Traders in Financial Futures - Options and Futures Combined 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 136,770
Positions
9,932 34,929 4,715 18,895 34,476 368 47,802 36,309 3,752 9,410 726 732 41,164 20,763
Changes from: April 10, 2012 Total Change is: 16,658
-275 12,444 1,893 204 -159 6 10,708 3,560 71 -206 726 232 4,025 -2,116
Percent of Open Interest Represented by Each Category of Trader
7.3 25.5 3.4 13.8 25.2 0.3 35.0 26.5 2.7 6.9 0.5 0.5 30.1 15.2
Number of Traders in Each Category Total Traders: 86
4 11 8 7 4 . 28 18 13 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 42,226
Positions
14,657 10,077 405 676 1,918 305 15,452 12,048 98 537 0 0 10,096 17,375
Changes from: April 10, 2012 Total Change is: 1,388
2,338 -392 -236 -90 4 85 397 2,473 -70 -456 0 0 -581 -477
Percent of Open Interest Represented by Each Category of Trader
34.7 23.9 1.0 1.6 4.5 0.7 36.6 28.5 0.2 1.3 0.0 0.0 23.9 41.1
Number of Traders in Each Category Total Traders: 35
8 4 4 . 4 . 7 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 161,466
Positions
43,669 34,332 2,624 8,813 55,987 6,007 70,029 35,283 1,728 2,046 3,304 89 26,462 22,112
Changes from: April 10, 2012 Total Change is: 11,417
-3,166 29,399 688 -305 -16,497 1,209 9,031 -1,567 200 -20 93 -78 3,859 -2,028
Percent of Open Interest Represented by Each Category of Trader
27.0 21.3 1.6 5.5 34.7 3.7 43.4 21.9 1.1 1.3 2.0 0.1 16.4 13.7
Number of Traders in Each Category Total Traders: 89
8 8 7 7 16 5 29 15 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 157,009
Positions
51,709 16,586 4,637 66,051 10,336 1,221 16,056 69,112 5,165 985 3,669 179 11,005 46,103
Changes from: April 10, 2012 Total Change is: -6,584
-5,631 3,505 239 -128 -30 229 -451 -6,474 107 485 76 7 -1,441 -4,241
Percent of Open Interest Represented by Each Category of Trader
32.9 10.6 3.0 42.1 6.6 0.8 10.2 44.0 3.3 0.6 2.3 0.1 7.0 29.4
Number of Traders in Each Category Total Traders: 104
12 7 7 8 10 5 18 37 18 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 341,477
Positions
170,669 13,575 10,948 27,122 47,880 8,567 53,089 141,928 30,154 6,581 14,150 3,318 31,028 70,958
Changes from: April 10, 2012 Total Change is: 22,275
26,253 590 861 -373 14,384 -10,031 6,933 13,736 1,864 -630 1,791 41 -2,644 -962
Percent of Open Interest Represented by Each Category of Trader
50.0 4.0 3.2 7.9 14.0 2.5 15.5 41.6 8.8 1.9 4.1 1.0 9.1 20.8
Number of Traders in Each Category Total Traders: 191
26 8 14 14 23 14 26 71 42 6 17 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 157,659
Positions
32,810 33,671 3,883 2,640 42,645 1,040 81,748 49,912 3,802 1,117 752 784 29,834 21,170
Changes from: April 10, 2012 Total Change is: -6,002
-10,028 3,086 -410 -201 789 182 4,123 -7,060 -45 -116 -1 484 10 -3,027
Percent of Open Interest Represented by Each Category of Trader
20.8 21.4 2.5 1.7 27.0 0.7 51.9 31.7 2.4 0.7 0.5 0.5 18.9 13.4
Number of Traders in Each Category Total Traders: 84
8 10 9 . 11 4 25 20 12 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 127,396
Positions
42,742 48,284 68,563 1,918 0 0 5,693 2,645 7,820 0 0 0 660 84
Changes from: April 10, 2012 Total Change is: 303
793 1,652 -1,004 1,067 0 0 -1,124 -857 436 0 0 0 134 75
Percent of Open Interest Represented by Each Category of Trader
33.6 37.9 53.8 1.5 0.0 0.0 4.5 2.1 6.1 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 53,134
Positions
13,639 32,003 1,004 4,625 1,611 612 22,040 10,733 1,015 2,826 508 602 6,772 5,047
Changes from: April 10, 2012 Total Change is: 1,983
1,739 542 -32 598 -327 162 677 495 323 -188 359 106 -1,403 354
Percent of Open Interest Represented by Each Category of Trader
25.7 60.2 1.9 8.7 3.0 1.2 41.5 20.2 1.9 5.3 1.0 1.1 12.7 9.5
Number of Traders in Each Category Total Traders: 106
14 22 5 7 5 . 33 15 9 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 106,268
Positions
27,278 64,007 2,007 9,250 3,222 1,223 44,080 21,465 2,030 5,651 1,016 1,203 13,545 10,094
Changes from: April 10, 2012 Total Change is: 3,966
3,478 1,084 -64 1,196 -654 324 1,354 989 647 -376 718 213 -2,807 708
Percent of Open Interest Represented by Each Category of Trader
25.7 60.2 1.9 8.7 3.0 1.2 41.5 20.2 1.9 5.3 1.0 1.1 12.7 9.5
Number of Traders in Each Category Total Traders: 106
14 22 5 7 5 . 33 15 9 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 945,706
Positions
45,750 202,811 29,309 373,635 169,701 47,009 87,480 169,851 142,917 33,873 29,462 30,218 155,514 124,427
Changes from: April 10, 2012 Total Change is: -6,562
-18 8,735 417 -1,029 -1,923 -4,729 6,082 -5,977 -8,450 718 2,055 -841 1,289 4,152
Percent of Open Interest Represented by Each Category of Trader
4.8 21.4 3.1 39.5 17.9 5.0 9.3 18.0 15.1 3.6 3.1 3.2 16.4 13.2
Number of Traders in Each Category Total Traders: 599
36 55 42 121 66 67 90 132 104 48 50 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 312,599
Positions
21,860 77,077 6,030 106,085 30,212 11,389 19,673 36,623 58,227 9,205 6,982 10,390 69,740 75,669
Changes from: April 10, 2012 Total Change is: -8,439
-3,621 -1,929 951 -606 -1,314 -186 2,405 -5,622 -4,823 -1,572 -497 -1,268 281 6,249
Percent of Open Interest Represented by Each Category of Trader
7.0 24.7 1.9 33.9 9.7 3.6 6.3 11.7 18.6 2.9 2.2 3.3 22.3 24.2
Number of Traders in Each Category Total Traders: 127
10 14 8 27 9 16 17 35 46 9 6 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,165,537
Positions
169,832 679,050 66,012 1,362,151 721,849 153,701 425,546 752,654 336,941 140,809 129,865 81,675 428,870 243,790
Changes from: April 10, 2012 Total Change is: 9,382
10,161 45,472 5,181 -5,694 -6,626 -19,139 -547 -20,709 793 12,255 13,562 1,333 5,038 -10,485
Percent of Open Interest Represented by Each Category of Trader
5.4 21.5 2.1 43.0 22.8 4.9 13.4 23.8 10.6 4.4 4.1 2.6 13.5 7.7
Number of Traders in Each Category Total Traders: 563
34 56 34 107 63 58 94 117 93 44 47 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 100,025
Positions
9,235 20,175 420 60,724 57,002 2,489 13,794 11,683 7 4,292 4,573 0 9,065 3,677
Changes from: April 10, 2012 Total Change is: -1,331
-860 269 48 -50 1,783 -3,237 2,556 -701 -910 237 1,322 0 886 96
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 - Options and Futures Combined 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 103,908
Positions
4,792 57,212 4,910 33,300 8,090 1,410 41,861 13,474 3,926 1,604 6,443 1,183 10,922 7,259
Changes from: April 10, 2012 Total Change is: -879
-487 2,751 748 524 618 -45 377 -2,077 -985 -163 -479 216 -1,065 -1,626
Percent of Open Interest Represented by Each Category of Trader
4.6 55.1 4.7 32.0 7.8 1.4 40.3 13.0 3.8 1.5 6.2 1.1 10.5 7.0
Number of Traders in Each Category Total Traders: 250
17 31 12 35 22 11 68 44 21 15 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 12,996
Positions
4,120 10,730 0 1,036 0 0 2,147 1,045 0 0 27 358 5,335 836
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 41.1 6.4
Number of Traders in Each Category Total Traders: 21
4 9 0 . 0 0 4 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 454,563
Positions
23,960 253,013 3,949 161,319 40,451 7,051 209,559 73,134 8,642 8,020 32,080 4,127 27,935 32,115
Changes from: April 10, 2012 Total Change is: -7,544
-1,533 5,411 376 2,622 3,088 -225 -5,258 -7,233 -1,934 -814 -963 595 -1,372 -6,658
Percent of Open Interest Represented by Each Category of Trader
5.3 55.7 0.9 35.5 8.9 1.6 46.1 16.1 1.9 1.8 7.1 0.9 6.1 7.1
Number of Traders in Each Category Total Traders: 249
19 29 8 35 22 11 68 44 18 15 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 394,028
Positions
139,604 27,152 9,832 133,104 200,164 20,388 57,702 102,443 3,030 3,076 11,429 164 27,128 19,426
Changes from: April 10, 2012 Total Change is: -4,984
-4,381 370 3,119 -1,371 -4,150 -1,450 2,108 -1,646 -1,757 -1,319 1,420 -26 93 -864
Percent of Open Interest Represented by Each Category of Trader
35.4 6.9 2.5 33.8 50.8 5.2 14.6 26.0 0.8 0.8 2.9 0.0 6.9 4.9
Number of Traders in Each Category Total Traders: 241
18 10 4 56 44 22 42 51 15 7 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 699,905
Positions
11,970 75,587 47,558 234,684 149,042 88,082 62,402 52,722 73,153 14,128 48,024 9,685 158,244 156,053
Changes from: April 10, 2012 Total Change is: -29,982
-5,924 19,542 4,395 16,088 -8,947 -15,992 -27,250 -3,435 -4,121 192 -23,681 388 2,241 1,868
Percent of Open Interest Represented by Each Category of Trader
1.7 10.8 6.8 33.5 21.3 12.6 8.9 7.5 10.5 2.0 6.9 1.4 22.6 22.3
Number of Traders in Each Category Total Traders: 172
8 19 23 43 24 39 25 36 46 5 12 8
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Traders in Financial Futures - Options and Futures Combined 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 367,536
Positions
2,476 146,003 151 272,474 16,833 27,989 3,460 119,838 56 6,167 4,691 0 54,762 51,975
Changes from: April 10, 2012 Total Change is: 10,246
0 11,365 -288 11,715 298 -3,230 1,860 5,903 0 1,838 -3,600 0 -1,650 -202
Percent of Open Interest Represented by Each Category of Trader
0.7 39.7 0.0 74.1 4.6 7.6 0.9 32.6 0.0 1.7 1.3 0.0 14.9 14.1
Number of Traders in Each Category Total Traders: 73
. 13 . 34 6 21 . 13 . . . 0
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Traders in Financial Futures - Options and Futures Combined 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 897,925
Positions
53,997 124,893 31,561 194,756 186,693 62,591 218,381 274,835 58,461 149,404 44,617 13,204 115,570 101,070
Changes from: April 10, 2012 Total Change is: 40,183
-11,477 47,586 9,378 23,949 -49,728 -11,623 12,080 63,597 -14,388 13,783 2,502 -567 19,049 -6,574
Percent of Open Interest Represented by Each Category of Trader
6.0 13.9 3.5 21.7 20.8 7.0 24.3 30.6 6.5 16.6 5.0 1.5 12.9 11.3
Number of Traders in Each Category Total Traders: 220
14 22 15 37 29 39 42 34 33 20 22 8
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Traders in Financial Futures - Options and Futures Combined 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 2,330,452
Positions
93,369 217,090 215,757 686,900 560,580 277,342 340,240 272,034 283,573 76,650 80,244 65,089 291,531 358,743
Changes from: April 10, 2012 Total Change is: 69,793
22,199 -14,364 34,963 38,815 -21,200 -6,294 -11,467 52,362 21,113 -24,554 15,127 -8,216 3,235 -3,698
Percent of Open Interest Represented by Each Category of Trader
4.0 9.3 9.3 29.5 24.1 11.9 14.6 11.7 12.2 3.3 3.4 2.8 12.5 15.4
Number of Traders in Each Category Total Traders: 308
19 46 58 31 63 56 45 70 82 12 22 17
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Traders in Financial Futures - Options and Futures Combined 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 1,555,721
Positions
52,021 144,665 107,486 376,435 534,483 144,880 253,422 95,290 169,079 187,719 79,922 30,973 233,707 248,943
Changes from: April 10, 2012 Total Change is: 29,735
-19,531 -3,300 27,817 1,678 -31,596 -6,069 -43,760 2,949 27,034 1,538 2,757 6,336 34,693 3,808
Percent of Open Interest Represented by Each Category of Trader
3.3 9.3 6.9 24.2 34.4 9.3 16.3 6.1 10.9 12.1 5.1 2.0 15.0 16.0
Number of Traders in Each Category Total Traders: 209
10 27 22 27 38 37 37 39 44 11 19 9
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Traders in Financial Futures - Options and Futures Combined 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 611,490
Positions
184,275 147,702 208,238 0 6,116 1,200 48,855 55,786 121,859 2,638 4,010 15,316 29,109 51,262
Changes from: April 10, 2012 Total Change is: 9,516
7,828 -19,025 7,529 0 415 0 -23,981 3,387 15,119 872 678 -1,386 3,536 2,800
Percent of Open Interest Represented by Each Category of Trader
30.1 24.2 34.1 0.0 1.0 0.2 8.0 9.1 19.9 0.4 0.7 2.5 4.8 8.4
Number of Traders in Each Category Total Traders: 88
22 25 42 0 . . 12 16 25 4 5 6
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Traders in Financial Futures - Options and Futures Combined 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 is13,298,558
Positions
2,139,236 2,273,207 3,167,688 443,276 559,425 280,510 934,386 367,735 4,684,437 88,994 309,028 670,626 889,404 985,902
Changes from: April 10, 2012 Total Change is: -248,091
-74,220 183,798 -102,359 -665 -183,707 15,820 119,216 16,780 -180,983 -4,157 27,609 -65,375 44,631 40,327
Percent of Open Interest Represented by Each Category of Trader
16.1 17.1 23.8 3.3 4.2 2.1 7.0 2.8 35.2 0.7 2.3 5.0 6.7 7.4
Number of Traders in Each Category Total Traders: 274
34 52 85 10 18 22 58 66 110 11 16 19
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Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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
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Traders in Financial Futures - Options and Futures Combined 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 46,000
Positions
15,530 20,353 1 2,528 0 360 13,780 22,475 648 3,651 283 27 9,474 1,852
Changes from: April 10, 2012 Total Change is: -892
-219 -541 -0 209 -81 0 -1,522 -168 -12 -345 -94 -12 1,009 16
Percent of Open Interest Represented by Each Category of Trader
33.8 44.2 0.0 5.5 0.0 0.8 30.0 48.9 1.4 7.9 0.6 0.1 20.6 4.0
Number of Traders in Each Category Total Traders: 96
6 4 . 9 0 . 33 17 5 22 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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
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Traders in Financial Futures - Options and Futures Combined 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