Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 129,624
Positions
8,078 84,215 5,309 10,355 7,015 273 43,810 9,692 4,437 8,643 384 540 48,178 17,759
Changes from: March 22, 2011 Total Change is: 1,326
1,000 306 1,257 -14 -70 -4 2,115 -271 121 -1,618 266 -61 -1,470 -221
Percent of Open Interest Represented by Each Category of Trader
6.2 65.0 4.1 8.0 5.4 0.2 33.8 7.5 3.4 6.7 0.3 0.4 37.2 13.7
Number of Traders in Each Category Total Traders: 77
9 7 7 5 4 . 28 12 15 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 59,688
Positions
4,945 33,814 1,839 1,028 1,114 69 24,055 11,328 1,331 0 0 0 26,420 10,192
Changes from: March 22, 2011 Total Change is: -13
559 -1,159 223 18 458 0 962 1,271 207 0 0 0 -1,982 -1,013
Percent of Open Interest Represented by Each Category of Trader
8.3 56.7 3.1 1.7 1.9 0.1 40.3 19.0 2.2 0.0 0.0 0.0 44.3 17.1
Number of Traders in Each Category Total Traders: 43
. 8 5 . . . 19 10 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 114,485
Positions
8,084 27,241 10,906 7,333 22,059 1,264 48,607 21,528 4,042 2,341 4,121 1,707 30,201 21,617
Changes from: March 22, 2011 Total Change is: -12,400
4,254 -26,004 6,913 490 568 11 -22,020 2,778 897 955 -1,324 1,241 -5,140 2,521
Percent of Open Interest Represented by Each Category of Trader
7.1 23.8 9.5 6.4 19.3 1.1 42.5 18.8 3.5 2.0 3.6 1.5 26.4 18.9
Number of Traders in Each Category Total Traders: 92
10 10 11 4 12 5 28 22 16 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 121,131
Positions
8,655 30,755 9,516 23,960 7,695 1,330 34,952 24,297 9,358 1,622 3,794 276 31,460 34,109
Changes from: March 22, 2011 Total Change is: -10,419
-800 -19,023 153 -77 196 -37 -10,443 4,571 1,083 -220 534 76 -153 2,028
Percent of Open Interest Represented by Each Category of Trader
7.1 25.4 7.9 19.8 6.4 1.1 28.9 20.1 7.7 1.3 3.1 0.2 26.0 28.2
Number of Traders in Each Category Total Traders: 107
9 16 10 9 8 . 32 24 21 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 263,479
Positions
24,234 94,461 16,382 27,742 19,657 3,003 72,464 34,113 23,874 21,528 10,934 9,221 65,032 51,834
Changes from: March 22, 2011 Total Change is: 23,223
4,885 16,655 1,580 -117 787 12 12,952 6,596 163 445 -431 160 3,144 -2,298
Percent of Open Interest Represented by Each Category of Trader
9.2 35.9 6.2 10.5 7.5 1.1 27.5 12.9 9.1 8.2 4.1 3.5 24.7 19.7
Number of Traders in Each Category Total Traders: 180
14 24 14 17 15 11 43 37 34 16 14 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 148,262
Positions
6,696 108,407 3,981 9,927 4,424 134 86,212 9,424 3,535 2,124 501 246 35,408 17,611
Changes from: March 22, 2011 Total Change is: 39,184
-418 34,204 446 -193 -440 0 31,190 2,321 713 1,048 1 30 6,368 1,909
Percent of Open Interest Represented by Each Category of Trader
4.5 73.1 2.7 6.7 3.0 0.1 58.1 6.4 2.4 1.4 0.3 0.2 23.9 11.9
Number of Traders in Each Category Total Traders: 77
4 14 8 4 5 . 31 13 13 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 88,155
Positions
15,786 35,756 41,136 0 0 0 28,852 10,469 480 1,255 0 0 646 314
Changes from: March 22, 2011 Total Change is: 221
261 79 129 0 0 0 -391 -183 263 0 0 0 -41 -67
Percent of Open Interest Represented by Each Category of Trader
17.9 40.6 46.7 0.0 0.0 0.0 32.7 11.9 0.5 1.4 0.0 0.0 0.7 0.4
Number of Traders in Each Category Total Traders: 21
6 9 11 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 129,361
Positions
3,789 105,999 0 16,938 243 0 95,245 18,848 317 4,886 2,352 0 8,186 1,602
Changes from: March 22, 2011 Total Change is: 2,286
-1,939 2,200 0 655 0 0 3,076 873 0 531 0 0 -37 -787
Percent of Open Interest Represented by Each Category of Trader
2.9 81.9 0.0 13.1 0.2 0.0 73.6 14.6 0.2 3.8 1.8 0.0 6.3 1.2
Number of Traders in Each Category Total Traders: 107
5 12 0 10 . 0 57 9 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 13,401
Positions
4,227 3,512 40 274 1,215 0 5,750 6,359 216 663 0 0 2,231 2,059
Changes from: March 22, 2011 Total Change is: -573
-1,363 1,162 -14 147 19 0 621 -1,264 4 -155 0 0 187 -480
Percent of Open Interest Represented by Each Category of Trader
31.5 26.2 0.3 2.0 9.1 0.0 42.9 47.5 1.6 4.9 0.0 0.0 16.6 15.4
Number of Traders in Each Category Total Traders: 38
6 6 . . . 0 13 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 60,239
Positions
19,183 37,140 1,092 2,870 1,035 533 25,664 11,369 1,231 0 1,548 422 9,244 5,868
Changes from: March 22, 2011 Total Change is: 13,917
423 11,663 -19 113 -838 114 9,229 2,385 145 -44 1,107 -9 3,967 -632
Percent of Open Interest Represented by Each Category of Trader
31.8 61.7 1.8 4.8 1.7 0.9 42.6 18.9 2.0 0.0 2.6 0.7 15.3 9.7
Number of Traders in Each Category Total Traders: 85
16 18 5 5 . . 25 14 9 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 120,477
Positions
38,367 74,281 2,184 5,739 2,070 1,065 51,329 22,738 2,463 0 3,096 844 18,487 11,737
Changes from: March 22, 2011 Total Change is: 27,834
845 23,327 -39 225 -1,676 228 18,457 4,770 291 -89 2,215 -18 7,934 -1,263
Percent of Open Interest Represented by Each Category of Trader
31.8 61.7 1.8 4.8 1.7 0.9 42.6 18.9 2.0 0.0 2.6 0.7 15.3 9.7
Number of Traders in Each Category Total Traders: 85
16 18 5 5 . . 25 14 9 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 951,946
Positions
65,099 254,956 40,059 413,253 120,203 57,547 68,650 188,498 112,072 18,278 33,183 17,915 159,072 127,513
Changes from: March 22, 2011 Total Change is: 23,981
1,884 9,806 1,577 -6,335 -7,366 1,486 9,352 9,798 2,661 -1,763 5,299 -1,743 16,863 2,463
Percent of Open Interest Represented by Each Category of Trader
6.8 26.8 4.2 43.4 12.6 6.0 7.2 19.8 11.8 1.9 3.5 1.9 16.7 13.4
Number of Traders in Each Category Total Traders: 582
36 55 38 121 60 68 79 159 106 31 40 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 381,313
Positions
10,529 153,506 11,352 145,578 34,529 7,565 19,337 34,533 57,981 6,148 16,721 10,695 112,127 54,431
Changes from: March 22, 2011 Total Change is: 3,495
486 4,219 -143 -7,046 452 -223 218 -2,123 1,429 -2,062 1,878 -458 11,294 -1,536
Percent of Open Interest Represented by Each Category of Trader
2.8 40.3 3.0 38.2 9.1 2.0 5.1 9.1 15.2 1.6 4.4 2.8 29.4 14.3
Number of Traders in Each Category Total Traders: 142
7 21 8 33 12 13 20 34 45 5 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 2,853,163
Positions
308,953 543,356 107,429 1,360,291 450,283 227,996 336,482 859,741 180,534 66,123 87,782 30,629 234,727 365,412
Changes from: March 22, 2011 Total Change is: 102,429
-2,580 18,364 18,171 3,289 -39,350 8,807 29,968 43,904 21,859 -5,684 9,924 756 27,843 19,995
Percent of Open Interest Represented by Each Category of Trader
10.8 19.0 3.8 47.7 15.8 8.0 11.8 30.1 6.3 2.3 3.1 1.1 8.2 12.8
Number of Traders in Each Category Total Traders: 526
34 52 35 100 57 60 84 139 92 27 33 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 110,260
Positions
23,052 51,609 0 56,108 33,187 5,693 14,928 17,126 1 1,542 0 0 8,936 2,643
Changes from: March 22, 2011 Total Change is: 5,783
764 7,043 0 2,126 -3,224 -9 2,837 2,417 -8 295 0 0 -221 -436
Percent of Open Interest Represented by Each Category of Trader
20.9 46.8 0.0 50.9 30.1 5.2 13.5 15.5 0.0 1.4 0.0 0.0 8.1 2.4
Number of Traders in Each Category Total Traders: 103
8 10 0 35 14 13 17 17 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 75,590
Positions
14,757 35,047 3,288 14,900 9,001 2,975 23,183 11,927 5,359 1,868 2,801 184 9,077 5,008
Changes from: March 22, 2011 Total Change is: 19,546
-1,398 9,417 2,718 1,159 -160 1,239 8,568 690 3,406 -596 1,136 -19 4,468 1,119
Percent of Open Interest Represented by Each Category of Trader
19.5 46.4 4.3 19.7 11.9 3.9 30.7 15.8 7.1 2.5 3.7 0.2 12.0 6.6
Number of Traders in Each Category Total Traders: 222
18 36 9 27 23 14 47 51 26 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 11,242
Positions
1,896 8,354 0 1,859 0 0 3,597 0 6 0 1,124 0 3,884 1,757
Changes from: March 22, 2011 Total Change is: -17,225
-10,764 1,213 -2,272 -135 0 -800 -1,564 -11,399 -626 -3 -1,141 0 -1,061 -2,200
Percent of Open Interest Represented by Each Category of Trader
16.9 74.3 0.0 16.5 0.0 0.0 32.0 0.0 0.1 0.0 10.0 0.0 34.5 15.6
Number of Traders in Each Category Total Traders: 20
5 7 0 . 0 0 4 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 321,744
Positions
77,505 146,669 3,237 69,205 49,004 10,876 115,917 77,618 8,780 9,338 8,386 921 25,966 16,254
Changes from: March 22, 2011 Total Change is: 41,521
-3,267 18,516 387 502 3,198 2,193 42,842 21,437 -986 -2,980 62 -93 2,923 -3,192
Percent of Open Interest Represented by Each Category of Trader
24.1 45.6 1.0 21.5 15.2 3.4 36.0 24.1 2.7 2.9 2.6 0.3 8.1 5.1
Number of Traders in Each Category Total Traders: 220
19 34 5 26 23 13 47 51 23 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 369,257
Positions
120,854 34,411 15,889 111,306 136,570 19,821 75,845 125,720 4,258 1,937 16,157 9 19,338 16,422
Changes from: March 22, 2011 Total Change is: 11,522
-14,381 4,045 377 2,292 -888 933 19,877 7,220 65 -20 609 9 2,370 -848
Percent of Open Interest Represented by Each Category of Trader
32.7 9.3 4.3 30.1 37.0 5.4 20.5 34.0 1.2 0.5 4.4 0.0 5.2 4.4
Number of Traders in Each Category Total Traders: 249
16 19 . 50 48 24 38 64 21 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 56,725
Positions
8,342 6,304 6,253 10,121 13,865 1,497 22,165 4,445 539 216 5,734 0 7,592 18,088
Changes from: March 22, 2011 Total Change is: 1,037
-1,567 1,333 532 -1,466 2,864 732 3,875 -4,709 0 0 802 0 -1,069 -517
Percent of Open Interest Represented by Each Category of Trader
14.7 11.1 11.0 17.8 24.4 2.6 39.1 7.8 1.0 0.4 10.1 0.0 13.4 31.9
Number of Traders in Each Category Total Traders: 69
8 11 . 14 5 . 15 9 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 66,878
Positions
22,064 21,497 7,839 8,316 8,999 1,039 9,313 18,946 1,539 890 1,333 0 15,878 5,686
Changes from: March 22, 2011 Total Change is: -3,415
3,728 -708 994 -753 -1,537 -86 -4,930 -592 323 -865 963 0 -1,826 -2,772
Percent of Open Interest Represented by Each Category of Trader
33.0 32.1 11.7 12.4 13.5 1.6 13.9 28.3 2.3 1.3 2.0 0.0 23.7 8.5
Number of Traders in Each Category Total Traders: 79
20 13 4 9 4 . 14 13 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 31,841
Positions
325 6,715 1,200 19,690 11,185 4,270 1,638 6,581 11 419 0 0 4,288 1,879
Changes from: March 22, 2011 Total Change is: 184
0 -367 224 -492 -815 -114 258 1,051 0 0 0 0 308 205
Percent of Open Interest Represented by Each Category of Trader
1.0 21.1 3.8 61.8 35.1 13.4 5.1 20.7 0.0 1.3 0.0 0.0 13.5 5.9
Number of Traders in Each Category Total Traders: 48
. 4 . 20 12 8 . 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 35,536
Positions
5,740 14,215 1,016 13,202 5,548 728 6,983 10,219 788 1,258 685 34 5,787 2,303
Changes from: March 22, 2011 Total Change is: 742
-1,510 1,139 131 97 -2 43 1,594 -21 5 -22 0 0 404 -553
Percent of Open Interest Represented by Each Category of Trader
16.2 40.0 2.9 37.2 15.6 2.0 19.7 28.8 2.2 3.5 1.9 0.1 16.3 6.5
Number of Traders in Each Category Total Traders: 57
6 8 . 12 9 5 11 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 650,741
Positions
13,094 75,441 22,021 285,982 156,073 60,422 72,389 78,706 30,156 17,073 51,752 4,798 144,806 171,373
Changes from: March 22, 2011 Total Change is: -35,497
-1,079 -8,247 -11,550 -14,792 1,081 -1,197 7,505 -5,569 -15,024 134 -1,902 -472 979 7,382
Percent of Open Interest Represented by Each Category of Trader
2.0 11.6 3.4 43.9 24.0 9.3 11.1 12.1 4.6 2.6 8.0 0.7 22.3 26.3
Number of Traders in Each Category Total Traders: 146
5 19 13 43 22 34 18 26 29 4 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 321,700
Positions
177 125,941 523 231,963 6,527 18,829 2,540 124,771 598 1,700 0 0 65,370 44,512
Changes from: March 22, 2011 Total Change is: 3,927
147 8,281 -2,002 5,134 544 -1,597 2,540 -2,788 -360 1,700 0 0 -1,634 1,849
Percent of Open Interest Represented by Each Category of Trader
0.1 39.1 0.2 72.1 2.0 5.9 0.8 38.8 0.2 0.5 0.0 0.0 20.3 13.8
Number of Traders in Each Category Total Traders: 63
. 9 . 32 . 16 . 16 . . 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 975,217
Positions
81,843 85,094 32,429 274,372 406,912 86,788 203,613 77,691 72,266 109,172 54,603 10,374 104,360 149,060
Changes from: March 22, 2011 Total Change is: 10,899
40,843 -24,036 193 -15,357 19,173 6,448 -15,208 -4,450 6,254 -7,232 -3,951 110 -5,152 11,159
Percent of Open Interest Represented by Each Category of Trader
8.4 8.7 3.3 28.1 41.7 8.9 20.9 8.0 7.4 11.2 5.6 1.1 10.7 15.3
Number of Traders in Each Category Total Traders: 239
15 31 20 33 54 36 46 33 34 7 20 6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 1,952,550
Positions
113,019 118,614 181,369 538,142 531,527 240,547 316,781 191,720 201,492 37,068 56,683 41,057 283,077 389,542
Changes from: March 22, 2011 Total Change is: -118,682
9,539 -2,415 -24,069 6,722 -18,765 -3,071 -6,585 3,624 -61,432 4,124 385 -36,170 -7,740 23,232
Percent of Open Interest Represented by Each Category of Trader
5.8 6.1 9.3 27.6 27.2 12.3 16.2 9.8 10.3 1.9 2.9 2.1 14.5 20.0
Number of Traders in Each Category Total Traders: 276
31 27 48 31 60 56 51 50 66 11 15 11
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,379,590
Positions
83,658 124,808 53,568 300,705 498,472 141,770 421,121 111,183 95,648 59,500 61,945 12,116 211,504 280,080
Changes from: March 22, 2011 Total Change is: -3,370
16,217 19,608 -10,635 -71 1,502 8,560 15,284 3,553 -28,535 393 357 -1,897 -2,686 4,115
Percent of Open Interest Represented by Each Category of Trader
6.1 9.0 3.9 21.8 36.1 10.3 30.5 8.1 6.9 4.3 4.5 0.9 15.3 20.3
Number of Traders in Each Category Total Traders: 193
18 19 25 25 42 40 34 35 37 8 12 5
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 963,401
Positions
186,167 236,180 288,229 15,962 2,440 10,145 96,522 53,878 289,133 11,697 6,282 30,922 34,624 46,192
Changes from: March 22, 2011 Total Change is: 45,561
23,103 20,910 101 4,032 -2 973 -3,377 1,527 15,937 464 1,836 3,317 1,011 962
Percent of Open Interest Represented by Each Category of Trader
19.3 24.5 29.9 1.7 0.3 1.1 10.0 5.6 30.0 1.2 0.7 3.2 3.6 4.8
Number of Traders in Each Category Total Traders: 140
29 32 46 6 . 5 28 26 41 4 5 6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is13,955,184
Positions
1,151,029 3,305,036 3,016,494 2,723,984 533,785 347,820 934,785 500,824 4,163,326 38,235 357,217 690,710 888,800 1,039,971
Changes from: March 22, 2011 Total Change is: 342,215
52,200 -250,560 140,041 61,829 88,707 35,759 -205,204 13,395 313,798 -13,705 -22,398 2,524 -45,027 20,950
Percent of Open Interest Represented by Each Category of Trader
8.2 23.7 21.6 19.5 3.8 2.5 6.7 3.6 29.8 0.3 2.6 4.9 6.4 7.5
Number of Traders in Each Category Total Traders: 286
28 67 92 12 20 27 70 58 103 9 15 21
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 11,922
Positions
5,267 6,452 0 1,454 827 35 273 3,685 11 4,800 652 0 82 260
Changes from: March 22, 2011 Total Change is: -41
101 528 0 -18 -11 10 -125 -552 1 0 -6 0 -10 -11
Percent of Open Interest Represented by Each Category of Trader
44.2 54.1 0.0 12.2 6.9 0.3 2.3 30.9 0.1 40.3 5.5 0.0 0.7 2.2
Number of Traders in Each Category Total Traders: 28
. . 0 . 5 . . 10 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 28,480
Positions
24,950 14,927 0 2,010 1,666 59 1,261 6,223 0 40 5,466 0 160 139
Changes from: March 22, 2011 Total Change is: -418
1,840 -227 0 0 -667 0 -1,836 356 0 0 10 0 -422 110
Percent of Open Interest Represented by Each Category of Trader
87.6 52.4 0.0 7.1 5.8 0.2 4.4 21.9 0.0 0.1 19.2 0.0 0.6 0.5
Number of Traders in Each Category Total Traders: 30
. 5 0 . 5 . 5 7 0 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 53,402
Positions
24,712 2,439 37 73 692 743 18,372 41,108 1,079 2,118 1,315 353 5,916 5,636
Changes from: March 22, 2011 Total Change is: 262
-539 -533 -24 0 -120 38 -140 1,164 24 635 -269 63 206 -80
Percent of Open Interest Represented by Each Category of Trader
46.3 4.6 0.1 0.1 1.3 1.4 34.4 77.0 2.0 4.0 2.5 0.7 11.1 10.6
Number of Traders in Each Category Total Traders: 122
6 7 . . 4 . 25 45 7 23 10 5
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 184,059
Positions
64,812 66,923 38,403 8,398 1,546 2,400 13,797 23,808 25,421 1,876 2,016 8,151 20,801 15,391
Changes from: March 22, 2011 Total Change is: 13,836
8,056 9,796 -5,208 311 944 -23 6,091 8,359 997 572 84 -294 3,334 -819
Percent of Open Interest Represented by Each Category of Trader
35.2 36.4 20.9 4.6 0.8 1.3 7.5 12.9 13.8 1.0 1.1 4.4 11.3 8.4
Number of Traders in Each Category Total Traders: 105
16 7 19 10 4 4 23 21 26 5 8 14
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 9,679
Positions
2,139 5,328 0 2,532 0 0 3,246 1,213 37 150 1,577 0 1,575 1,524
Changes from: March 22, 2011 Total Change is: 857
-159 857 0 38 0 0 -533 0 0 0 -1,500 0 1,511 1,500
Percent of Open Interest Represented by Each Category of Trader
22.1 55.0 0.0 26.2 0.0 0.0 33.5 12.5 0.4 1.5 16.3 0.0 16.3 15.7
Number of Traders in Each Category Total Traders: 22
. 4 0 4 0 0 8 . . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 13,372
Positions
414 12,767 0 7,935 0 1 2,215 132 3 0 104 12 2,792 353
Changes from: March 22, 2011 Total Change is: -49
-4 0 0 -354 0 0 302 0 3 0 0 0 4 -52
Percent of Open Interest Represented by Each Category of Trader
3.1 95.5 0.0 59.3 0.0 0.0 16.6 1.0 0.0 0.0 0.8 0.1 20.9 2.6
Number of Traders in Each Category Total Traders: 20
. . 0 8 0 . 7 . . 0 . .
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Updated April 1, 2011