BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,817 COMMITMENTS 190 153 115 4,904 4,951 5,208 5,219 609 598 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 87) -1 33 3 29 80 30 116 57 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 2.6 2.0 84.3 85.1 89.5 89.7 10.5 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 2 14 12 18 15 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,158 COMMITMENTS 6,144 3,862 10,748 24,324 21,391 41,216 36,001 4,941 10,156 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -1,449) -279 64 -457 -711 -362 -1,447 -756 -2 -694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 8.4 23.3 52.7 46.3 89.3 78.0 10.7 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 16 14 20 38 33 62 59 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,011 COMMITMENTS 63,768 64,182 110,663 123,656 111,635 298,086 286,480 32,925 44,531 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -1,851) 1,532 -8,887 3,439 -5,526 3,655 -554 -1,792 -1,296 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 19.4 33.4 37.4 33.7 90.1 86.5 9.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 92 105 126 80 86 238 268 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 447,595 COMMITMENTS 120,684 49,769 135,572 161,896 197,092 418,152 382,432 29,443 65,163 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -1,082) 2,212 -10,162 9,128 -7,544 -271 3,796 -1,305 -4,877 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 11.1 30.3 36.2 44.0 93.4 85.4 6.6 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417) 121 110 152 110 163 305 362 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,912 COMMITMENTS 3,885 3,214 1,528 2,687 3,681 8,100 8,423 1,812 1,489 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 438) 274 248 -2 -64 147 208 393 230 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.2 32.4 15.4 27.1 37.1 81.7 85.0 18.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 37 18 15 19 22 66 48 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,416 COMMITMENTS 17,172 8,192 11,708 12,910 10,651 41,789 30,551 8,627 19,866 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,416) 884 -119 1,085 -269 414 1,701 1,380 -284 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 16.2 23.2 25.6 21.1 82.9 60.6 17.1 39.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 67 40 41 54 72 139 137 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,060 COMMITMENTS 500 4,866 295 9,563 5,447 10,358 10,608 702 452 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 94) 1 -57 102 104 174 207 218 -113 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 44.0 2.7 86.5 49.2 93.6 95.9 6.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 9 10 18 16 29 29 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 109,579 COMMITMENTS 7,784 5,630 3,353 98,049 100,328 109,186 109,311 393 268 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -22,225) -957 -774 65 -21,132 -20,275 -22,024 -20,984 -201 -1,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 5.1 3.1 89.5 91.6 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 2 16 16 19 21 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 145,799 COMMITMENTS 57,902 18,093 4,832 44,442 96,021 107,176 118,947 38,623 26,852 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -5,774) -7,917 3,035 715 2,500 -13,873 -4,702 -10,123 -1,072 4,349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.7 12.4 3.3 30.5 65.9 73.5 81.6 26.5 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 26 19 11 25 25 55 51 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 73,203 COMMITMENTS 4,841 39,752 275 58,444 3,766 63,560 43,793 9,643 29,410 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 8,513) -1,286 6,931 181 10,927 -204 9,821 6,908 -1,309 1,604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 54.3 0.4 79.8 5.1 86.8 59.8 13.2 40.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 20 2 12 9 17 31 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 189,254 COMMITMENTS 22,415 38,531 6,678 157,080 137,046 186,173 182,255 3,081 6,999 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 14,868) -13,442 17,119 1,627 27,944 -5,440 16,129 13,306 -1,261 1,562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 20.4 3.5 83.0 72.4 98.4 96.3 1.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 31 46 10 24 22 63 72 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 190,928 COMMITMENTS 41,052 29,547 2,769 118,250 135,459 162,072 167,775 28,856 23,153 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -13,780) -16,388 -3,067 1,173 13,661 -15,800 -1,554 -17,694 -12,226 3,914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 15.5 1.5 61.9 70.9 84.9 87.9 15.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 27 20 10 26 32 57 58 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 155,118 COMMITMENTS 20,392 38,314 5,704 110,990 66,988 137,086 111,006 18,032 44,112 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 4,775) 2,833 -13,508 1,407 -1,743 18,945 2,497 6,843 2,279 -2,068 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 24.7 3.7 71.6 43.2 88.4 71.6 11.6 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 15 39 15 23 24 50 66 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 444,126 COMMITMENTS 35,053 229,365 46,043 324,255 86,178 405,351 361,586 38,775 82,540 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 23,602) -5,186 16,520 4,512 22,347 3,911 21,673 24,942 1,930 -1,339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 51.6 10.4 73.0 19.4 91.3 81.4 8.7 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 32 91 49 55 57 120 164 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,542 COMMITMENTS 14,500 15,147 1,160 4,268 3,243 19,928 19,550 614 992 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 283) 130 1 -11 467 268 586 258 -303 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.6 73.7 5.6 20.8 15.8 97.0 95.2 3.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 4 3 7 5 17 12 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,439 COMMITMENTS 8,418 9,927 0 11,398 8,145 19,816 18,072 1,623 3,367 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 4,176) -706 3,400 -162 5,936 -578 5,068 2,660 -892 1,516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 46.3 0.0 53.2 38.0 92.4 84.3 7.6 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 10 23 0 12 5 22 28 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,702,139 COMMITMENTS 654,267 798,547 5196656 7029223 6622498 12880146 12617701 821,993 1084438 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -256,125) -138,092 -53,566 -34,385 -80,910 -187,014 -253,388 -274,965 -2,738 18,840 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 5.8 37.9 51.3 48.3 94.0 92.1 6.0 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 58 62 103 140 142 254 259 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,036,810 COMMITMENTS 74,400 104,640 71,961 710,158 706,409 856,519 883,010 180,291 153,800 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,727) -12,475 7,388 -11,388 19,613 -6,059 -4,250 -10,058 5,977 11,786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 10.1 6.9 68.5 68.1 82.6 85.2 17.4 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 566) 102 119 97 245 249 403 410 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 361,992 COMMITMENTS 13,675 11,251 31,016 239,079 218,793 283,769 261,060 78,222 100,932 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 6,773) -1,654 -2,481 -3,872 9,489 1,913 3,963 -4,440 2,811 11,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 3.1 8.6 66.0 60.4 78.4 72.1 21.6 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 17 16 24 78 64 108 92 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,374,094 COMMITMENTS 346,649 509,972 161,702 2355399 2438078 2863750 3109753 510,344 264,342 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -25,230) -63,848 39,602 -27,836 50,623 -39,859 -41,061 -28,094 15,831 2,864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 15.1 4.8 69.8 72.3 84.9 92.2 15.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 528) 97 110 87 220 230 365 379 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 105,516 COMMITMENTS 6,956 6,464 2,557 87,210 91,858 96,723 100,879 8,793 4,637 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 3,460) -4,519 -242 2,540 5,212 1,689 3,233 3,987 226 -528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 6.1 2.4 82.7 87.1 91.7 95.6 8.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 8 7 2 54 33 63 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 102,944 COMMITMENTS 17,703 9,042 6,386 70,398 82,030 94,487 97,458 8,456 5,485 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -1,958) -4,803 891 1,427 1,825 -4,758 -1,552 -2,441 -406 483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 8.8 6.2 68.4 79.7 91.8 94.7 8.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 51 40 20 79 92 143 139 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,456 COMMITMENTS 1,135 2,101 656 16,742 18,831 18,533 21,588 3,923 868 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,188) -576 740 27 1,247 370 698 1,137 490 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 9.4 2.9 74.6 83.9 82.5 96.1 17.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 1 13 8 16 12 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 402,436 COMMITMENTS 96,365 48,230 15,125 268,280 315,996 379,771 379,352 22,666 23,085 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -15,728) -19,821 2,068 5,683 2,888 -25,639 -11,250 -17,888 -4,478 2,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 12.0 3.8 66.7 78.5 94.4 94.3 5.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 53 37 18 72 88 136 132 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,310 COMMITMENTS 29,936 47,005 8,329 96,659 72,138 134,925 127,472 22,386 29,838 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -872) -21,363 70 2,187 18,113 -5,295 -1,063 -3,037 192 2,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 29.9 5.3 61.4 45.9 85.8 81.0 14.2 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 14 40 17 22 27 50 70 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,095 COMMITMENTS 3,931 7,789 0 23,325 5,300 27,256 13,089 7,839 22,006 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -424) -85 610 0 -383 -81 -468 529 44 -953 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 22.2 0.0 66.5 15.1 77.7 37.3 22.3 62.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 7 0 19 6 29 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 68,620 COMMITMENTS 13,109 3,779 6,799 36,842 13,083 56,750 23,661 11,870 44,959 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,999) -26 149 186 6,478 -3,351 6,638 -3,016 -4,639 5,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 5.5 9.9 53.7 19.1 82.7 34.5 17.3 65.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 13 7 2 24 17 38 25
Updated May 25, 2012