RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 12,015 COMMITMENTS 3,146 1,500 0 8,520 9,916 11,666 11,416 349 599 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: -1,496) 0 -308 -85 -1,518 -1,348 -1,603 -1,741 107 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 12.5 0.0 70.9 82.5 97.1 95.0 2.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 4 0 13 9 17 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 81,402 COMMITMENTS 25,180 19,731 1,014 21,653 44,929 47,847 65,674 33,555 15,728 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 6,826) 3,173 -262 140 333 6,689 3,646 6,567 3,180 259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 24.2 1.2 26.6 55.2 58.8 80.7 41.2 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 16 10 6 12 19 30 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 32,340 COMMITMENTS 8,692 7,073 247 10,312 14,559 19,251 21,879 13,089 10,461 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 5,974) 3,936 1,574 85 -2,410 5,363 1,611 7,022 4,363 -1,048 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 21.9 0.8 31.9 45.0 59.5 67.7 40.5 32.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 12 10 4 7 5 20 18 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 48,168 COMMITMENTS 30,478 9,010 375 13,976 37,319 44,829 46,704 3,339 1,464 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 657) 5,734 3,171 -33 -5,542 -2,295 159 843 498 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.3 18.7 0.8 29.0 77.5 93.1 97.0 6.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 20 20 1 9 15 29 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 91,329 COMMITMENTS 19,205 41,711 132 55,436 30,782 74,773 72,625 16,556 18,704 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 103) -1,653 -1,584 82 399 3,751 -1,172 2,249 1,275 -2,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 45.7 0.1 60.7 33.7 81.9 79.5 18.1 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 18 18 3 14 16 33 36 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 85,709 COMMITMENTS 28,513 26,125 381 36,879 39,091 65,773 65,597 19,936 20,112 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 10,114) 6,925 -1,981 -1 -1,123 12,474 5,801 10,492 4,313 -378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 30.5 0.4 43.0 45.6 76.7 76.5 23.3 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 21 26 7 15 17 43 43 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 124,499 COMMITMENTS 41,355 30,940 888 40,143 60,005 82,386 91,833 42,113 32,666 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 13,731) 6,330 -717 410 724 12,363 7,464 12,056 6,267 1,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 24.9 0.7 32.2 48.2 66.2 73.8 33.8 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 39 26 11 22 26 65 59 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 16,914 COMMITMENTS 7,031 773 0 7,898 15,194 14,929 15,967 1,985 947 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 2,921) 2,373 -76 0 9 3,341 2,382 3,265 539 -344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 4.6 0.0 46.7 89.8 88.3 94.4 11.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 3 0 6 10 14 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,420,445 COMMITMENTS 909,528 374,826 619,704 3969206 4650752 5498438 5645282 922,007 775,163 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 143,655) 117,186 -9,066 11,718 -5,954 189,648 122,950 192,300 20,705 -48,645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 5.8 9.7 61.8 72.4 85.6 87.9 14.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 59 36 73 109 112 201 195 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 457,849 COMMITMENTS 53,475 28,383 4,529 295,385 370,268 353,389 403,180 104,460 54,669 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: -541) -412 -2,949 744 3,439 1,377 3,771 -828 -4,312 287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 6.2 1.0 64.5 80.9 77.2 88.1 22.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 28 23 14 76 62 108 95 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,645,720 COMMITMENTS 517,888 478,817 23,513 1911069 1864149 2452470 2366479 193,250 279,241 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 15,932) 16,066 29,054 3,725 -15,002 -20,605 4,789 12,174 11,143 3,758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 18.1 0.9 72.2 70.5 92.7 89.4 7.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425) 95 110 32 138 151 248 278 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 107,707 COMMITMENTS 14,175 13,160 437 83,598 91,183 98,210 104,780 9,497 2,927 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: -1,734) -1,046 -613 -17 506 -593 -557 -1,223 -1,177 -511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 12.2 0.4 77.6 84.7 91.2 97.3 8.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 9 7 1 49 33 59 40 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,959 COMMITMENTS 2,100 4,528 0 12,626 15,622 14,726 20,150 8,233 2,809 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 566) -1,868 954 0 133 -374 -1,735 580 2,301 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 19.7 0.0 55.0 68.0 64.1 87.8 35.9 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 6 0 15 18 20 24 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 286,699 COMMITMENTS 83,646 64,479 7,262 173,260 174,379 264,168 246,120 22,531 40,579 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 3,236) -8,399 -2,326 4,625 3,687 -12,953 -87 -10,654 3,323 13,890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 22.5 2.5 60.4 60.8 92.1 85.8 7.9 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 55 54 16 62 56 126 117 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 84,347 COMMITMENTS 39,484 11,253 223 22,705 64,760 62,412 76,236 21,935 8,111 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 5,138) 5,298 131 165 -209 4,328 5,254 4,624 -116 514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.8 13.3 0.3 26.9 76.8 74.0 90.4 26.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 27 8 2 11 15 40 23 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,625 COMMITMENTS 7,541 11,116 1 17,087 13,943 24,629 25,060 5,996 5,565 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: -52) 728 1,236 1 -179 -1,045 550 192 -602 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 36.3 0.0 55.8 45.5 80.4 81.8 19.6 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 14 11 1 13 16 27 28 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,968 COMMITMENTS 18,126 17,921 1,781 21,121 31,748 41,028 51,450 15,940 5,518 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 3,403) 2,625 1,587 -72 -989 -2,549 1,564 -1,034 1,839 4,437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 31.5 3.1 37.1 55.7 72.0 90.3 28.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 16 17 5 22 21 40 41 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 25,529 COMMITMENTS 3,347 8,344 125 20,322 14,652 23,794 23,121 1,735 2,408 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: -184) -223 630 -130 191 -924 -162 -424 -22 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 32.7 0.5 79.6 57.4 93.2 90.6 6.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 5 3 11 14 21 20 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,629 COMMITMENTS 4,204 656 0 10,774 15,262 14,978 15,918 1,651 711 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 2,106) 477 -127 -88 1,204 2,175 1,593 1,960 513 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 3.9 0.0 64.8 91.8 90.1 95.7 9.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 12 2 0 8 3 20 5 -------------------------------------------------------------------------------- Updated May 15, 2009