Traders in Financial Futures- Futures Only Positions as of March 29, 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 119,128
Positions
6,805 84,745 1,917 10,355 7,015 273 43,852 9,072 1,366 8,643 120 41 45,876 14,579
Changes from: March 22, 2011 Total Change is: 686
215 1,099 921 -14 -70 -4 2,215 -889 227 -1,618 5 0 -1,256 -603
Percent of Open Interest Represented by Each Category of Trader
5.7 71.1 1.6 8.7 5.9 0.2 36.8 7.6 1.1 7.3 0.1 0.0 38.5 12.2
Number of Traders in Each Category Total Traders: 73
6 10 . 5 4 . 27 10 4 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 56,730
Positions
4,767 33,871 758 1,028 1,114 69 24,184 11,619 2 0 0 0 25,922 9,297
Changes from: March 22, 2011 Total Change is: -56
696 -1,416 199 18 458 0 961 1,365 1 0 0 0 -1,931 -663
Percent of Open Interest Represented by Each Category of Trader
8.4 59.7 1.3 1.8 2.0 0.1 42.6 20.5 0.0 0.0 0.0 0.0 45.7 16.4
Number of Traders in Each Category Total Traders: 42
. 8 . . . . 18 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 104,506
Positions
9,894 26,309 5,989 7,333 22,059 1,264 48,611 22,631 212 2,341 5,570 0 28,862 20,472
Changes from: March 22, 2011 Total Change is: -13,468
6,828 -26,563 5,607 490 568 11 -22,030 3,760 200 955 -31 0 -5,529 2,980
Percent of Open Interest Represented by Each Category of Trader
9.5 25.2 5.7 7.0 21.1 1.2 46.5 21.7 0.2 2.2 5.3 0.0 27.6 19.6
Number of Traders in Each Category Total Traders: 90
11 8 5 4 12 5 29 20 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 100,377
Positions
7,688 32,419 1,518 23,960 7,695 1,330 34,783 24,060 329 1,610 2,639 0 29,159 30,387
Changes from: March 22, 2011 Total Change is: -11,674
-548 -21,046 808 -77 196 -37 -11,593 5,977 82 -214 -108 0 -95 2,454
Percent of Open Interest Represented by Each Category of Trader
7.7 32.3 1.5 23.9 7.7 1.3 34.7 24.0 0.3 1.6 2.6 0.0 29.0 30.3
Number of Traders in Each Category Total Traders: 97
6 18 . 9 8 . 25 24 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 218,177
Positions
25,810 96,296 1,087 27,822 19,395 2,900 74,873 37,044 1,438 22,702 14,157 745 60,800 45,115
Changes from: March 22, 2011 Total Change is: 23,468
7,008 15,538 1,003 -102 751 -13 12,540 7,199 147 164 165 1 2,720 -1,323
Percent of Open Interest Represented by Each Category of Trader
11.8 44.1 0.5 12.8 8.9 1.3 34.3 17.0 0.7 10.4 6.5 0.3 27.9 20.7
Number of Traders in Each Category Total Traders: 165
15 22 . 17 14 10 40 31 8 15 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 138,638
Positions
6,542 109,453 299 9,927 3,465 134 85,749 9,743 24 2,124 560 0 33,839 14,960
Changes from: March 22, 2011 Total Change is: 37,458
-455 34,098 -79 -193 -2 0 30,961 2,166 19 1,052 30 0 6,153 1,226
Percent of Open Interest Represented by Each Category of Trader
4.7 78.9 0.2 7.2 2.5 0.1 61.9 7.0 0.0 1.5 0.4 0.0 24.4 10.8
Number of Traders in Each Category Total Traders: 75
. 15 . 4 4 . 31 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 88,144
Positions
15,786 35,756 41,125 0 0 0 28,852 10,469 480 1,255 0 0 646 314
Changes from: March 22, 2011 Total Change is: 219
261 79 127 0 0 0 -391 -183 263 0 0 0 -41 -67
Percent of Open Interest Represented by Each Category of Trader
17.9 40.6 46.7 0.0 0.0 0.0 32.7 11.9 0.5 1.4 0.0 0.0 0.7 0.4
Number of Traders in Each Category Total Traders: 21
6 9 10 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 129,361
Positions
3,789 105,999 0 16,938 243 0 95,245 18,848 317 4,886 2,352 0 8,186 1,602
Changes from: March 22, 2011 Total Change is: 2,286
-1,939 2,200 0 655 0 0 3,076 873 0 531 0 0 -37 -787
Percent of Open Interest Represented by Each Category of Trader
2.9 81.9 0.0 13.1 0.2 0.0 73.6 14.6 0.2 3.8 1.8 0.0 6.3 1.2
Number of Traders in Each Category Total Traders: 107
5 12 0 10 . 0 57 9 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 13,401
Positions
4,227 3,512 40 274 1,215 0 5,750 6,359 216 663 0 0 2,231 2,059
Changes from: March 22, 2011 Total Change is: -573
-1,363 1,162 -14 147 19 0 621 -1,264 4 -155 0 0 187 -480
Percent of Open Interest Represented by Each Category of Trader
31.5 26.2 0.3 2.0 9.1 0.0 42.9 47.5 1.6 4.9 0.0 0.0 16.6 15.4
Number of Traders in Each Category Total Traders: 38
6 6 . . . 0 13 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 58,786
Positions
19,163 37,164 1,027 2,870 1,035 533 25,746 11,596 268 58 1,437 0 9,125 5,729
Changes from: March 22, 2011 Total Change is: 13,797
403 11,669 -16 113 -838 114 9,243 2,479 49 -80 1,022 0 3,971 -681
Percent of Open Interest Represented by Each Category of Trader
32.6 63.2 1.7 4.9 1.8 0.9 43.8 19.7 0.5 0.1 2.4 0.0 15.5 9.7
Number of Traders in Each Category Total Traders: 84
16 18 . 5 . . 26 13 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 117,572
Positions
38,325 74,327 2,053 5,739 2,070 1,065 51,491 23,191 535 115 2,873 0 18,249 11,458
Changes from: March 22, 2011 Total Change is: 27,594
806 23,337 -32 225 -1,676 228 18,486 4,958 98 -159 2,043 0 7,942 -1,362
Percent of Open Interest Represented by Each Category of Trader
32.6 63.2 1.7 4.9 1.8 0.9 43.8 19.7 0.5 0.1 2.4 0.0 15.5 9.7
Number of Traders in Each Category Total Traders: 84
16 18 . 5 . . 26 13 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 826,332
Positions
64,222 256,677 29,000 413,664 122,102 54,657 70,757 190,574 23,195 18,353 31,395 1,710 150,775 117,022
Changes from: March 22, 2011 Total Change is: 17,385
1,429 9,845 1,217 -6,169 -6,741 903 10,533 13,887 -4,159 -1,804 3,120 -1,322 16,757 635
Percent of Open Interest Represented by Each Category of Trader
7.8 31.1 3.5 50.1 14.8 6.6 8.6 23.1 2.8 2.2 3.8 0.2 18.2 14.2
Number of Traders in Each Category Total Traders: 552
36 54 20 121 60 63 77 146 62 22 34 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 295,190
Positions
8,622 154,132 4,077 145,943 35,643 5,592 16,797 31,034 1,200 6,277 15,196 75 106,607 48,241
Changes from: March 22, 2011 Total Change is: 473
-363 3,865 260 -6,855 866 -687 -767 -1,500 -252 -2,060 416 0 11,197 -2,495
Percent of Open Interest Represented by Each Category of Trader
2.9 52.2 1.4 49.4 12.1 1.9 5.7 10.5 0.4 2.1 5.1 0.0 36.1 16.3
Number of Traders in Each Category Total Traders: 120
5 23 4 33 12 11 12 28 8 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 2,655,711
Positions
308,996 543,719 93,618 1,360,516 454,209 223,413 340,359 868,258 39,415 65,523 86,141 3,032 220,839 343,906
Changes from: March 22, 2011 Total Change is: 84,560
-1,987 18,954 15,735 3,230 -38,231 8,150 34,032 54,466 2,932 -4,717 7,523 -617 27,802 15,648
Percent of Open Interest Represented by Each Category of Trader
11.6 20.5 3.5 51.2 17.1 8.4 12.8 32.7 1.5 2.5 3.2 0.1 8.3 12.9
Number of Traders in Each Category Total Traders: 514
35 50 15 100 57 56 82 136 41 20 33 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 110,257
Positions
23,052 51,609 0 56,108 33,187 5,693 14,928 17,126 0 1,542 0 0 8,934 2,642
Changes from: March 22, 2011 Total Change is: 5,783
764 7,043 0 2,126 -3,224 -9 2,837 2,418 -9 295 0 0 -221 -436
Percent of Open Interest Represented by Each Category of Trader
20.9 46.8 0.0 50.9 30.1 5.2 13.5 15.5 0.0 1.4 0.0 0.0 8.1 2.4
Number of Traders in Each Category Total Traders: 103
8 10 0 35 14 13 17 17 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 74,143
Positions
14,757 35,123 3,132 14,900 9,001 2,975 23,098 11,806 4,481 1,867 2,813 0 8,934 4,812
Changes from: March 22, 2011 Total Change is: 19,179
-1,398 9,483 2,668 1,159 -160 1,239 8,445 649 3,241 -596 1,063 -22 4,444 1,019
Percent of Open Interest Represented by Each Category of Trader
19.9 47.4 4.2 20.1 12.1 4.0 31.2 15.9 6.0 2.5 3.8 0.0 12.0 6.5
Number of Traders in Each Category Total Traders: 219
18 36 8 27 23 14 45 51 16 10 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 11,195
Positions
1,896 8,354 0 1,859 0 0 3,603 0 0 0 1,124 0 3,837 1,717
Changes from: March 22, 2011 Total Change is: -15,767
-10,764 1,213 -2,272 -135 0 -800 -1,413 -11,402 -469 0 -1,053 0 86 -984
Percent of Open Interest Represented by Each Category of Trader
16.9 74.6 0.0 16.6 0.0 0.0 32.2 0.0 0.0 0.0 10.0 0.0 34.3 15.3
Number of Traders in Each Category Total Traders: 20
5 7 0 . 0 0 4 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 314,742
Positions
77,505 147,048 2,458 69,205 49,004 10,876 115,491 77,043 4,390 9,333 8,446 0 25,484 15,477
Changes from: March 22, 2011 Total Change is: 39,918
-3,267 18,846 139 502 3,198 2,193 42,223 21,262 -1,812 -2,982 -307 -111 3,033 -3,490
Percent of Open Interest Represented by Each Category of Trader
24.6 46.7 0.8 22.0 15.6 3.5 36.7 24.5 1.4 3.0 2.7 0.0 8.1 4.9
Number of Traders in Each Category Total Traders: 217
19 34 . 26 23 13 45 51 12 10 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 367,989
Positions
120,854 34,411 15,889 111,306 136,570 19,821 75,563 125,444 3,595 1,845 16,155 0 19,116 16,104
Changes from: March 22, 2011 Total Change is: 11,371
-14,381 4,045 377 2,292 -888 933 19,852 7,324 -109 -37 607 0 2,444 -918
Percent of Open Interest Represented by Each Category of Trader
32.8 9.4 4.3 30.2 37.1 5.4 20.5 34.1 1.0 0.5 4.4 0.0 5.2 4.4
Number of Traders in Each Category Total Traders: 248
16 19 . 50 48 24 39 62 14 4 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 56,725
Positions
8,342 6,304 6,253 10,121 13,865 1,497 22,165 4,445 539 216 5,734 0 7,592 18,088
Changes from: March 22, 2011 Total Change is: 1,037
-1,567 1,333 532 -1,466 2,864 732 3,875 -4,709 0 0 802 0 -1,069 -517
Percent of Open Interest Represented by Each Category of Trader
14.7 11.1 11.0 17.8 24.4 2.6 39.1 7.8 1.0 0.4 10.1 0.0 13.4 31.9
Number of Traders in Each Category Total Traders: 69
8 11 . 14 5 . 15 9 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 66,878
Positions
22,064 21,497 7,839 8,316 8,999 1,039 9,313 18,946 1,539 890 1,333 0 15,878 5,686
Changes from: March 22, 2011 Total Change is: -3,415
3,728 -708 994 -753 -1,537 -86 -4,930 -592 323 -865 963 0 -1,826 -2,772
Percent of Open Interest Represented by Each Category of Trader
33.0 32.1 11.7 12.4 13.5 1.6 13.9 28.3 2.3 1.3 2.0 0.0 23.7 8.5
Number of Traders in Each Category Total Traders: 79
20 13 4 9 4 . 14 13 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 31,841
Positions
325 6,715 1,200 19,690 11,185 4,270 1,638 6,581 11 419 0 0 4,288 1,879
Changes from: March 22, 2011 Total Change is: 184
0 -367 224 -492 -815 -114 258 1,051 0 0 0 0 308 205
Percent of Open Interest Represented by Each Category of Trader
1.0 21.1 3.8 61.8 35.1 13.4 5.1 20.7 0.0 1.3 0.0 0.0 13.5 5.9
Number of Traders in Each Category Total Traders: 48
. 4 . 20 12 8 . 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 35,536
Positions
5,740 14,215 1,016 13,202 5,548 728 6,983 10,219 788 1,258 685 34 5,787 2,303
Changes from: March 22, 2011 Total Change is: 742
-1,510 1,139 131 97 -2 43 1,594 -21 5 -22 0 0 404 -553
Percent of Open Interest Represented by Each Category of Trader
16.2 40.0 2.9 37.2 15.6 2.0 19.7 28.8 2.2 3.5 1.9 0.1 16.3 6.5
Number of Traders in Each Category Total Traders: 57
6 8 . 12 9 5 11 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 590,910
Positions
15,458 78,160 3,355 280,173 154,976 58,224 77,199 78,673 4,942 17,183 53,420 0 134,376 159,160
Changes from: March 22, 2011 Total Change is: -6,885
-756 -11,144 -34 -13,908 3,463 238 6,499 -10,251 -68 -310 -923 0 1,454 11,834
Percent of Open Interest Represented by Each Category of Trader
2.6 13.2 0.6 47.4 26.2 9.9 13.1 13.3 0.8 2.9 9.0 0.0 22.7 26.9
Number of Traders in Each Category Total Traders: 141
8 16 . 41 22 29 24 18 9 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 319,155
Positions
200 124,537 500 231,963 6,527 18,829 2,540 125,260 0 1,700 0 0 63,423 43,502
Changes from: March 22, 2011 Total Change is: 6,267
200 7,283 -459 5,134 544 -1,597 2,540 -1,606 0 1,700 0 0 -1,251 2,102
Percent of Open Interest Represented by Each Category of Trader
0.1 39.0 0.2 72.7 2.0 5.9 0.8 39.2 0.0 0.5 0.0 0.0 19.9 13.6
Number of Traders in Each Category Total Traders: 63
. 9 . 32 . 16 . 16 0 . 0 0
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Traders in Financial Futures- Futures Only Positions as of March 29, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 893,796
Positions
81,371 83,837 13,077 274,423 405,724 86,365 204,892 81,867 17,860 108,723 56,321 4,773 102,312 143,972
Changes from: March 22, 2011 Total Change is: -8,633
38,527 -29,769 2,759 -15,287 18,373 6,282 -16,587 -1,224 -11,299 -7,856 -3,939 183 -5,355 10,001
Percent of Open Interest Represented by Each Category of Trader
9.1 9.4 1.5 30.7 45.4 9.7 22.9 9.2 2.0 12.2 6.3 0.5 11.4 16.1
Number of Traders in Each Category Total Traders: 234
14 31 8 33 53 34 42 34 20 6 21 4
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Traders in Financial Futures- Futures Only Positions as of March 29, 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 1,568,542
Positions
140,650 140,193 30,923 535,409 529,590 204,184 320,553 203,051 26,436 37,525 61,685 9,640 263,222 362,840
Changes from: March 22, 2011 Total Change is: -25,853
1,967 -4,798 7,849 -7,713 5,736 -2,422 -6,510 -53,903 1,239 -14,487 -8,899 -4,291 -1,485 33,636
Percent of Open Interest Represented by Each Category of Trader
9.0 8.9 2.0 34.1 33.8 13.0 20.4 12.9 1.7 2.4 3.9 0.6 16.8 23.1
Number of Traders in Each Category Total Traders: 266
28 29 14 32 57 44 46 50 29 9 15 .
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Traders in Financial Futures- Futures Only Positions as of March 29, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,256,109
Positions
84,243 125,951 23,919 299,639 497,321 128,152 425,844 113,222 33,674 58,209 63,325 2,650 199,779 267,895
Changes from: March 22, 2011 Total Change is: 33,872
17,341 16,112 2,857 19 2,893 8,916 4,209 -777 1,448 1,493 -3,308 2,300 -4,711 3,431
Percent of Open Interest Represented by Each Category of Trader
6.7 10.0 1.9 23.9 39.6 10.2 33.9 9.0 2.7 4.6 5.0 0.2 15.9 21.3
Number of Traders in Each Category Total Traders: 188
17 20 12 25 42 38 34 30 16 8 12 .
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Traders in Financial Futures- Futures Only Positions as of March 29, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 672,792
Positions
175,017 237,931 247,302 13,108 2,440 10,145 102,563 50,044 68,445 16,864 6,168 7,322 32,026 42,995
Changes from: March 22, 2011 Total Change is: 13,590
17,069 18,486 -5,017 3,582 -2 973 275 1,670 -6,010 1,068 1,968 1,528 122 -6
Percent of Open Interest Represented by Each Category of Trader
26.0 35.4 36.8 1.9 0.4 1.5 15.2 7.4 10.2 2.5 0.9 1.1 4.8 6.4
Number of Traders in Each Category Total Traders: 130
28 31 43 5 . 5 25 22 30 . 5 5
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Traders in Financial Futures- Futures Only Positions as of March 29, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,793,701
Positions
1,220,081 3,245,665 1,689,064 2,718,281 502,796 206,531 946,006 744,349 1,019,023 36,690 299,473 139,985 818,040 946,815
Changes from: March 22, 2011 Total Change is: -73,270
95,194 -244,453 11,706 38,516 80,039 28,783 -204,501 75,993 1,482 -19,222 -64,977 27,410 -52,638 10,747
Percent of Open Interest Represented by Each Category of Trader
13.9 36.9 19.2 30.9 5.7 2.3 10.8 8.5 11.6 0.4 3.4 1.6 9.3 10.8
Number of Traders in Each Category Total Traders: 260
34 58 84 13 15 19 51 61 79 6 12 15
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Traders in Financial Futures- Futures Only Positions as of March 29, 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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,922
Positions
5,267 6,452 0 1,454 827 35 273 3,685 11 4,800 652 0 82 260
Changes from: March 22, 2011 Total Change is: -41
101 528 0 -18 -11 10 -125 -552 1 0 -6 0 -10 -11
Percent of Open Interest Represented by Each Category of Trader
44.2 54.1 0.0 12.2 6.9 0.3 2.3 30.9 0.1 40.3 5.5 0.0 0.7 2.2
Number of Traders in Each Category Total Traders: 28
. . 0 . 5 . . 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 28,480
Positions
24,950 14,927 0 2,010 1,666 59 1,261 6,223 0 40 5,466 0 160 139
Changes from: March 22, 2011 Total Change is: -418
1,840 -227 0 0 -667 0 -1,836 356 0 0 10 0 -422 110
Percent of Open Interest Represented by Each Category of Trader
87.6 52.4 0.0 7.1 5.8 0.2 4.4 21.9 0.0 0.1 19.2 0.0 0.6 0.5
Number of Traders in Each Category Total Traders: 30
. 5 0 . 5 . 5 7 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 52,915
Positions
24,667 2,458 0 73 692 743 18,463 41,178 717 2,161 1,294 250 5,841 5,583
Changes from: March 22, 2011 Total Change is: 93
-560 -514 -60 0 -120 38 -84 1,173 -83 648 -276 0 194 -65
Percent of Open Interest Represented by Each Category of Trader
46.6 4.6 0.0 0.1 1.3 1.4 34.9 77.8 1.4 4.1 2.4 0.5 11.0 10.6
Number of Traders in Each Category Total Traders: 118
6 7 0 . 4 . 25 45 5 22 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 184,059
Positions
64,812 66,923 38,403 8,398 1,546 2,400 13,797 23,808 25,421 1,876 2,016 8,151 20,801 15,391
Changes from: March 22, 2011 Total Change is: 13,840
8,056 9,796 -5,208 311 944 -23 6,093 8,359 998 572 84 -294 3,335 -816
Percent of Open Interest Represented by Each Category of Trader
35.2 36.4 20.9 4.6 0.8 1.3 7.5 12.9 13.8 1.0 1.1 4.4 11.3 8.4
Number of Traders in Each Category Total Traders: 105
16 7 19 10 4 4 23 21 26 5 8 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 9,679
Positions
2,139 5,328 0 2,532 0 0 3,246 1,213 37 150 1,577 0 1,575 1,524
Changes from: March 22, 2011 Total Change is: 857
-159 857 0 38 0 0 -533 0 0 0 -1,500 0 1,511 1,500
Percent of Open Interest Represented by Each Category of Trader
22.1 55.0 0.0 26.2 0.0 0.0 33.5 12.5 0.4 1.5 16.3 0.0 16.3 15.7
Number of Traders in Each Category Total Traders: 22
. 4 0 4 0 0 8 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 13,372
Positions
414 12,767 0 7,935 0 1 2,215 132 3 0 104 12 2,792 353
Changes from: March 22, 2011 Total Change is: -49
-4 0 0 -354 0 0 302 0 3 0 0 0 4 -52
Percent of Open Interest Represented by Each Category of Trader
3.1 95.5 0.0 59.3 0.0 0.0 16.6 1.0 0.0 0.0 0.8 0.1 20.9 2.6
Number of Traders in Each Category Total Traders: 20
. . 0 8 0 . 7 . . 0 . .
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Updated April 1, 2011