Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 138,257
Positions
2,879 96,227 1,904 9,848 7,033 241 60,333 15,025 1,194 9,870 119 41 51,947 16,473
Changes from: March 29, 2011 Total Change is: 19,129
-3,926 11,482 -13 -507 18 -32 16,481 5,953 -172 1,227 -1 0 6,071 1,894
Percent of Open Interest Represented by Each Category of Trader
2.1 69.6 1.4 7.1 5.1 0.2 43.6 10.9 0.9 7.1 0.1 0.0 37.6 11.9
Number of Traders in Each Category Total Traders: 87
4 13 . 4 4 . 38 12 . 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 59,954
Positions
8,939 30,907 1,470 875 1,111 69 22,792 17,685 2 0 0 0 25,807 8,710
Changes from: March 29, 2011 Total Change is: 3,224
4,172 -2,964 712 -153 -3 0 -1,392 6,066 0 0 0 0 -115 -587
Percent of Open Interest Represented by Each Category of Trader
14.9 51.6 2.5 1.5 1.9 0.1 38.0 29.5 0.0 0.0 0.0 0.0 43.0 14.5
Number of Traders in Each Category Total Traders: 39
. 8 . . . . 13 12 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 111,219
Positions
3,937 46,036 755 6,066 22,966 1,292 65,160 12,265 165 608 7,408 0 33,236 20,332
Changes from: March 29, 2011 Total Change is: 6,713
-5,957 19,727 -5,234 -1,267 907 28 16,549 -10,366 -47 -1,733 1,838 0 4,374 -140
Percent of Open Interest Represented by Each Category of Trader
3.5 41.4 0.7 5.5 20.6 1.2 58.6 11.0 0.1 0.5 6.7 0.0 29.9 18.3
Number of Traders in Each Category Total Traders: 98
7 12 . . 13 5 37 20 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 120,632
Positions
47,947 13,142 2,937 21,189 8,748 1,287 22,298 50,412 668 2,011 2,380 0 22,295 41,058
Changes from: March 29, 2011 Total Change is: 20,255
40,259 -19,277 1,419 -2,771 1,053 -43 -12,485 26,352 339 401 -259 0 -6,864 10,671
Percent of Open Interest Represented by Each Category of Trader
39.7 10.9 2.4 17.6 7.3 1.1 18.5 41.8 0.6 1.7 2.0 0.0 18.5 34.0
Number of Traders in Each Category Total Traders: 102
15 9 4 8 8 4 21 33 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 236,270
Positions
35,013 107,368 274 29,192 19,180 3,031 78,789 39,413 758 23,198 16,919 746 65,269 48,581
Changes from: March 29, 2011 Total Change is: 18,093
9,203 11,072 -813 1,370 -215 131 3,916 2,369 -680 496 2,762 1 4,469 3,466
Percent of Open Interest Represented by Each Category of Trader
14.8 45.4 0.1 12.4 8.1 1.3 33.3 16.7 0.3 9.8 7.2 0.3 27.6 20.6
Number of Traders in Each Category Total Traders: 178
16 25 4 17 15 10 45 31 6 17 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 146,108
Positions
4,522 115,307 283 10,076 3,396 134 93,795 11,146 45 2,938 569 0 34,315 15,228
Changes from: March 29, 2011 Total Change is: 7,470
-2,020 5,854 -16 149 -69 0 8,046 1,403 21 814 9 0 476 268
Percent of Open Interest Represented by Each Category of Trader
3.1 78.9 0.2 6.9 2.3 0.1 64.2 7.6 0.0 2.0 0.4 0.0 23.5 10.4
Number of Traders in Each Category Total Traders: 79
. 14 . 6 4 . 33 12 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 90,125
Positions
15,585 36,089 41,312 0 0 0 28,956 10,355 480 1,511 0 0 2,281 1,889
Changes from: March 29, 2011 Total Change is: 1,981
-201 333 187 0 0 0 104 -114 0 256 0 0 1,635 1,575
Percent of Open Interest Represented by Each Category of Trader
17.3 40.0 45.8 0.0 0.0 0.0 32.1 11.5 0.5 1.7 0.0 0.0 2.5 2.1
Number of Traders in Each Category Total Traders: 25
6 10 11 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 158,825
Positions
491 127,331 206 15,889 1,298 0 125,697 25,765 88 7,976 2,577 0 8,478 1,560
Changes from: March 29, 2011 Total Change is: 29,464
-3,298 21,332 206 -1,049 1,055 0 30,452 6,917 -229 3,090 225 0 292 -42
Percent of Open Interest Represented by Each Category of Trader
0.3 80.2 0.1 10.0 0.8 0.0 79.1 16.2 0.1 5.0 1.6 0.0 5.3 1.0
Number of Traders in Each Category Total Traders: 123
. 16 . 9 . 0 64 10 . 14 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 37,456
Positions
26,198 30,251 3 4,053 0 0 5,459 232 0 410 6,833 0 1,333 137
Changes from: March 29, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
69.9 80.8 0.0 10.8 0.0 0.0 14.6 0.6 0.0 1.1 18.2 0.0 3.6 0.4
Number of Traders in Each Category Total Traders: 20
. 6 . . 0 0 7 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 16,197
Positions
2,697 6,559 30 0 147 0 9,511 7,720 3 663 0 0 3,293 1,738
Changes from: March 29, 2011 Total Change is: 2,796
-1,530 3,047 -10 -274 -1,068 0 3,761 1,361 -213 0 0 0 1,062 -321
Percent of Open Interest Represented by Each Category of Trader
16.7 40.5 0.2 0.0 0.9 0.0 58.7 47.7 0.0 4.1 0.0 0.0 20.3 10.7
Number of Traders in Each Category Total Traders: 37
5 8 . 0 . 0 12 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 58,807
Positions
19,061 34,091 1,063 3,214 1,297 390 28,133 11,956 78 138 1,754 0 6,732 8,180
Changes from: March 29, 2011 Total Change is: 21
-102 -3,073 36 344 262 -143 2,388 360 -190 81 317 0 -2,393 2,451
Percent of Open Interest Represented by Each Category of Trader
32.4 58.0 1.8 5.5 2.2 0.7 47.8 20.3 0.1 0.2 3.0 0.0 11.4 13.9
Number of Traders in Each Category Total Traders: 92
16 17 . 6 . . 31 14 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 117,613
Positions
38,121 68,181 2,125 6,427 2,594 780 56,266 23,911 155 276 3,507 0 13,463 16,360
Changes from: March 29, 2011 Total Change is: 41
-204 -6,146 72 688 524 -285 4,775 720 -380 161 634 0 -4,786 4,902
Percent of Open Interest Represented by Each Category of Trader
32.4 58.0 1.8 5.5 2.2 0.7 47.8 20.3 0.1 0.2 3.0 0.0 11.4 13.9
Number of Traders in Each Category Total Traders: 92
16 17 . 6 . . 31 14 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 838,763
Positions
65,001 262,760 31,131 399,316 120,698 60,809 77,844 190,849 19,666 21,840 30,276 3,175 159,982 119,399
Changes from: March 29, 2011 Total Change is: 12,431
778 6,083 2,131 -14,348 -1,404 6,152 7,087 275 -3,528 3,487 -1,119 1,465 9,207 2,376
Percent of Open Interest Represented by Each Category of Trader
7.7 31.3 3.7 47.6 14.4 7.2 9.3 22.8 2.3 2.6 3.6 0.4 19.1 14.2
Number of Traders in Each Category Total Traders: 546
38 48 20 121 58 66 85 137 54 31 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 302,356
Positions
8,189 162,438 5,410 140,711 36,393 8,550 17,003 25,946 1,478 8,840 13,048 833 111,342 48,260
Changes from: March 29, 2011 Total Change is: 7,166
-433 8,306 1,333 -5,232 750 2,958 206 -5,088 278 2,563 -2,148 758 4,735 19
Percent of Open Interest Represented by Each Category of Trader
2.7 53.7 1.8 46.5 12.0 2.8 5.6 8.6 0.5 2.9 4.3 0.3 36.8 16.0
Number of Traders in Each Category Total Traders: 123
5 23 7 31 13 13 13 29 6 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,682,037
Positions
323,857 541,410 88,805 1,314,311 442,812 240,008 346,989 867,298 48,158 73,730 94,873 2,980 243,199 355,693
Changes from: March 29, 2011 Total Change is: 26,326
14,861 -2,309 -4,813 -46,205 -11,397 16,595 6,630 -960 8,743 8,207 8,732 -52 22,360 11,787
Percent of Open Interest Represented by Each Category of Trader
12.1 20.2 3.3 49.0 16.5 8.9 12.9 32.3 1.8 2.7 3.5 0.1 9.1 13.3
Number of Traders in Each Category Total Traders: 507
36 44 13 101 55 58 86 131 37 27 27 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 112,251
Positions
23,267 54,189 40 56,959 32,389 5,644 15,472 17,296 0 1,513 0 0 9,356 2,693
Changes from: March 29, 2011 Total Change is: 1,994
215 2,580 40 851 -798 -49 544 170 0 -29 0 0 422 51
Percent of Open Interest Represented by Each Category of Trader
20.7 48.3 0.0 50.7 28.9 5.0 13.8 15.4 0.0 1.3 0.0 0.0 8.3 2.4
Number of Traders in Each Category Total Traders: 100
7 11 . 32 15 12 18 15 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 90,141
Positions
11,678 44,756 5,792 16,968 8,348 2,705 29,990 12,056 10,978 2,395 1,703 69 9,565 3,734
Changes from: March 29, 2011 Total Change is: 15,998
-3,078 9,632 2,660 2,068 -653 -271 6,892 250 6,497 528 -1,110 69 632 -1,078
Percent of Open Interest Represented by Each Category of Trader
13.0 49.7 6.4 18.8 9.3 3.0 33.3 13.4 12.2 2.7 1.9 0.1 10.6 4.1
Number of Traders in Each Category Total Traders: 237
19 33 9 35 21 15 62 44 18 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 17,942
Positions
2,350 15,631 1 1,859 0 0 9,988 716 0 0 386 0 3,744 1,208
Changes from: March 29, 2011 Total Change is: 6,747
454 7,277 1 0 0 0 6,385 716 0 0 -738 0 -93 -509
Percent of Open Interest Represented by Each Category of Trader
13.1 87.1 0.0 10.4 0.0 0.0 55.7 4.0 0.0 0.0 2.2 0.0 20.9 6.7
Number of Traders in Each Category Total Traders: 27
6 11 . . 0 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 360,997
Positions
70,544 169,525 5,055 79,544 45,741 9,523 150,588 107,275 4,315 11,975 6,587 346 29,107 12,630
Changes from: March 29, 2011 Total Change is: 46,255
-6,961 22,477 2,597 10,339 -3,263 -1,353 35,097 30,232 -75 2,642 -1,859 346 3,623 -2,847
Percent of Open Interest Represented by Each Category of Trader
19.5 47.0 1.4 22.0 12.7 2.6 41.7 29.7 1.2 3.3 1.8 0.1 8.1 3.5
Number of Traders in Each Category Total Traders: 234
20 30 4 34 21 14 60 46 13 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 367,945
Positions
127,562 35,416 12,104 111,313 134,158 21,030 72,137 127,469 4,249 1,885 16,962 0 17,665 16,557
Changes from: March 29, 2011 Total Change is: -44
6,708 1,005 -3,785 7 -2,412 1,209 -3,426 2,025 654 40 807 0 -1,451 453
Percent of Open Interest Represented by Each Category of Trader
34.7 9.6 3.3 30.3 36.5 5.7 19.6 34.6 1.2 0.5 4.6 0.0 4.8 4.5
Number of Traders in Each Category Total Traders: 260
18 17 . 50 49 26 46 64 15 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 57,183
Positions
8,879 4,621 6,145 8,070 12,463 1,625 24,130 8,324 539 466 5,216 0 7,329 18,250
Changes from: March 29, 2011 Total Change is: 458
537 -1,683 -108 -2,051 -1,402 128 1,965 3,879 0 250 -518 0 -263 162
Percent of Open Interest Represented by Each Category of Trader
15.5 8.1 10.7 14.1 21.8 2.8 42.2 14.6 0.9 0.8 9.1 0.0 12.8 31.9
Number of Traders in Each Category Total Traders: 70
9 11 . 12 4 4 14 12 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 64,219
Positions
24,785 20,091 8,026 7,544 5,172 4,829 10,318 16,908 754 947 2,143 618 6,398 5,678
Changes from: March 29, 2011 Total Change is: -2,659
2,721 -1,406 187 -772 -3,827 3,790 1,005 -2,038 -785 57 810 618 -9,480 -8
Percent of Open Interest Represented by Each Category of Trader
38.6 31.3 12.5 11.7 8.1 7.5 16.1 26.3 1.2 1.5 3.3 1.0 10.0 8.8
Number of Traders in Each Category Total Traders: 77
17 15 4 8 . 4 15 11 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 31,640
Positions
256 7,233 1,241 18,941 11,057 3,981 2,378 6,258 19 419 0 0 4,405 1,851
Changes from: March 29, 2011 Total Change is: -201
-69 518 41 -749 -128 -289 740 -323 8 0 0 0 117 -28
Percent of Open Interest Represented by Each Category of Trader
0.8 22.9 3.9 59.9 34.9 12.6 7.5 19.8 0.1 1.3 0.0 0.0 13.9 5.9
Number of Traders in Each Category Total Traders: 48
. 4 . 19 12 7 . 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 38,042
Positions
5,926 16,063 972 13,083 4,238 875 8,380 11,884 577 1,534 270 34 6,661 3,129
Changes from: March 29, 2011 Total Change is: 2,506
186 1,848 -44 -119 -1,310 147 1,397 1,665 -211 276 -415 0 874 826
Percent of Open Interest Represented by Each Category of Trader
15.6 42.2 2.6 34.4 11.1 2.3 22.0 31.2 1.5 4.0 0.7 0.1 17.5 8.2
Number of Traders in Each Category Total Traders: 62
5 8 . 16 7 5 12 9 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 593,161
Positions
23,556 52,485 5,200 283,892 154,180 59,367 67,063 99,814 5,972 19,205 53,676 0 128,906 162,467
Changes from: March 29, 2011 Total Change is: 2,251
8,098 -25,675 1,845 3,719 -796 1,143 -10,136 21,141 1,030 2,022 256 0 -5,470 3,307
Percent of Open Interest Represented by Each Category of Trader
4.0 8.8 0.9 47.9 26.0 10.0 11.3 16.8 1.0 3.2 9.0 0.0 21.7 27.4
Number of Traders in Each Category Total Traders: 156
10 15 4 45 22 30 22 31 9 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 325,982
Positions
0 134,439 617 236,370 4,829 19,385 2,935 126,099 0 1,700 0 0 64,975 40,613
Changes from: March 29, 2011 Total Change is: 6,827
-200 9,902 117 4,407 -1,698 556 395 839 0 0 0 0 1,552 -2,889
Percent of Open Interest Represented by Each Category of Trader
0.0 41.2 0.2 72.5 1.5 5.9 0.9 38.7 0.0 0.5 0.0 0.0 19.9 12.5
Number of Traders in Each Category Total Traders: 64
0 12 . 32 . 15 . 16 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 971,656
Positions
113,621 78,427 9,977 267,619 417,446 87,128 264,872 116,756 14,926 112,427 82,085 5,710 95,376 159,201
Changes from: March 29, 2011 Total Change is: 77,860
32,250 -5,410 -3,100 -6,804 11,722 763 59,980 34,889 -2,934 3,704 25,764 937 -6,936 15,229
Percent of Open Interest Represented by Each Category of Trader
11.7 8.1 1.0 27.5 43.0 9.0 27.3 12.0 1.5 11.6 8.4 0.6 9.8 16.4
Number of Traders in Each Category Total Traders: 241
21 30 9 34 54 35 34 38 21 7 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,605,373
Positions
215,838 135,511 23,742 528,823 531,283 186,413 279,769 246,887 30,091 65,633 55,061 11,140 263,924 385,245
Changes from: March 29, 2011 Total Change is: 36,831
75,188 -4,682 -7,181 -6,586 1,693 -17,771 -40,784 43,836 3,655 28,108 -6,624 1,500 702 22,405
Percent of Open Interest Represented by Each Category of Trader
13.4 8.4 1.5 32.9 33.1 11.6 17.4 15.4 1.9 4.1 3.4 0.7 16.4 24.0
Number of Traders in Each Category Total Traders: 264
31 31 15 30 53 45 39 56 30 10 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,302,380
Positions
121,242 111,284 25,460 310,918 501,339 141,555 428,924 119,025 25,588 60,899 73,525 3,391 184,403 301,213
Changes from: March 29, 2011 Total Change is: 46,271
36,999 -14,667 1,541 11,279 4,018 13,403 3,080 5,803 -8,086 2,690 10,200 741 -15,376 33,318
Percent of Open Interest Represented by Each Category of Trader
9.3 8.5 2.0 23.9 38.5 10.9 32.9 9.1 2.0 4.7 5.6 0.3 14.2 23.1
Number of Traders in Each Category Total Traders: 188
22 17 10 25 40 39 27 35 17 7 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 638,687
Positions
174,141 218,999 219,836 12,146 2,991 9,118 104,043 64,713 65,323 12,690 4,600 5,890 35,500 47,217
Changes from: March 29, 2011 Total Change is: -34,105
-876 -18,932 -27,466 -962 551 -1,027 1,480 14,669 -3,122 -4,174 -1,568 -1,432 3,474 4,222
Percent of Open Interest Represented by Each Category of Trader
27.3 34.3 34.4 1.9 0.5 1.4 16.3 10.1 10.2 2.0 0.7 0.9 5.6 7.4
Number of Traders in Each Category Total Traders: 132
24 37 45 5 . 5 23 20 30 . 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,254,557
Positions
1,182,761 3,279,309 1,915,637 2,771,640 531,106 216,732 957,100 736,235 1,141,897 58,427 282,615 178,327 832,036 972,699
Changes from: March 29, 2011 Total Change is: 460,856
-37,320 33,644 226,573 53,359 28,310 10,201 11,094 -8,114 122,874 21,737 -16,858 38,342 13,996 25,884
Percent of Open Interest Represented by Each Category of Trader
12.8 35.4 20.7 29.9 5.7 2.3 10.3 8.0 12.3 0.6 3.1 1.9 9.0 10.5
Number of Traders in Each Category Total Traders: 275
30 62 89 12 15 20 51 60 83 7 16 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,225
Positions
4,143 5,623 0 1,462 747 35 650 3,880 7 4,800 674 0 128 259
Changes from: March 29, 2011 Total Change is: -697
-1,124 -829 0 8 -80 0 377 195 -4 0 22 0 46 -1
Percent of Open Interest Represented by Each Category of Trader
36.9 50.1 0.0 13.0 6.7 0.3 5.8 34.6 0.1 42.8 6.0 0.0 1.1 2.3
Number of Traders in Each Category Total Traders: 29
. . 0 . 5 . . 10 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 28,465
Positions
24,752 14,438 0 1,983 2,236 59 1,346 6,084 0 40 5,416 0 285 232
Changes from: March 29, 2011 Total Change is: -15
-198 -489 0 -27 570 0 85 -139 0 0 -50 0 125 93
Percent of Open Interest Represented by Each Category of Trader
87.0 50.7 0.0 7.0 7.9 0.2 4.7 21.4 0.0 0.1 19.0 0.0 1.0 0.8
Number of Traders in Each Category Total Traders: 28
. 5 0 . 5 . 4 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 50,309
Positions
24,687 5,168 0 73 765 693 15,831 35,901 812 1,986 1,147 250 5,977 5,573
Changes from: March 29, 2011 Total Change is: -2,606
20 2,710 0 0 73 -50 -2,632 -5,277 95 -175 -147 0 136 -10
Percent of Open Interest Represented by Each Category of Trader
49.1 10.3 0.0 0.1 1.5 1.4 31.5 71.4 1.6 3.9 2.3 0.5 11.9 11.1
Number of Traders in Each Category Total Traders: 116
5 7 0 . 4 . 19 48 7 24 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 181,288
Positions
58,234 59,259 39,009 9,692 1,947 2,284 16,356 30,657 24,599 2,400 1,247 8,281 20,433 14,005
Changes from: March 29, 2011 Total Change is: -2,771
-6,578 -7,664 606 1,294 401 -116 2,559 6,849 -822 524 -769 130 -368 -1,386
Percent of Open Interest Represented by Each Category of Trader
32.1 32.7 21.5 5.3 1.1 1.3 9.0 16.9 13.6 1.3 0.7 4.6 11.3 7.7
Number of Traders in Each Category Total Traders: 109
18 6 19 11 4 4 21 24 24 9 6 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,886
Positions
2,131 5,123 0 2,577 0 0 2,410 2,149 37 150 77 0 1,581 1,500
Changes from: March 29, 2011 Total Change is: -793
-8 -205 0 45 0 0 -836 936 0 0 -1,500 0 6 -24
Percent of Open Interest Represented by Each Category of Trader
24.0 57.7 0.0 29.0 0.0 0.0 27.1 24.2 0.4 1.7 0.9 0.0 17.8 16.9
Number of Traders in Each Category Total Traders: 21
. 4 0 4 0 0 6 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 13,417
Positions
413 12,815 1 7,844 0 1 3,149 127 3 0 127 12 1,994 331
Changes from: March 29, 2011 Total Change is: 45
-1 48 1 -91 0 0 934 -5 0 0 23 0 -798 -22
Percent of Open Interest Represented by Each Category of Trader
3.1 95.5 0.0 58.5 0.0 0.0 23.5 0.9 0.0 0.0 0.9 0.1 14.9 2.5
Number of Traders in Each Category Total Traders: 22
. . . 9 0 . 8 . . 0 . .
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Updated April 8, 2011