551 28,260 25,624 12,809 15,445 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -1,157) -1,728 1,151 22 -2,164 -400 -3,870 773 2,713 -1,930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 51.0 0.3 58.0 11.1 68.8 62.4 31.2 37.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 13 2 9 10 15 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 179,211 COMMITMENTS 47,086 40,124 1,703 93,249 115,299 142,037 157,126 37,173 22,085 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 17,745) 14,088 -6,330 145 -7,200 23,957 7,033 17,771 10,712 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 22.4 1.0 52.0 64.3 79.3 87.7 20.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 38 24 10 25 30 68 59 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 151,106 COMMITMENTS 12,399 68,342 6,054 119,722 32,268 138,174 106,664 12,931 44,442 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -5,903) -4,351 -6,392 350 -3,829 1,800 -7,829 -4,242 1,926 -1,661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 45.2 4.0 79.2 21.4 91.4 70.6 8.6 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 15 47 22 27 23 56 78 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 331,121 COMMITMENTS 35,230 147,358 31,582 231,064 80,018 297,876 258,958 33,245 72,163 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -10,356) -4,032 -8,966 -1,728 -6,813 -867 -12,573 -11,561 2,217 1,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 44.5 9.5 69.8 24.2 90.0 78.2 10.0 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 30 87 47 55 54 123 150 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 13,568,896 COMMITMENTS 831,892 644,639 4917175 6900368 6988462 12649435 12550277 919,461 1018620 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 270,339) 57,228 35,120 87,852 95,201 114,649 240,281 237,621 30,057 32,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 4.8 36.2 50.9 51.5 93.2 92.5 6.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 58 58 99 143 145 258 253 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED 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: 928,410 COMMITMENTS 83,383 109,446 54,258 630,712 634,312 768,353 798,017 160,056 130,393 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -17,297) -8,301 1,771 -8,750 -4,787 -16,283 -21,839 -23,263 4,542 5,966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 11.8 5.8 67.9 68.3 82.8 86.0 17.2 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560) 108 114 98 244 236 403 397 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 308,151 COMMITMENTS 11,746 9,626 21,563 203,248 196,239 236,557 227,428 71,594 80,723 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -4,448) -2,819 2,987 -2,819 -663 -9,670 -6,302 -9,502 1,854 5,054 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 3.1 7.0 66.0 63.7 76.8 73.8 23.2 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 14 17 26 75 60 104 88 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 3,101,292 COMMITMENTS 388,423 529,340 133,238 2137320 2190364 2658981 2852941 442,311 248,351 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -64,244) -28,150 -6,824 -28,916 -20,620 -33,065 -77,686 -68,805 13,441 4,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 17.1 4.3 68.9 70.6 85.7 92.0 14.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522) 103 108 89 213 217 362 368 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 100,887 COMMITMENTS 12,254 8,991 53 79,775 87,900 92,082 96,944 8,805 3,943 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 862) -1,559 814 53 2,627 -272 1,121 595 -260 266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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+ OPTION AND FUTURES COMBINED 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: 100,151 COMMITMENTS 28,385 6,565 2,228 58,176 84,920 88,788 93,712 11,363 6,439 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -3,758) -1,787 -2 178 -2,589 -3,113 -4,198 -2,937 441 -820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 6.6 2.2 58.1 84.8 88.7 93.6 11.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 73 33 16 78 83 161 123 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED 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: 15,228 COMMITMENTS 817 489 474 8,535 13,193 9,826 14,156 5,402 1,072 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 2,232) 145 3 474 1,546 1,519 2,165 1,996 67 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 3.2 3.1 56.0 86.6 64.5 93.0 35.5 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 OPTION AND FUTURES COMBINED 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: 424,617 COMMITMENTS 141,934 34,474 4,674 248,204 358,633 394,812 397,781 29,805 26,836 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -29,946) -8,755 878 -2,386 -20,675 -23,158 -31,816 -24,666 1,871 -5,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 8.1 1.1 58.5 84.5 93.0 93.7 7.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 74 32 16 75 80 158 119 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 156,853 COMMITMENTS 80,454 34,636 4,768 44,734 94,418 129,956 133,822 26,897 23,031 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -806) -3,300 -217 389 5,043 -2,839 2,132 -2,667 -2,938 1,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.3 22.1 3.0 28.5 60.2 82.9 85.3 17.1 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 30 23 14 21 27 60 55 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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