Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 181,374
Positions
5,847 86,023 23,875 10,700 7,046 143 71,006 39,425 3,872 8,482 650 375 57,073 19,965
Changes from: March 1, 2011 Total Change is: 22,718
-228 4,993 19,061 993 -4 1 3,493 2,639 -1,587 -274 650 145 1,114 -3,181
Percent of Open Interest Represented by Each Category of Trader
3.2 47.4 13.2 5.9 3.9 0.1 39.1 21.7 2.1 4.7 0.4 0.2 31.5 11.0
Number of Traders in Each Category Total Traders: 90
. 18 9 5 4 . 35 12 12 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 64,552
Positions
99 29,629 3,603 1,540 1,064 77 30,686 19,184 1,091 0 0 0 27,455 9,903
Changes from: March 1, 2011 Total Change is: 2,870
-525 3,213 1,801 610 -21 0 733 1,632 78 0 -665 0 173 -3,168
Percent of Open Interest Represented by Each Category of Trader
0.2 45.9 5.6 2.4 1.6 0.1 47.5 29.7 1.7 0.0 0.0 0.0 42.5 15.3
Number of Traders in Each Category Total Traders: 46
. 15 7 . . . 18 8 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 152,609
Positions
7,197 43,244 17,249 7,962 19,568 1,237 69,768 33,012 6,118 992 4,334 1,286 40,801 26,561
Changes from: March 1, 2011 Total Change is: 13,795
-4,069 4,722 6,023 1,129 188 11 4,515 -538 1,602 -457 -1,501 397 4,645 2,890
Percent of Open Interest Represented by Each Category of Trader
4.7 28.3 11.3 5.2 12.8 0.8 45.7 21.6 4.0 0.7 2.8 0.8 26.7 17.4
Number of Traders in Each Category Total Traders: 101
10 15 16 5 12 5 32 20 16 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 142,609
Positions
12,810 56,426 7,068 27,160 8,223 332 60,691 23,123 4,177 900 4,873 371 29,100 38,016
Changes from: March 1, 2011 Total Change is: -9,147
1,616 -7,154 -1,000 1,213 -294 6 -9,506 3,232 -2,305 -485 -1,659 188 1,127 -161
Percent of Open Interest Represented by Each Category of Trader
9.0 39.6 5.0 19.0 5.8 0.2 42.6 16.2 2.9 0.6 3.4 0.3 20.4 26.7
Number of Traders in Each Category Total Traders: 109
11 17 11 10 7 . 25 29 18 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 296,143
Positions
37,244 104,425 31,912 29,619 18,008 3,559 70,436 40,845 25,505 24,743 9,884 7,385 65,741 54,621
Changes from: March 1, 2011 Total Change is: 24,950
9,320 21,314 9,519 1,289 -1,145 181 8,494 6,353 -4,195 5,671 533 -3,537 -1,792 -4,073
Percent of Open Interest Represented by Each Category of Trader
12.6 35.3 10.8 10.0 6.1 1.2 23.8 13.8 8.6 8.4 3.3 2.5 22.2 18.4
Number of Traders in Each Category Total Traders: 173
19 20 16 20 13 12 41 37 37 11 12 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 159,156
Positions
8,240 102,897 16,448 9,649 4,239 134 77,459 10,164 7,551 1,727 1,056 162 37,787 16,506
Changes from: March 1, 2011 Total Change is: 15,255
331 1,410 12,368 909 494 0 -1,524 -1,071 3,541 76 25 -200 -246 -1,312
Percent of Open Interest Represented by Each Category of Trader
5.2 64.7 10.3 6.1 2.7 0.1 48.7 6.4 4.7 1.1 0.7 0.1 23.7 10.4
Number of Traders in Each Category Total Traders: 79
6 14 12 5 5 . 28 15 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 65,532
Positions
16,339 37,692 15,973 0 0 0 29,132 9,529 2,034 1,255 0 0 799 304
Changes from: March 1, 2011 Total Change is: -936
-280 -562 239 0 0 0 -783 -187 255 0 0 0 -367 -681
Percent of Open Interest Represented by Each Category of Trader
24.9 57.5 24.4 0.0 0.0 0.0 44.5 14.5 3.1 1.9 0.0 0.0 1.2 0.5
Number of Traders in Each Category Total Traders: 21
6 8 11 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 157,775
Positions
1,920 121,935 2,999 16,795 243 0 116,544 23,311 5,458 5,610 2,379 0 8,449 1,450
Changes from: March 1, 2011 Total Change is: 22,954
-2,898 14,437 2,947 103 -182 0 16,091 1,450 4,625 973 -53 0 1,113 -270
Percent of Open Interest Represented by Each Category of Trader
1.2 77.3 1.9 10.6 0.2 0.0 73.9 14.8 3.5 3.6 1.5 0.0 5.4 0.9
Number of Traders in Each Category Total Traders: 125
6 16 4 10 . 0 65 11 9 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 27,699
Positions
9,274 7,582 1,518 261 999 0 12,491 14,471 849 706 0 0 2,600 2,280
Changes from: March 1, 2011 Total Change is: 733
991 -2,642 896 261 -17 0 -1,704 1,311 704 -255 -150 0 -160 631
Percent of Open Interest Represented by Each Category of Trader
33.5 27.4 5.5 0.9 3.6 0.0 45.1 52.2 3.1 2.5 0.0 0.0 9.4 8.2
Number of Traders in Each Category Total Traders: 44
10 4 4 . . 0 13 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 61,515
Positions
22,330 32,303 1,986 4,189 2,272 156 15,214 7,824 7,805 855 1,164 451 8,529 7,554
Changes from: March 1, 2011 Total Change is: 533
540 191 -239 -336 -75 -80 1,066 -704 -539 255 640 80 -213 1,259
Percent of Open Interest Represented by Each Category of Trader
36.3 52.5 3.2 6.8 3.7 0.3 24.7 12.7 12.7 1.4 1.9 0.7 13.9 12.3
Number of Traders in Each Category Total Traders: 110
19 20 6 8 6 . 31 13 16 4 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 13,864
Positions
5,741 10,153 168 374 0 0 5,511 803 54 0 260 0 2,016 2,426
Changes from: March 1, 2011 Total Change is: 1,057
838 838 0 19 0 0 117 -47 54 0 -1 0 29 213
Percent of Open Interest Represented by Each Category of Trader
41.4 73.2 1.2 2.7 0.0 0.0 39.8 5.8 0.4 0.0 1.9 0.0 14.5 17.5
Number of Traders in Each Category Total Traders: 24
6 7 . . 0 0 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 95,302
Positions
34,429 45,552 2,384 7,630 4,544 312 31,435 26,071 3,474 1,710 1,808 902 13,026 10,256
Changes from: March 1, 2011 Total Change is: -1,048
-596 -1,294 -478 -710 -149 -160 2,037 -1,174 -1,326 510 1,282 160 -486 2,091
Percent of Open Interest Represented by Each Category of Trader
36.1 47.8 2.5 8.0 4.8 0.3 33.0 27.4 3.6 1.8 1.9 0.9 13.7 10.8
Number of Traders in Each Category Total Traders: 105
17 19 6 7 6 . 33 16 11 4 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 1,127,940
Positions
61,356 260,694 119,558 413,443 121,299 66,137 85,488 196,148 171,506 23,038 38,629 33,185 154,229 120,785
Changes from: March 1, 2011 Total Change is: 38,231
832 -1,684 19,815 -1,604 -2,063 3,656 2,402 -7,040 13,570 -1,562 4,199 1,821 -699 5,957
Percent of Open Interest Represented by Each Category of Trader
5.4 23.1 10.6 36.7 10.8 5.9 7.6 17.4 15.2 2.0 3.4 2.9 13.7 10.7
Number of Traders in Each Category Total Traders: 591
36 52 42 114 61 72 99 151 123 39 37 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 467,621
Positions
59,128 154,244 29,114 145,568 35,804 9,098 19,553 82,620 69,831 7,679 11,924 22,040 105,611 52,946
Changes from: March 1, 2011 Total Change is: 21,133
6,023 -4,841 10,181 -1,417 1,750 -96 -2,130 7,807 2,687 -209 731 326 5,768 2,588
Percent of Open Interest Represented by Each Category of Trader
12.6 33.0 6.2 31.1 7.7 1.9 4.2 17.7 14.9 1.6 2.6 4.7 22.6 11.3
Number of Traders in Each Category Total Traders: 146
12 18 12 31 13 14 21 31 44 8 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 3,301,594
Positions
266,499 787,612 196,859 1,372,972 461,068 251,601 591,262 829,224 246,790 97,134 153,862 35,386 243,090 339,191
Changes from: March 1, 2011 Total Change is: 85,487
-2,251 39,490 24,463 9,878 -8,252 7,949 58,342 -38,554 18,731 -3,799 20,305 4,509 -32,335 16,846
Percent of Open Interest Represented by Each Category of Trader
8.1 23.9 6.0 41.6 14.0 7.6 17.9 25.1 7.5 2.9 4.7 1.1 7.4 10.3
Number of Traders in Each Category Total Traders: 538
38 49 35 93 58 63 98 138 108 33 30 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 103,979
Positions
19,844 35,388 1,018 53,054 35,074 5,415 10,535 21,836 1,056 1,492 0 0 11,565 4,192
Changes from: March 1, 2011 Total Change is: 2,442
-787 795 29 2,961 -596 33 1,085 2,645 -475 245 0 0 -650 10
Percent of Open Interest Represented by Each Category of Trader
19.1 34.0 1.0 51.0 33.7 5.2 10.1 21.0 1.0 1.4 0.0 0.0 11.1 4.0
Number of Traders in Each Category Total Traders: 93
6 9 . 31 14 12 17 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 97,306
Positions
10,964 38,783 13,234 21,060 7,433 2,166 24,623 13,918 10,521 1,984 3,061 974 11,781 7,216
Changes from: March 1, 2011 Total Change is: 2,428
-5 -2,015 850 -612 106 -537 370 -110 2,425 -804 529 444 296 735
Percent of Open Interest Represented by Each Category of Trader
11.3 39.9 13.6 21.6 7.6 2.2 25.3 14.3 10.8 2.0 3.1 1.0 12.1 7.4
Number of Traders in Each Category Total Traders: 235
25 30 10 37 17 13 67 35 29 14 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 22,328
Positions
10,421 9,157 1,562 2,362 0 0 2,441 5,196 585 566 2,210 0 4,391 3,618
Changes from: March 1, 2011 Total Change is: 1,506
1,124 -1,018 -100 -7 0 0 501 2,384 9 -195 234 0 174 -4
Percent of Open Interest Represented by Each Category of Trader
46.7 41.0 7.0 10.6 0.0 0.0 10.9 23.3 2.6 2.5 9.9 0.0 19.7 16.2
Number of Traders in Each Category Total Traders: 28
7 9 . . 0 0 . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 374,887
Positions
41,262 186,676 19,814 93,488 37,167 10,828 149,091 81,796 11,497 9,589 6,753 2,369 36,949 17,987
Changes from: March 1, 2011 Total Change is: 4,611
-390 270 -501 -3,026 531 -2,683 13,910 2,089 -2,486 -2,093 2,424 1,271 610 3,696
Percent of Open Interest Represented by Each Category of Trader
11.0 49.8 5.3 24.9 9.9 2.9 39.8 21.8 3.1 2.6 1.8 0.6 9.9 4.8
Number of Traders in Each Category Total Traders: 232
24 29 7 36 17 13 67 35 25 13 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 350,118
Positions
109,571 38,647 18,561 115,296 123,862 18,830 63,901 118,584 4,465 2,558 12,335 9 16,926 14,825
Changes from: March 1, 2011 Total Change is: 4,416
-2,513 -361 4,254 3,851 4,692 -2,082 4,907 184 -209 2 659 -3 -3,791 -2,718
Percent of Open Interest Represented by Each Category of Trader
31.3 11.0 5.3 32.9 35.4 5.4 18.3 33.9 1.3 0.7 3.5 0.0 4.8 4.2
Number of Traders in Each Category Total Traders: 257
16 23 5 50 47 22 42 59 22 6 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 64,355
Positions
14,856 8,670 7,650 13,224 216 491 3,439 13,193 2,336 2,134 1,223 698 19,527 29,878
Changes from: March 1, 2011 Total Change is: 19,959
1,280 1,804 7,520 644 7 -71 -1,117 126 1,754 263 -493 698 8,988 8,614
Percent of Open Interest Represented by Each Category of Trader
23.1 13.5 11.9 20.5 0.3 0.8 5.3 20.5 3.6 3.3 1.9 1.1 30.3 46.4
Number of Traders in Each Category Total Traders: 64
15 10 4 11 . 5 10 13 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 74,030
Positions
22,919 25,793 10,701 9,798 9,837 655 16,159 3,873 1,672 957 708 157 11,012 20,634
Changes from: March 1, 2011 Total Change is: 9,466
532 1,990 8,669 -1,530 3,778 0 3,364 -172 294 -959 292 156 -1,060 -5,541
Percent of Open Interest Represented by Each Category of Trader
31.0 34.8 14.5 13.2 13.3 0.9 21.8 5.2 2.3 1.3 1.0 0.2 14.9 27.9
Number of Traders in Each Category Total Traders: 67
19 13 14 7 . . 16 4 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 692,474
Positions
18,005 78,739 32,543 308,577 157,267 55,088 71,374 118,122 33,491 20,854 39,902 3,879 148,663 173,443
Changes from: March 1, 2011 Total Change is: -33,961
4,801 -16,997 -8,471 -13,293 9,097 7,452 -9,947 -9,761 -13,700 9 -5,944 1,009 -1,822 3,353
Percent of Open Interest Represented by Each Category of Trader
2.6 11.4 4.7 44.6 22.7 8.0 10.3 17.1 4.8 3.0 5.8 0.6 21.5 25.0
Number of Traders in Each Category Total Traders: 155
7 18 18 43 23 35 22 28 31 5 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 332,911
Positions
5,940 109,842 6,865 223,151 6,631 19,257 4,048 129,403 13,273 0 0 0 60,378 47,640
Changes from: March 1, 2011 Total Change is: -31,947
2,957 -6,639 -3,065 -12,248 3,217 2,234 -3,052 -6,595 -12,021 0 0 0 -6,752 -9,078
Percent of Open Interest Represented by Each Category of Trader
1.8 33.0 2.1 67.0 2.0 5.8 1.2 38.9 4.0 0.0 0.0 0.0 18.1 14.3
Number of Traders in Each Category Total Traders: 68
. 9 7 33 . 16 . 18 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 900,971
Positions
58,908 66,233 26,275 320,342 390,788 81,609 202,683 69,561 48,750 60,837 68,349 7,315 94,253 142,091
Changes from: March 1, 2011 Total Change is: -8,776
-5,865 3,392 -1,193 -12,550 35,651 1,942 29,738 -40,840 -17,520 -5,274 3,667 433 1,515 5,695
Percent of Open Interest Represented by Each Category of Trader
6.5 7.4 2.9 35.6 43.4 9.1 22.5 7.7 5.4 6.8 7.6 0.8 10.5 15.8
Number of Traders in Each Category Total Traders: 228
16 29 18 32 51 36 35 32 35 9 24 6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011
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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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,903,165
Positions
131,220 128,849 167,512 556,034 558,434 234,125 254,494 168,440 205,418 53,564 35,725 35,797 265,002 368,865
Changes from: March 1, 2011 Total Change is: 121,655
32,484 -12,792 22,368 16,000 68,658 -1,306 44,754 -8,076 30,735 -2,428 4,316 4,885 -25,836 12,868
Percent of Open Interest Represented by Each Category of Trader
6.9 6.8 8.8 29.2 29.3 12.3 13.4 8.9 10.8 2.8 1.9 1.9 13.9 19.4
Number of Traders in Each Category Total Traders: 260
26 31 49 33 55 55 50 45 68 7 13 9
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Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,319,788
Positions
99,762 100,550 63,339 221,838 522,849 146,481 446,073 59,559 88,606 60,161 62,564 10,485 183,043 265,356
Changes from: March 1, 2011 Total Change is: -27,974
-4,963 -24,287 1,083 -11,368 87,826 -22,824 -1,025 -33,038 5,383 -3,765 -24,975 -151 9,655 -16,991
Percent of Open Interest Represented by Each Category of Trader
7.6 7.6 4.8 16.8 39.6 11.1 33.8 4.5 6.7 4.6 4.7 0.8 13.9 20.1
Number of Traders in Each Category Total Traders: 187
21 18 32 24 46 41 29 28 33 8 13 4
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Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 826,451
Positions
146,733 181,034 252,971 11,415 2,442 7,465 84,454 42,895 249,406 7,447 6,070 33,955 32,605 50,213
Changes from: March 1, 2011 Total Change is: 53,833
14,731 645 12,659 -740 0 902 -1,451 7,116 29,912 -3,359 1,110 8,688 -7,510 -7,199
Percent of Open Interest Represented by Each Category of Trader
17.8 21.9 30.6 1.4 0.3 0.9 10.2 5.2 30.2 0.9 0.7 4.1 3.9 6.1
Number of Traders in Each Category Total Traders: 133
28 29 43 5 . 4 24 30 41 . 6 6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 is15,135,262
Positions
1,298,321 3,380,413 3,286,976 2,717,626 630,630 343,798 1,037,703 512,264 4,717,350 74,292 424,461 754,896 904,300 1,084,475
Changes from: March 1, 2011 Total Change is: 219,704
-48,059 177,376 28,259 193,736 30,096 7,476 71,242 19,828 -13,193 -5,185 -245 -19,048 4,476 -10,846
Percent of Open Interest Represented by Each Category of Trader
8.6 22.3 21.7 18.0 4.2 2.3 6.9 3.4 31.2 0.5 2.8 5.0 6.0 7.2
Number of Traders in Each Category Total Traders: 304
30 69 97 10 19 24 58 75 111 13 25 28
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Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 14,679
Positions
5,545 7,253 1,002 1,611 840 23 799 3,888 843 4,800 568 0 56 262
Changes from: March 1, 2011 Total Change is: 247
-89 -502 15 -163 -2 -2 40 281 453 0 -9 0 -7 13
Percent of Open Interest Represented by Each Category of Trader
37.8 49.4 6.8 11.0 5.7 0.2 5.4 26.5 5.7 32.7 3.9 0.0 0.4 1.8
Number of Traders in Each Category Total Traders: 31
4 4 . . 5 . . 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 47,152
Positions
28,614 18,945 14,232 1,999 1,799 123 1,174 5,571 874 0 5,406 0 136 202
Changes from: March 1, 2011 Total Change is: -183
-1,385 -819 38 -2 -453 7 447 376 654 0 0 0 58 14
Percent of Open Interest Represented by Each Category of Trader
60.7 40.2 30.2 4.2 3.8 0.3 2.5 11.8 1.9 0.0 11.5 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 28
4 4 . . 5 . 5 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 52,872
Positions
13,177 2,596 1,228 235 506 770 28,803 40,076 1,041 2,285 1,718 393 4,940 4,544
Changes from: March 1, 2011 Total Change is: 6,026
-127 75 450 32 141 -41 4,778 4,527 2 283 359 391 256 121
Percent of Open Interest Represented by Each Category of Trader
24.9 4.9 2.3 0.4 1.0 1.5 54.5 75.8 2.0 4.3 3.2 0.7 9.3 8.6
Number of Traders in Each Category Total Traders: 113
10 4 . . 4 . 25 39 8 15 11 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 181,042
Positions
70,989 55,680 37,899 5,724 2,358 3,190 11,718 29,380 22,429 880 6,134 7,832 20,381 16,140
Changes from: March 1, 2011 Total Change is: 20,635
12,262 12,516 5,122 348 0 -851 443 2,556 1,255 13 -1,931 1,204 839 764
Percent of Open Interest Represented by Each Category of Trader
39.2 30.8 20.9 3.2 1.3 1.8 6.5 16.2 12.4 0.5 3.4 4.3 11.3 8.9
Number of Traders in Each Category Total Traders: 98
11 10 18 8 4 6 17 25 26 6 5 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,421
Positions
985 3,985 0 2,658 0 0 1,760 2,399 37 891 0 0 90 0
Changes from: March 1, 2011 Total Change is: 787
0 442 0 -52 0 0 861 522 0 -40 -148 0 18 -29
Percent of Open Interest Represented by Each Category of Trader
15.3 62.1 0.0 41.4 0.0 0.0 27.4 37.4 0.6 13.9 0.0 0.0 1.4 0.0
Number of Traders in Each Category Total Traders: 20
. 4 0 4 0 0 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 14,716
Positions
414 13,251 0 9,058 0 0 2,274 640 42 0 104 12 2,916 667
Changes from: March 1, 2011 Total Change is: 388
-1 -6 0 -536 0 0 483 -92 19 0 104 12 411 351
Percent of Open Interest Represented by Each Category of Trader
2.8 90.0 0.0 61.6 0.0 0.0 15.5 4.3 0.3 0.0 0.7 0.1 19.8 4.5
Number of Traders in Each Category Total Traders: 22
. . 0 8 0 0 6 4 . 0 . .
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Updated March 11, 2011