Traders in Financial Futures - Futures Only Positions as of April 17, 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 128,841
Positions
10,302 35,281 734 18,895 34,476 368 48,038 36,599 2,015 9,648 950 0 38,841 18,418
Changes from: April 10, 2012 Total Change is: 15,008
2 13,749 -27 204 -159 6 10,949 3,873 -479 -21 851 0 4,374 -2,806
Percent of Open Interest Represented by Each Category of Trader
8.0 27.4 0.6 14.7 26.8 0.3 37.3 28.4 1.6 7.5 0.7 0.0 30.1 14.3
Number of Traders in Each Category Total Traders: 84
5 10 4 7 4 . 29 16 8 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 41,358
Positions
14,763 10,077 123 676 1,918 305 15,452 12,048 98 537 0 0 9,404 16,789
Changes from: April 10, 2012 Total Change is: 1,363
2,423 -301 -316 -90 4 85 397 2,473 -70 -456 0 0 -610 -512
Percent of Open Interest Represented by Each Category of Trader
35.7 24.4 0.3 1.6 4.6 0.7 37.4 29.1 0.2 1.3 0.0 0.0 22.7 40.6
Number of Traders in Each Category Total Traders: 35
8 4 . . 4 . 7 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 157,015
Positions
43,303 34,549 830 8,813 55,987 6,007 70,262 35,214 659 2,046 3,324 0 25,095 20,445
Changes from: April 10, 2012 Total Change is: 11,493
-3,367 29,507 522 -305 -16,497 1,209 9,263 -1,479 307 -20 0 0 3,884 -2,076
Percent of Open Interest Represented by Each Category of Trader
27.6 22.0 0.5 5.6 35.7 3.8 44.7 22.4 0.4 1.3 2.1 0.0 16.0 13.0
Number of Traders in Each Category Total Traders: 89
8 8 4 7 16 5 31 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 144,168
Positions
49,882 16,952 493 66,051 9,662 1,023 16,398 69,966 136 1,019 2,932 0 9,166 43,004
Changes from: April 10, 2012 Total Change is: -6,707
-5,517 3,424 0 -128 -59 231 -506 -6,473 -53 450 9 0 -1,184 -3,786
Percent of Open Interest Represented by Each Category of Trader
34.6 11.8 0.3 45.8 6.7 0.7 11.4 48.5 0.1 0.7 2.0 0.0 6.4 29.8
Number of Traders in Each Category Total Traders: 93
9 8 . 8 8 . 14 38 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 295,844
Positions
169,621 15,549 1,583 27,239 46,319 7,016 54,321 143,809 799 6,653 14,459 795 27,817 65,515
Changes from: April 10, 2012 Total Change is: 21,014
26,624 874 95 -375 14,123 -9,839 6,556 14,323 326 -512 1,960 103 -1,964 -951
Percent of Open Interest Represented by Each Category of Trader
57.3 5.3 0.5 9.2 15.7 2.4 18.4 48.6 0.3 2.2 4.9 0.3 9.4 22.1
Number of Traders in Each Category Total Traders: 178
27 7 5 14 19 9 25 65 12 6 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 148,796
Positions
32,607 34,039 1,173 2,640 42,570 982 81,975 49,918 167 992 898 0 28,260 19,049
Changes from: April 10, 2012 Total Change is: -5,274
-9,795 2,879 0 -201 714 124 4,013 -6,182 -69 14 178 0 640 -2,918
Percent of Open Interest Represented by Each Category of Trader
21.9 22.9 0.8 1.8 28.6 0.7 55.1 33.5 0.1 0.7 0.6 0.0 19.0 12.8
Number of Traders in Each Category Total Traders: 80
7 11 5 . 10 . 25 20 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 125,366
Positions
43,011 48,553 66,264 1,918 0 0 5,693 2,645 7,820 0 0 0 660 84
Changes from: April 10, 2012 Total Change is: 1,036
387 1,246 136 1,067 0 0 -1,124 -857 436 0 0 0 134 75
Percent of Open Interest Represented by Each Category of Trader
34.3 38.7 52.9 1.5 0.0 0.0 4.5 2.1 6.2 0.0 0.0 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 26
8 12 12 . 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 167,618
Positions
54,434 124,334 119 28,084 106 3,364 73,357 34,710 481 1,500 2,284 0 6,279 2,220
Changes from: April 10, 2012 Total Change is: -6,612
5,958 -2,737 119 2,617 0 0 -14,593 -2,989 -207 -666 -166 0 160 -632
Percent of Open Interest Represented by Each Category of Trader
32.5 74.2 0.1 16.8 0.1 2.0 43.8 20.7 0.3 0.9 1.4 0.0 3.7 1.3
Number of Traders in Each Category Total Traders: 104
10 11 . 12 . . 33 25 5 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 17,699
Positions
13,791 3,066 166 1,176 0 0 381 529 21 1,826 13,433 0 338 484
Changes from: April 10, 2012 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
77.9 17.3 0.9 6.6 0.0 0.0 2.2 3.0 0.1 10.3 75.9 0.0 1.9 2.7
Number of Traders in Each Category Total Traders: 21
5 . . . 0 0 . . . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 23,952
Positions
2,026 17,195 0 568 113 0 16,937 4,615 0 619 338 0 3,802 1,691
Changes from: April 10, 2012 Total Change is: 2,150
-1 2,015 0 24 -266 -10 1,680 497 -143 189 0 0 411 57
Percent of Open Interest Represented by Each Category of Trader
8.5 71.8 0.0 2.4 0.5 0.0 70.7 19.3 0.0 2.6 1.4 0.0 15.9 7.1
Number of Traders in Each Category Total Traders: 50
4 9 0 . . 0 21 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 51,736
Positions
13,639 32,042 964 4,625 1,611 612 22,285 10,592 107 2,826 855 0 6,680 4,954
Changes from: April 10, 2012 Total Change is: 1,869
1,739 580 -72 598 -327 162 810 661 80 -141 461 0 -1,308 324
Percent of Open Interest Represented by Each Category of Trader
26.4 61.9 1.9 8.9 3.1 1.2 43.1 20.5 0.2 5.5 1.7 0.0 12.9 9.6
Number of Traders in Each Category Total Traders: 106
14 22 . 7 5 . 34 14 4 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 103,471
Positions
27,278 64,083 1,927 9,250 3,222 1,223 44,569 21,184 214 5,651 1,710 0 13,359 9,908
Changes from: April 10, 2012 Total Change is: 3,738
3,478 1,160 -144 1,196 -654 324 1,620 1,322 160 -281 922 0 -2,615 648
Percent of Open Interest Represented by Each Category of Trader
26.4 61.9 1.9 8.9 3.1 1.2 43.1 20.5 0.2 5.5 1.7 0.0 12.9 9.6
Number of Traders in Each Category Total Traders: 106
14 22 . 7 5 . 34 14 4 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 796,135
Positions
43,771 203,567 22,324 374,315 170,943 43,836 92,328 178,866 27,659 39,555 29,891 5,349 147,000 113,701
Changes from: April 10, 2012 Total Change is: 5,550
-488 8,703 281 -1,036 -1,807 -4,657 7,889 -1,758 -2,107 1,773 2,586 -101 3,997 4,412
Percent of Open Interest Represented by Each Category of Trader
5.5 25.6 2.8 47.0 21.5 5.5 11.6 22.5 3.5 5.0 3.8 0.7 18.5 14.3
Number of Traders in Each Category Total Traders: 573
36 55 30 122 65 64 93 121 64 38 42 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 235,260
Positions
21,803 77,227 2,582 106,707 31,516 8,470 19,134 35,518 1,376 9,021 6,781 1,035 65,132 70,755
Changes from: April 10, 2012 Total Change is: -238
-3,711 -1,798 541 -525 -1,130 -242 3,381 -4,352 322 -1,384 -86 31 1,349 6,476
Percent of Open Interest Represented by Each Category of Trader
9.3 32.8 1.1 45.4 13.4 3.6 8.1 15.1 0.6 3.8 2.9 0.4 27.7 30.1
Number of Traders in Each Category Total Traders: 112
10 13 5 26 9 14 16 29 10 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 2,804,377
Positions
159,936 681,800 48,610 1,362,425 721,524 152,445 435,869 786,641 61,513 168,006 130,882 6,234 409,339 214,728
Changes from: April 10, 2012 Total Change is: 28,939
7,737 44,124 7,079 -6,134 -6,965 -18,499 7,176 -2,390 3,216 16,637 14,209 -1,513 13,240 -10,322
Percent of Open Interest Represented by Each Category of Trader
5.7 24.3 1.7 48.6 25.7 5.4 15.5 28.1 2.2 6.0 4.7 0.2 14.6 7.7
Number of Traders in Each Category Total Traders: 547
34 56 20 108 62 56 93 115 51 36 42 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 100,021
Positions
9,235 20,175 420 60,724 57,002 2,489 13,794 11,682 5 4,292 4,573 0 9,062 3,675
Changes from: April 10, 2012 Total Change is: -1,330
-860 269 48 -50 1,783 -3,237 2,556 -702 -912 237 1,322 0 888 99
Percent of Open Interest Represented by Each Category of Trader
9.2 20.2 0.4 60.7 57.0 2.5 13.8 11.7 0.0 4.3 4.6 0.0 9.1 3.7
Number of Traders in Each Category Total Traders: 100
12 9 . 38 11 12 13 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 101,027
Positions
4,743 57,583 4,391 33,300 8,090 1,410 41,793 12,761 2,506 1,598 6,754 532 10,755 6,999
Changes from: April 10, 2012 Total Change is: -1,172
-452 2,752 720 524 618 -45 313 -2,074 -1,168 -153 -495 160 -1,072 -1,639
Percent of Open Interest Represented by Each Category of Trader
4.7 57.0 4.3 33.0 8.0 1.4 41.4 12.6 2.5 1.6 6.7 0.5 10.6 6.9
Number of Traders in Each Category Total Traders: 244
16 32 9 35 22 11 68 42 12 12 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 12,989
Positions
4,120 10,730 0 1,036 0 0 2,147 1,045 0 0 27 358 5,328 829
Changes from: April 10, 2012 Total Change is: 630
493 2,342 0 0 0 0 830 -1,229 0 0 -286 97 -790 -294
Percent of Open Interest Represented by Each Category of Trader
31.7 82.6 0.0 8.0 0.0 0.0 16.5 8.0 0.0 0.0 0.2 2.8 41.0 6.4
Number of Traders in Each Category Total Traders: 21
4 9 0 . 0 0 4 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 440,192
Positions
23,714 254,866 1,355 161,319 40,451 7,051 209,218 69,571 1,541 7,991 33,635 870 27,133 30,852
Changes from: April 10, 2012 Total Change is: -9,009
-1,358 5,413 236 2,622 3,088 -225 -5,576 -7,216 -2,849 -764 -1,046 315 -1,410 -6,725
Percent of Open Interest Represented by Each Category of Trader
5.4 57.9 0.3 36.6 9.2 1.6 47.5 15.8 0.4 1.8 7.6 0.2 6.2 7.0
Number of Traders in Each Category Total Traders: 243
18 30 5 35 22 11 68 42 9 12 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 391,313
Positions
139,604 27,154 9,829 133,104 200,164 20,388 56,912 102,453 1,827 3,083 10,756 16 26,550 18,726
Changes from: April 10, 2012 Total Change is: -4,905
-4,381 370 3,119 -1,371 -4,150 -1,450 2,060 -1,479 -1,742 -1,312 1,452 -43 215 -982
Percent of Open Interest Represented by Each Category of Trader
35.7 6.9 2.5 34.0 51.2 5.2 14.5 26.2 0.5 0.8 2.7 0.0 6.8 4.8
Number of Traders in Each Category Total Traders: 241
18 10 . 56 44 22 43 50 10 7 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 42,771
Positions
13,393 768 0 11,564 470 51 8,721 11,515 0 2,146 6,694 0 6,896 23,273
Changes from: April 10, 2012 Total Change is: -1,302
-207 96 0 -311 60 -266 -886 -2,025 0 40 0 0 328 833
Percent of Open Interest Represented by Each Category of Trader
31.3 1.8 0.0 27.0 1.1 0.1 20.4 26.9 0.0 5.0 15.7 0.0 16.1 54.4
Number of Traders in Each Category Total Traders: 44
8 . 0 12 . . 9 4 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 62,892
Positions
11,489 9,647 3,086 8,570 1,428 705 15,749 1,646 6,943 3,627 1,770 0 12,723 37,667
Changes from: April 10, 2012 Total Change is: 16,401
4,990 -1,777 1,938 -120 -93 -162 -153 -81 3,212 306 670 0 6,390 12,694
Percent of Open Interest Represented by Each Category of Trader
18.3 15.3 4.9 13.6 2.3 1.1 25.0 2.6 11.0 5.8 2.8 0.0 20.2 59.9
Number of Traders in Each Category Total Traders: 49
9 11 6 5 . . 12 . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 55,798
Positions
222 10,664 1,213 38,713 22,179 3,365 6,043 15,375 59 0 0 0 6,183 2,943
Changes from: April 10, 2012 Total Change is: 2,180
0 1,761 16 2,284 1,149 -968 -171 -291 18 0 0 0 1,001 495
Percent of Open Interest Represented by Each Category of Trader
0.4 19.1 2.2 69.4 39.7 6.0 10.8 27.6 0.1 0.0 0.0 0.0 11.1 5.3
Number of Traders in Each Category Total Traders: 57
. 5 . 20 20 8 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 81,976
Positions
11,604 31,280 1,336 37,370 7,180 3,147 10,457 33,768 26 6,633 593 261 11,142 4,385
Changes from: April 10, 2012 Total Change is: -1,752
-561 1,548 1 549 -66 -97 -660 -3,090 -32 -1,148 -310 5 191 289
Percent of Open Interest Represented by Each Category of Trader
14.2 38.2 1.6 45.6 8.8 3.8 12.8 41.2 0.0 8.1 0.7 0.3 13.6 5.3
Number of Traders in Each Category Total Traders: 87
9 14 5 20 11 7 12 10 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 565,563
Positions
14,555 85,230 4,359 231,884 149,493 83,251 66,444 54,523 8,364 13,700 46,497 729 142,277 133,117
Changes from: April 10, 2012 Total Change is: -31,240
-4,233 22,425 -1,666 14,984 -8,082 -15,480 -25,329 -5,953 -667 91 -24,504 647 413 2,040
Percent of Open Interest Represented by Each Category of Trader
2.6 15.1 0.8 41.0 26.4 14.7 11.7 9.6 1.5 2.4 8.2 0.1 25.2 23.5
Number of Traders in Each Category Total Traders: 165
10 17 7 42 23 34 30 26 13 5 12 .
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Traders in Financial Futures - Futures Only Positions as of April 17, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 366,445
Positions
2,476 146,003 151 272,465 16,833 27,989 3,460 119,838 56 6,167 4,691 0 53,681 50,884
Changes from: April 10, 2012 Total Change is: 10,011
0 11,365 -288 11,706 298 -3,230 1,860 5,903 0 1,838 -3,600 0 -1,875 -437
Percent of Open Interest Represented by Each Category of Trader
0.7 39.8 0.0 74.4 4.6 7.6 0.9 32.7 0.0 1.7 1.3 0.0 14.6 13.9
Number of Traders in Each Category Total Traders: 73
. 13 . 34 6 21 . 13 . . . 0
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Traders in Financial Futures - Futures Only Positions as of April 17, 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 829,439
Positions
60,142 128,015 11,150 194,756 186,499 62,385 219,923 281,128 9,188 151,475 44,684 6,911 113,509 99,479
Changes from: April 10, 2012 Total Change is: 39,175
-9,005 50,062 6,614 23,949 -49,635 -11,502 11,407 61,368 -13,828 13,062 2,632 149 18,329 -6,685
Percent of Open Interest Represented by Each Category of Trader
7.3 15.4 1.3 23.5 22.5 7.5 26.5 33.9 1.1 18.3 5.4 0.8 13.7 12.0
Number of Traders in Each Category Total Traders: 219
14 22 8 37 29 38 38 38 23 17 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 1,813,480
Positions
115,090 175,886 31,583 694,797 572,792 222,318 358,049 341,309 36,056 74,432 91,233 10,973 270,182 331,330
Changes from: April 10, 2012 Total Change is: 39,625
32,927 -3,970 2,695 40,044 -19,087 -1,232 -4,490 64,911 -7,978 -25,026 11,902 -1,796 4,481 -5,820
Percent of Open Interest Represented by Each Category of Trader
6.3 9.7 1.7 38.3 31.6 12.3 19.7 18.8 2.0 4.1 5.0 0.6 14.9 18.3
Number of Traders in Each Category Total Traders: 294
25 38 19 32 60 49 38 69 38 10 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 1,307,932
Positions
68,038 144,613 38,164 370,054 532,526 133,868 248,062 108,738 24,176 195,614 80,360 2,913 227,043 242,574
Changes from: April 10, 2012 Total Change is: 93
-3,286 1,854 5,239 1,266 -33,166 -9,888 -40,236 16,800 8,110 1,613 4,689 2,722 34,553 3,733
Percent of Open Interest Represented by Each Category of Trader
5.2 11.1 2.9 28.3 40.7 10.2 19.0 8.3 1.8 15.0 6.1 0.2 17.4 18.5
Number of Traders in Each Category Total Traders: 202
9 28 8 28 36 34 34 36 21 11 19 .
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Traders in Financial Futures - Futures Only Positions as of April 17, 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 518,082
Positions
178,594 145,773 193,096 0 6,116 1,200 57,589 61,811 52,643 3,343 3,023 4,817 26,800 49,603
Changes from: April 10, 2012 Total Change is: -2,239
9,029 -18,589 5,434 0 415 0 -16,659 10,128 -2,017 245 575 -781 2,510 2,596
Percent of Open Interest Represented by Each Category of Trader
34.5 28.1 37.3 0.0 1.2 0.2 11.1 11.9 10.2 0.6 0.6 0.9 5.2 9.6
Number of Traders in Each Category Total Traders: 83
23 23 41 0 . . 13 15 23 . . .
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Traders in Financial Futures - Futures Only Positions as of April 17, 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 8,517,016
Positions
2,188,657 2,241,480 1,818,231 472,864 511,567 187,157 1,047,319 578,898 1,683,231 89,558 388,527 189,871 840,128 918,054
Changes from: April 10, 2012 Total Change is: -31,742
-73,031 189,202 -73,487 41,644 -182,395 12,814 129,301 57,318 -80,681 -2,035 37,621 -38,651 52,384 46,517
Percent of Open Interest Represented by Each Category of Trader
25.7 26.3 21.3 5.6 6.0 2.2 12.3 6.8 19.8 1.1 4.6 2.2 9.9 10.8
Number of Traders in Each Category Total Traders: 254
33 51 82 15 8 17 51 53 87 11 12 16
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Traders in Financial Futures - Futures Only Positions as of April 17, 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 9,756
Positions
3,957 1,242 0 659 973 6 3,628 7,103 21 1,320 280 0 165 131
Changes from: April 10, 2012 Total Change is: -345
-6 -462 0 2 0 0 -311 147 0 -44 -20 0 14 -10
Percent of Open Interest Represented by Each Category of Trader
40.6 12.7 0.0 6.8 10.0 0.1 37.2 72.8 0.2 13.5 2.9 0.0 1.7 1.3
Number of Traders in Each Category Total Traders: 28
. 4 0 . 4 . 6 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 8,600
Positions
4,965 3,534 0 1,170 2,031 45 2,150 2,612 0 68 326 0 202 52
Changes from: April 10, 2012 Total Change is: 678
-147 110 0 0 194 0 820 474 0 2 -55 0 3 -45
Percent of Open Interest Represented by Each Category of Trader
57.7 41.1 0.0 13.6 23.6 0.5 25.0 30.4 0.0 0.8 3.8 0.0 2.3 0.6
Number of Traders in Each Category Total Traders: 35
. 5 0 . 5 . 6 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 45,759
Positions
15,530 20,334 0 2,528 0 360 13,778 22,480 501 3,678 283 0 9,384 1,801
Changes from: April 10, 2012 Total Change is: -896
-219 -541 0 209 -81 0 -1,524 -194 1 -357 -94 0 994 13
Percent of Open Interest Represented by Each Category of Trader
33.9 44.4 0.0 5.5 0.0 0.8 30.1 49.1 1.1 8.0 0.6 0.0 20.5 3.9
Number of Traders in Each Category Total Traders: 96
6 4 0 9 0 . 33 17 . 22 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 340,437
Positions
139,222 59,960 44,429 38,362 3,679 5,872 5,095 102,910 28,780 961 13,178 51,860 25,856 29,769
Changes from: April 10, 2012 Total Change is: 17,908
-9,257 -7,024 7,215 685 -842 -649 2,526 2,062 3,213 297 260 11,176 2,702 2,497
Percent of Open Interest Represented by Each Category of Trader
40.9 17.6 13.1 11.3 1.1 1.7 1.5 30.2 8.5 0.3 3.9 15.2 7.6 8.7
Number of Traders in Each Category Total Traders: 126
13 14 22 10 7 8 8 48 40 5 14 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 7,412
Positions
844 914 0 3,320 939 0 2,011 3,726 594 290 928 286 67 25
Changes from: April 10, 2012 Total Change is: 64
1 -109 0 14 28 0 43 162 0 0 11 0 6 -28
Percent of Open Interest Represented by Each Category of Trader
11.4 12.3 0.0 44.8 12.7 0.0 27.1 50.3 8.0 3.9 12.5 3.9 0.9 0.3
Number of Traders in Each Category Total Traders: 23
. . 0 5 . 0 4 5 . . . .
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Updated April 20, 2012