Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 157,199
Positions
21,543 23,366 10,774 18,801 34,106 185 40,618 53,664 12,959 10,194 0 495 41,629 21,650
Changes from: February 28, 2012 Total Change is: 12,906
-2,373 3,892 4,236 -181 -6 -9 1,657 -85 5,020 2,344 -1,673 90 2,122 1,441
Percent of Open Interest Represented by Each Category of Trader
13.7 14.9 6.9 12.0 21.7 0.1 25.8 34.1 8.2 6.5 0.0 0.3 26.5 13.8
Number of Traders in Each Category Total Traders: 84
7 10 8 8 4 . 25 17 14 13 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 56,256
Positions
17,726 16,213 1,969 877 1,489 160 21,501 18,918 1,521 601 0 0 11,900 15,986
Changes from: February 28, 2012 Total Change is: 1,479
4,773 -232 644 -156 -435 0 -1,378 -502 500 0 0 0 -2,903 1,503
Percent of Open Interest Represented by Each Category of Trader
31.5 28.8 3.5 1.6 2.6 0.3 38.2 33.6 2.7 1.1 0.0 0.0 21.2 28.4
Number of Traders in Each Category Total Traders: 48
5 12 7 . . . 10 16 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 190,372
Positions
118,442 12,263 4,446 10,967 74,604 2,944 21,484 60,521 6,846 3,844 1,465 128 21,271 27,155
Changes from: February 28, 2012 Total Change is: 7,634
1,702 -1,122 1,133 265 -675 -134 -2,279 6,271 4,154 2,232 -734 68 492 -1,328
Percent of Open Interest Represented by Each Category of Trader
62.2 6.4 2.3 5.8 39.2 1.5 11.3 31.8 3.6 2.0 0.8 0.1 11.2 14.3
Number of Traders in Each Category Total Traders: 95
9 11 10 8 14 7 18 29 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 174,111
Positions
32,014 26,630 16,486 63,515 9,593 3,095 29,227 53,791 12,867 750 2,998 317 15,842 48,335
Changes from: February 28, 2012 Total Change is: 1,696
12,441 -3,864 7,213 -483 2,262 125 -18,073 -6,542 2,746 -926 -1,089 120 -1,467 725
Percent of Open Interest Represented by Each Category of Trader
18.4 15.3 9.5 36.5 5.5 1.8 16.8 30.9 7.4 0.4 1.7 0.2 9.1 27.8
Number of Traders in Each Category Total Traders: 116
9 13 12 9 9 6 20 47 23 . 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 343,172
Positions
115,792 42,849 20,278 55,793 29,628 5,211 57,067 121,742 40,011 5,954 13,110 4,706 38,361 65,638
Changes from: February 28, 2012 Total Change is: 20,349
10,554 5,184 8,175 -8,128 -2,153 507 5,251 3,347 3,300 585 1,377 1,342 -1,236 -729
Percent of Open Interest Represented by Each Category of Trader
33.7 12.5 5.9 16.3 8.6 1.5 16.6 35.5 11.7 1.7 3.8 1.4 11.2 19.1
Number of Traders in Each Category Total Traders: 197
24 15 18 19 17 14 32 59 41 7 23 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 177,714
Positions
15,764 40,888 13,538 5,150 40,380 1,224 94,520 42,539 9,158 1,953 3,003 925 35,482 26,058
Changes from: February 28, 2012 Total Change is: 4,418
3,288 -17,044 6,511 -807 -141 267 -8,186 8,298 3,319 958 10 -52 -880 3,251
Percent of Open Interest Represented by Each Category of Trader
8.9 23.0 7.6 2.9 22.7 0.7 53.2 23.9 5.2 1.1 1.7 0.5 20.0 14.7
Number of Traders in Each Category Total Traders: 106
6 15 13 6 10 4 31 25 19 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 137,300
Positions
42,193 47,103 79,362 0 0 0 7,894 3,606 7,140 155 0 0 556 89
Changes from: February 28, 2012 Total Change is: 4,831
1,197 1,293 3,593 0 0 0 0 64 0 53 -120 0 -12 1
Percent of Open Interest Represented by Each Category of Trader
30.7 34.3 57.8 0.0 0.0 0.0 5.7 2.6 5.2 0.1 0.0 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 23
6 11 13 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 207,994
Positions
58,246 72,670 15,030 21,938 761 3,142 86,912 95,621 14,370 2,722 2,286 114 5,520 4,000
Changes from: February 28, 2012 Total Change is: 18,216
253 3,351 6,403 -4,597 171 3,142 9,193 417 3,813 225 -299 114 -330 1,104
Percent of Open Interest Represented by Each Category of Trader
28.0 34.9 7.2 10.5 0.4 1.5 41.8 46.0 6.9 1.3 1.1 0.1 2.7 1.9
Number of Traders in Each Category Total Traders: 111
7 15 . 10 4 . 38 19 10 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 29,950
Positions
1,584 14,894 230 744 401 0 22,096 11,667 425 949 338 0 3,922 1,995
Changes from: February 28, 2012 Total Change is: -5,209
-64 -7,430 0 203 2 0 -4,898 1,806 212 41 -4 0 -703 205
Percent of Open Interest Represented by Each Category of Trader
5.3 49.7 0.8 2.5 1.3 0.0 73.8 39.0 1.4 3.2 1.1 0.0 13.1 6.7
Number of Traders in Each Category Total Traders: 53
. 13 . . . 0 21 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 55,802
Positions
15,717 33,549 180 3,446 2,566 373 23,252 9,915 2,016 2,924 359 973 6,922 5,873
Changes from: February 28, 2012 Total Change is: -2,192
710 -2,068 96 -535 336 -338 -2,795 -1,106 641 -19 -384 15 33 617
Percent of Open Interest Represented by Each Category of Trader
28.2 60.1 0.3 6.2 4.6 0.7 41.7 17.8 3.6 5.2 0.6 1.7 12.4 10.5
Number of Traders in Each Category Total Traders: 99
18 13 4 4 6 . 26 23 15 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 111,605
Positions
31,434 67,097 359 6,892 5,132 745 46,504 19,830 4,033 5,848 717 1,945 13,844 11,745
Changes from: February 28, 2012 Total Change is: -4,384
1,421 -4,136 192 -1,070 672 -676 -5,590 -2,212 1,283 -38 -769 29 66 1,233
Percent of Open Interest Represented by Each Category of Trader
28.2 60.1 0.3 6.2 4.6 0.7 41.7 17.8 3.6 5.2 0.6 1.7 12.4 10.5
Number of Traders in Each Category Total Traders: 99
18 13 4 4 6 . 26 23 15 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 1,000,841
Positions
43,837 176,052 63,260 377,136 171,495 60,044 90,079 179,585 162,747 30,397 29,655 33,415 139,925 124,588
Changes from: February 28, 2012 Total Change is: 47,187
991 -17,796 11,546 -8,697 4,546 1,205 -3,579 12,466 23,402 3,803 -6,389 2,006 16,511 16,201
Percent of Open Interest Represented by Each Category of Trader
4.4 17.6 6.3 37.7 17.1 6.0 9.0 17.9 16.3 3.0 3.0 3.3 14.0 12.4
Number of Traders in Each Category Total Traders: 579
33 53 47 117 64 65 97 133 109 44 37 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 338,970
Positions
29,598 89,116 9,037 102,187 39,632 13,579 23,310 37,298 63,091 3,502 12,301 15,294 79,373 59,622
Changes from: February 28, 2012 Total Change is: 13,287
1,008 -13,143 190 -2,641 -732 -689 -254 7,007 8,712 34 112 1,917 5,010 9,914
Percent of Open Interest Represented by Each Category of Trader
8.7 26.3 2.7 30.1 11.7 4.0 6.9 11.0 18.6 1.0 3.6 4.5 23.4 17.6
Number of Traders in Each Category Total Traders: 125
9 17 10 27 11 16 18 29 39 7 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,309,354
Positions
189,884 553,367 152,427 1,436,154 720,722 170,920 496,803 874,392 335,322 143,147 95,435 81,937 302,761 324,831
Changes from: February 28, 2012 Total Change is: 169,498
16,803 -6,372 39,886 -26,918 29,749 6,112 31,077 75,001 25,746 20,539 -30,809 -1,253 57,506 31,437
Percent of Open Interest Represented by Each Category of Trader
5.7 16.7 4.6 43.4 21.8 5.2 15.0 26.4 10.1 4.3 2.9 2.5 9.1 9.8
Number of Traders in Each Category Total Traders: 545
32 53 39 104 61 58 97 125 100 40 33 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 112,497
Positions
18,351 26,290 59 55,594 61,049 5,404 19,376 11,787 4 4,165 3,582 0 9,544 4,321
Changes from: February 28, 2012 Total Change is: 240
-1,894 -3,146 6 281 1,798 -784 2,388 1,996 -1 2,067 -232 0 -1,823 602
Percent of Open Interest Represented by Each Category of Trader
16.3 23.4 0.1 49.4 54.3 4.8 17.2 10.5 0.0 3.7 3.2 0.0 8.5 3.8
Number of Traders in Each Category Total Traders: 91
9 8 . 32 13 13 14 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 117,707
Positions
6,731 64,213 9,618 32,259 9,138 1,951 47,130 12,046 7,834 1,790 6,304 813 9,581 5,790
Changes from: February 28, 2012 Total Change is: 1,104
-272 -1,487 562 -949 -360 342 192 326 199 77 680 284 670 558
Percent of Open Interest Represented by Each Category of Trader
5.7 54.6 8.2 27.4 7.8 1.7 40.0 10.2 6.7 1.5 5.4 0.7 8.1 4.9
Number of Traders in Each Category Total Traders: 250
18 31 17 34 25 12 70 42 27 16 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 19,625
Positions
9,563 13,974 23 0 300 236 6,307 2,824 0 220 979 272 3,004 1,017
Changes from: February 28, 2012 Total Change is: 1,073
250 368 3 0 0 236 364 0 0 20 0 272 -72 194
Percent of Open Interest Represented by Each Category of Trader
48.7 71.2 0.1 0.0 1.5 1.2 32.1 14.4 0.0 1.1 5.0 1.4 15.3 5.2
Number of Traders in Each Category Total Traders: 26
9 8 . 0 . . 4 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 490,406
Positions
28,123 293,477 5,696 161,295 44,189 8,574 234,704 76,701 8,581 7,850 26,625 2,703 32,881 23,861
Changes from: February 28, 2012 Total Change is: 152
-1,756 -8,423 1,941 -4,747 -1,800 528 1,401 3,892 -1,264 283 3,401 59 3,708 1,819
Percent of Open Interest Represented by Each Category of Trader
5.7 59.8 1.2 32.9 9.0 1.7 47.9 15.6 1.7 1.6 5.4 0.6 6.7 4.9
Number of Traders in Each Category Total Traders: 249
19 30 12 34 25 11 69 44 25 15 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 419,454
Positions
130,768 31,674 25,968 133,604 206,237 24,236 71,035 101,638 3,518 7,920 9,930 735 21,670 15,518
Changes from: February 28, 2012 Total Change is: 7,711
8,080 -2,634 6,466 -7,970 768 -1,820 2,643 7,573 -958 -1 -1,218 27 1,244 -493
Percent of Open Interest Represented by Each Category of Trader
31.2 7.6 6.2 31.9 49.2 5.8 16.9 24.2 0.8 1.9 2.4 0.2 5.2 3.7
Number of Traders in Each Category Total Traders: 249
19 14 10 46 43 24 44 58 20 11 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 50,210
Positions
8,925 1,221 9,906 11,986 0 90 3,995 10,586 4,095 3,089 5,890 0 8,124 18,422
Changes from: February 28, 2012 Total Change is: 13,546
-60 -490 9,435 236 -440 -90 -715 1,821 3,595 194 12 0 951 -297
Percent of Open Interest Represented by Each Category of Trader
17.8 2.4 19.7 23.9 0.0 0.2 8.0 21.1 8.2 6.2 11.7 0.0 16.2 36.7
Number of Traders in Each Category Total Traders: 52
9 . 6 12 0 . 9 9 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 68,640
Positions
8,073 16,286 2,401 9,670 4,278 844 12,427 7,338 8,575 2,414 2,777 1,720 22,516 24,421
Changes from: February 28, 2012 Total Change is: 23,379
816 2,497 702 -288 40 142 1,632 129 5,677 -496 -1,080 1,720 13,474 13,552
Percent of Open Interest Represented by Each Category of Trader
11.8 23.7 3.5 14.1 6.2 1.2 18.1 10.7 12.5 3.5 4.0 2.5 32.8 35.6
Number of Traders in Each Category Total Traders: 70
11 16 7 8 4 . 13 12 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 47,384
Positions
2,397 4,183 65 32,242 25,805 3,961 3,675 10,568 174 0 0 0 4,870 2,628
Changes from: February 28, 2012 Total Change is: -623
-110 196 0 -1,718 1,381 113 737 -2,427 -57 0 0 0 412 171
Percent of Open Interest Represented by Each Category of Trader
5.1 8.8 0.1 68.0 54.5 8.4 7.8 22.3 0.4 0.0 0.0 0.0 10.3 5.5
Number of Traders in Each Category Total Traders: 55
. . . 20 20 9 5 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 82,327
Positions
11,460 28,263 1,044 33,042 25,215 3,702 12,042 19,313 740 8,907 240 689 10,701 3,121
Changes from: February 28, 2012 Total Change is: 1,025
-179 540 183 -1,312 -83 621 748 -1,326 528 220 240 20 196 302
Percent of Open Interest Represented by Each Category of Trader
13.9 34.3 1.3 40.1 30.6 4.5 14.6 23.5 0.9 10.8 0.3 0.8 13.0 3.8
Number of Traders in Each Category Total Traders: 91
8 14 . 22 11 8 17 6 4 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 718,611
Positions
6,530 79,605 39,351 269,595 160,194 95,285 73,842 63,476 62,544 11,438 48,963 5,669 154,357 163,524
Changes from: February 28, 2012 Total Change is: -21,247
-2,835 2,167 -2,491 15,184 4,837 -5,483 -591 -7,204 99 55 -3,416 833 -26,018 -10,589
Percent of Open Interest Represented by Each Category of Trader
0.9 11.1 5.5 37.5 22.3 13.3 10.3 8.8 8.7 1.6 6.8 0.8 21.5 22.8
Number of Traders in Each Category Total Traders: 171
6 19 22 48 24 39 27 33 39 6 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 356,772
Positions
4,514 137,877 16,067 244,996 25,412 29,064 1,671 92,756 2,084 0 0 0 58,376 53,511
Changes from: February 28, 2012 Total Change is: -49,468
-130 4,173 -25,043 -2,392 2,189 -4,296 -2,091 -19,486 -7,923 -1,545 -2,635 -1,108 -4,940 4,661
Percent of Open Interest Represented by Each Category of Trader
1.3 38.6 4.5 68.7 7.1 8.1 0.5 26.0 0.6 0.0 0.0 0.0 16.4 15.0
Number of Traders in Each Category Total Traders: 63
. 11 7 33 7 19 . 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 900,328
Positions
72,070 57,694 32,964 128,939 280,406 73,759 282,842 202,444 99,426 91,312 32,333 8,757 110,260 112,546
Changes from: February 28, 2012 Total Change is: -64,111
-14,711 -20,961 -3,383 -20,628 -6,520 5,581 -4,175 -17,916 -11,961 3,481 -175 435 -18,750 -9,210
Percent of Open Interest Represented by Each Category of Trader
8.0 6.4 3.7 14.3 31.1 8.2 31.4 22.5 11.0 10.1 3.6 1.0 12.2 12.5
Number of Traders in Each Category Total Traders: 208
15 19 19 35 31 43 43 34 30 16 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,177,209
Positions
90,428 180,357 133,658 726,298 825,421 183,965 459,517 158,224 186,459 55,616 93,583 38,593 302,675 376,947
Changes from: February 28, 2012 Total Change is: 22,457
-3,074 13,228 -13,366 -9,410 -1,224 -6,339 72,437 5,030 18,533 7,214 19,117 -15,199 -28,339 2,676
Percent of Open Interest Represented by Each Category of Trader
4.2 8.3 6.1 33.4 37.9 8.4 21.1 7.3 8.6 2.6 4.3 1.8 13.9 17.3
Number of Traders in Each Category Total Traders: 282
19 33 45 29 66 54 58 48 69 12 17 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,464,208
Positions
103,580 151,965 57,634 411,663 671,166 131,139 295,879 69,856 63,269 171,309 66,215 8,212 221,523 244,751
Changes from: February 28, 2012 Total Change is: -39,249
-401 -6,721 -9,460 28,492 3,103 -28,422 2,216 11,948 1,575 179 2,438 -10,751 -22,677 -2,959
Percent of Open Interest Represented by Each Category of Trader
7.1 10.4 3.9 28.1 45.8 9.0 20.2 4.8 4.3 11.7 4.5 0.6 15.1 16.7
Number of Traders in Each Category Total Traders: 191
10 26 20 25 39 35 39 29 34 8 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 575,643
Positions
159,928 176,245 200,120 1,118 1,105 2,005 70,144 48,021 90,982 7,274 4,263 9,961 34,110 42,941
Changes from: February 28, 2012 Total Change is: -85,153
-903 -26,738 -30,997 9 0 -9 -15,283 3,560 -25,540 -7,274 -277 -6,117 959 965
Percent of Open Interest Represented by Each Category of Trader
27.8 30.6 34.8 0.2 0.2 0.3 12.2 8.3 15.8 1.3 0.7 1.7 5.9 7.5
Number of Traders in Each Category Total Traders: 87
21 25 43 . . . 17 12 22 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,682,594
Positions
2,070,831 2,200,195 3,440,251 697,518 697,365 164,545 893,942 394,994 5,682,744 75,716 337,561 780,262 876,784 984,677
Changes from: February 28, 2012 Total Change is: 171,856
250,834 195,902 -84,704 -136,447 -13,169 7,276 89,341 3,478 41,410 2,757 34,169 14,203 -12,815 -26,709
Percent of Open Interest Represented by Each Category of Trader
14.1 15.0 23.4 4.8 4.7 1.1 6.1 2.7 38.7 0.5 2.3 5.3 6.0 6.7
Number of Traders in Each Category Total Traders: 296
28 65 91 10 15 19 64 75 119 13 20 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 9,674
Positions
4,570 4,001 0 1,390 852 31 1,683 4,289 315 1,410 100 0 275 86
Changes from: February 28, 2012 Total Change is: -976
-435 375 0 -3 -25 25 -759 -1,540 205 0 0 0 -9 -16
Percent of Open Interest Represented by Each Category of Trader
47.2 41.4 0.0 14.4 8.8 0.3 17.4 44.3 3.3 14.6 1.0 0.0 2.8 0.9
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 11,456
Positions
6,300 6,564 0 991 1,570 0 3,072 1,944 814 40 140 0 239 424
Changes from: February 28, 2012 Total Change is: -561
-1,513 -1,336 0 48 -230 0 115 -125 802 0 0 0 -13 328
Percent of Open Interest Represented by Each Category of Trader
55.0 57.3 0.0 8.7 13.7 0.0 26.8 17.0 7.1 0.3 1.2 0.0 2.1 3.7
Number of Traders in Each Category Total Traders: 32
. 6 0 . 4 0 5 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 53,756
Positions
15,808 30,041 213 2,364 204 415 19,921 18,192 2,849 4,401 361 1 7,785 1,480
Changes from: February 28, 2012 Total Change is: 4,644
216 21 155 567 67 -43 657 4,389 1,584 372 -682 -38 1,173 -809
Percent of Open Interest Represented by Each Category of Trader
29.4 55.9 0.4 4.4 0.4 0.8 37.1 33.8 5.3 8.2 0.7 0.0 14.5 2.8
Number of Traders in Each Category Total Traders: 102
6 4 . 8 . . 33 14 5 29 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 271,074
Positions
144,462 63,189 27,462 31,158 5,002 3,382 6,466 96,768 9,060 1,407 17,019 26,316 21,361 22,876
Changes from: February 28, 2012 Total Change is: 34,546
19,554 5,766 7,524 3,875 278 734 -4,016 10,921 3,739 294 1,669 2,732 110 1,183
Percent of Open Interest Represented by Each Category of Trader
53.3 23.3 10.1 11.5 1.8 1.2 2.4 35.7 3.3 0.5 6.3 9.7 7.9 8.4
Number of Traders in Each Category Total Traders: 122
11 14 18 10 9 9 17 38 30 8 7 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 17,174
Positions
10,549 615 0 2,726 1,078 0 1,972 13,307 594 290 984 474 569 122
Changes from: February 28, 2012 Total Change is: 206
-7 -37 0 -417 39 0 124 132 -47 0 -37 37 516 119
Percent of Open Interest Represented by Each Category of Trader
61.4 3.6 0.0 15.9 6.3 0.0 11.5 77.5 3.5 1.7 5.7 2.8 3.3 0.7
Number of Traders in Each Category Total Traders: 26
. . 0 5 . 0 4 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 10,350
Positions
995 8,284 0 6,910 0 0 1,030 1,799 0 0 0 0 1,415 267
Changes from: February 28, 2012 Total Change is: 822
-30 42 0 1,210 0 0 -352 654 0 0 0 0 -6 126
Percent of Open Interest Represented by Each Category of Trader
9.6 80.0 0.0 66.8 0.0 0.0 10.0 17.4 0.0 0.0 0.0 0.0 13.7 2.6
Number of Traders in Each Category Total Traders: 22
. . 0 11 0 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 9, 2012