Traders in Financial Futures - Futures Only Positions as of March 27, 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 122,621
Positions
11,543 25,327 740 18,509 34,825 163 43,156 42,903 1,874 8,791 214 0 37,845 16,575
Changes from: March 20, 2012 Total Change is: -67,249
-8,830 -4,620 -26,371 53 37 -3 -7,552 -10,608 -19,935 54 1 0 -4,665 -5,750
Percent of Open Interest Represented by Each Category of Trader
9.4 20.7 0.6 15.1 28.4 0.1 35.2 35.0 1.5 7.2 0.2 0.0 30.9 13.5
Number of Traders in Each Category Total Traders: 76
6 7 4 7 4 . 24 17 5 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 42,852
Positions
15,571 13,392 40 868 1,504 160 13,678 14,170 221 537 0 0 11,777 13,365
Changes from: March 20, 2012 Total Change is: -764
-1,727 2,600 -55 0 -9 0 -1,310 -348 52 0 0 0 2,276 -3,004
Percent of Open Interest Represented by Each Category of Trader
36.3 31.3 0.1 2.0 3.5 0.4 31.9 33.1 0.5 1.3 0.0 0.0 27.5 31.2
Number of Traders in Each Category Total Traders: 34
5 6 . . . . 7 11 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 135,147
Positions
46,541 2,769 879 9,624 72,661 3,743 47,538 28,386 213 2,041 4,050 0 24,568 22,446
Changes from: March 20, 2012 Total Change is: -6,264
-16,282 1,562 131 -77 -516 503 4,201 -5,272 70 -28 -876 0 5,218 -1,866
Percent of Open Interest Represented by Each Category of Trader
34.4 2.0 0.7 7.1 53.8 2.8 35.2 21.0 0.2 1.5 3.0 0.0 18.2 16.6
Number of Traders in Each Category Total Traders: 85
8 6 4 7 14 6 22 21 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 145,497
Positions
57,357 9,918 140 63,750 9,788 696 11,172 74,671 58 910 2,338 0 11,414 47,888
Changes from: March 20, 2012 Total Change is: 5,728
30,298 -7,941 106 256 765 -3 -24,114 10,982 42 -170 -40 0 -687 1,817
Percent of Open Interest Represented by Each Category of Trader
39.4 6.8 0.1 43.8 6.7 0.5 7.7 51.3 0.0 0.6 1.6 0.0 7.8 32.9
Number of Traders in Each Category Total Traders: 104
10 7 . 8 9 . 14 49 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 239,446
Positions
118,658 15,783 1,254 39,616 29,818 6,209 30,924 112,405 527 5,546 13,316 683 36,029 59,451
Changes from: March 20, 2012 Total Change is: -19,089
-3,361 -9,938 -24 -5,225 201 2,410 -17,681 -11,539 124 -849 339 16 5,501 -678
Percent of Open Interest Represented by Each Category of Trader
49.6 6.6 0.5 16.5 12.5 2.6 12.9 46.9 0.2 2.3 5.6 0.3 15.0 24.8
Number of Traders in Each Category Total Traders: 165
25 7 7 16 16 10 19 61 8 4 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 147,373
Positions
20,145 37,979 254 3,903 40,375 737 93,022 47,718 882 1,046 708 12 27,372 18,708
Changes from: March 20, 2012 Total Change is: -13,014
-6,118 -4,613 -225 -112 -161 0 -4,544 -7,517 707 42 -26 0 -2,764 -1,179
Percent of Open Interest Represented by Each Category of Trader
13.7 25.8 0.2 2.6 27.4 0.5 63.1 32.4 0.6 0.7 0.5 0.0 18.6 12.7
Number of Traders in Each Category Total Traders: 86
8 10 5 4 8 . 30 21 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 123,562
Positions
42,001 46,159 66,128 0 0 0 7,571 3,984 7,140 165 0 0 557 151
Changes from: March 20, 2012 Total Change is: -41
226 0 -2 0 0 0 -297 -1 0 0 0 0 32 -38
Percent of Open Interest Represented by Each Category of Trader
34.0 37.4 53.5 0.0 0.0 0.0 6.1 3.2 5.8 0.1 0.0 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 22
7 9 12 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 178,551
Positions
46,769 135,751 0 19,720 0 3,142 96,635 34,664 376 4,058 2,393 0 7,851 2,225
Changes from: March 20, 2012 Total Change is: 3,860
-548 60,332 0 -668 -201 0 4,075 -53,144 98 485 -340 0 418 -2,885
Percent of Open Interest Represented by Each Category of Trader
26.2 76.0 0.0 11.0 0.0 1.8 54.1 19.4 0.2 2.3 1.3 0.0 4.4 1.2
Number of Traders in Each Category Total Traders: 107
7 9 0 13 0 . 50 13 . 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 20,247
Positions
1,934 11,956 0 551 305 0 13,728 6,166 152 427 338 0 3,455 1,330
Changes from: March 20, 2012 Total Change is: -41
108 898 0 -75 -83 0 -407 -283 -64 28 0 0 369 -509
Percent of Open Interest Represented by Each Category of Trader
9.6 59.1 0.0 2.7 1.5 0.0 67.8 30.5 0.8 2.1 1.7 0.0 17.1 6.6
Number of Traders in Each Category Total Traders: 47
4 7 0 . . 0 18 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 53,369
Positions
11,769 33,522 957 4,560 1,451 654 24,729 11,049 390 3,097 859 0 7,216 4,490
Changes from: March 20, 2012 Total Change is: 164
-103 -14 -25 9 102 87 -1,009 -24 387 289 -93 0 530 -256
Percent of Open Interest Represented by Each Category of Trader
22.1 62.8 1.8 8.5 2.7 1.2 46.3 20.7 0.7 5.8 1.6 0.0 13.5 8.4
Number of Traders in Each Category Total Traders: 101
14 20 . 7 5 . 31 14 4 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 106,737
Positions
23,537 67,043 1,913 9,119 2,902 1,307 49,457 22,097 779 6,194 1,717 0 14,431 8,979
Changes from: March 20, 2012 Total Change is: 327
-206 -28 -50 17 204 173 -2,017 -48 773 577 -186 0 1,060 -511
Percent of Open Interest Represented by Each Category of Trader
22.1 62.8 1.8 8.5 2.7 1.2 46.3 20.7 0.7 5.8 1.6 0.0 13.5 8.4
Number of Traders in Each Category Total Traders: 101
14 20 . 7 5 . 31 14 4 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 772,728
Positions
38,062 212,834 13,657 393,739 159,070 44,478 83,607 181,354 18,014 39,225 29,141 3,379 138,569 110,802
Changes from: March 20, 2012 Total Change is: 11,598
115 10,124 1,410 4,921 -4,348 -3,606 -1,359 3,956 2,087 -593 -181 1,091 7,533 1,066
Percent of Open Interest Represented by Each Category of Trader
4.9 27.5 1.8 51.0 20.6 5.8 10.8 23.5 2.3 5.1 3.8 0.4 17.9 14.3
Number of Traders in Each Category Total Traders: 548
28 53 22 127 57 57 92 122 68 34 35 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 226,179
Positions
16,590 80,712 798 109,635 31,795 8,667 15,451 31,256 1,368 10,969 7,618 739 61,962 63,226
Changes from: March 20, 2012 Total Change is: 3,912
1,768 1,710 -740 -1,391 -761 -344 2,649 3,398 78 -1,219 -150 0 3,111 721
Percent of Open Interest Represented by Each Category of Trader
7.3 35.7 0.4 48.5 14.1 3.8 6.8 13.8 0.6 4.8 3.4 0.3 27.4 28.0
Number of Traders in Each Category Total Traders: 108
8 14 . 27 9 12 13 28 13 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,732,746
Positions
137,040 690,291 34,612 1,449,163 665,017 150,410 373,935 783,647 50,076 148,459 114,794 6,018 383,033 237,881
Changes from: March 20, 2012 Total Change is: 38,431
-6,204 44,131 8,689 27,139 -22,356 -11,889 -7,718 15,114 -2,279 8,710 5,423 -125 22,108 1,723
Percent of Open Interest Represented by Each Category of Trader
5.0 25.3 1.3 53.0 24.3 5.5 13.7 28.7 1.8 5.4 4.2 0.2 14.0 8.7
Number of Traders in Each Category Total Traders: 520
27 51 17 113 54 50 95 114 54 31 35 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 100,640
Positions
9,360 19,568 87 57,082 59,903 5,353 13,916 9,738 50 4,641 3,104 0 10,151 2,837
Changes from: March 20, 2012 Total Change is: 1,693
1,890 -873 0 882 2,670 -145 -1,132 846 24 149 -15 0 25 -814
Percent of Open Interest Represented by Each Category of Trader
9.3 19.4 0.1 56.7 59.5 5.3 13.8 9.7 0.0 4.6 3.1 0.0 10.1 2.8
Number of Traders in Each Category Total Traders: 98
12 9 . 36 12 12 14 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 87,135
Positions
4,126 48,137 251 32,021 7,293 1,073 41,098 14,848 1,188 1,583 7,204 132 5,661 7,008
Changes from: March 20, 2012 Total Change is: -1,205
111 -2,525 61 -28 -916 12 -2,243 -483 488 68 970 -42 368 1,230
Percent of Open Interest Represented by Each Category of Trader
4.7 55.2 0.3 36.7 8.4 1.2 47.2 17.0 1.4 1.8 8.3 0.2 6.5 8.0
Number of Traders in Each Category Total Traders: 256
19 30 5 36 23 10 69 39 10 14 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 435,674
Positions
20,632 240,684 1,257 160,107 36,463 5,366 205,488 74,242 5,941 7,915 36,018 661 28,307 35,042
Changes from: March 20, 2012 Total Change is: -6,027
553 -12,623 307 -139 -4,580 59 -11,213 -2,416 2,439 341 4,850 -212 1,838 6,149
Percent of Open Interest Represented by Each Category of Trader
4.7 55.2 0.3 36.7 8.4 1.2 47.2 17.0 1.4 1.8 8.3 0.2 6.5 8.0
Number of Traders in Each Category Total Traders: 256
19 30 5 36 23 10 69 39 10 14 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 372,204
Positions
122,193 28,732 6,145 139,513 192,237 20,725 55,008 98,184 2,363 5,948 10,461 24 20,285 13,333
Changes from: March 20, 2012 Total Change is: -3,767
-6,916 3,298 -1,462 3,264 -2,197 4 38 -587 671 -120 -3,813 -131 885 450
Percent of Open Interest Represented by Each Category of Trader
32.8 7.7 1.7 37.5 51.6 5.6 14.8 26.4 0.6 1.6 2.8 0.0 5.4 3.6
Number of Traders in Each Category Total Traders: 246
18 14 . 53 46 23 42 57 10 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 45,659
Positions
16,529 680 15 14,503 310 357 4,512 15,330 0 3,319 6,795 0 6,424 22,172
Changes from: March 20, 2012 Total Change is: 749
86 220 8 -57 0 141 676 -464 0 292 1,010 0 -397 -166
Percent of Open Interest Represented by Each Category of Trader
36.2 1.5 0.0 31.8 0.7 0.8 9.9 33.6 0.0 7.3 14.9 0.0 14.1 48.6
Number of Traders in Each Category Total Traders: 53
11 . . 13 . . 11 5 0 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 46,875
Positions
5,812 8,360 707 8,599 2,395 749 16,960 1,467 3,112 3,164 2,276 0 7,772 27,809
Changes from: March 20, 2012 Total Change is: 1,703
-2,446 3,173 -51 196 -55 -93 65 57 2,495 306 1,010 0 1,231 -4,833
Percent of Open Interest Represented by Each Category of Trader
12.4 17.8 1.5 18.3 5.1 1.6 36.2 3.1 6.6 6.7 4.9 0.0 16.6 59.3
Number of Traders in Each Category Total Traders: 51
9 14 6 6 . . 12 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 49,856
Positions
220 8,672 1,033 34,976 22,450 3,723 4,937 12,014 133 0 0 0 4,834 1,831
Changes from: March 20, 2012 Total Change is: 596
0 773 3 -898 -1,135 -131 1,493 1,310 18 0 0 0 111 -242
Percent of Open Interest Represented by Each Category of Trader
0.4 17.4 2.1 70.2 45.0 7.5 9.9 24.1 0.3 0.0 0.0 0.0 9.7 3.7
Number of Traders in Each Category Total Traders: 59
. 4 . 20 21 9 7 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 84,292
Positions
12,429 28,642 1,017 33,519 12,766 3,899 10,661 32,934 26 7,598 0 236 14,907 4,772
Changes from: March 20, 2012 Total Change is: 2,757
-222 1,623 96 823 -11,378 -9 -801 11,189 0 -1,577 -330 0 4,447 1,566
Percent of Open Interest Represented by Each Category of Trader
14.7 34.0 1.2 39.8 15.1 4.6 12.6 39.1 0.0 9.0 0.0 0.3 17.7 5.7
Number of Traders in Each Category Total Traders: 90
9 12 . 21 12 9 14 12 . 10 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 571,340
Positions
21,540 58,772 4,518 242,798 151,577 90,503 68,715 68,113 6,822 9,076 45,276 0 127,368 145,759
Changes from: March 20, 2012 Total Change is: -2,615
-6,870 -682 734 13,192 2,898 -1,001 -6,512 -11,344 -1,510 -2,614 -220 -11 1,977 8,521
Percent of Open Interest Represented by Each Category of Trader
3.8 10.3 0.8 42.5 26.5 15.8 12.0 11.9 1.2 1.6 7.9 0.0 22.3 25.5
Number of Traders in Each Category Total Traders: 153
9 13 4 42 24 31 23 30 13 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 351,177
Positions
2,481 147,084 819 252,233 19,582 32,465 1,647 100,541 738 3,000 3,691 0 57,794 46,257
Changes from: March 20, 2012 Total Change is: -5,568
0 -1,916 -4,271 -3,287 -4,581 4,507 0 5,672 0 0 2,191 0 -2,517 -7,170
Percent of Open Interest Represented by Each Category of Trader
0.7 41.9 0.2 71.8 5.6 9.2 0.5 28.6 0.2 0.9 1.1 0.0 16.5 13.2
Number of Traders in Each Category Total Traders: 69
. 11 . 32 9 24 . 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 816,724
Positions
108,939 58,200 3,246 137,292 335,652 74,894 219,651 144,657 34,703 149,671 45,961 6,680 81,648 112,731
Changes from: March 20, 2012 Total Change is: -26,368
-14,829 9,046 -8,261 14,275 3,451 -4,453 13,644 -10,549 -15,776 3,158 6,429 0 -14,126 -6,255
Percent of Open Interest Represented by Each Category of Trader
13.3 7.1 0.4 16.8 41.1 9.2 26.9 17.7 4.2 18.3 5.6 0.8 10.0 13.8
Number of Traders in Each Category Total Traders: 201
20 16 7 35 31 41 30 35 21 14 20 .
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Traders in Financial Futures - Futures Only Positions as of March 27, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,757,545
Positions
114,081 139,587 22,490 659,839 712,288 187,614 403,015 223,836 38,473 81,140 75,433 7,414 243,479 350,410
Changes from: March 20, 2012 Total Change is: -29,187
-21,783 19,518 2,366 14,407 -50,273 10,205 -49,896 -1,907 3,110 7,185 -28,893 -1,047 6,266 17,734
Percent of Open Interest Represented by Each Category of Trader
6.5 7.9 1.3 37.5 40.5 10.7 22.9 12.7 2.2 4.6 4.3 0.4 13.9 19.9
Number of Traders in Each Category Total Traders: 284
26 32 16 30 67 50 38 66 31 11 14 4
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Traders in Financial Futures - Futures Only Positions as of March 27, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,380,685
Positions
125,863 152,888 24,200 348,629 615,738 140,783 367,660 113,596 20,071 196,146 66,069 50 157,283 247,290
Changes from: March 20, 2012 Total Change is: -34,421
-10,939 19,530 383 -4,848 -30,667 5,369 -17,345 -22,573 9,529 -772 1,346 50 -15,848 -17,388
Percent of Open Interest Represented by Each Category of Trader
9.1 11.1 1.8 25.3 44.6 10.2 26.6 8.2 1.5 14.2 4.8 0.0 11.4 17.9
Number of Traders in Each Category Total Traders: 192
14 24 7 27 39 36 29 33 18 11 15 .
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Traders in Financial Futures - Futures Only Positions as of March 27, 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 571,439
Positions
179,797 188,674 215,164 1,700 4,546 1,423 84,789 53,211 54,329 5,030 5,304 4,458 24,749 44,330
Changes from: March 20, 2012 Total Change is: 17,879
2,933 1,234 11,549 5 500 -5 259 -641 3,058 259 -131 -598 419 2,913
Percent of Open Interest Represented by Each Category of Trader
31.5 33.0 37.7 0.3 0.8 0.2 14.8 9.3 9.5 0.9 0.9 0.8 4.3 7.8
Number of Traders in Each Category Total Traders: 89
22 26 42 . . . 13 16 22 4 . .
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Traders in Financial Futures - Futures Only Positions as of March 27, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,259,216
Positions
2,200,828 1,819,732 1,824,434 466,377 781,584 159,560 798,395 508,088 1,742,808 71,880 327,142 195,630 799,304 900,238
Changes from: March 20, 2012 Total Change is: 262,729
-15,807 92,769 57,074 -2,212 64,344 16,506 121,875 -1,692 2,285 7,445 -252 22,865 52,698 8,830
Percent of Open Interest Represented by Each Category of Trader
26.6 22.0 22.1 5.6 9.5 1.9 9.7 6.2 21.1 0.9 4.0 2.4 9.7 10.9
Number of Traders in Each Category Total Traders: 252
36 47 80 14 10 17 60 47 85 10 12 17
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Traders in Financial Futures - Futures Only Positions as of March 27, 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 10,160
Positions
4,415 2,660 0 596 867 6 3,654 6,290 24 1,320 175 0 145 138
Changes from: March 20, 2012 Total Change is: 1,517
147 132 0 2 0 0 1,420 1,420 -17 -20 -5 0 -15 -13
Percent of Open Interest Represented by Each Category of Trader
43.5 26.2 0.0 5.9 8.5 0.1 36.0 61.9 0.2 13.0 1.7 0.0 1.4 1.4
Number of Traders in Each Category Total Traders: 29
. 4 0 . 4 . 5 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 7,559
Positions
4,660 3,451 0 979 1,706 45 1,687 2,160 0 65 100 0 123 97
Changes from: March 20, 2012 Total Change is: 512
743 151 0 -5 -226 45 -223 545 0 0 0 0 -48 -3
Percent of Open Interest Represented by Each Category of Trader
61.6 45.7 0.0 13.0 22.6 0.6 22.3 28.6 0.0 0.9 1.3 0.0 1.6 1.3
Number of Traders in Each Category Total Traders: 29
4 4 0 . 5 . . 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 51,926
Positions
16,253 21,010 0 2,670 0 546 19,564 27,453 523 3,825 379 0 8,545 2,015
Changes from: March 20, 2012 Total Change is: -8,622
-753 -211 0 -963 -22 70 -6,129 -9,148 23 -324 145 -2 -544 523
Percent of Open Interest Represented by Each Category of Trader
31.3 40.5 0.0 5.1 0.0 1.1 37.7 52.9 1.0 7.4 0.7 0.0 16.5 3.9
Number of Traders in Each Category Total Traders: 92
4 5 0 9 0 . 32 15 4 21 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 304,339
Positions
154,422 64,041 26,789 31,332 6,341 4,147 6,991 101,330 13,890 1,908 18,763 42,021 22,839 27,017
Changes from: March 20, 2012 Total Change is: -59,544
-21,243 -10,726 -3,948 -12,963 -1,981 -934 -334 -17,354 -8,806 -709 -7,336 -2,291 -8,316 -6,168
Percent of Open Interest Represented by Each Category of Trader
50.7 21.0 8.8 10.3 2.1 1.4 2.3 33.3 4.6 0.6 6.2 13.8 7.5 8.9
Number of Traders in Each Category Total Traders: 119
12 13 18 7 10 7 9 40 30 9 11 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 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 7,535
Positions
1,006 964 0 3,347 1,032 0 1,630 3,378 924 290 913 284 54 40
Changes from: March 20, 2012 Total Change is: -11,296
-9,535 497 -1,698 144 -61 0 0 -9,787 -20 0 -36 -188 1 -3
Percent of Open Interest Represented by Each Category of Trader
13.4 12.8 0.0 44.4 13.7 0.0 21.6 44.8 12.3 3.8 12.1 3.8 0.7 0.5
Number of Traders in Each Category Total Traders: 23
. . 0 5 . 0 . 5 . . . .
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Updated March 30, 2012