BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,464 COMMITMENTS 323 126 134 5,366 5,406 5,824 5,667 640 796 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 52) -26 14 3 59 -27 36 -10 16 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 2.0 2.1 83.0 83.6 90.1 87.7 9.9 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 2 14 12 18 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,100 COMMITMENTS 7,048 4,415 12,259 28,502 24,736 47,809 41,410 5,291 11,691 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 359) 225 420 94 47 215 366 729 -7 -370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 8.3 23.1 53.7 46.6 90.0 78.0 10.0 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 14 20 23 38 35 64 66 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 333,495 COMMITMENTS 63,256 65,871 108,223 129,929 114,949 301,409 289,044 32,086 44,451 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 4,479) -2,405 4,111 4,503 2,286 -3,900 4,385 4,714 94 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 19.8 32.5 39.0 34.5 90.4 86.7 9.6 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 101 114 147 71 78 256 276 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 454,891 COMMITMENTS 120,437 66,589 128,123 171,483 198,390 420,044 393,102 34,847 61,788 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -8,219) -1,905 -906 -4,978 60 786 -6,823 -5,099 -1,397 -3,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 14.6 28.2 37.7 43.6 92.3 86.4 7.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438) 135 116 152 112 161 310 378 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,158 COMMITMENTS 3,735 3,177 868 2,792 3,520 7,396 7,565 1,763 1,593 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -475) -447 -692 -83 -45 228 -576 -547 101 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.8 34.7 9.5 30.5 38.4 80.8 82.6 19.2 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 31 20 14 18 22 58 47 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,281 COMMITMENTS 14,876 8,442 11,244 14,402 10,205 40,521 29,890 8,760 19,391 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -1,300) 134 1,350 -1,247 36 -179 -1,076 -75 -223 -1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 17.1 22.8 29.2 20.7 82.2 60.7 17.8 39.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 36 52 39 52 62 115 130 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,104 COMMITMENTS 417 5,249 156 9,604 3,797 10,177 9,203 928 1,901 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 493) 26 380 -22 396 77 400 435 93 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 47.3 1.4 86.5 34.2 91.6 82.9 8.4 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 11 7 16 13 24 25 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 127,909 COMMITMENTS 9,131 6,536 3,258 114,938 118,000 127,327 127,794 582 115 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 486) 46 123 0 519 364 565 487 -79 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 5.1 2.5 89.9 92.3 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 3 2 16 16 22 21 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 172,283 COMMITMENTS 83,703 13,946 4,022 32,991 134,897 120,717 152,866 51,566 19,417 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 28,896) 21,311 -4,402 297 -807 33,230 20,801 29,126 8,095 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.6 8.1 2.3 19.1 78.3 70.1 88.7 29.9 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 38 15 12 23 29 71 46 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,582 COMMITMENTS 5,692 20,003 123 22,847 7,786 28,662 27,912 13,920 14,670 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,513) 1,380 -950 3 -980 3,235 403 2,288 1,111 -775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 47.0 0.3 53.7 18.3 67.3 65.5 32.7 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 12 3 10 12 19 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 156,499 COMMITMENTS 57,907 15,862 570 92,134 137,335 150,611 153,767 5,888 2,732 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -5,906) -637 -2,474 103 -6,073 -3,009 -6,607 -5,380 701 -526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 10.1 0.4 58.9 87.8 96.2 98.3 3.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 44 21 4 19 20 65 43 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 195,493 COMMITMENTS 52,512 36,912 2,341 98,109 135,376 152,962 174,630 42,531 20,864 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 16,282) 5,426 -3,212 639 4,861 20,077 10,925 17,504 5,358 -1,221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 18.9 1.2 50.2 69.2 78.2 89.3 21.8 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 38 23 9 25 33 70 58 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 154,940 COMMITMENTS 13,300 64,936 6,623 121,543 35,230 141,465 106,789 13,475 48,152 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 3,835) 900 -3,406 569 1,821 2,962 3,291 125 544 3,710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 41.9 4.3 78.4 22.7 91.3 68.9 8.7 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 14 46 21 26 22 55 74 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 321,316 COMMITMENTS 33,938 138,622 30,664 222,762 78,772 287,363 248,058 33,953 73,258 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -9,805) -1,292 -8,736 -918 -8,302 -1,246 -10,513 -10,900 708 1,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 43.1 9.5 69.3 24.5 89.4 77.2 10.6 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 29 81 48 57 56 121 150 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,898 COMMITMENTS 13,597 14,503 1,264 3,571 2,383 18,432 18,150 466 748 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -1,718) -1,680 -14 8 -90 -1,625 -1,762 -1,631 44 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.9 76.7 6.7 18.9 12.6 97.5 96.0 2.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 10 3 2 6 3 16 8 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,815 COMMITMENTS 12,155 4,130 125 3,302 14,182 15,582 18,437 4,233 1,378 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 689) -1,829 -368 24 1,998 1,152 193 808 496 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.3 20.8 0.6 16.7 71.6 78.6 93.0 21.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 18 12 1 8 8 26 21 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,821,372 COMMITMENTS 932,332 692,194 5031360 6949462 7085091 12913153 12808645 908,218 1012727 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 252,475) 100,439 47,555 114,185 49,094 96,629 263,718 258,369 -11,243 -5,893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 5.0 36.4 50.3 51.3 93.4 92.7 6.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 57 60 99 144 146 265 249 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 946,557 COMMITMENTS 93,784 96,970 62,240 631,718 660,914 787,743 820,124 158,814 126,433 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 18,148) 10,402 -12,476 7,982 1,006 26,602 19,390 22,107 -1,242 -3,959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 10.2 6.6 66.7 69.8 83.2 86.6 16.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579) 127 112 104 242 238 421 403 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 314,345 COMMITMENTS 16,088 5,679 24,364 202,275 206,301 242,727 236,344 71,617 78,001 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 6,194) 4,342 -3,947 2,801 -973 10,061 6,170 8,915 23 -2,722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 1.8 7.8 64.3 65.6 77.2 75.2 22.8 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 13 21 29 77 65 112 94 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,161,064 COMMITMENTS 424,717 492,691 153,146 2147216 2273065 2725079 2918901 435,985 242,162 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 59,772) 36,294 -36,649 19,908 9,896 82,701 66,099 65,960 -6,327 -6,189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 15.6 4.8 67.9 71.9 86.2 92.3 13.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538) 121 106 92 213 217 378 371 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 98,838 COMMITMENTS 15,148 8,850 50 72,864 86,585 88,062 95,485 10,776 3,353 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -2,049) 2,894 -141 -3 -6,911 -1,315 -4,020 -1,459 1,971 -590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 9.0 0.1 73.7 87.6 89.1 96.6 10.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 13 8 2 56 32 70 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 100,249 COMMITMENTS 25,666 6,439 2,881 60,764 83,712 89,311 93,032 10,938 7,218 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 98) -2,718 -126 653 2,588 -1,208 523 -681 -425 779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 6.4 2.9 60.6 83.5 89.1 92.8 10.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 81 33 18 82 83 173 124 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 16,490 COMMITMENTS 1,474 957 548 9,597 14,023 11,619 15,528 4,871 962 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,262) 657 468 74 1,062 830 1,793 1,372 -531 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 5.8 3.3 58.2 85.0 70.5 94.2 29.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 1 7 10 11 13 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 418,798 COMMITMENTS 127,746 34,194 4,880 255,835 348,444 388,462 387,518 30,337 31,281 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -5,819) -14,187 -280 206 7,631 -10,190 -6,350 -10,263 531 4,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 8.2 1.2 61.1 83.2 92.8 92.5 7.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 80 31 16 79 79 168 117 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,802 COMMITMENTS 88,669 36,519 5,183 33,238 95,506 127,090 137,208 30,712 20,594 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 949) 8,214 1,884 415 -11,495 1,088 -2,866 3,386 3,815 -2,437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.2 23.1 3.3 21.1 60.5 80.5 86.9 19.5 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 30 25 15 18 25 59 54 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 42,151 COMMITMENTS 9,415 14,182 0 25,741 4,895 35,156 19,077 6,995 23,074 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 337) -485 92 0 200 20 -285 112 622 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 33.6 0.0 61.1 11.6 83.4 45.3 16.6 54.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 13 7 0 19 5 32 12 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,562 COMMITMENTS 16,948 3,626 7,686 29,609 15,537 54,243 26,849 12,319 39,713 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 2,979) 679 -464 353 2,304 -2,443 3,336 -2,554 -357 5,533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 5.4 11.5 44.5 23.3 81.5 40.3 18.5 59.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 15 7 4 21 18 38 27
Updated May 4, 2012