Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 174,715 Positions 4,962 85,939 21,962 10,700 7,046 143 71,192 39,375 1,972 8,482 622 44 55,258 17,612 Changes from: March 1, 2011 Total Change is: 26,301 346 4,504 20,460 993 -4 1 3,159 3,106 -531 -461 622 3 2,331 -1,860 Percent of Open Interest Represented by Each Category of Trader 2.8 49.2 12.6 6.1 4.0 0.1 40.7 22.5 1.1 4.9 0.4 0.0 31.6 10.1 Number of Traders in Each Category Total Traders: 88 . 18 9 5 4 . 35 11 6 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 62,936 Positions 99 29,791 2,980 1,540 1,064 77 30,712 19,182 667 0 0 0 26,861 9,175 Changes from: March 1, 2011 Total Change is: 5,576 -525 3,403 2,659 610 -21 0 1,473 1,629 568 0 -665 0 791 -1,997 Percent of Open Interest Represented by Each Category of Trader 0.2 47.3 4.7 2.4 1.7 0.1 48.8 30.5 1.1 0.0 0.0 0.0 42.7 14.6 Number of Traders in Each Category Total Traders: 45 . 15 4 . . . 18 7 5 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 145,352 Positions 7,438 41,795 13,987 7,962 19,568 1,237 69,517 33,325 4,387 992 5,548 72 39,760 25,433 Changes from: March 1, 2011 Total Change is: 19,002 -3,547 2,097 9,577 1,129 188 11 3,538 452 4,148 -451 -1,165 72 4,525 3,622 Percent of Open Interest Represented by Each Category of Trader 5.1 28.8 9.6 5.5 13.5 0.9 47.8 22.9 3.0 0.7 3.8 0.0 27.4 17.5 Number of Traders in Each Category Total Traders: 100 11 13 12 5 12 5 31 21 10 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 131,247 Positions 12,522 58,052 2,013 27,160 8,223 332 60,815 21,907 214 900 4,777 154 27,137 35,575 Changes from: March 1, 2011 Total Change is: -5,314 1,679 -8,624 571 1,213 -241 6 -9,532 3,884 -627 -480 -1,165 154 1,702 728 Percent of Open Interest Represented by Each Category of Trader 9.5 44.2 1.5 20.7 6.3 0.3 46.3 16.7 0.2 0.7 3.6 0.1 20.7 27.1 Number of Traders in Each Category Total Traders: 102 9 18 5 10 7 . 25 24 5 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 263,702 Positions 40,233 105,391 20,016 29,616 17,589 3,559 72,271 43,312 10,493 25,390 13,317 385 61,739 49,640 Changes from: March 1, 2011 Total Change is: 46,636 11,382 20,991 14,948 1,291 -1,283 181 8,105 6,125 6,210 6,148 1,370 -241 -1,388 -1,665 Percent of Open Interest Represented by Each Category of Trader 15.3 40.0 7.6 11.2 6.7 1.3 27.4 16.4 4.0 9.6 5.1 0.1 23.4 18.8 Number of Traders in Each Category Total Traders: 162 21 18 9 20 12 12 41 28 19 11 11 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 152,865 Positions 8,240 103,167 14,072 9,649 3,429 134 77,229 10,705 5,272 1,715 1,117 5 36,549 14,964 Changes from: March 1, 2011 Total Change is: 17,338 379 2,067 12,634 909 15 0 -1,234 -856 4,427 76 -149 5 142 -805 Percent of Open Interest Represented by Each Category of Trader 5.4 67.5 9.2 6.3 2.2 0.1 50.5 7.0 3.4 1.1 0.7 0.0 23.9 9.8 Number of Traders in Each Category Total Traders: 75 6 13 9 5 4 . 28 13 4 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 65,520 Positions 16,339 37,692 15,961 0 0 0 29,132 9,529 2,034 1,255 0 0 799 304 Changes from: March 1, 2011 Total Change is: -927 -280 -562 248 0 0 0 -783 -187 255 0 0 0 -367 -681 Percent of Open Interest Represented by Each Category of Trader 24.9 57.5 24.4 0.0 0.0 0.0 44.5 14.5 3.1 1.9 0.0 0.0 1.2 0.5 Number of Traders in Each Category Total Traders: 21 6 8 10 0 0 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 157,775 Positions 1,920 121,935 2,999 16,795 243 0 116,544 23,311 5,458 5,610 2,379 0 8,449 1,450 Changes from: March 1, 2011 Total Change is: 22,954 -2,898 14,437 2,947 103 -182 0 16,091 1,450 4,625 973 -53 0 1,113 -270 Percent of Open Interest Represented by Each Category of Trader 1.2 77.3 1.9 10.6 0.2 0.0 73.9 14.8 3.5 3.6 1.5 0.0 5.4 0.9 Number of Traders in Each Category Total Traders: 125 6 16 4 10 . 0 65 11 9 8 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 27,699 Positions 9,274 7,582 1,518 261 999 0 12,491 14,471 849 706 0 0 2,600 2,280 Changes from: March 1, 2011 Total Change is: 733 991 -2,642 896 261 -17 0 -1,704 1,311 704 -255 -150 0 -160 631 Percent of Open Interest Represented by Each Category of Trader 33.5 27.4 5.5 0.9 3.6 0.0 45.1 52.2 3.1 2.5 0.0 0.0 9.4 8.2 Number of Traders in Each Category Total Traders: 44 10 4 4 . . 0 13 13 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 59,316 Positions 22,314 32,342 1,867 4,189 2,272 156 15,367 7,851 6,256 762 1,189 3 8,403 7,381 Changes from: March 1, 2011 Total Change is: 405 528 177 -230 -336 -75 -80 1,072 -699 -633 302 696 3 -221 1,246 Percent of Open Interest Represented by Each Category of Trader 37.6 54.5 3.1 7.1 3.8 0.3 25.9 13.2 10.5 1.3 2.0 0.0 14.2 12.4 Number of Traders in Each Category Total Traders: 110 19 20 . 8 6 . 31 13 13 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #124601 Open Interest is 13,841 Positions 5,741 10,153 168 374 0 0 5,511 803 54 0 260 0 1,993 2,403 Changes from: March 1, 2011 Total Change is: 1,059 838 838 0 19 0 0 117 -47 54 0 -1 0 31 215 Percent of Open Interest Represented by Each Category of Trader 41.5 73.4 1.2 2.7 0.0 0.0 39.8 5.8 0.4 0.0 1.9 0.0 14.4 17.4 Number of Traders in Each Category Total Traders: 24 6 7 . . 0 0 6 . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 90,950 Positions 34,397 45,629 2,146 7,630 4,544 312 31,740 26,124 376 1,524 1,858 6 12,819 9,955 Changes from: March 1, 2011 Total Change is: -1,308 -621 -1,322 -460 -710 -149 -160 2,050 -1,164 -1,514 604 1,393 6 -503 2,062 Percent of Open Interest Represented by Each Category of Trader 37.8 50.2 2.4 8.4 5.0 0.3 34.9 28.7 0.4 1.7 2.0 0.0 14.1 10.9 Number of Traders in Each Category Total Traders: 105 17 19 . 7 6 . 33 16 8 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 979,528 Positions 60,882 261,911 110,260 413,675 123,342 63,252 86,436 198,022 64,829 23,110 36,709 14,168 142,916 107,036 Changes from: March 1, 2011 Total Change is: 33,311 704 -938 18,828 -1,883 -1,504 3,511 3,594 -3,184 6,749 -819 2,412 2,288 338 5,148 Percent of Open Interest Represented by Each Category of Trader 6.2 26.7 11.3 42.2 12.6 6.5 8.8 20.2 6.6 2.4 3.7 1.4 14.6 10.9 Number of Traders in Each Category Total Traders: 557 36 51 29 114 61 67 95 137 80 31 29 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 371,968 Positions 57,702 154,180 24,323 145,731 37,156 7,119 18,342 80,828 4,553 7,713 11,029 8,297 98,188 44,483 Changes from: March 1, 2011 Total Change is: 19,870 5,500 -4,824 10,308 -1,666 2,018 -44 -2,025 9,045 782 375 -306 638 6,002 2,253 Percent of Open Interest Represented by Each Category of Trader 15.5 41.4 6.5 39.2 10.0 1.9 4.9 21.7 1.2 2.1 3.0 2.2 26.4 12.0 Number of Traders in Each Category Total Traders: 129 12 18 10 31 13 11 17 28 14 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,037,799 Positions 264,216 786,969 181,368 1,373,260 464,467 247,128 592,914 838,414 48,934 96,917 148,331 9,424 223,638 312,764 Changes from: March 1, 2011 Total Change is: 67,204 -2,945 40,465 21,565 9,727 -6,796 6,964 58,417 -30,823 -486 -3,414 16,147 5,695 -28,319 14,473 Percent of Open Interest Represented by Each Category of Trader 8.7 25.9 6.0 45.2 15.3 8.1 19.5 27.6 1.6 3.2 4.9 0.3 7.4 10.3 Number of Traders in Each Category Total Traders: 521 38 48 18 93 58 60 96 130 63 29 28 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 103,970 Positions 19,844 35,388 1,018 53,054 35,074 5,415 10,535 21,829 1,055 1,492 0 0 11,557 4,191 Changes from: March 1, 2011 Total Change is: 2,445 -787 795 29 2,961 -596 33 1,085 2,649 -475 245 0 0 -646 10 Percent of Open Interest Represented by Each Category of Trader 19.1 34.0 1.0 51.0 33.7 5.2 10.1 21.0 1.0 1.4 0.0 0.0 11.1 4.0 Number of Traders in Each Category Total Traders: 93 6 9 . 31 14 12 17 14 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 93,669 Positions 10,949 38,734 13,075 21,060 7,433 2,166 24,934 13,498 8,736 1,916 3,774 57 10,776 6,196 Changes from: March 1, 2011 Total Change is: 1,936 -13 -2,032 853 -612 106 -537 346 -91 2,258 -106 1,079 -102 -151 401 Percent of Open Interest Represented by Each Category of Trader 11.7 41.4 14.0 22.5 7.9 2.3 26.6 14.4 9.3 2.0 4.0 0.1 11.5 6.6 Number of Traders in Each Category Total Traders: 230 24 30 8 37 17 13 67 33 19 11 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 20,916 Positions 10,421 9,157 1,562 2,362 0 0 2,805 5,057 200 0 2,177 0 3,566 2,763 Changes from: March 1, 2011 Total Change is: 1,261 1,124 -1,018 -100 -7 0 0 512 2,431 0 0 246 0 -268 -298 Percent of Open Interest Represented by Each Category of Trader 49.8 43.8 7.5 11.3 0.0 0.0 13.4 24.2 1.0 0.0 10.4 0.0 17.0 13.2 Number of Traders in Each Category Total Traders: 27 7 9 . . 0 0 . 4 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 363,766 Positions 41,189 186,434 19,018 93,488 37,167 10,828 148,549 80,110 4,777 9,579 7,983 286 36,052 17,163 Changes from: March 1, 2011 Total Change is: 3,377 -431 183 -486 -3,026 531 -2,683 14,023 2,243 -3,561 -1,043 3,654 0 584 3,496 Percent of Open Interest Represented by Each Category of Trader 11.3 51.3 5.2 25.7 10.2 3.0 40.8 22.0 1.3 2.6 2.2 0.1 9.9 4.7 Number of Traders in Each Category Total Traders: 227 23 29 5 36 17 13 67 33 14 11 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 348,211 Positions 109,571 38,647 18,561 115,296 123,862 18,830 63,657 118,343 3,248 2,464 12,333 0 16,584 14,387 Changes from: March 1, 2011 Total Change is: 4,268 -2,513 -361 4,254 3,851 4,692 -2,082 4,840 327 -420 51 650 0 -3,713 -2,792 Percent of Open Interest Represented by Each Category of Trader 31.5 11.1 5.3 33.1 35.6 5.4 18.3 34.0 0.9 0.7 3.5 0.0 4.8 4.1 Number of Traders in Each Category Total Traders: 256 16 23 5 50 47 22 43 57 16 6 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 64,355 Positions 14,856 8,670 7,650 13,224 216 491 3,439 13,193 2,336 2,134 1,223 698 19,527 29,878 Changes from: March 1, 2011 Total Change is: 19,959 1,280 1,804 7,520 644 7 -71 -1,117 126 1,754 263 -493 698 8,988 8,614 Percent of Open Interest Represented by Each Category of Trader 23.1 13.5 11.9 20.5 0.3 0.8 5.3 20.5 3.6 3.3 1.9 1.1 30.3 46.4 Number of Traders in Each Category Total Traders: 64 15 10 4 11 . 5 10 13 5 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 74,030 Positions 22,919 25,793 10,701 9,798 9,837 655 16,159 3,873 1,672 957 708 157 11,012 20,634 Changes from: March 1, 2011 Total Change is: 9,466 532 1,990 8,669 -1,530 3,778 0 3,364 -172 294 -959 292 156 -1,060 -5,541 Percent of Open Interest Represented by Each Category of Trader 31.0 34.8 14.5 13.2 13.3 0.9 21.8 5.2 2.3 1.3 1.0 0.2 14.9 27.9 Number of Traders in Each Category Total Traders: 67 19 13 14 7 . . 16 4 6 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 622,337 Positions 21,041 78,443 10,355 304,098 155,595 51,971 73,185 120,835 5,196 20,826 40,471 0 135,665 159,471 Changes from: March 1, 2011 Total Change is: -42,418 7,086 -18,884 -12,386 -14,278 10,568 7,630 -9,599 -8,857 -17,947 0 -5,625 0 -2,924 3,083 Percent of Open Interest Represented by Each Category of Trader 3.4 12.6 1.7 48.9 25.0 8.4 11.8 19.4 0.8 3.3 6.5 0.0 21.8 25.6 Number of Traders in Each Category Total Traders: 151 8 17 8 42 22 30 19 31 9 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 330,735 Positions 5,922 109,763 6,043 223,151 6,631 19,257 4,048 129,232 12,864 0 0 0 59,450 46,945 Changes from: March 1, 2011 Total Change is: -31,422 2,939 -6,856 -2,616 -12,248 3,217 2,234 -3,052 -6,324 -11,938 0 0 0 -6,741 -9,139 Percent of Open Interest Represented by Each Category of Trader 1.8 33.2 1.8 67.5 2.0 5.8 1.2 39.1 3.9 0.0 0.0 0.0 18.0 14.2 Number of Traders in Each Category Total Traders: 68 . 10 5 33 . 16 . 18 5 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 868,953 Positions 59,351 65,533 16,237 320,343 390,091 81,143 204,202 73,574 29,910 61,435 70,005 2,823 93,509 139,637 Changes from: March 1, 2011 Total Change is: -16,568 -6,495 2,460 -3,477 -12,550 35,179 1,682 29,692 -39,055 -21,528 -4,676 3,854 -835 1,619 5,152 Percent of Open Interest Represented by Each Category of Trader 6.8 7.5 1.9 36.9 44.9 9.3 23.5 8.5 3.4 7.1 8.1 0.3 10.8 16.1 Number of Traders in Each Category Total Traders: 227 17 28 9 32 50 34 33 34 25 9 24 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,547,378 Positions 155,856 138,577 26,756 556,194 547,648 207,598 254,201 198,726 36,169 59,752 43,426 8,990 241,862 339,488 Changes from: March 1, 2011 Total Change is: 69,995 38,181 -3,468 -3,779 17,817 70,689 -6,207 47,844 -3,885 1,202 1,406 5,958 -1,544 -24,925 11,029 Percent of Open Interest Represented by Each Category of Trader 10.1 9.0 1.7 35.9 35.4 13.4 16.4 12.8 2.3 3.9 2.8 0.6 15.6 21.9 Number of Traders in Each Category Total Traders: 248 27 27 19 33 55 47 37 50 29 7 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,212,652 Positions 102,661 105,583 34,015 218,297 524,523 138,246 460,097 61,733 26,680 57,439 64,320 0 175,217 257,552 Changes from: March 1, 2011 Total Change is: -36,761 -3,782 -23,358 -3,835 -12,364 88,973 -23,773 -523 -30,892 -1,108 -93 -25,233 -200 8,917 -17,335 Percent of Open Interest Represented by Each Category of Trader 8.5 8.7 2.8 18.0 43.3 11.4 37.9 5.1 2.2 4.7 5.3 0.0 14.4 21.2 Number of Traders in Each Category Total Traders: 181 19 18 20 23 47 38 31 23 16 7 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 584,776 Positions 140,663 186,456 215,826 8,963 2,442 7,465 85,544 35,371 71,043 12,134 5,958 12,586 30,552 47,629 Changes from: March 1, 2011 Total Change is: 26,552 13,886 -601 10,105 -833 0 902 -2,422 6,320 8,091 -3,221 1,113 7,508 -7,464 -6,886 Percent of Open Interest Represented by Each Category of Trader 24.1 31.9 36.9 1.5 0.4 1.3 14.6 6.0 12.1 2.1 1.0 2.2 5.2 8.1 Number of Traders in Each Category Total Traders: 124 25 31 40 4 . 4 23 22 32 . 6 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 9,524,222 Positions 1,399,874 3,328,000 1,816,460 2,763,521 611,844 179,534 1,090,408 840,002 1,236,619 80,659 385,954 117,708 839,439 1,008,101 Changes from: March 1, 2011 Total Change is: 197,314 -47,009 181,555 -9,306 187,601 30,666 11,598 77,245 13,635 -21,878 -6,665 1,274 4,237 1,491 -14,467 Percent of Open Interest Represented by Each Category of Trader 14.7 34.9 19.1 29.0 6.4 1.9 11.4 8.8 13.0 0.8 4.1 1.2 8.8 10.6 Number of Traders in Each Category Total Traders: 276 34 60 90 11 14 15 56 60 90 11 19 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 14,679 Positions 5,545 7,253 1,002 1,611 840 23 799 3,888 843 4,800 568 0 56 262 Changes from: March 1, 2011 Total Change is: 247 -89 -502 15 -163 -2 -2 40 281 453 0 -9 0 -7 13 Percent of Open Interest Represented by Each Category of Trader 37.8 49.4 6.8 11.0 5.7 0.2 5.4 26.5 5.7 32.7 3.9 0.0 0.4 1.8 Number of Traders in Each Category Total Traders: 31 4 4 . . 5 . . 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 47,152 Positions 28,614 18,945 14,232 1,999 1,799 123 1,174 5,571 874 0 5,406 0 136 202 Changes from: March 1, 2011 Total Change is: -183 -1,385 -819 38 -2 -453 7 447 376 654 0 0 0 58 14 Percent of Open Interest Represented by Each Category of Trader 60.7 40.2 30.2 4.2 3.8 0.3 2.5 11.8 1.9 0.0 11.5 0.0 0.3 0.4 Number of Traders in Each Category Total Traders: 28 4 4 . . 5 . 5 6 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 52,704 Positions 13,166 2,596 1,226 235 506 770 28,844 40,112 897 2,285 1,710 393 4,888 4,494 Changes from: March 1, 2011 Total Change is: 6,299 -92 75 453 32 141 -41 4,773 4,544 228 283 358 392 271 149 Percent of Open Interest Represented by Each Category of Trader 25.0 4.9 2.3 0.4 1.0 1.5 54.7 76.1 1.7 4.3 3.2 0.7 9.3 8.5 Number of Traders in Each Category Total Traders: 111 10 4 . . 4 . 25 39 5 15 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 181,031 Positions 70,989 55,680 37,899 5,724 2,358 3,190 11,715 29,380 22,426 880 6,134 7,832 20,376 16,132 Changes from: March 1, 2011 Total Change is: 20,642 12,262 12,516 5,122 348 0 -851 451 2,556 1,254 13 -1,931 1,204 839 772 Percent of Open Interest Represented by Each Category of Trader 39.2 30.8 20.9 3.2 1.3 1.8 6.5 16.2 12.4 0.5 3.4 4.3 11.3 8.9 Number of Traders in Each Category Total Traders: 98 11 10 18 8 4 6 17 25 26 6 5 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 6,421 Positions 985 3,985 0 2,658 0 0 1,760 2,399 37 891 0 0 90 0 Changes from: March 1, 2011 Total Change is: 787 0 442 0 -52 0 0 861 522 0 -40 -148 0 18 -29 Percent of Open Interest Represented by Each Category of Trader 15.3 62.1 0.0 41.4 0.0 0.0 27.4 37.4 0.6 13.9 0.0 0.0 1.4 0.0 Number of Traders in Each Category Total Traders: 20 . 4 0 4 0 0 5 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 14,716 Positions 414 13,251 0 9,058 0 0 2,274 640 42 0 104 12 2,916 667 Changes from: March 1, 2011 Total Change is: 388 -1 -6 0 -536 0 0 483 -92 19 0 104 12 411 351 Percent of Open Interest Represented by Each Category of Trader 2.8 90.0 0.0 61.6 0.0 0.0 15.5 4.3 0.3 0.0 0.7 0.1 19.8 4.5 Number of Traders in Each Category Total Traders: 22 . . 0 8 0 0 6 4 . 0 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 11, 2011