Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 174,715
Positions
4,962 85,939 21,962 10,700 7,046 143 71,192 39,375 1,972 8,482 622 44 55,258 17,612
Changes from: March 1, 2011 Total Change is: 26,301
346 4,504 20,460 993 -4 1 3,159 3,106 -531 -461 622 3 2,331 -1,860
Percent of Open Interest Represented by Each Category of Trader
2.8 49.2 12.6 6.1 4.0 0.1 40.7 22.5 1.1 4.9 0.4 0.0 31.6 10.1
Number of Traders in Each Category Total Traders: 88
. 18 9 5 4 . 35 11 6 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 62,936
Positions
99 29,791 2,980 1,540 1,064 77 30,712 19,182 667 0 0 0 26,861 9,175
Changes from: March 1, 2011 Total Change is: 5,576
-525 3,403 2,659 610 -21 0 1,473 1,629 568 0 -665 0 791 -1,997
Percent of Open Interest Represented by Each Category of Trader
0.2 47.3 4.7 2.4 1.7 0.1 48.8 30.5 1.1 0.0 0.0 0.0 42.7 14.6
Number of Traders in Each Category Total Traders: 45
. 15 4 . . . 18 7 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 145,352
Positions
7,438 41,795 13,987 7,962 19,568 1,237 69,517 33,325 4,387 992 5,548 72 39,760 25,433
Changes from: March 1, 2011 Total Change is: 19,002
-3,547 2,097 9,577 1,129 188 11 3,538 452 4,148 -451 -1,165 72 4,525 3,622
Percent of Open Interest Represented by Each Category of Trader
5.1 28.8 9.6 5.5 13.5 0.9 47.8 22.9 3.0 0.7 3.8 0.0 27.4 17.5
Number of Traders in Each Category Total Traders: 100
11 13 12 5 12 5 31 21 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 131,247
Positions
12,522 58,052 2,013 27,160 8,223 332 60,815 21,907 214 900 4,777 154 27,137 35,575
Changes from: March 1, 2011 Total Change is: -5,314
1,679 -8,624 571 1,213 -241 6 -9,532 3,884 -627 -480 -1,165 154 1,702 728
Percent of Open Interest Represented by Each Category of Trader
9.5 44.2 1.5 20.7 6.3 0.3 46.3 16.7 0.2 0.7 3.6 0.1 20.7 27.1
Number of Traders in Each Category Total Traders: 102
9 18 5 10 7 . 25 24 5 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 263,702
Positions
40,233 105,391 20,016 29,616 17,589 3,559 72,271 43,312 10,493 25,390 13,317 385 61,739 49,640
Changes from: March 1, 2011 Total Change is: 46,636
11,382 20,991 14,948 1,291 -1,283 181 8,105 6,125 6,210 6,148 1,370 -241 -1,388 -1,665
Percent of Open Interest Represented by Each Category of Trader
15.3 40.0 7.6 11.2 6.7 1.3 27.4 16.4 4.0 9.6 5.1 0.1 23.4 18.8
Number of Traders in Each Category Total Traders: 162
21 18 9 20 12 12 41 28 19 11 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 152,865
Positions
8,240 103,167 14,072 9,649 3,429 134 77,229 10,705 5,272 1,715 1,117 5 36,549 14,964
Changes from: March 1, 2011 Total Change is: 17,338
379 2,067 12,634 909 15 0 -1,234 -856 4,427 76 -149 5 142 -805
Percent of Open Interest Represented by Each Category of Trader
5.4 67.5 9.2 6.3 2.2 0.1 50.5 7.0 3.4 1.1 0.7 0.0 23.9 9.8
Number of Traders in Each Category Total Traders: 75
6 13 9 5 4 . 28 13 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 65,520
Positions
16,339 37,692 15,961 0 0 0 29,132 9,529 2,034 1,255 0 0 799 304
Changes from: March 1, 2011 Total Change is: -927
-280 -562 248 0 0 0 -783 -187 255 0 0 0 -367 -681
Percent of Open Interest Represented by Each Category of Trader
24.9 57.5 24.4 0.0 0.0 0.0 44.5 14.5 3.1 1.9 0.0 0.0 1.2 0.5
Number of Traders in Each Category Total Traders: 21
6 8 10 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 157,775
Positions
1,920 121,935 2,999 16,795 243 0 116,544 23,311 5,458 5,610 2,379 0 8,449 1,450
Changes from: March 1, 2011 Total Change is: 22,954
-2,898 14,437 2,947 103 -182 0 16,091 1,450 4,625 973 -53 0 1,113 -270
Percent of Open Interest Represented by Each Category of Trader
1.2 77.3 1.9 10.6 0.2 0.0 73.9 14.8 3.5 3.6 1.5 0.0 5.4 0.9
Number of Traders in Each Category Total Traders: 125
6 16 4 10 . 0 65 11 9 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,699
Positions
9,274 7,582 1,518 261 999 0 12,491 14,471 849 706 0 0 2,600 2,280
Changes from: March 1, 2011 Total Change is: 733
991 -2,642 896 261 -17 0 -1,704 1,311 704 -255 -150 0 -160 631
Percent of Open Interest Represented by Each Category of Trader
33.5 27.4 5.5 0.9 3.6 0.0 45.1 52.2 3.1 2.5 0.0 0.0 9.4 8.2
Number of Traders in Each Category Total Traders: 44
10 4 4 . . 0 13 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 59,316
Positions
22,314 32,342 1,867 4,189 2,272 156 15,367 7,851 6,256 762 1,189 3 8,403 7,381
Changes from: March 1, 2011 Total Change is: 405
528 177 -230 -336 -75 -80 1,072 -699 -633 302 696 3 -221 1,246
Percent of Open Interest Represented by Each Category of Trader
37.6 54.5 3.1 7.1 3.8 0.3 25.9 13.2 10.5 1.3 2.0 0.0 14.2 12.4
Number of Traders in Each Category Total Traders: 110
19 20 . 8 6 . 31 13 13 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 13,841
Positions
5,741 10,153 168 374 0 0 5,511 803 54 0 260 0 1,993 2,403
Changes from: March 1, 2011 Total Change is: 1,059
838 838 0 19 0 0 117 -47 54 0 -1 0 31 215
Percent of Open Interest Represented by Each Category of Trader
41.5 73.4 1.2 2.7 0.0 0.0 39.8 5.8 0.4 0.0 1.9 0.0 14.4 17.4
Number of Traders in Each Category Total Traders: 24
6 7 . . 0 0 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 90,950
Positions
34,397 45,629 2,146 7,630 4,544 312 31,740 26,124 376 1,524 1,858 6 12,819 9,955
Changes from: March 1, 2011 Total Change is: -1,308
-621 -1,322 -460 -710 -149 -160 2,050 -1,164 -1,514 604 1,393 6 -503 2,062
Percent of Open Interest Represented by Each Category of Trader
37.8 50.2 2.4 8.4 5.0 0.3 34.9 28.7 0.4 1.7 2.0 0.0 14.1 10.9
Number of Traders in Each Category Total Traders: 105
17 19 . 7 6 . 33 16 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 979,528
Positions
60,882 261,911 110,260 413,675 123,342 63,252 86,436 198,022 64,829 23,110 36,709 14,168 142,916 107,036
Changes from: March 1, 2011 Total Change is: 33,311
704 -938 18,828 -1,883 -1,504 3,511 3,594 -3,184 6,749 -819 2,412 2,288 338 5,148
Percent of Open Interest Represented by Each Category of Trader
6.2 26.7 11.3 42.2 12.6 6.5 8.8 20.2 6.6 2.4 3.7 1.4 14.6 10.9
Number of Traders in Each Category Total Traders: 557
36 51 29 114 61 67 95 137 80 31 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 371,968
Positions
57,702 154,180 24,323 145,731 37,156 7,119 18,342 80,828 4,553 7,713 11,029 8,297 98,188 44,483
Changes from: March 1, 2011 Total Change is: 19,870
5,500 -4,824 10,308 -1,666 2,018 -44 -2,025 9,045 782 375 -306 638 6,002 2,253
Percent of Open Interest Represented by Each Category of Trader
15.5 41.4 6.5 39.2 10.0 1.9 4.9 21.7 1.2 2.1 3.0 2.2 26.4 12.0
Number of Traders in Each Category Total Traders: 129
12 18 10 31 13 11 17 28 14 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,037,799
Positions
264,216 786,969 181,368 1,373,260 464,467 247,128 592,914 838,414 48,934 96,917 148,331 9,424 223,638 312,764
Changes from: March 1, 2011 Total Change is: 67,204
-2,945 40,465 21,565 9,727 -6,796 6,964 58,417 -30,823 -486 -3,414 16,147 5,695 -28,319 14,473
Percent of Open Interest Represented by Each Category of Trader
8.7 25.9 6.0 45.2 15.3 8.1 19.5 27.6 1.6 3.2 4.9 0.3 7.4 10.3
Number of Traders in Each Category Total Traders: 521
38 48 18 93 58 60 96 130 63 29 28 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 103,970
Positions
19,844 35,388 1,018 53,054 35,074 5,415 10,535 21,829 1,055 1,492 0 0 11,557 4,191
Changes from: March 1, 2011 Total Change is: 2,445
-787 795 29 2,961 -596 33 1,085 2,649 -475 245 0 0 -646 10
Percent of Open Interest Represented by Each Category of Trader
19.1 34.0 1.0 51.0 33.7 5.2 10.1 21.0 1.0 1.4 0.0 0.0 11.1 4.0
Number of Traders in Each Category Total Traders: 93
6 9 . 31 14 12 17 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 93,669
Positions
10,949 38,734 13,075 21,060 7,433 2,166 24,934 13,498 8,736 1,916 3,774 57 10,776 6,196
Changes from: March 1, 2011 Total Change is: 1,936
-13 -2,032 853 -612 106 -537 346 -91 2,258 -106 1,079 -102 -151 401
Percent of Open Interest Represented by Each Category of Trader
11.7 41.4 14.0 22.5 7.9 2.3 26.6 14.4 9.3 2.0 4.0 0.1 11.5 6.6
Number of Traders in Each Category Total Traders: 230
24 30 8 37 17 13 67 33 19 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 20,916
Positions
10,421 9,157 1,562 2,362 0 0 2,805 5,057 200 0 2,177 0 3,566 2,763
Changes from: March 1, 2011 Total Change is: 1,261
1,124 -1,018 -100 -7 0 0 512 2,431 0 0 246 0 -268 -298
Percent of Open Interest Represented by Each Category of Trader
49.8 43.8 7.5 11.3 0.0 0.0 13.4 24.2 1.0 0.0 10.4 0.0 17.0 13.2
Number of Traders in Each Category Total Traders: 27
7 9 . . 0 0 . 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 363,766
Positions
41,189 186,434 19,018 93,488 37,167 10,828 148,549 80,110 4,777 9,579 7,983 286 36,052 17,163
Changes from: March 1, 2011 Total Change is: 3,377
-431 183 -486 -3,026 531 -2,683 14,023 2,243 -3,561 -1,043 3,654 0 584 3,496
Percent of Open Interest Represented by Each Category of Trader
11.3 51.3 5.2 25.7 10.2 3.0 40.8 22.0 1.3 2.6 2.2 0.1 9.9 4.7
Number of Traders in Each Category Total Traders: 227
23 29 5 36 17 13 67 33 14 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 348,211
Positions
109,571 38,647 18,561 115,296 123,862 18,830 63,657 118,343 3,248 2,464 12,333 0 16,584 14,387
Changes from: March 1, 2011 Total Change is: 4,268
-2,513 -361 4,254 3,851 4,692 -2,082 4,840 327 -420 51 650 0 -3,713 -2,792
Percent of Open Interest Represented by Each Category of Trader
31.5 11.1 5.3 33.1 35.6 5.4 18.3 34.0 0.9 0.7 3.5 0.0 4.8 4.1
Number of Traders in Each Category Total Traders: 256
16 23 5 50 47 22 43 57 16 6 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 64,355
Positions
14,856 8,670 7,650 13,224 216 491 3,439 13,193 2,336 2,134 1,223 698 19,527 29,878
Changes from: March 1, 2011 Total Change is: 19,959
1,280 1,804 7,520 644 7 -71 -1,117 126 1,754 263 -493 698 8,988 8,614
Percent of Open Interest Represented by Each Category of Trader
23.1 13.5 11.9 20.5 0.3 0.8 5.3 20.5 3.6 3.3 1.9 1.1 30.3 46.4
Number of Traders in Each Category Total Traders: 64
15 10 4 11 . 5 10 13 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 74,030
Positions
22,919 25,793 10,701 9,798 9,837 655 16,159 3,873 1,672 957 708 157 11,012 20,634
Changes from: March 1, 2011 Total Change is: 9,466
532 1,990 8,669 -1,530 3,778 0 3,364 -172 294 -959 292 156 -1,060 -5,541
Percent of Open Interest Represented by Each Category of Trader
31.0 34.8 14.5 13.2 13.3 0.9 21.8 5.2 2.3 1.3 1.0 0.2 14.9 27.9
Number of Traders in Each Category Total Traders: 67
19 13 14 7 . . 16 4 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 622,337
Positions
21,041 78,443 10,355 304,098 155,595 51,971 73,185 120,835 5,196 20,826 40,471 0 135,665 159,471
Changes from: March 1, 2011 Total Change is: -42,418
7,086 -18,884 -12,386 -14,278 10,568 7,630 -9,599 -8,857 -17,947 0 -5,625 0 -2,924 3,083
Percent of Open Interest Represented by Each Category of Trader
3.4 12.6 1.7 48.9 25.0 8.4 11.8 19.4 0.8 3.3 6.5 0.0 21.8 25.6
Number of Traders in Each Category Total Traders: 151
8 17 8 42 22 30 19 31 9 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 330,735
Positions
5,922 109,763 6,043 223,151 6,631 19,257 4,048 129,232 12,864 0 0 0 59,450 46,945
Changes from: March 1, 2011 Total Change is: -31,422
2,939 -6,856 -2,616 -12,248 3,217 2,234 -3,052 -6,324 -11,938 0 0 0 -6,741 -9,139
Percent of Open Interest Represented by Each Category of Trader
1.8 33.2 1.8 67.5 2.0 5.8 1.2 39.1 3.9 0.0 0.0 0.0 18.0 14.2
Number of Traders in Each Category Total Traders: 68
. 10 5 33 . 16 . 18 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 868,953
Positions
59,351 65,533 16,237 320,343 390,091 81,143 204,202 73,574 29,910 61,435 70,005 2,823 93,509 139,637
Changes from: March 1, 2011 Total Change is: -16,568
-6,495 2,460 -3,477 -12,550 35,179 1,682 29,692 -39,055 -21,528 -4,676 3,854 -835 1,619 5,152
Percent of Open Interest Represented by Each Category of Trader
6.8 7.5 1.9 36.9 44.9 9.3 23.5 8.5 3.4 7.1 8.1 0.3 10.8 16.1
Number of Traders in Each Category Total Traders: 227
17 28 9 32 50 34 33 34 25 9 24 .
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Traders in Financial Futures- Futures Only Positions as of March 8, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,547,378
Positions
155,856 138,577 26,756 556,194 547,648 207,598 254,201 198,726 36,169 59,752 43,426 8,990 241,862 339,488
Changes from: March 1, 2011 Total Change is: 69,995
38,181 -3,468 -3,779 17,817 70,689 -6,207 47,844 -3,885 1,202 1,406 5,958 -1,544 -24,925 11,029
Percent of Open Interest Represented by Each Category of Trader
10.1 9.0 1.7 35.9 35.4 13.4 16.4 12.8 2.3 3.9 2.8 0.6 15.6 21.9
Number of Traders in Each Category Total Traders: 248
27 27 19 33 55 47 37 50 29 7 11 .
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Traders in Financial Futures- Futures Only Positions as of March 8, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,212,652
Positions
102,661 105,583 34,015 218,297 524,523 138,246 460,097 61,733 26,680 57,439 64,320 0 175,217 257,552
Changes from: March 1, 2011 Total Change is: -36,761
-3,782 -23,358 -3,835 -12,364 88,973 -23,773 -523 -30,892 -1,108 -93 -25,233 -200 8,917 -17,335
Percent of Open Interest Represented by Each Category of Trader
8.5 8.7 2.8 18.0 43.3 11.4 37.9 5.1 2.2 4.7 5.3 0.0 14.4 21.2
Number of Traders in Each Category Total Traders: 181
19 18 20 23 47 38 31 23 16 7 13 0
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Traders in Financial Futures- Futures Only Positions as of March 8, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 584,776
Positions
140,663 186,456 215,826 8,963 2,442 7,465 85,544 35,371 71,043 12,134 5,958 12,586 30,552 47,629
Changes from: March 1, 2011 Total Change is: 26,552
13,886 -601 10,105 -833 0 902 -2,422 6,320 8,091 -3,221 1,113 7,508 -7,464 -6,886
Percent of Open Interest Represented by Each Category of Trader
24.1 31.9 36.9 1.5 0.4 1.3 14.6 6.0 12.1 2.1 1.0 2.2 5.2 8.1
Number of Traders in Each Category Total Traders: 124
25 31 40 4 . 4 23 22 32 . 6 6
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Traders in Financial Futures- Futures Only Positions as of March 8, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,524,222
Positions
1,399,874 3,328,000 1,816,460 2,763,521 611,844 179,534 1,090,408 840,002 1,236,619 80,659 385,954 117,708 839,439 1,008,101
Changes from: March 1, 2011 Total Change is: 197,314
-47,009 181,555 -9,306 187,601 30,666 11,598 77,245 13,635 -21,878 -6,665 1,274 4,237 1,491 -14,467
Percent of Open Interest Represented by Each Category of Trader
14.7 34.9 19.1 29.0 6.4 1.9 11.4 8.8 13.0 0.8 4.1 1.2 8.8 10.6
Number of Traders in Each Category Total Traders: 276
34 60 90 11 14 15 56 60 90 11 19 18
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Traders in Financial Futures- Futures Only Positions as of March 8, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 14,679
Positions
5,545 7,253 1,002 1,611 840 23 799 3,888 843 4,800 568 0 56 262
Changes from: March 1, 2011 Total Change is: 247
-89 -502 15 -163 -2 -2 40 281 453 0 -9 0 -7 13
Percent of Open Interest Represented by Each Category of Trader
37.8 49.4 6.8 11.0 5.7 0.2 5.4 26.5 5.7 32.7 3.9 0.0 0.4 1.8
Number of Traders in Each Category Total Traders: 31
4 4 . . 5 . . 10 . . . 0
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Traders in Financial Futures- Futures Only Positions as of March 8, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 47,152
Positions
28,614 18,945 14,232 1,999 1,799 123 1,174 5,571 874 0 5,406 0 136 202
Changes from: March 1, 2011 Total Change is: -183
-1,385 -819 38 -2 -453 7 447 376 654 0 0 0 58 14
Percent of Open Interest Represented by Each Category of Trader
60.7 40.2 30.2 4.2 3.8 0.3 2.5 11.8 1.9 0.0 11.5 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 28
4 4 . . 5 . 5 6 . 0 . 0
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Traders in Financial Futures- Futures Only Positions as of March 8, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 52,704
Positions
13,166 2,596 1,226 235 506 770 28,844 40,112 897 2,285 1,710 393 4,888 4,494
Changes from: March 1, 2011 Total Change is: 6,299
-92 75 453 32 141 -41 4,773 4,544 228 283 358 392 271 149
Percent of Open Interest Represented by Each Category of Trader
25.0 4.9 2.3 0.4 1.0 1.5 54.7 76.1 1.7 4.3 3.2 0.7 9.3 8.5
Number of Traders in Each Category Total Traders: 111
10 4 . . 4 . 25 39 5 15 9 .
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Traders in Financial Futures- Futures Only Positions as of March 8, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 181,031
Positions
70,989 55,680 37,899 5,724 2,358 3,190 11,715 29,380 22,426 880 6,134 7,832 20,376 16,132
Changes from: March 1, 2011 Total Change is: 20,642
12,262 12,516 5,122 348 0 -851 451 2,556 1,254 13 -1,931 1,204 839 772
Percent of Open Interest Represented by Each Category of Trader
39.2 30.8 20.9 3.2 1.3 1.8 6.5 16.2 12.4 0.5 3.4 4.3 11.3 8.9
Number of Traders in Each Category Total Traders: 98
11 10 18 8 4 6 17 25 26 6 5 14
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Traders in Financial Futures- Futures Only Positions as of March 8, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,421
Positions
985 3,985 0 2,658 0 0 1,760 2,399 37 891 0 0 90 0
Changes from: March 1, 2011 Total Change is: 787
0 442 0 -52 0 0 861 522 0 -40 -148 0 18 -29
Percent of Open Interest Represented by Each Category of Trader
15.3 62.1 0.0 41.4 0.0 0.0 27.4 37.4 0.6 13.9 0.0 0.0 1.4 0.0
Number of Traders in Each Category Total Traders: 20
. 4 0 4 0 0 5 . . . 0 0
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Traders in Financial Futures- Futures Only Positions as of March 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 14,716
Positions
414 13,251 0 9,058 0 0 2,274 640 42 0 104 12 2,916 667
Changes from: March 1, 2011 Total Change is: 388
-1 -6 0 -536 0 0 483 -92 19 0 104 12 411 351
Percent of Open Interest Represented by Each Category of Trader
2.8 90.0 0.0 61.6 0.0 0.0 15.5 4.3 0.3 0.0 0.7 0.1 19.8 4.5
Number of Traders in Each Category Total Traders: 22
. . 0 8 0 0 6 4 . 0 . .
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Updated March 11, 2011