Traders in Financial Futures - Futures Only Positions as of March 20, 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 189,870
Positions
20,373 29,947 27,111 18,456 34,788 166 50,708 53,511 21,809 8,737 213 0 42,510 22,325
Changes from: March 13, 2012 Total Change is: 17,014
-1,797 2,295 9,082 145 200 -2 3,118 -3,996 5,466 649 -4 0 353 3,973
Percent of Open Interest Represented by Each Category of Trader
10.7 15.8 14.3 9.7 18.3 0.1 26.7 28.2 11.5 4.6 0.1 0.0 22.4 11.8
Number of Traders in Each Category Total Traders: 84
8 9 9 7 4 . 28 17 14 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 43,616
Positions
17,298 10,792 95 868 1,513 160 14,988 14,518 169 537 0 0 9,501 16,369
Changes from: March 13, 2012 Total Change is: -12,689
537 -4,727 -2,092 33 22 0 -7,673 -1,083 -3,072 -64 0 0 -358 -1,737
Percent of Open Interest Represented by Each Category of Trader
39.7 24.7 0.2 2.0 3.5 0.4 34.4 33.3 0.4 1.2 0.0 0.0 21.8 37.5
Number of Traders in Each Category Total Traders: 33
6 5 . . . . 5 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 141,411
Positions
62,823 1,207 748 9,701 73,177 3,240 43,337 33,658 143 2,069 4,926 0 19,350 24,312
Changes from: March 13, 2012 Total Change is: -61,469
-62,802 -9,612 -1,937 -91 -527 431 17,752 -29,817 -17,334 10 1,229 0 2,502 -3,902
Percent of Open Interest Represented by Each Category of Trader
44.4 0.9 0.5 6.9 51.7 2.3 30.6 23.8 0.1 1.5 3.5 0.0 13.7 17.2
Number of Traders in Each Category Total Traders: 87
10 . 5 7 14 6 23 22 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 139,769
Positions
27,059 17,859 34 63,494 9,023 699 35,286 63,689 16 1,080 2,378 0 12,101 46,071
Changes from: March 13, 2012 Total Change is: -56,627
-20,515 -7,501 -31,041 -659 393 -5 10,254 2,152 -15,373 330 -62 0 382 -5,190
Percent of Open Interest Represented by Each Category of Trader
19.4 12.8 0.0 45.4 6.5 0.5 25.2 45.6 0.0 0.8 1.7 0.0 8.7 33.0
Number of Traders in Each Category Total Traders: 98
8 8 . 8 8 . 14 45 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 258,535
Positions
122,019 25,721 1,278 44,841 29,617 3,799 48,605 123,944 403 6,395 12,977 667 30,528 60,129
Changes from: March 13, 2012 Total Change is: -52,522
-5,425 -15,994 -5,667 -921 1,117 -418 -13,038 -5,876 -13,438 -461 735 -2 -13,152 -12,979
Percent of Open Interest Represented by Each Category of Trader
47.2 9.9 0.5 17.3 11.5 1.5 18.8 47.9 0.2 2.5 5.0 0.3 11.8 23.3
Number of Traders in Each Category Total Traders: 163
24 6 4 17 16 11 20 58 5 6 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 160,387
Positions
26,263 42,592 479 4,015 40,536 737 97,566 55,235 175 1,004 734 12 30,136 19,887
Changes from: March 13, 2012 Total Change is: -40,332
10,275 -2,527 -31,101 53 -111 0 -2,686 10,234 -15,700 29 -22 -24 -1,178 -1,081
Percent of Open Interest Represented by Each Category of Trader
16.4 26.6 0.3 2.5 25.3 0.5 60.8 34.4 0.1 0.6 0.5 0.0 18.8 12.4
Number of Traders in Each Category Total Traders: 90
5 12 4 4 8 . 29 27 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 123,603
Positions
41,775 46,159 66,130 0 0 0 7,868 3,985 7,140 165 0 0 525 189
Changes from: March 13, 2012 Total Change is: -9,858
388 1,685 -10,158 0 0 0 -41 -1,251 0 15 0 0 -62 -134
Percent of Open Interest Represented by Each Category of Trader
33.8 37.3 53.5 0.0 0.0 0.0 6.4 3.2 5.8 0.1 0.0 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 22
7 9 12 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 174,691
Positions
47,317 75,419 0 20,388 201 3,142 92,560 87,808 278 3,573 2,733 0 7,433 5,110
Changes from: March 13, 2012 Total Change is: -73,086
-5,128 -6,073 -19,560 670 -8 0 2,192 1,899 -51,184 738 521 0 -814 1,319
Percent of Open Interest Represented by Each Category of Trader
27.1 43.2 0.0 11.7 0.1 1.8 53.0 50.3 0.2 2.0 1.6 0.0 4.3 2.9
Number of Traders in Each Category Total Traders: 111
5 9 0 12 . . 51 19 . 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 20,288
Positions
1,826 11,058 0 626 388 0 14,135 6,449 216 399 338 0 3,086 1,839
Changes from: March 13, 2012 Total Change is: -12,623
212 -134 -3,920 -222 63 0 -4,064 -4,960 -3,767 6 0 0 -868 95
Percent of Open Interest Represented by Each Category of Trader
9.0 54.5 0.0 3.1 1.9 0.0 69.7 31.8 1.1 2.0 1.7 0.0 15.2 9.1
Number of Traders in Each Category Total Traders: 42
. 7 0 . . 0 18 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 53,205
Positions
11,872 33,536 982 4,551 1,349 567 25,737 11,073 3 2,809 952 0 6,686 4,745
Changes from: March 13, 2012 Total Change is: -42,424
-5,966 -6,688 -23,472 104 -122 271 -2,659 2,026 -6,918 1,028 -3,563 -1,276 -3,537 -2,682
Percent of Open Interest Represented by Each Category of Trader
22.3 63.0 1.8 8.6 2.5 1.1 48.4 20.8 0.0 5.3 1.8 0.0 12.6 8.9
Number of Traders in Each Category Total Traders: 99
13 19 . 8 4 . 31 16 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 106,410
Positions
23,743 67,071 1,963 9,102 2,698 1,134 51,474 22,145 6 5,617 1,903 0 13,371 9,490
Changes from: March 13, 2012 Total Change is: -44,731
-5,205 -7,481 -27,768 208 -243 541 -5,310 -354 -4,334 258 -2,688 0 -3,121 -2,404
Percent of Open Interest Represented by Each Category of Trader
22.3 63.0 1.8 8.6 2.5 1.1 48.4 20.8 0.0 5.3 1.8 0.0 12.6 8.9
Number of Traders in Each Category Total Traders: 99
13 19 . 8 4 . 31 16 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 761,130
Positions
37,947 202,710 12,247 388,818 163,418 48,084 84,966 177,398 15,928 39,817 29,322 2,288 131,036 109,737
Changes from: March 13, 2012 Total Change is: -206,198
-3,141 5,315 -86,715 -1,805 -6,990 -9,211 -18,426 -12,020 -55,359 1,024 -6,054 -10,560 -22,004 -24,603
Percent of Open Interest Represented by Each Category of Trader
5.0 26.6 1.6 51.1 21.5 6.3 11.2 23.3 2.1 5.2 3.9 0.3 17.2 14.4
Number of Traders in Each Category Total Traders: 547
28 55 22 123 61 57 92 119 59 33 36 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 222,267
Positions
14,822 79,002 1,538 111,026 32,556 9,011 12,802 27,858 1,290 12,188 7,768 739 58,851 62,505
Changes from: March 13, 2012 Total Change is: -81,344
-15,901 -7,158 -23,740 7,148 -7,545 -1,463 -9,721 -568 -19,230 7,273 -3,508 -7,464 -18,246 -10,668
Percent of Open Interest Represented by Each Category of Trader
6.7 35.5 0.7 50.0 14.6 4.1 5.8 12.5 0.6 5.5 3.5 0.3 26.5 28.1
Number of Traders in Each Category Total Traders: 101
8 14 . 28 9 12 12 21 10 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 2,694,315
Positions
143,244 646,160 25,923 1,422,024 687,373 162,299 381,653 768,533 52,355 139,749 109,371 6,143 360,925 236,158
Changes from: March 13, 2012 Total Change is: -624,270
-574 -2,006 -250,503 -71,657 -24,115 -11,851 -142,812 -156,548 -81,361 -33,711 -15,199 -13,010 -18,791 -69,677
Percent of Open Interest Represented by Each Category of Trader
5.3 24.0 1.0 52.8 25.5 6.0 14.2 28.5 1.9 5.2 4.1 0.2 13.4 8.8
Number of Traders in Each Category Total Traders: 519
28 50 15 108 59 50 93 115 49 30 36 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 98,947
Positions
7,470 20,441 87 56,200 57,233 5,498 15,048 8,892 26 4,492 3,119 0 10,126 3,651
Changes from: March 13, 2012 Total Change is: -27,601
-11,180 -10,151 -10,817 -2,419 -974 352 -3,282 -4,326 -269 268 0 0 -254 -1,416
Percent of Open Interest Represented by Each Category of Trader
7.5 20.7 0.1 56.8 57.8 5.6 15.2 9.0 0.0 4.5 3.2 0.0 10.2 3.7
Number of Traders in Each Category Total Traders: 90
10 10 . 32 11 13 15 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 88,340
Positions
4,016 50,661 190 32,049 8,209 1,061 43,340 15,332 700 1,515 6,234 175 5,294 5,779
Changes from: March 13, 2012 Total Change is: -51,867
-2,070 -16,380 -18,186 -865 -2,014 -2,375 -5,974 4,467 -13,447 -900 216 -1,383 -6,668 -2,766
Percent of Open Interest Represented by Each Category of Trader
4.5 57.3 0.2 36.3 9.3 1.2 49.1 17.4 0.8 1.7 7.1 0.2 6.0 6.5
Number of Traders in Each Category Total Traders: 253
19 33 . 35 23 10 71 41 9 13 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 441,701
Positions
20,079 253,307 950 160,246 41,043 5,307 216,701 76,658 3,502 7,574 31,168 873 26,469 28,893
Changes from: March 13, 2012 Total Change is: -145,868
-9,191 -63,960 -38,382 -4,326 -8,571 -6,693 -33,735 17,744 -43,608 -3,248 2,907 -2,412 -4,273 -2,893
Percent of Open Interest Represented by Each Category of Trader
4.5 57.3 0.2 36.3 9.3 1.2 49.1 17.4 0.8 1.7 7.1 0.2 6.0 6.5
Number of Traders in Each Category Total Traders: 253
19 33 . 35 23 10 71 41 9 13 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 375,971
Positions
129,109 25,434 7,607 136,249 194,434 20,721 54,970 98,771 1,692 6,068 14,274 155 19,400 12,883
Changes from: March 13, 2012 Total Change is: -82,708
-1,111 -4,597 -50,687 -3,291 -14,136 -780 -14,139 -230 -6,887 -1,215 306 -1,103 -3,495 -4,594
Percent of Open Interest Represented by Each Category of Trader
34.3 6.8 2.0 36.2 51.7 5.5 14.6 26.3 0.5 1.6 3.8 0.0 5.2 3.4
Number of Traders in Each Category Total Traders: 239
19 12 . 45 42 23 45 51 11 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 44,910
Positions
16,443 460 7 14,560 310 216 3,836 15,794 0 3,027 5,785 0 6,821 22,338
Changes from: March 13, 2012 Total Change is: -1,040
350 -217 7 678 0 0 -2,185 -1,833 0 -102 926 0 212 77
Percent of Open Interest Represented by Each Category of Trader
36.6 1.0 0.0 32.4 0.7 0.5 8.5 35.2 0.0 6.7 12.9 0.0 15.2 49.7
Number of Traders in Each Category Total Traders: 49
11 . . 12 . . 9 7 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 45,172
Positions
8,258 5,187 758 8,403 2,450 842 16,895 1,410 617 2,858 1,266 0 6,541 32,642
Changes from: March 13, 2012 Total Change is: -721
1,030 -2,230 509 463 -20 86 -2,147 -6,549 567 466 -137 0 -1,695 7,053
Percent of Open Interest Represented by Each Category of Trader
18.3 11.5 1.7 18.6 5.4 1.9 37.4 3.1 1.4 6.3 2.8 0.0 14.5 72.3
Number of Traders in Each Category Total Traders: 50
14 8 4 6 . . 11 . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 49,260
Positions
220 7,899 1,030 35,874 23,585 3,854 3,444 10,704 115 0 0 0 4,723 2,073
Changes from: March 13, 2012 Total Change is: -6,910
-257 1,864 -4,513 -56 -1,546 -694 -288 -756 -408 0 0 0 -694 -857
Percent of Open Interest Represented by Each Category of Trader
0.4 16.0 2.1 72.8 47.9 7.8 7.0 21.7 0.2 0.0 0.0 0.0 9.6 4.2
Number of Traders in Each Category Total Traders: 56
. 4 . 21 21 9 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 81,535
Positions
12,651 27,019 921 32,696 24,144 3,908 11,462 21,745 26 9,175 330 236 10,460 3,206
Changes from: March 13, 2012 Total Change is: -18,540
370 -2,016 -6,559 329 -1,654 -16 405 4,496 -4,166 1,111 330 -1,125 -8,889 -7,830
Percent of Open Interest Represented by Each Category of Trader
15.5 33.1 1.1 40.1 29.6 4.8 14.1 26.7 0.0 11.3 0.4 0.3 12.8 3.9
Number of Traders in Each Category Total Traders: 92
10 13 . 22 12 8 16 7 . 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 573,955
Positions
28,410 59,454 3,784 229,606 148,679 91,504 75,227 79,457 8,332 11,690 45,496 11 125,391 137,238
Changes from: March 13, 2012 Total Change is: -19,546
926 -4,243 -2,099 -14,212 -18,157 1,168 1,484 17,386 185 4,254 611 11 -11,263 -14,408
Percent of Open Interest Represented by Each Category of Trader
4.9 10.4 0.7 40.0 25.9 15.9 13.1 13.8 1.5 2.0 7.9 0.0 21.8 23.9
Number of Traders in Each Category Total Traders: 172
9 20 5 43 28 36 29 29 13 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 356,745
Positions
2,481 149,000 5,090 255,520 24,163 27,958 1,647 94,869 738 3,000 1,500 0 60,311 53,427
Changes from: March 13, 2012 Total Change is: 5,696
0 16,934 -2,898 9,363 -1,258 -789 0 -917 0 3,000 -2,725 0 -2,980 -2,651
Percent of Open Interest Represented by Each Category of Trader
0.7 41.8 1.4 71.6 6.8 7.8 0.5 26.6 0.2 0.8 0.4 0.0 16.9 15.0
Number of Traders in Each Category Total Traders: 65
. 12 4 32 7 22 . 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 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 843,092
Positions
123,768 49,154 11,507 123,017 332,201 79,347 206,007 155,206 50,479 146,513 39,532 6,680 95,774 118,986
Changes from: March 13, 2012 Total Change is: 15,427
22,630 -12,995 -1,577 3,177 46,017 7,932 -45,822 -35,686 -399 31,555 5,950 -1,671 -398 7,856
Percent of Open Interest Represented by Each Category of Trader
14.7 5.8 1.4 14.6 39.4 9.4 24.4 18.4 6.0 17.4 4.7 0.8 11.4 14.1
Number of Traders in Each Category Total Traders: 202
18 17 9 34 32 43 32 37 21 14 18 .
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Traders in Financial Futures - Futures Only Positions as of March 20, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,786,732
Positions
135,864 120,069 20,124 645,432 762,561 177,409 452,911 225,743 35,363 73,955 104,326 8,461 237,213 332,676
Changes from: March 13, 2012 Total Change is: -9,048
46,123 -45,652 -3,525 -68,283 14,816 8,017 29,997 3,969 2,276 19,753 26,087 -4,556 -38,850 -10,480
Percent of Open Interest Represented by Each Category of Trader
7.6 6.7 1.1 36.1 42.7 9.9 25.3 12.6 2.0 4.1 5.8 0.5 13.3 18.6
Number of Traders in Each Category Total Traders: 292
31 32 11 30 68 54 48 58 35 11 13 5
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Traders in Financial Futures - Futures Only Positions as of March 20, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,415,106
Positions
136,802 133,358 23,817 353,477 646,405 135,414 385,005 136,169 10,542 196,918 64,723 0 173,131 264,678
Changes from: March 13, 2012 Total Change is: 34,310
16,035 13,754 -3,153 -38,882 -35,921 8,558 53,268 39,320 -3,436 22,536 -427 -50 -20,566 15,665
Percent of Open Interest Represented by Each Category of Trader
9.7 9.4 1.7 25.0 45.7 9.6 27.2 9.6 0.7 13.9 4.6 0.0 12.2 18.7
Number of Traders in Each Category Total Traders: 193
16 22 10 27 38 36 33 33 16 9 15 0
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Traders in Financial Futures - Futures Only Positions as of March 20, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 553,560
Positions
176,864 187,440 203,615 1,695 4,046 1,428 84,530 53,852 51,271 4,771 5,435 5,056 24,330 41,417
Changes from: March 13, 2012 Total Change is: 22,806
12,351 12,806 1,643 275 2,941 -275 4,481 -1,816 6,174 987 1,585 715 -3,545 -967
Percent of Open Interest Represented by Each Category of Trader
32.0 33.9 36.8 0.3 0.7 0.3 15.3 9.7 9.3 0.9 1.0 0.9 4.4 7.5
Number of Traders in Each Category Total Traders: 88
21 26 41 . . . 16 13 22 5 . .
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Traders in Financial Futures - Futures Only Positions as of March 20, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 7,996,487
Positions
2,216,635 1,726,963 1,767,360 468,589 717,240 143,054 676,520 509,780 1,740,523 64,435 327,394 172,765 746,606 891,408
Changes from: March 13, 2012 Total Change is: -874,508
34,383 -359,715 -278,128 -160,581 90,698 7,059 -246,999 -106,220 -178,400 -6,117 -25,016 -13,526 -32,199 -11,260
Percent of Open Interest Represented by Each Category of Trader
27.7 21.6 22.1 5.9 9.0 1.8 8.5 6.4 21.8 0.8 4.1 2.2 9.3 11.1
Number of Traders in Each Category Total Traders: 246
35 46 78 12 10 17 58 49 86 11 9 17
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Traders in Financial Futures - Futures Only Positions as of March 20, 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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 8,643
Positions
4,268 2,528 0 594 867 6 2,234 4,870 41 1,340 180 0 160 151
Changes from: March 13, 2012 Total Change is: -672
-473 -1,573 0 -789 -10 0 713 854 -4 -50 15 0 -69 46
Percent of Open Interest Represented by Each Category of Trader
49.4 29.2 0.0 6.9 10.0 0.1 25.8 56.3 0.5 15.5 2.1 0.0 1.9 1.7
Number of Traders in Each Category Total Traders: 27
. 4 0 . 4 . 4 7 . . . 0
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Traders in Financial Futures - Futures Only Positions as of March 20, 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 7,047
Positions
3,917 3,300 0 984 1,932 0 1,910 1,615 0 65 100 0 171 100
Changes from: March 13, 2012 Total Change is: -1,488
-834 -1,658 0 0 191 0 -529 44 -33 25 -40 0 -117 8
Percent of Open Interest Represented by Each Category of Trader
55.6 46.8 0.0 14.0 27.4 0.0 27.1 22.9 0.0 0.9 1.4 0.0 2.4 1.4
Number of Traders in Each Category Total Traders: 26
. 4 0 . 4 0 . 8 0 . . 0
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Traders in Financial Futures - Futures Only Positions as of March 20, 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 60,548
Positions
17,006 21,221 0 3,633 22 476 25,693 36,601 500 4,149 234 2 9,089 1,492
Changes from: March 13, 2012 Total Change is: -2,377
1,086 -9,457 0 484 0 -8 -2,510 9,738 -2,145 495 -301 2 219 -206
Percent of Open Interest Represented by Each Category of Trader
28.1 35.0 0.0 6.0 0.0 0.8 42.4 60.4 0.8 6.9 0.4 0.0 15.0 2.5
Number of Traders in Each Category Total Traders: 94
6 . 0 8 . . 32 14 . 26 . .
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Traders in Financial Futures - Futures Only Positions as of March 20, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 363,883
Positions
175,665 74,767 30,737 44,295 8,322 5,081 7,325 118,684 22,696 2,617 26,099 44,312 31,155 33,185
Changes from: March 13, 2012 Total Change is: 54,930
28,511 10,669 1,733 5,061 2,800 1,495 -2,643 14,587 6,694 -442 1,355 5,142 9,379 10,455
Percent of Open Interest Represented by Each Category of Trader
48.3 20.5 8.4 12.2 2.3 1.4 2.0 32.6 6.2 0.7 7.2 12.2 8.6 9.1
Number of Traders in Each Category Total Traders: 147
11 17 20 9 11 10 17 49 43 9 14 18
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Traders in Financial Futures - Futures Only Positions as of March 20, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 18,831
Positions
10,541 467 1,698 3,203 1,093 0 1,630 13,165 944 290 949 472 53 43
Changes from: March 13, 2012 Total Change is: 1,461
-4 8 1,531 0 15 0 -212 -114 350 0 -126 -206 2 3
Percent of Open Interest Represented by Each Category of Trader
56.0 2.5 9.0 17.0 5.8 0.0 8.7 69.9 5.0 1.5 5.0 2.5 0.3 0.2
Number of Traders in Each Category Total Traders: 24
. . . 5 . 0 . 6 . . . .
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Updated March 23, 2012