Traders in Financial Futures - Futures Only Positions as of March 6, 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 146,771
Positions
22,504 22,064 6,417 18,801 34,106 185 39,641 54,179 10,069 10,251 0 0 38,903 19,751
Changes from: February 28, 2012 Total Change is: 10,218
-313 3,878 2,143 -181 -6 -9 434 336 4,016 2,389 -1,774 -35 1,774 1,669
Percent of Open Interest Represented by Each Category of Trader
15.3 15.0 4.4 12.8 23.2 0.1 27.0 36.9 6.9 7.0 0.0 0.0 26.5 13.5
Number of Traders in Each Category Total Traders: 82
8 9 6 8 4 . 23 18 10 12 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 53,649
Positions
17,880 16,023 1,181 877 1,489 160 21,017 18,900 621 601 0 0 11,312 15,275
Changes from: February 28, 2012 Total Change is: 1,289
5,109 -241 520 -156 -435 0 -1,719 -808 408 0 0 0 -2,873 1,845
Percent of Open Interest Represented by Each Category of Trader
33.3 29.9 2.2 1.6 2.8 0.3 39.2 35.2 1.2 1.1 0.0 0.0 21.1 28.5
Number of Traders in Each Category Total Traders: 47
6 10 4 . . . 9 17 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 184,104
Positions
118,527 11,778 2,192 10,838 74,604 2,639 21,484 60,491 5,407 3,844 1,593 0 19,173 25,400
Changes from: February 28, 2012 Total Change is: 7,219
1,872 -1,998 1,313 -314 -662 186 -2,318 6,038 4,057 2,232 -666 0 191 -1,049
Percent of Open Interest Represented by Each Category of Trader
64.4 6.4 1.2 5.9 40.5 1.4 11.7 32.9 2.9 2.1 0.9 0.0 10.4 13.8
Number of Traders in Each Category Total Traders: 95
10 10 8 8 14 6 18 29 8 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 147,952
Positions
30,005 26,417 8,671 63,344 9,757 670 29,578 53,323 3,217 750 2,421 4 11,713 43,472
Changes from: February 28, 2012 Total Change is: -358
11,652 -3,829 6,853 -506 1,640 106 -18,199 -6,270 1,633 -926 -1,455 2 -973 962
Percent of Open Interest Represented by Each Category of Trader
20.3 17.9 5.9 42.8 6.6 0.5 20.0 36.0 2.2 0.5 1.6 0.0 7.9 29.4
Number of Traders in Each Category Total Traders: 105
8 13 10 8 8 . 17 44 9 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 284,739
Positions
118,595 45,962 4,714 55,484 28,864 3,660 57,022 122,654 5,182 5,956 13,762 1,014 33,112 58,927
Changes from: February 28, 2012 Total Change is: 13,457
14,999 6,119 4,114 -9,180 -2,731 63 5,268 1,688 627 15 1,993 -7 -2,442 1,591
Percent of Open Interest Represented by Each Category of Trader
41.7 16.1 1.7 19.5 10.1 1.3 20.0 43.1 1.8 2.1 4.8 0.4 11.6 20.7
Number of Traders in Each Category Total Traders: 179
24 15 9 18 15 12 26 57 17 5 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 164,007
Positions
15,603 40,615 9,702 5,150 40,565 741 95,007 43,298 3,202 1,829 3,249 12 32,761 22,623
Changes from: February 28, 2012 Total Change is: 2,788
3,162 -17,009 6,429 -807 242 -3 -7,542 7,931 2,409 871 -130 6 -1,737 2,913
Percent of Open Interest Represented by Each Category of Trader
9.5 24.8 5.9 3.1 24.7 0.5 57.9 26.4 2.0 1.1 2.0 0.0 20.0 13.8
Number of Traders in Each Category Total Traders: 102
6 15 11 6 9 . 32 24 9 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 133,184
Positions
41,384 46,294 76,055 0 0 0 7,894 3,606 7,140 155 0 0 556 89
Changes from: February 28, 2012 Total Change is: 3,852
0 96 3,811 0 0 0 0 64 0 53 -120 0 -12 1
Percent of Open Interest Represented by Each Category of Trader
31.1 34.8 57.1 0.0 0.0 0.0 5.9 2.7 5.4 0.1 0.0 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 23
6 11 13 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 207,994
Positions
58,246 72,670 15,030 21,938 761 3,142 86,912 95,621 14,370 2,722 2,286 114 5,520 4,000
Changes from: February 28, 2012 Total Change is: 18,216
253 3,351 6,403 -4,597 171 3,142 9,193 417 3,813 225 -299 114 -330 1,104
Percent of Open Interest Represented by Each Category of Trader
28.0 34.9 7.2 10.5 0.4 1.5 41.8 46.0 6.9 1.3 1.1 0.1 2.7 1.9
Number of Traders in Each Category Total Traders: 111
7 15 . 10 4 . 38 19 10 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 29,950
Positions
1,584 14,894 230 744 401 0 22,096 11,667 425 949 338 0 3,922 1,995
Changes from: February 28, 2012 Total Change is: -5,209
-64 -7,430 0 203 2 0 -4,898 1,806 212 41 -4 0 -703 205
Percent of Open Interest Represented by Each Category of Trader
5.3 49.7 0.8 2.5 1.3 0.0 73.8 39.0 1.4 3.2 1.1 0.0 13.1 6.7
Number of Traders in Each Category Total Traders: 53
. 13 . . . 0 21 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 54,004
Positions
15,690 33,549 165 3,446 2,566 373 23,283 9,337 1,178 2,924 928 107 6,839 5,804
Changes from: February 28, 2012 Total Change is: -1,945
719 -2,067 87 -535 336 -338 -2,781 -1,020 768 -13 -448 107 43 631
Percent of Open Interest Represented by Each Category of Trader
29.1 62.1 0.3 6.4 4.8 0.7 43.1 17.3 2.2 5.4 1.7 0.2 12.7 10.7
Number of Traders in Each Category Total Traders: 99
18 13 . 4 6 . 26 23 10 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 108,007
Positions
31,380 67,097 330 6,892 5,132 745 46,566 18,673 2,355 5,848 1,855 213 13,678 11,607
Changes from: February 28, 2012 Total Change is: -3,890
1,437 -4,133 173 -1,070 672 -676 -5,561 -2,039 1,535 -26 -896 213 85 1,261
Percent of Open Interest Represented by Each Category of Trader
29.1 62.1 0.3 6.4 4.8 0.7 43.1 17.3 2.2 5.4 1.7 0.2 12.7 10.7
Number of Traders in Each Category Total Traders: 99
18 13 . 4 6 . 26 23 10 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 846,787
Positions
44,347 176,555 55,182 377,959 172,175 56,461 91,677 188,615 49,620 36,120 28,584 7,118 128,301 112,477
Changes from: February 28, 2012 Total Change is: 34,794
1,752 -18,236 11,480 -8,734 3,620 1,428 -3,799 12,238 12,388 3,063 -7,014 1,795 15,420 17,095
Percent of Open Interest Represented by Each Category of Trader
5.2 20.8 6.5 44.6 20.3 6.7 10.8 22.3 5.9 4.3 3.4 0.8 15.2 13.3
Number of Traders in Each Category Total Traders: 549
32 54 38 117 62 62 93 124 75 34 32 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 252,705
Positions
28,907 88,675 5,889 102,913 40,795 10,417 21,905 36,068 3,815 3,569 11,015 3,140 72,150 52,891
Changes from: February 28, 2012 Total Change is: 6,296
902 -13,158 402 -2,653 -1,322 -214 499 8,105 1,620 6 -353 539 5,195 10,677
Percent of Open Interest Represented by Each Category of Trader
11.4 35.1 2.3 40.7 16.1 4.1 8.7 14.3 1.5 1.4 4.4 1.2 28.6 20.9
Number of Traders in Each Category Total Traders: 106
9 16 7 26 11 14 15 22 13 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 2,970,409
Positions
191,920 554,116 131,749 1,436,585 718,255 168,865 486,821 900,694 91,064 171,447 96,535 11,201 280,757 297,930
Changes from: February 28, 2012 Total Change is: 142,488
20,674 -8,965 38,967 -26,992 28,125 4,796 26,156 68,308 6,196 17,001 -31,591 4,563 51,127 32,089
Percent of Open Interest Represented by Each Category of Trader
6.5 18.7 4.4 48.4 24.2 5.7 16.4 30.3 3.1 5.8 3.2 0.4 9.5 10.0
Number of Traders in Each Category Total Traders: 526
32 53 31 104 59 55 93 121 61 33 31 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 112,490
Positions
18,351 26,290 59 55,594 61,049 5,404 19,376 11,789 0 4,165 3,582 0 9,541 4,317
Changes from: February 28, 2012 Total Change is: 240
-1,894 -3,146 6 281 1,798 -784 2,388 1,995 0 2,067 -232 0 -1,824 603
Percent of Open Interest Represented by Each Category of Trader
16.3 23.4 0.1 49.4 54.3 4.8 17.2 10.5 0.0 3.7 3.2 0.0 8.5 3.8
Number of Traders in Each Category Total Traders: 91
9 8 . 32 13 13 14 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 115,730
Positions
6,790 64,443 9,160 32,259 9,138 1,951 47,152 11,758 6,848 1,766 6,448 404 9,401 5,580
Changes from: February 28, 2012 Total Change is: 935
-303 -1,476 591 -949 -360 342 191 132 159 64 761 203 636 582
Percent of Open Interest Represented by Each Category of Trader
5.9 55.7 7.9 27.9 7.9 1.7 40.7 10.2 5.9 1.5 5.6 0.3 8.1 4.8
Number of Traders in Each Category Total Traders: 247
17 32 15 34 25 12 71 41 19 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 19,618
Positions
9,563 13,974 23 0 300 236 6,307 2,824 0 220 979 272 2,997 1,010
Changes from: February 28, 2012 Total Change is: 1,074
250 368 3 0 0 236 364 0 0 20 0 272 -71 195
Percent of Open Interest Represented by Each Category of Trader
48.7 71.2 0.1 0.0 1.5 1.2 32.1 14.4 0.0 1.1 5.0 1.4 15.3 5.1
Number of Traders in Each Category Total Traders: 26
9 8 . 0 . . 4 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 480,559
Positions
28,414 294,625 3,404 161,295 44,189 8,574 234,812 75,261 3,652 7,731 27,346 658 32,019 22,850
Changes from: February 28, 2012 Total Change is: -697
-1,909 -8,368 2,087 -4,747 -1,800 528 1,397 2,921 -1,463 218 3,804 -343 3,535 1,937
Percent of Open Interest Represented by Each Category of Trader
5.9 61.3 0.7 33.6 9.2 1.8 48.9 15.7 0.8 1.6 5.7 0.1 6.7 4.8
Number of Traders in Each Category Total Traders: 246
18 31 9 34 25 11 70 43 17 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 416,621
Positions
130,768 31,672 25,964 133,604 206,237 24,236 70,708 101,557 1,918 7,895 9,452 376 21,152 15,209
Changes from: February 28, 2012 Total Change is: 7,486
8,080 -2,636 6,466 -7,970 768 -1,820 2,843 7,484 -1,176 -26 -1,398 10 1,079 -212
Percent of Open Interest Represented by Each Category of Trader
31.4 7.6 6.2 32.1 49.5 5.8 17.0 24.4 0.5 1.9 2.3 0.1 5.1 3.7
Number of Traders in Each Category Total Traders: 248
19 14 9 46 43 24 44 58 13 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 50,210
Positions
8,925 1,221 9,906 11,986 0 90 3,995 10,586 4,095 3,089 5,890 0 8,124 18,422
Changes from: February 28, 2012 Total Change is: 13,546
-60 -490 9,435 236 -440 -90 -715 1,821 3,595 194 12 0 951 -297
Percent of Open Interest Represented by Each Category of Trader
17.8 2.4 19.7 23.9 0.0 0.2 8.0 21.1 8.2 6.2 11.7 0.0 16.2 36.7
Number of Traders in Each Category Total Traders: 52
9 . 6 12 0 . 9 9 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 68,640
Positions
8,073 16,286 2,401 9,670 4,278 844 12,427 7,338 8,575 2,414 2,777 1,720 22,516 24,421
Changes from: February 28, 2012 Total Change is: 23,379
816 2,497 702 -288 40 142 1,632 129 5,677 -496 -1,080 1,720 13,474 13,552
Percent of Open Interest Represented by Each Category of Trader
11.8 23.7 3.5 14.1 6.2 1.2 18.1 10.7 12.5 3.5 4.0 2.5 32.8 35.6
Number of Traders in Each Category Total Traders: 70
11 16 7 8 4 . 13 12 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 47,384
Positions
2,397 4,183 65 32,242 25,805 3,961 3,675 10,568 174 0 0 0 4,870 2,628
Changes from: February 28, 2012 Total Change is: -623
-110 196 0 -1,718 1,381 113 737 -2,427 -57 0 0 0 412 171
Percent of Open Interest Represented by Each Category of Trader
5.1 8.8 0.1 68.0 54.5 8.4 7.8 22.3 0.4 0.0 0.0 0.0 10.3 5.5
Number of Traders in Each Category Total Traders: 55
. . . 20 20 9 5 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 82,327
Positions
11,460 28,263 1,044 33,042 25,215 3,702 12,042 19,313 740 8,907 240 689 10,701 3,121
Changes from: February 28, 2012 Total Change is: 1,025
-179 540 183 -1,312 -83 621 748 -1,326 528 220 240 20 196 302
Percent of Open Interest Represented by Each Category of Trader
13.9 34.3 1.3 40.1 30.6 4.5 14.6 23.5 0.9 10.8 0.3 0.8 13.0 3.8
Number of Traders in Each Category Total Traders: 91
8 14 . 22 11 8 17 6 4 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 605,174
Positions
8,322 81,836 3,706 266,339 162,280 89,721 79,904 63,885 5,859 10,003 50,351 0 141,320 147,536
Changes from: February 28, 2012 Total Change is: -38,350
-2,226 2,492 -9,648 12,424 3,505 -5,355 161 -7,166 -7,367 -140 -3,333 -192 -26,007 -11,286
Percent of Open Interest Represented by Each Category of Trader
1.4 13.5 0.6 44.0 26.8 14.8 13.2 10.6 1.0 1.7 8.3 0.0 23.4 24.4
Number of Traders in Each Category Total Traders: 166
8 17 12 47 23 35 30 27 11 . 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 355,708
Positions
4,514 137,877 16,067 245,179 25,412 28,818 1,671 92,756 2,084 0 0 0 57,375 52,694
Changes from: February 28, 2012 Total Change is: -49,550
-130 4,173 -25,043 -2,215 2,189 -4,533 -2,091 -19,486 -7,923 -1,545 -2,635 -1,108 -4,962 4,816
Percent of Open Interest Represented by Each Category of Trader
1.3 38.8 4.5 68.9 7.1 8.1 0.5 26.1 0.6 0.0 0.0 0.0 16.1 14.8
Number of Traders in Each Category Total Traders: 63
. 11 7 33 7 19 . 9 . 0 0 0
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Traders in Financial Futures - Futures Only Positions as of March 6, 2012
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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 851,489
Positions
71,590 58,408 22,901 128,939 279,990 73,351 287,621 208,539 62,038 90,324 31,062 6,730 107,995 108,470
Changes from: February 28, 2012 Total Change is: -77,009
-15,044 -21,230 -6,779 -20,628 -6,452 5,598 -4,133 -17,134 -20,161 3,651 -206 -73 -19,440 -10,572
Percent of Open Interest Represented by Each Category of Trader
8.4 6.9 2.7 15.1 32.9 8.6 33.8 24.5 7.3 10.6 3.6 0.8 12.7 12.7
Number of Traders in Each Category Total Traders: 206
14 20 13 35 31 42 41 36 21 14 15 .
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Traders in Financial Futures - Futures Only Positions as of March 6, 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 1,858,467
Positions
94,007 157,024 45,867 726,652 841,411 144,302 470,543 174,493 35,154 50,965 101,786 10,998 279,979 347,432
Changes from: February 28, 2012 Total Change is: -42,682
-4,719 3,508 -27,754 -7,142 609 -17,056 74,757 14,312 -11,581 6,259 23,545 -22,939 -32,507 -5,326
Percent of Open Interest Represented by Each Category of Trader
5.1 8.4 2.5 39.1 45.3 7.8 25.3 9.4 1.9 2.7 5.5 0.6 15.1 18.7
Number of Traders in Each Category Total Traders: 271
23 28 21 28 65 47 45 56 30 7 19 4
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Traders in Financial Futures - Futures Only Positions as of March 6, 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 1,377,653
Positions
106,786 149,815 37,879 411,396 669,995 129,576 296,387 77,497 10,676 171,566 67,112 86 213,301 235,017
Changes from: February 28, 2012 Total Change is: -59,853
1,577 -7,838 -14,904 28,418 2,671 -28,616 5,126 16,692 -15,727 222 2,692 -12,128 -23,821 -2,695
Percent of Open Interest Represented by Each Category of Trader
7.8 10.9 2.7 29.9 48.6 9.4 21.5 5.6 0.8 12.5 4.9 0.0 15.5 17.1
Number of Traders in Each Category Total Traders: 186
11 25 13 25 39 34 35 29 15 8 14 .
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Traders in Financial Futures - Futures Only Positions as of March 6, 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 512,829
Positions
161,310 175,574 186,775 1,118 1,105 2,005 74,359 49,888 49,299 1,818 3,750 3,433 32,712 41,000
Changes from: February 28, 2012 Total Change is: -53,352
-4,750 -24,716 -25,766 9 0 -9 -17,210 488 -4,829 -2,895 -600 911 1,187 1,169
Percent of Open Interest Represented by Each Category of Trader
31.5 34.2 36.4 0.2 0.2 0.4 14.5 9.7 9.6 0.4 0.7 0.7 6.4 8.0
Number of Traders in Each Category Total Traders: 82
19 25 42 . . . 15 12 20 . . .
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Traders in Financial Futures - Futures Only Positions as of March 6, 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 8,722,939
Positions
2,084,618 2,123,542 1,948,593 675,036 651,435 91,491 971,818 602,935 1,885,011 78,312 340,752 164,702 823,358 914,478
Changes from: February 28, 2012 Total Change is: 155,091
259,123 171,941 -82,437 -131,617 -18,636 6,246 65,757 35,614 53,438 3,394 24,642 -3,620 -15,193 -32,097
Percent of Open Interest Represented by Each Category of Trader
23.9 24.3 22.3 7.7 7.5 1.0 11.1 6.9 21.6 0.9 3.9 1.9 9.4 10.5
Number of Traders in Each Category Total Traders: 269
27 63 83 12 8 14 62 54 95 11 15 19
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Traders in Financial Futures - Futures Only Positions as of March 6, 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 9,674
Positions
4,570 4,001 0 1,390 852 31 1,683 4,289 315 1,410 100 0 275 86
Changes from: February 28, 2012 Total Change is: -976
-435 375 0 -3 -25 25 -759 -1,540 205 0 0 0 -9 -16
Percent of Open Interest Represented by Each Category of Trader
47.2 41.4 0.0 14.4 8.8 0.3 17.4 44.3 3.3 14.6 1.0 0.0 2.8 0.9
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 11,456
Positions
6,300 6,564 0 991 1,570 0 3,072 1,944 814 40 140 0 239 424
Changes from: February 28, 2012 Total Change is: -561
-1,513 -1,336 0 48 -230 0 115 -125 802 0 0 0 -13 328
Percent of Open Interest Represented by Each Category of Trader
55.0 57.3 0.0 8.7 13.7 0.0 26.8 17.0 7.1 0.3 1.2 0.0 2.1 3.7
Number of Traders in Each Category Total Traders: 32
. 6 0 . 4 0 5 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 52,985
Positions
15,808 29,998 209 2,364 204 415 20,071 18,392 2,040 4,399 362 0 7,679 1,365
Changes from: February 28, 2012 Total Change is: 4,387
216 10 156 567 67 -43 838 4,642 1,137 373 -681 -39 1,182 -862
Percent of Open Interest Represented by Each Category of Trader
29.8 56.6 0.4 4.5 0.4 0.8 37.9 34.7 3.9 8.3 0.7 0.0 14.5 2.6
Number of Traders in Each Category Total Traders: 101
6 4 . 8 . . 33 14 4 29 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 271,074
Positions
144,462 63,189 27,462 31,158 5,002 3,382 6,466 96,768 9,060 1,407 17,019 26,316 21,361 22,876
Changes from: February 28, 2012 Total Change is: 34,546
19,554 5,766 7,524 3,875 278 734 -4,016 10,921 3,739 294 1,669 2,732 110 1,183
Percent of Open Interest Represented by Each Category of Trader
53.3 23.3 10.1 11.5 1.8 1.2 2.4 35.7 3.3 0.5 6.3 9.7 7.9 8.4
Number of Traders in Each Category Total Traders: 122
11 14 18 10 9 9 17 38 30 8 7 12
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Traders in Financial Futures - Futures Only Positions as of March 6, 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 17,174
Positions
10,549 615 0 2,726 1,078 0 1,972 13,307 594 290 984 474 569 122
Changes from: February 28, 2012 Total Change is: 206
-7 -37 0 -417 39 0 124 132 -47 0 -37 37 516 119
Percent of Open Interest Represented by Each Category of Trader
61.4 3.6 0.0 15.9 6.3 0.0 11.5 77.5 3.5 1.7 5.7 2.8 3.3 0.7
Number of Traders in Each Category Total Traders: 26
. . 0 5 . 0 4 7 . . . .
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Traders in Financial Futures - Futures Only Positions as of March 6, 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 10,350
Positions
995 8,284 0 6,910 0 0 1,030 1,799 0 0 0 0 1,415 267
Changes from: February 28, 2012 Total Change is: 822
-30 42 0 1,210 0 0 -352 654 0 0 0 0 -6 126
Percent of Open Interest Represented by Each Category of Trader
9.6 80.0 0.0 66.8 0.0 0.0 10.0 17.4 0.0 0.0 0.0 0.0 13.7 2.6
Number of Traders in Each Category Total Traders: 22
. . 0 11 0 0 4 . 0 0 0 0
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Updated March 9, 2012