Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 136,553
Positions
22,817 18,186 4,274 18,982 34,112 194 39,207 53,843 6,053 7,862 1,774 35 37,129 18,082
Changes from: February 21, 2012 Total Change is: 7,304
1,872 3,263 651 91 -6 -4 3,460 1,072 914 -30 1,705 -220 570 -71
Percent of Open Interest Represented by Each Category of Trader
16.7 13.3 3.1 13.9 25.0 0.1 28.7 39.4 4.4 5.8 1.3 0.0 27.2 13.2
Number of Traders in Each Category Total Traders: 78
8 9 6 7 4 . 23 16 9 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 52,360
Positions
12,771 16,264 661 1,033 1,924 160 22,736 19,708 213 601 0 0 14,185 13,430
Changes from: February 21, 2012 Total Change is: 1,163
-563 2,563 -193 0 -11 0 -431 164 39 0 0 0 2,311 -1,399
Percent of Open Interest Represented by Each Category of Trader
24.4 31.1 1.3 2.0 3.7 0.3 43.4 37.6 0.4 1.1 0.0 0.0 27.1 25.6
Number of Traders in Each Category Total Traders: 49
6 11 . . 4 . 11 15 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 176,885
Positions
116,655 13,776 879 11,152 75,266 2,453 23,802 54,453 1,350 1,612 2,259 0 18,982 26,449
Changes from: February 21, 2012 Total Change is: -9,783
-6,988 3,602 -32 -21 -551 -3 -2,442 -13,991 135 0 666 0 -432 391
Percent of Open Interest Represented by Each Category of Trader
65.9 7.8 0.5 6.3 42.6 1.4 13.5 30.8 0.8 0.9 1.3 0.0 10.7 15.0
Number of Traders in Each Category Total Traders: 94
9 11 5 7 14 5 19 29 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 148,310
Positions
18,353 30,246 1,818 63,850 8,117 564 47,777 59,593 1,584 1,676 3,876 2 12,686 42,510
Changes from: February 21, 2012 Total Change is: -2,241
10,280 -9,913 485 -860 1,673 28 -10,325 1,258 779 496 402 2 -3,126 3,045
Percent of Open Interest Represented by Each Category of Trader
12.4 20.4 1.2 43.1 5.5 0.4 32.2 40.2 1.1 1.1 2.6 0.0 8.6 28.7
Number of Traders in Each Category Total Traders: 108
7 14 6 9 7 . 20 40 8 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 271,282
Positions
103,596 39,843 600 64,664 31,595 3,597 51,754 120,966 4,555 5,941 11,769 1,021 35,554 57,336
Changes from: February 21, 2012 Total Change is: -16,243
-23,192 4,396 151 486 1,136 166 1,780 -22,581 2,280 304 2,020 2 1,780 -3,813
Percent of Open Interest Represented by Each Category of Trader
38.2 14.7 0.2 23.8 11.6 1.3 19.1 44.6 1.7 2.2 4.3 0.4 13.1 21.1
Number of Traders in Each Category Total Traders: 179
22 16 5 18 16 11 27 53 16 6 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 161,219
Positions
12,441 57,624 3,273 5,957 40,323 744 102,549 35,367 793 958 3,379 6 34,498 19,710
Changes from: February 21, 2012 Total Change is: 11,379
58 6,505 -205 -10 -58 0 11,238 6,292 74 60 627 0 164 -1,856
Percent of Open Interest Represented by Each Category of Trader
7.7 35.7 2.0 3.7 25.0 0.5 63.6 21.9 0.5 0.6 2.1 0.0 21.4 12.2
Number of Traders in Each Category Total Traders: 99
5 14 5 6 9 . 38 19 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 129,332
Positions
41,384 46,198 72,244 0 0 0 7,894 3,542 7,140 102 120 0 568 88
Changes from: February 21, 2012 Total Change is: 4,058
-93 5,143 85 0 0 0 128 -4,889 3,735 102 0 0 101 -16
Percent of Open Interest Represented by Each Category of Trader
32.0 35.7 55.9 0.0 0.0 0.0 6.1 2.7 5.5 0.1 0.1 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 24
6 11 12 0 0 0 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 189,778
Positions
57,993 69,319 8,627 26,535 590 0 77,719 95,204 10,557 2,497 2,585 0 5,850 2,896
Changes from: February 21, 2012 Total Change is: 16,696
22 6,413 5,053 994 -5 0 10,145 5,360 -314 561 281 0 235 -92
Percent of Open Interest Represented by Each Category of Trader
30.6 36.5 4.5 14.0 0.3 0.0 41.0 50.2 5.6 1.3 1.4 0.0 3.1 1.5
Number of Traders in Each Category Total Traders: 110
5 15 . 11 . 0 42 18 6 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 35,159
Positions
1,648 22,324 230 541 399 0 26,994 9,861 213 908 342 0 4,625 1,790
Changes from: February 21, 2012 Total Change is: -1,730
57 -1,024 -15 1 49 0 -2,267 -847 0 206 0 0 288 107
Percent of Open Interest Represented by Each Category of Trader
4.7 63.5 0.7 1.5 1.1 0.0 76.8 28.0 0.6 2.6 1.0 0.0 13.2 5.1
Number of Traders in Each Category Total Traders: 53
. 13 . . . 0 22 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 55,949
Positions
14,972 35,615 79 3,981 2,230 711 26,064 10,356 410 2,937 1,376 0 6,797 5,173
Changes from: February 21, 2012 Total Change is: 2,792
237 1,837 10 355 64 144 1,693 102 336 -21 212 0 39 90
Percent of Open Interest Represented by Each Category of Trader
26.8 63.7 0.1 7.1 4.0 1.3 46.6 18.5 0.7 5.2 2.5 0.0 12.1 9.2
Number of Traders in Each Category Total Traders: 100
18 16 . 5 5 . 30 17 7 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 111,897
Positions
29,943 71,230 157 7,962 4,460 1,421 52,127 20,712 820 5,874 2,751 0 13,593 10,346
Changes from: February 21, 2012 Total Change is: 5,584
474 3,673 19 710 127 288 3,386 203 671 -41 424 0 77 179
Percent of Open Interest Represented by Each Category of Trader
26.8 63.7 0.1 7.1 4.0 1.3 46.6 18.5 0.7 5.2 2.5 0.0 12.1 9.2
Number of Traders in Each Category Total Traders: 100
18 16 . 5 5 . 30 17 7 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 811,993
Positions
42,595 194,790 43,702 386,693 168,554 55,033 95,476 176,377 37,232 33,057 35,598 5,324 112,881 95,382
Changes from: February 21, 2012 Total Change is: 3,941
-3,520 -4,814 1,744 4,318 2,146 -812 4,854 3,667 -3,034 1,862 -85 -308 -1,163 5,437
Percent of Open Interest Represented by Each Category of Trader
5.2 24.0 5.4 47.6 20.8 6.8 11.8 21.7 4.6 4.1 4.4 0.7 13.9 11.7
Number of Traders in Each Category Total Traders: 555
34 55 31 119 59 60 98 122 75 35 33 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 246,409
Positions
28,005 101,833 5,487 105,566 42,117 10,631 21,406 27,963 2,195 3,563 11,368 2,601 66,955 42,214
Changes from: February 21, 2012 Total Change is: -1,108
-2,084 -4,056 499 -789 -830 -149 1,388 -721 118 1,271 -153 50 -1,412 4,134
Percent of Open Interest Represented by Each Category of Trader
11.4 41.3 2.2 42.8 17.1 4.3 8.7 11.3 0.9 1.4 4.6 1.1 27.2 17.1
Number of Traders in Each Category Total Traders: 105
9 18 7 27 12 13 13 19 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,827,921
Positions
171,246 563,081 92,782 1,463,577 690,130 164,069 460,665 832,386 84,868 154,446 128,126 6,638 229,630 265,841
Changes from: February 21, 2012 Total Change is: 25,245
-7,832 -4,444 6,879 26,000 15,346 -3,783 13,216 17,828 -11,649 2,841 224 -1,673 1,246 6,517
Percent of Open Interest Represented by Each Category of Trader
6.1 19.9 3.3 51.8 24.4 5.8 16.3 29.4 3.0 5.5 4.5 0.2 8.1 9.4
Number of Traders in Each Category Total Traders: 530
33 54 24 104 56 54 97 120 66 33 33 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 112,250
Positions
20,245 29,436 53 55,313 59,251 6,188 16,988 9,794 0 2,098 3,814 0 11,365 3,714
Changes from: February 21, 2012 Total Change is: 3,543
319 2,102 53 423 555 762 918 163 0 133 -10 0 935 -82
Percent of Open Interest Represented by Each Category of Trader
18.0 26.2 0.0 49.3 52.8 5.5 15.1 8.7 0.0 1.9 3.4 0.0 10.1 3.3
Number of Traders in Each Category Total Traders: 95
10 9 . 32 12 11 16 9 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 114,795
Positions
7,092 65,919 8,569 33,208 9,498 1,609 46,960 11,626 6,689 1,703 5,687 200 8,765 4,998
Changes from: February 21, 2012 Total Change is: 4,119
776 3,970 -231 1,515 318 27 1,209 -610 110 288 45 -8 433 498
Percent of Open Interest Represented by Each Category of Trader
6.2 57.4 7.5 28.9 8.3 1.4 40.9 10.1 5.8 1.5 5.0 0.2 7.6 4.4
Number of Traders in Each Category Total Traders: 252
20 31 12 38 23 12 69 38 18 15 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 18,544
Positions
9,313 13,606 20 0 300 0 5,943 2,824 0 200 979 0 3,068 815
Changes from: February 21, 2012 Total Change is: 351
-225 493 0 0 0 0 360 0 0 200 -246 0 16 104
Percent of Open Interest Represented by Each Category of Trader
50.2 73.4 0.1 0.0 1.6 0.0 32.0 15.2 0.0 1.1 5.3 0.0 16.5 4.4
Number of Traders in Each Category Total Traders: 25
9 8 . 0 . 0 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 481,256
Positions
30,323 302,993 1,317 166,042 45,989 8,046 233,415 72,340 5,115 7,513 23,542 1,001 28,484 20,913
Changes from: February 21, 2012 Total Change is: 18,841
3,970 16,351 -121 7,575 1,588 137 4,798 -2,496 -4 441 1,457 -40 2,085 1,969
Percent of Open Interest Represented by Each Category of Trader
6.3 63.0 0.3 34.5 9.6 1.7 48.5 15.0 1.1 1.6 4.9 0.2 5.9 4.3
Number of Traders in Each Category Total Traders: 251
19 32 5 38 23 12 67 41 15 14 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 409,135
Positions
122,688 34,308 19,498 141,574 205,469 26,056 67,865 94,073 3,094 7,921 10,850 366 20,073 15,421
Changes from: February 21, 2012 Total Change is: 138
-5,324 3,996 -3,148 2,506 2,177 -76 5,442 -4,502 1,376 -233 1,291 -38 -367 -938
Percent of Open Interest Represented by Each Category of Trader
30.0 8.4 4.8 34.6 50.2 6.4 16.6 23.0 0.8 1.9 2.7 0.1 4.9 3.8
Number of Traders in Each Category Total Traders: 252
21 13 5 50 41 25 49 55 15 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 36,664
Positions
8,985 1,711 471 11,750 440 180 4,710 8,765 500 2,895 5,878 0 7,173 18,719
Changes from: February 21, 2012 Total Change is: 5,054
3,519 -200 471 793 0 -2 663 878 0 66 16 0 -456 3,891
Percent of Open Interest Represented by Each Category of Trader
24.5 4.7 1.3 32.0 1.2 0.5 12.8 23.9 1.4 7.9 16.0 0.0 19.6 51.1
Number of Traders in Each Category Total Traders: 55
9 4 . 13 . . 11 8 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 45,261
Positions
7,257 13,789 1,699 9,958 4,238 702 10,795 7,209 2,898 2,910 3,857 0 9,042 10,869
Changes from: February 21, 2012 Total Change is: 1,507
-1,803 2,350 129 571 -255 0 729 3,280 603 6 1,305 0 1,272 -5,905
Percent of Open Interest Represented by Each Category of Trader
16.0 30.5 3.8 22.0 9.4 1.6 23.9 15.9 6.4 6.4 8.5 0.0 20.0 24.0
Number of Traders in Each Category Total Traders: 67
10 15 5 9 4 . 15 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 48,007
Positions
2,507 3,987 65 33,960 24,424 3,848 2,938 12,995 231 0 0 0 4,458 2,457
Changes from: February 21, 2012 Total Change is: -534
110 -434 -122 -770 -245 -145 113 246 66 0 0 0 214 100
Percent of Open Interest Represented by Each Category of Trader
5.2 8.3 0.1 70.7 50.9 8.0 6.1 27.1 0.5 0.0 0.0 0.0 9.3 5.1
Number of Traders in Each Category Total Traders: 58
. . . 21 20 10 . 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 81,302
Positions
11,639 27,723 861 34,354 25,298 3,081 11,294 20,639 212 8,687 0 669 10,505 2,819
Changes from: February 21, 2012 Total Change is: 317
-242 1,266 -37 14 480 -569 -490 -31 -396 1,674 -330 -1 364 -65
Percent of Open Interest Represented by Each Category of Trader
14.3 34.1 1.1 42.3 31.1 3.8 13.9 25.4 0.3 10.7 0.0 0.8 12.9 3.5
Number of Traders in Each Category Total Traders: 89
8 13 . 21 11 8 16 7 . 13 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 643,524
Positions
10,548 79,344 13,354 253,915 158,775 95,076 79,743 71,051 13,226 10,143 53,684 192 167,327 158,822
Changes from: February 21, 2012 Total Change is: 45,351
628 5,987 5,751 1,652 25,501 5,648 1,248 -9,647 5,939 -3,837 505 -2,435 30,757 8,102
Percent of Open Interest Represented by Each Category of Trader
1.6 12.3 2.1 39.5 24.7 14.8 12.4 11.0 2.1 1.6 8.3 0.0 26.0 24.7
Number of Traders in Each Category Total Traders: 155
9 14 10 41 22 34 31 23 15 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 405,258
Positions
4,644 133,704 41,110 247,394 23,223 33,351 3,762 112,242 10,007 1,545 2,635 1,108 62,337 47,878
Changes from: February 21, 2012 Total Change is: 29,520
67 -2,027 39,043 -18,101 -5,537 -3,549 1,957 -1,559 5,833 170 535 -837 4,937 -2,382
Percent of Open Interest Represented by Each Category of Trader
1.1 33.0 10.1 61.0 5.7 8.2 0.9 27.7 2.5 0.4 0.7 0.3 15.4 11.8
Number of Traders in Each Category Total Traders: 67
. 10 7 33 6 18 . 10 4 . . .
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Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 928,498
Positions
86,634 79,638 29,680 149,567 286,442 67,753 291,754 225,673 82,199 86,673 31,268 6,803 127,435 119,042
Changes from: February 21, 2012 Total Change is: 67,695
3,298 -8,640 22,088 -14,362 -2,767 -9,419 -11,725 -3,070 63,740 2,680 -5,157 -2,121 13,516 13,041
Percent of Open Interest Represented by Each Category of Trader
9.3 8.6 3.2 16.1 30.9 7.3 31.4 24.3 8.9 9.3 3.4 0.7 13.7 12.8
Number of Traders in Each Category Total Traders: 205
17 17 15 33 33 41 42 34 23 13 15 4
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Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,901,149
Positions
98,726 153,516 73,621 733,794 840,802 161,358 395,786 160,181 46,735 44,706 78,241 33,937 312,486 352,758
Changes from: February 21, 2012 Total Change is: 18,549
-79,135 31,187 26,682 -12,145 -72,252 22,336 16,105 -8,173 -9,828 -6,799 -28,059 23,595 37,738 33,061
Percent of Open Interest Represented by Each Category of Trader
5.2 8.1 3.9 38.6 44.2 8.5 20.8 8.4 2.5 2.4 4.1 1.8 16.4 18.6
Number of Traders in Each Category Total Traders: 259
23 29 27 25 61 49 45 52 38 7 17 8
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Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,437,506
Positions
105,209 157,653 52,783 382,978 667,324 158,192 291,261 60,805 26,403 171,344 64,420 12,214 237,122 237,712
Changes from: February 21, 2012 Total Change is: 32,962
1,620 -4,748 33,639 -24,198 -8,356 7,215 -20,008 -15,121 12,421 -9,470 1,669 10,993 20,750 -4,750
Percent of Open Interest Represented by Each Category of Trader
7.3 11.0 3.7 26.6 46.4 11.0 20.3 4.2 1.8 11.9 4.5 0.8 16.5 16.5
Number of Traders in Each Category Total Traders: 177
13 24 16 22 40 40 37 18 19 10 13 .
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Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 566,181
Positions
166,060 200,290 212,541 1,109 1,105 2,014 91,569 49,400 54,128 4,713 4,350 2,522 31,525 39,831
Changes from: February 21, 2012 Total Change is: 19,661
5,114 6,829 6,759 569 12 -569 4,640 2,910 1,683 35 0 687 743 1,350
Percent of Open Interest Represented by Each Category of Trader
29.3 35.4 37.5 0.2 0.2 0.4 16.2 8.7 9.6 0.8 0.8 0.4 5.6 7.0
Number of Traders in Each Category Total Traders: 91
23 25 42 . . . 18 15 21 . . .
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Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 8,567,848
Positions
1,825,495 1,951,601 2,031,030 806,653 670,071 85,245 906,061 567,321 1,831,573 74,918 316,110 168,322 838,551 946,575
Changes from: February 21, 2012 Total Change is: 122,842
202,738 -73,419 11,606 -168,292 25,737 11,608 -36,610 -839 114,185 -5,360 17,077 -20,883 13,850 37,770
Percent of Open Interest Represented by Each Category of Trader
21.3 22.8 23.7 9.4 7.8 1.0 10.6 6.6 21.4 0.9 3.7 2.0 9.8 11.0
Number of Traders in Each Category Total Traders: 267
35 55 83 12 8 14 62 54 99 9 15 20
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Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 10,650
Positions
5,005 3,626 0 1,393 877 6 2,442 5,829 110 1,410 100 0 284 102
Changes from: February 21, 2012 Total Change is: 96
-218 63 0 2 -29 0 210 25 100 -5 -60 0 7 -3
Percent of Open Interest Represented by Each Category of Trader
47.0 34.0 0.0 13.1 8.2 0.1 22.9 54.7 1.0 13.2 0.9 0.0 2.7 1.0
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 7 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 12,017
Positions
7,813 7,900 0 943 1,800 0 2,957 2,069 12 40 140 0 252 96
Changes from: February 21, 2012 Total Change is: -918
-1,239 -551 0 0 -147 0 323 -117 12 0 -165 0 -14 50
Percent of Open Interest Represented by Each Category of Trader
65.0 65.7 0.0 7.8 15.0 0.0 24.6 17.2 0.1 0.3 1.2 0.0 2.1 0.8
Number of Traders in Each Category Total Traders: 31
. 6 0 . 4 0 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 48,598
Positions
15,592 29,988 53 1,797 137 458 19,233 13,750 903 4,026 1,043 39 6,497 2,227
Changes from: February 21, 2012 Total Change is: -2,050
-2,446 -74 52 -293 0 -83 2,588 -2,683 118 272 520 15 -2,273 85
Percent of Open Interest Represented by Each Category of Trader
32.1 61.7 0.1 3.7 0.3 0.9 39.6 28.3 1.9 8.3 2.1 0.1 13.4 4.6
Number of Traders in Each Category Total Traders: 95
5 4 . 8 . . 28 22 5 20 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 236,528
Positions
124,908 57,423 19,938 27,283 4,724 2,648 10,482 85,847 5,321 1,113 15,350 23,584 21,251 21,693
Changes from: February 21, 2012 Total Change is: 31,950
19,728 6,164 -519 11,197 2,741 335 -1,409 14,626 1,637 -245 2,535 755 471 3,676
Percent of Open Interest Represented by Each Category of Trader
52.8 24.3 8.4 11.5 2.0 1.1 4.4 36.3 2.2 0.5 6.5 10.0 9.0 9.2
Number of Traders in Each Category Total Traders: 106
12 12 17 8 9 7 20 29 19 4 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,968
Positions
10,556 652 0 3,143 1,039 0 1,848 13,175 641 290 1,021 437 53 3
Changes from: February 21, 2012 Total Change is: 449
0 -183 0 412 30 0 31 712 13 0 0 0 -7 -123
Percent of Open Interest Represented by Each Category of Trader
62.2 3.8 0.0 18.5 6.1 0.0 10.9 77.6 3.8 1.7 6.0 2.6 0.3 0.0
Number of Traders in Each Category Total Traders: 26
. . 0 5 . 0 4 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 9,528
Positions
1,025 8,242 0 5,700 0 0 1,382 1,145 0 0 0 0 1,421 141
Changes from: February 21, 2012 Total Change is: -183
54 -155 0 -1,196 0 0 779 -14 0 0 0 0 180 -14
Percent of Open Interest Represented by Each Category of Trader
10.8 86.5 0.0 59.8 0.0 0.0 14.5 12.0 0.0 0.0 0.0 0.0 14.9 1.5
Number of Traders in Each Category Total Traders: 22
. . 0 11 0 0 4 . 0 0 0 0
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Updated March 2, 2012