Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 148,414
Positions
4,616 81,435 1,502 9,707 7,050 142 68,033 36,269 2,503 8,943 0 41 52,927 19,472
Changes from: February 22, 2011 Total Change is: 7,804
562 4,485 -520 95 -35 0 5,568 1,402 16 -1,047 0 0 3,130 2,456
Percent of Open Interest Represented by Each Category of Trader
3.1 54.9 1.0 6.5 4.8 0.1 45.8 24.4 1.7 6.0 0.0 0.0 35.7 13.1
Number of Traders in Each Category Total Traders: 84
4 18 5 4 4 . 31 12 6 11 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 57,360
Positions
624 26,388 321 930 1,085 77 29,239 17,553 99 0 665 0 26,070 11,172
Changes from: February 22, 2011 Total Change is: 13,429
-4,607 8,758 -208 0 1 0 10,854 5,609 33 0 665 0 7,357 -1,429
Percent of Open Interest Represented by Each Category of Trader
1.1 46.0 0.6 1.6 1.9 0.1 51.0 30.6 0.2 0.0 1.2 0.0 45.4 19.5
Number of Traders in Each Category Total Traders: 45
. 14 . . . . 18 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 126,350
Positions
10,985 39,698 4,410 6,833 19,380 1,226 65,979 32,873 239 1,443 6,713 0 35,235 21,811
Changes from: February 22, 2011 Total Change is: 2,576
2,357 -3,276 -20 20 -66 7 -1,141 4,929 19 -1,164 815 0 2,498 168
Percent of Open Interest Represented by Each Category of Trader
8.7 31.4 3.5 5.4 15.3 1.0 52.2 26.0 0.2 1.1 5.3 0.0 27.9 17.3
Number of Traders in Each Category Total Traders: 97
7 17 7 4 12 5 32 16 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 136,561
Positions
10,843 66,676 1,442 25,947 8,464 326 70,347 18,023 841 1,380 5,942 0 25,435 34,847
Changes from: February 22, 2011 Total Change is: 12,545
-16,698 37,560 858 243 984 -607 24,795 -28,251 33 -4 1,365 0 3,925 603
Percent of Open Interest Represented by Each Category of Trader
7.9 48.8 1.1 19.0 6.2 0.2 51.5 13.2 0.6 1.0 4.4 0.0 18.6 25.5
Number of Traders in Each Category Total Traders: 109
7 21 6 9 7 . 30 23 9 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 217,066
Positions
28,851 84,400 5,068 28,325 18,872 3,378 64,166 37,187 4,283 19,242 11,947 626 63,127 51,305
Changes from: February 22, 2011 Total Change is: 9,197
852 8,313 -1,507 -1,826 -837 991 5,207 -4,804 47 173 5,320 29 5,231 1,645
Percent of Open Interest Represented by Each Category of Trader
13.3 38.9 2.3 13.0 8.7 1.6 29.6 17.1 2.0 8.9 5.5 0.3 29.1 23.6
Number of Traders in Each Category Total Traders: 162
18 20 10 19 13 12 41 30 19 9 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 135,527
Positions
7,861 101,100 1,438 8,740 3,414 134 78,463 11,561 845 1,639 1,266 0 36,407 15,769
Changes from: February 22, 2011 Total Change is: 10,186
-400 8,428 -11 68 144 0 7,959 1,593 142 149 120 0 2,279 -230
Percent of Open Interest Represented by Each Category of Trader
5.8 74.6 1.1 6.4 2.5 0.1 57.9 8.5 0.6 1.2 0.9 0.0 26.9 11.6
Number of Traders in Each Category Total Traders: 84
6 13 7 4 4 . 36 16 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 66,447
Positions
16,619 38,254 15,713 0 0 0 29,915 9,716 1,779 1,255 0 0 1,166 985
Changes from: February 22, 2011 Total Change is: 1,003
1,713 1,392 -1,000 0 0 0 -1,569 -1,524 1,241 0 0 0 618 894
Percent of Open Interest Represented by Each Category of Trader
25.0 57.6 23.6 0.0 0.0 0.0 45.0 14.6 2.7 1.9 0.0 0.0 1.8 1.5
Number of Traders in Each Category Total Traders: 21
6 8 10 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 134,821
Positions
4,818 107,498 52 16,692 425 0 100,453 21,861 833 4,637 2,432 0 7,336 1,720
Changes from: February 22, 2011 Total Change is: -15,034
3,128 -6,676 1 -498 0 0 -15,844 -7,944 -193 -724 515 0 -904 -737
Percent of Open Interest Represented by Each Category of Trader
3.6 79.7 0.0 12.4 0.3 0.0 74.5 16.2 0.6 3.4 1.8 0.0 5.4 1.3
Number of Traders in Each Category Total Traders: 117
7 14 . 8 . 0 59 12 5 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 26,966
Positions
8,283 10,224 622 0 1,016 0 14,195 13,160 145 961 150 0 2,760 1,649
Changes from: February 22, 2011 Total Change is: -864
769 -1,933 347 0 617 0 -1,328 -3 3 -168 0 0 -487 105
Percent of Open Interest Represented by Each Category of Trader
30.7 37.9 2.3 0.0 3.8 0.0 52.6 48.8 0.5 3.6 0.6 0.0 10.2 6.1
Number of Traders in Each Category Total Traders: 45
9 6 . 0 . 0 14 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 58,911
Positions
21,786 32,165 2,097 4,525 2,347 236 14,295 8,550 6,889 460 494 0 8,623 6,135
Changes from: February 22, 2011 Total Change is: 1,149
414 3,392 17 224 -475 -16 -1,292 49 1,992 -116 -1,865 0 -75 -1,945
Percent of Open Interest Represented by Each Category of Trader
37.0 54.6 3.6 7.7 4.0 0.4 24.3 14.5 11.7 0.8 0.8 0.0 14.6 10.4
Number of Traders in Each Category Total Traders: 106
19 18 4 8 6 . 31 16 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 12,782
Positions
4,903 9,315 168 355 0 0 5,394 850 0 0 261 0 1,962 2,188
Changes from: February 22, 2011 Total Change is: 949
-383 944 0 -19 0 0 1,314 98 0 0 -40 0 37 -53
Percent of Open Interest Represented by Each Category of Trader
38.4 72.9 1.3 2.8 0.0 0.0 42.2 6.6 0.0 0.0 2.0 0.0 15.3 17.1
Number of Traders in Each Category Total Traders: 23
6 7 . . 0 0 5 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 92,258
Positions
35,018 46,951 2,606 8,340 4,693 472 29,690 27,288 1,890 920 465 0 13,322 7,893
Changes from: February 22, 2011 Total Change is: 400
1,632 4,934 -5 486 -950 -31 -2,388 2,725 1,160 -231 -3,650 0 -223 -3,783
Percent of Open Interest Represented by Each Category of Trader
38.0 50.9 2.8 9.0 5.1 0.5 32.2 29.6 2.0 1.0 0.5 0.0 14.4 8.6
Number of Traders in Each Category Total Traders: 101
17 17 4 7 6 . 33 18 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 946,217
Positions
60,178 262,849 91,432 415,559 124,846 59,741 82,842 201,206 58,080 23,929 34,297 11,880 142,577 101,888
Changes from: February 22, 2011 Total Change is: 29,040
-2,641 -3,676 12,478 -12,249 4,736 2,715 -2,531 6,687 7,679 1,149 -9,854 4,431 18,010 3,844
Percent of Open Interest Represented by Each Category of Trader
6.4 27.8 9.7 43.9 13.2 6.3 8.8 21.3 6.1 2.5 3.6 1.3 15.1 10.8
Number of Traders in Each Category Total Traders: 561
34 55 28 111 65 63 98 140 80 31 25 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 352,098
Positions
52,202 159,004 14,015 147,397 35,138 7,163 20,367 71,783 3,771 7,338 11,335 7,659 92,186 42,230
Changes from: February 22, 2011 Total Change is: 14,921
8,161 3,027 -855 -5,250 628 33 -318 5,481 328 154 -122 4,576 8,092 1,825
Percent of Open Interest Represented by Each Category of Trader
14.8 45.2 4.0 41.9 10.0 2.0 5.8 20.4 1.1 2.1 3.2 2.2 26.2 12.0
Number of Traders in Each Category Total Traders: 130
11 19 9 31 14 11 16 28 11 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,970,595
Positions
267,161 746,504 159,803 1,363,533 471,263 240,164 534,497 869,237 49,420 100,331 132,184 3,729 251,957 298,291
Changes from: February 22, 2011 Total Change is: 70,596
-7,314 13,184 19,969 -27,374 28,158 5,790 19,689 36,787 5,999 4,288 -49,343 -41 49,590 10,093
Percent of Open Interest Represented by Each Category of Trader
9.0 25.1 5.4 45.9 15.9 8.1 18.0 29.3 1.7 3.4 4.4 0.1 8.5 10.0
Number of Traders in Each Category Total Traders: 523
38 49 19 91 60 57 98 135 61 29 23 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 101,525
Positions
20,631 34,593 989 50,093 35,670 5,382 9,450 19,180 1,530 1,247 0 0 12,203 4,181
Changes from: February 22, 2011 Total Change is: 698
1,041 -3,146 73 -2,533 1,469 -179 -775 67 1,526 -14 0 0 1,559 888
Percent of Open Interest Represented by Each Category of Trader
20.3 34.1 1.0 49.3 35.1 5.3 9.3 18.9 1.5 1.2 0.0 0.0 12.0 4.1
Number of Traders in Each Category Total Traders: 94
8 9 . 31 14 13 16 15 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 91,733
Positions
10,962 40,766 12,222 21,672 7,327 2,702 24,588 13,589 6,478 2,022 2,694 160 10,928 5,794
Changes from: February 22, 2011 Total Change is: -3,199
1,379 -6,378 1,439 -4,537 17 165 -4,670 2,258 -78 149 -323 76 2,878 -375
Percent of Open Interest Represented by Each Category of Trader
12.0 44.4 13.3 23.6 8.0 2.9 26.8 14.8 7.1 2.2 2.9 0.2 11.9 6.3
Number of Traders in Each Category Total Traders: 249
22 32 9 39 18 14 69 43 17 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 19,655
Positions
9,297 10,175 1,662 2,369 0 0 2,293 2,626 200 0 1,931 0 3,834 3,061
Changes from: February 22, 2011 Total Change is: -612
1,861 -2,116 -1 71 0 0 -2,766 1,475 -3 0 0 0 226 33
Percent of Open Interest Represented by Each Category of Trader
47.3 51.8 8.5 12.1 0.0 0.0 11.7 13.4 1.0 0.0 9.8 0.0 19.5 15.6
Number of Traders in Each Category Total Traders: 24
6 9 4 . 0 0 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 360,389
Positions
41,620 186,251 19,504 96,514 36,636 13,511 134,526 77,867 8,338 10,622 4,329 286 35,468 13,667
Changes from: February 22, 2011 Total Change is: -12,936
7,437 -11,463 -2,648 -23,041 83 824 -16,032 -2,596 6,139 1,255 -1,104 -130 13,260 -2,041
Percent of Open Interest Represented by Each Category of Trader
11.5 51.7 5.4 26.8 10.2 3.7 37.3 21.6 2.3 2.9 1.2 0.1 9.8 3.8
Number of Traders in Each Category Total Traders: 246
22 30 5 38 18 14 70 42 13 14 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 343,943
Positions
112,084 39,008 14,307 111,445 119,170 20,912 58,817 118,016 3,668 2,413 11,683 0 20,297 17,179
Changes from: February 22, 2011 Total Change is: -11
-1,846 -2,581 976 -3,273 -557 1,020 4,175 1,532 -866 234 160 0 -431 305
Percent of Open Interest Represented by Each Category of Trader
32.6 11.3 4.2 32.4 34.6 6.1 17.1 34.3 1.1 0.7 3.4 0.0 5.9 5.0
Number of Traders in Each Category Total Traders: 252
15 24 5 52 45 21 43 55 18 6 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 44,396
Positions
13,576 6,866 130 12,580 209 562 4,556 13,067 582 1,871 1,716 0 10,539 21,264
Changes from: February 22, 2011 Total Change is: -3,488
308 1,144 -36 -3,584 -135 550 606 -4,959 360 -585 0 0 -1,107 -412
Percent of Open Interest Represented by Each Category of Trader
30.6 15.5 0.3 28.3 0.5 1.3 10.3 29.4 1.3 4.2 3.9 0.0 23.7 47.9
Number of Traders in Each Category Total Traders: 64
14 8 . 12 . . 12 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 64,564
Positions
22,387 23,803 2,032 11,328 6,059 655 12,795 4,045 1,378 1,916 416 1 12,072 26,175
Changes from: February 22, 2011 Total Change is: 1,905
1,370 4,284 -194 -929 64 0 1,036 1,524 -1,881 139 -3,970 1 2,363 2,077
Percent of Open Interest Represented by Each Category of Trader
34.7 36.9 3.1 17.5 9.4 1.0 19.8 6.3 2.1 3.0 0.6 0.0 18.7 40.5
Number of Traders in Each Category Total Traders: 64
17 14 . 7 . . 11 7 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 664,755
Positions
13,955 97,327 22,741 318,376 145,027 44,341 82,784 129,692 23,143 20,826 46,096 0 138,589 156,388
Changes from: February 22, 2011 Total Change is: -962
-1,056 -3,657 -3,967 -2,798 7,926 -6,259 42,185 12,854 6,873 -3,785 6,886 -2,716 -29,439 -18,902
Percent of Open Interest Represented by Each Category of Trader
2.1 14.6 3.4 47.9 21.8 6.7 12.5 19.5 3.5 3.1 6.9 0.0 20.8 23.5
Number of Traders in Each Category Total Traders: 151
8 19 13 41 20 30 19 30 10 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 362,157
Positions
2,983 116,619 8,659 235,399 3,414 17,023 7,100 135,556 24,802 0 0 0 66,191 56,084
Changes from: February 22, 2011 Total Change is: 31,211
213 2,586 4,293 6,181 176 809 5,450 3,427 20,512 0 0 0 -6,247 -592
Percent of Open Interest Represented by Each Category of Trader
0.8 32.2 2.4 65.0 0.9 4.7 2.0 37.4 6.8 0.0 0.0 0.0 18.3 15.5
Number of Traders in Each Category Total Traders: 65
. 9 . 34 . 14 . 18 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 885,521
Positions
65,846 63,073 19,714 332,893 354,912 79,461 174,510 112,629 51,438 66,111 66,151 3,658 91,890 134,485
Changes from: February 22, 2011 Total Change is: -101,893
-25,120 -23,383 -43 24,443 -1,314 -3,678 -103,455 -41,220 18,919 1,313 -31,170 -3,738 -10,534 -16,266
Percent of Open Interest Represented by Each Category of Trader
7.4 7.1 2.2 37.6 40.1 9.0 19.7 12.7 5.8 7.5 7.5 0.4 10.4 15.2
Number of Traders in Each Category Total Traders: 219
24 26 14 32 45 33 31 33 24 8 20 4
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Traders in Financial Futures- Futures Only Positions as of March 1, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,477,383
Positions
117,675 142,045 30,535 538,377 476,959 213,805 206,357 202,611 34,967 58,346 37,468 10,534 266,787 328,459
Changes from: February 22, 2011 Total Change is: -113,320
-38,970 16,458 -36,108 -34,422 12,164 -2,119 22,153 -70,539 -5,511 -4,919 5,469 1,211 -14,635 -34,345
Percent of Open Interest Represented by Each Category of Trader
8.0 9.6 2.1 36.4 32.3 14.5 14.0 13.7 2.4 3.9 2.5 0.7 18.1 22.2
Number of Traders in Each Category Total Traders: 242
23 31 21 32 54 45 41 44 35 8 9 .
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Traders in Financial Futures- Futures Only Positions as of March 1, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,249,413
Positions
106,443 128,941 37,850 230,661 435,550 162,019 460,620 92,625 27,788 57,532 89,553 200 166,300 274,887
Changes from: February 22, 2011 Total Change is: -77,217
-31,383 -20,522 -2,290 13,762 -6,433 -9,767 -18,405 -4,969 -1,397 -5,403 -2,325 -291 -22,043 -29,223
Percent of Open Interest Represented by Each Category of Trader
8.5 10.3 3.0 18.5 34.9 13.0 36.9 7.4 2.2 4.6 7.2 0.0 13.3 22.0
Number of Traders in Each Category Total Traders: 187
18 20 20 25 44 37 33 27 19 7 13 .
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Traders in Financial Futures- Futures Only Positions as of March 1, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 558,224
Positions
126,777 187,057 205,721 9,796 2,442 6,563 87,966 29,051 62,952 15,355 4,845 5,078 38,016 54,515
Changes from: February 22, 2011 Total Change is: -53,772
-18,127 -24,392 -22,016 0 1,042 2,233 -4,288 1,175 -7,673 -1,724 -6,987 2,094 -4,271 752
Percent of Open Interest Represented by Each Category of Trader
22.7 33.5 36.9 1.8 0.4 1.2 15.8 5.2 11.3 2.8 0.9 0.9 6.8 9.8
Number of Traders in Each Category Total Traders: 117
25 30 41 4 . . 24 18 29 6 . 4
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Traders in Financial Futures- Futures Only Positions as of March 1, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,326,908
Positions
1,446,883 3,146,445 1,825,766 2,575,920 581,178 167,936 1,013,163 826,367 1,258,497 87,324 384,680 113,471 837,948 1,022,568
Changes from: February 22, 2011 Total Change is: 356,543
830 216,981 19,220 224,276 21,317 -308 195,578 136,752 -82,458 -1,184 74,648 -863 1,452 -28,746
Percent of Open Interest Represented by Each Category of Trader
15.5 33.7 19.6 27.6 6.2 1.8 10.9 8.9 13.5 0.9 4.1 1.2 9.0 11.0
Number of Traders in Each Category Total Traders: 278
34 59 88 11 12 17 60 60 87 11 16 17
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Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 14,432
Positions
5,634 7,755 987 1,774 842 25 759 3,607 390 4,800 577 0 63 249
Changes from: February 22, 2011 Total Change is: -203
-780 229 0 212 3 0 229 -466 135 0 -103 0 1 -1
Percent of Open Interest Represented by Each Category of Trader
39.0 53.7 6.8 12.3 5.8 0.2 5.3 25.0 2.7 33.3 4.0 0.0 0.4 1.7
Number of Traders in Each Category Total Traders: 31
4 4 . . 5 . . 10 . . . 0
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Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 47,335
Positions
29,999 19,764 14,194 2,001 2,252 116 727 5,195 220 0 5,406 0 78 188
Changes from: February 22, 2011 Total Change is: 210
1,020 -144 -94 26 431 -3 -589 -169 220 0 -106 0 -370 75
Percent of Open Interest Represented by Each Category of Trader
63.4 41.8 30.0 4.2 4.8 0.2 1.5 11.0 0.5 0.0 11.4 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 29
5 4 . . 5 . 4 7 . 0 . 0
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Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 46,405
Positions
13,258 2,521 773 203 365 811 24,071 35,568 669 2,002 1,352 1 4,617 4,345
Changes from: February 22, 2011 Total Change is: 6,070
158 -118 139 -45 57 23 7,282 4,935 -111 -71 422 0 -1,305 723
Percent of Open Interest Represented by Each Category of Trader
28.6 5.4 1.7 0.4 0.8 1.7 51.9 76.6 1.4 4.3 2.9 0.0 9.9 9.4
Number of Traders in Each Category Total Traders: 98
8 4 . . . . 25 37 . 12 5 .
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Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 160,389
Positions
58,727 43,164 32,777 5,376 2,358 4,041 11,264 26,824 21,172 867 8,065 6,628 19,537 15,360
Changes from: February 22, 2011 Total Change is: -2,179
120 4,126 -3,747 18 268 616 4,800 840 -1,376 -429 -1,633 423 -2,604 -1,696
Percent of Open Interest Represented by Each Category of Trader
36.6 26.9 20.4 3.4 1.5 2.5 7.0 16.7 13.2 0.5 5.0 4.1 12.2 9.6
Number of Traders in Each Category Total Traders: 100
12 9 18 9 4 6 17 25 23 5 6 14
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Traders in Financial Futures- Futures Only Positions as of March 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 14,328
Positions
415 13,257 0 9,594 0 0 1,791 732 23 0 0 0 2,505 316
Changes from: February 22, 2011 Total Change is: 45
3 -162 0 -95 0 0 121 175 -1 0 0 0 17 33
Percent of Open Interest Represented by Each Category of Trader
2.9 92.5 0.0 67.0 0.0 0.0 12.5 5.1 0.2 0.0 0.0 0.0 17.5 2.2
Number of Traders in Each Category Total Traders: 20
. . 0 8 0 0 5 4 . 0 0 0
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Updated March 4, 2011