Traders in Financial Futures- Futures Only Positions as of March 15, 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 189,157
Positions
7,363 75,262 53,423 11,383 7,086 328 54,361 31,596 2,726 7,001 1 0 52,572 18,735
Changes from: March 8, 2011 Total Change is: 14,442
2,401 -10,677 31,461 683 40 185 -16,831 -7,779 754 -1,481 -621 -44 -2,686 1,123
Percent of Open Interest Represented by Each Category of Trader
3.9 39.8 28.2 6.0 3.7 0.2 28.7 16.7 1.4 3.7 0.0 0.0 27.8 9.9
Number of Traders in Each Category Total Traders: 79
4 16 11 5 4 . 29 11 6 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 61,506
Positions
2,997 37,537 279 931 1,071 69 31,379 11,446 20 0 0 0 25,831 11,084
Changes from: March 8, 2011 Total Change is: -1,430
2,898 7,746 -2,701 -609 7 -8 667 -7,736 -647 0 0 0 -1,030 1,909
Percent of Open Interest Represented by Each Category of Trader
4.9 61.0 0.5 1.5 1.7 0.1 51.0 18.6 0.0 0.0 0.0 0.0 42.0 18.0
Number of Traders in Each Category Total Traders: 42
. 11 . . . . 21 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 98,181
Positions
11,571 26,714 512 7,237 20,835 1,220 49,214 24,152 54 490 5,548 0 27,883 19,146
Changes from: March 8, 2011 Total Change is: -47,171
4,133 -15,081 -13,475 -725 1,267 -17 -20,303 -9,173 -4,333 -502 0 -72 -11,877 -6,287
Percent of Open Interest Represented by Each Category of Trader
11.8 27.2 0.5 7.4 21.2 1.2 50.1 24.6 0.1 0.5 5.7 0.0 28.4 19.5
Number of Traders in Each Category Total Traders: 87
10 7 . 4 12 5 29 20 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 114,701
Positions
7,763 43,047 127 26,499 6,992 444 46,447 22,075 470 900 6,667 0 32,051 34,879
Changes from: March 8, 2011 Total Change is: -16,546
-4,759 -15,005 -1,886 -661 -1,231 112 -14,368 168 256 0 1,890 -154 4,914 -696
Percent of Open Interest Represented by Each Category of Trader
6.8 37.5 0.1 23.1 6.1 0.4 40.5 19.2 0.4 0.8 5.8 0.0 27.9 30.4
Number of Traders in Each Category Total Traders: 99
6 17 . 9 8 . 25 22 . . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 190,848
Positions
11,589 74,976 218 29,500 18,352 2,618 62,919 37,231 1,192 24,205 14,972 687 57,920 40,602
Changes from: March 8, 2011 Total Change is: -72,854
-28,644 -30,415 -19,798 -116 763 -941 -9,352 -6,081 -9,301 -1,185 1,655 302 -3,819 -9,038
Percent of Open Interest Represented by Each Category of Trader
6.1 39.3 0.1 15.5 9.6 1.4 33.0 19.5 0.6 12.7 7.8 0.4 30.3 21.3
Number of Traders in Each Category Total Traders: 144
13 15 4 19 12 10 40 27 8 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 100,326
Positions
6,055 69,322 399 9,792 3,460 134 51,184 8,792 32 1,685 524 0 31,045 17,663
Changes from: March 8, 2011 Total Change is: -52,539
-2,185 -33,845 -13,673 143 31 0 -26,045 -1,913 -5,240 -30 -593 -5 -5,504 2,699
Percent of Open Interest Represented by Each Category of Trader
6.0 69.1 0.4 9.8 3.4 0.1 51.0 8.8 0.0 1.7 0.5 0.0 30.9 17.6
Number of Traders in Each Category Total Traders: 64
4 12 . 5 4 . 22 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 70,451
Positions
18,615 40,060 18,163 0 0 0 29,345 9,359 1,658 1,255 0 0 1,415 1,211
Changes from: March 8, 2011 Total Change is: 4,931
2,276 2,368 2,202 0 0 0 213 -170 -376 0 0 0 616 907
Percent of Open Interest Represented by Each Category of Trader
26.4 56.9 25.8 0.0 0.0 0.0 41.7 13.3 2.4 1.8 0.0 0.0 2.0 1.7
Number of Traders in Each Category Total Traders: 21
4 10 10 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 161,361
Positions
698 129,481 104 15,571 243 58 130,573 26,340 231 6,353 2,477 0 7,773 2,427
Changes from: March 8, 2011 Total Change is: 3,586
-1,222 7,546 -2,895 -1,224 0 58 14,029 3,029 -5,227 743 98 0 -676 977
Percent of Open Interest Represented by Each Category of Trader
0.4 80.2 0.1 9.6 0.2 0.0 80.9 16.3 0.1 3.9 1.5 0.0 4.8 1.5
Number of Traders in Each Category Total Traders: 121
5 15 . 9 . . 65 11 . 11 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 15,851
Positions
4,216 1,747 130 147 1,209 0 7,995 10,295 210 775 0 0 2,378 2,260
Changes from: March 8, 2011 Total Change is: -11,848
-5,058 -5,835 -1,388 -114 210 0 -4,496 -4,176 -639 69 0 0 -222 -20
Percent of Open Interest Represented by Each Category of Trader
26.6 11.0 0.8 0.9 7.6 0.0 50.4 64.9 1.3 4.9 0.0 0.0 15.0 14.3
Number of Traders in Each Category Total Traders: 46
7 5 . . . 0 13 16 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 63,793
Positions
22,032 26,974 9,639 3,219 2,173 17 11,382 6,609 6,806 691 18 309 9,699 11,248
Changes from: March 8, 2011 Total Change is: 4,477
-282 -5,368 7,772 -970 -99 -139 -3,985 -1,242 550 -71 -1,171 306 1,296 3,868
Percent of Open Interest Represented by Each Category of Trader
34.5 42.3 15.1 5.0 3.4 0.0 17.8 10.4 10.7 1.1 0.0 0.5 15.2 17.6
Number of Traders in Each Category Total Traders: 103
20 18 12 5 5 . 29 17 26 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 14,894
Positions
6,124 9,539 903 372 0 0 4,220 250 283 0 0 0 2,992 3,919
Changes from: March 8, 2011 Total Change is: 1,053
383 -614 735 -2 0 0 -1,291 -553 229 0 -260 0 999 1,516
Percent of Open Interest Represented by Each Category of Trader
41.1 64.0 6.1 2.5 0.0 0.0 28.3 1.7 1.9 0.0 0.0 0.0 20.1 26.3
Number of Traders in Each Category Total Traders: 21
7 7 . . 0 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 97,797
Positions
35,131 38,186 14,156 5,694 4,346 34 23,231 21,625 4,138 1,382 36 618 13,413 14,658
Changes from: March 8, 2011 Total Change is: 6,847
734 -7,443 12,010 -1,936 -198 -278 -8,509 -4,499 3,762 -142 -1,822 612 594 4,703
Percent of Open Interest Represented by Each Category of Trader
35.9 39.0 14.5 5.8 4.4 0.0 23.8 22.1 4.2 1.4 0.0 0.6 13.7 15.0
Number of Traders in Each Category Total Traders: 100
19 17 11 4 5 . 29 20 21 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 1,173,662
Positions
60,912 231,268 197,806 421,791 131,071 73,669 89,313 214,699 124,289 21,667 34,199 19,784 164,431 146,877
Changes from: March 8, 2011 Total Change is: 194,135
30 -30,643 87,547 8,116 7,729 10,417 2,877 16,677 59,460 -1,444 -2,510 5,616 21,515 39,842
Percent of Open Interest Represented by Each Category of Trader
5.2 19.7 16.9 35.9 11.2 6.3 7.6 18.3 10.6 1.8 2.9 1.7 14.0 12.5
Number of Traders in Each Category Total Traders: 569
36 52 51 113 60 71 95 144 107 30 34 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 454,544
Positions
65,254 132,575 70,869 151,048 38,658 10,866 18,783 115,606 11,228 7,173 10,080 9,058 110,265 55,604
Changes from: March 8, 2011 Total Change is: 82,576
7,552 -21,605 46,546 5,317 1,502 3,747 441 34,778 6,675 -540 -949 761 12,077 11,121
Percent of Open Interest Represented by Each Category of Trader
14.4 29.2 15.6 33.2 8.5 2.4 4.1 25.4 2.5 1.6 2.2 2.0 24.3 12.2
Number of Traders in Each Category Total Traders: 134
12 19 18 32 13 15 15 32 27 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 3,595,592
Positions
267,159 782,331 345,820 1,396,444 504,793 271,288 770,878 913,694 147,076 89,943 138,069 36,154 270,830 456,367
Changes from: March 8, 2011 Total Change is: 557,793
2,943 -4,638 164,452 23,184 40,326 24,160 177,964 75,280 98,142 -6,974 -10,262 26,730 47,192 143,603
Percent of Open Interest Represented by Each Category of Trader
7.4 21.8 9.6 38.8 14.0 7.5 21.4 25.4 4.1 2.5 3.8 1.0 7.5 12.7
Number of Traders in Each Category Total Traders: 534
37 48 41 93 58 64 95 140 90 28 33 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 128,945
Positions
19,897 34,549 27,355 51,753 37,581 5,489 10,855 19,376 590 1,247 0 0 11,759 4,005
Changes from: March 8, 2011 Total Change is: 24,975
53 -839 26,337 -1,301 2,507 74 320 -2,453 -465 -245 0 0 202 -186
Percent of Open Interest Represented by Each Category of Trader
15.4 26.8 21.2 40.1 29.1 4.3 8.4 15.0 0.5 1.0 0.0 0.0 9.1 3.1
Number of Traders in Each Category Total Traders: 94
7 10 8 32 14 13 14 15 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 112,617
Positions
14,416 29,714 25,910 17,855 9,103 3,419 16,427 11,264 22,837 2,174 3,550 85 9,493 6,736
Changes from: March 8, 2011 Total Change is: 18,947
3,467 -9,020 12,835 -3,204 1,669 1,253 -8,507 -2,234 14,101 258 -224 28 -1,283 540
Percent of Open Interest Represented by Each Category of Trader
12.8 26.4 23.0 15.9 8.1 3.0 14.6 10.0 20.3 1.9 3.2 0.1 8.4 6.0
Number of Traders in Each Category Total Traders: 238
27 31 24 30 24 18 62 38 33 14 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 26,962
Positions
12,660 7,141 2,272 1,994 0 800 5,016 11,402 469 0 2,177 0 3,751 2,701
Changes from: March 8, 2011 Total Change is: 6,046
2,239 -2,016 710 -368 0 800 2,211 6,345 269 0 0 0 185 -62
Percent of Open Interest Represented by Each Category of Trader
47.0 26.5 8.4 7.4 0.0 3.0 18.6 42.3 1.7 0.0 8.1 0.0 13.9 10.0
Number of Traders in Each Category Total Traders: 29
8 8 6 . 0 . . 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 428,273
Positions
66,997 171,081 59,973 79,307 45,513 13,094 137,648 79,903 31,247 10,871 6,864 424 28,712 20,174
Changes from: March 8, 2011 Total Change is: 64,507
25,808 -15,353 40,955 -14,181 8,346 2,266 -10,901 -207 26,470 1,292 -1,119 138 -7,340 3,011
Percent of Open Interest Represented by Each Category of Trader
15.6 39.9 14.0 18.5 10.6 3.1 32.1 18.7 7.3 2.5 1.6 0.1 6.7 4.7
Number of Traders in Each Category Total Traders: 234
24 32 19 29 24 18 63 37 28 14 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 374,138
Positions
126,682 34,333 20,038 112,463 131,994 18,934 61,981 123,950 12,500 2,071 14,186 10 19,459 18,193
Changes from: March 8, 2011 Total Change is: 25,927
17,111 -4,314 1,477 -2,833 8,132 104 -1,676 5,607 9,252 -393 1,853 10 2,875 3,806
Percent of Open Interest Represented by Each Category of Trader
33.9 9.2 5.4 30.1 35.3 5.1 16.6 33.1 3.3 0.6 3.8 0.0 5.2 4.9
Number of Traders in Each Category Total Traders: 259
19 21 10 49 50 23 45 58 28 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 47,888
Positions
9,208 12,045 2,898 7,529 2,889 1,014 12,428 4,233 539 540 3,489 15 13,717 20,766
Changes from: March 8, 2011 Total Change is: -16,467
-5,648 3,375 -4,752 -5,695 2,673 523 8,989 -8,960 -1,797 -1,594 2,266 -683 -5,810 -9,112
Percent of Open Interest Represented by Each Category of Trader
19.2 25.2 6.1 15.7 6.0 2.1 26.0 8.8 1.1 1.1 7.3 0.0 28.6 43.4
Number of Traders in Each Category Total Traders: 62
9 11 . 10 4 . 13 10 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 76,375
Positions
30,591 14,878 4,662 16,458 11,098 1,102 11,696 14,271 134 4,759 2,406 0 6,973 27,824
Changes from: March 8, 2011 Total Change is: 2,345
7,672 -10,915 -6,039 6,660 1,261 447 -4,463 10,398 -1,538 3,802 1,698 -157 -4,039 7,190
Percent of Open Interest Represented by Each Category of Trader
40.1 19.5 6.1 21.5 14.5 1.4 15.3 18.7 0.2 6.2 3.2 0.0 9.1 36.4
Number of Traders in Each Category Total Traders: 76
20 9 4 9 5 . 14 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 34,230
Positions
250 5,922 2,185 19,544 11,187 3,633 2,219 6,245 18 681 0 0 5,700 5,040
Changes from: March 8, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.7 17.3 6.4 57.1 32.7 10.6 6.5 18.2 0.1 2.0 0.0 0.0 16.7 14.7
Number of Traders in Each Category Total Traders: 45
. . . 18 13 8 . 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 41,402
Positions
6,615 15,046 6,104 11,672 5,318 883 7,539 9,372 647 1,384 685 0 6,558 3,347
Changes from: March 8, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
16.0 36.3 14.7 28.2 12.8 2.1 18.2 22.6 1.6 3.3 1.7 0.0 15.8 8.1
Number of Traders in Each Category Total Traders: 55
7 8 5 11 9 5 12 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 596,535
Positions
16,068 82,833 4,802 306,376 150,343 55,478 56,301 106,250 5,528 18,734 45,617 0 133,248 145,684
Changes from: March 8, 2011 Total Change is: -25,802
-4,973 4,390 -5,553 2,278 -5,252 3,507 -16,884 -14,585 332 -2,092 5,146 0 -2,417 -13,787
Percent of Open Interest Represented by Each Category of Trader
2.7 13.9 0.8 51.4 25.2 9.3 9.4 17.8 0.9 3.1 7.6 0.0 22.3 24.4
Number of Traders in Each Category Total Traders: 154
11 18 5 44 20 28 20 28 9 4 9 0
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Traders in Financial Futures- Futures Only Positions as of March 15, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 320,346
Positions
5,265 109,348 4,733 214,301 4,805 23,161 0 130,888 5,173 0 0 0 67,713 42,238
Changes from: March 8, 2011 Total Change is: -10,389
-657 -415 -1,310 -8,850 -1,826 3,904 -4,048 1,656 -7,691 0 0 0 8,263 -4,707
Percent of Open Interest Represented by Each Category of Trader
1.6 34.1 1.5 66.9 1.5 7.2 0.0 40.9 1.6 0.0 0.0 0.0 21.1 13.2
Number of Traders in Each Category Total Traders: 63
. 9 . 33 . 16 0 18 . 0 0 0
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Traders in Financial Futures- Futures Only Positions as of March 15, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 882,677
Positions
56,191 93,275 11,683 318,312 377,393 83,093 214,219 83,897 27,222 63,812 71,828 2,786 105,359 131,500
Changes from: March 8, 2011 Total Change is: 13,724
-3,160 27,742 -4,554 -2,031 -12,698 1,950 10,017 10,323 -2,688 2,377 1,823 -37 11,850 -8,137
Percent of Open Interest Represented by Each Category of Trader
6.4 10.6 1.3 36.1 42.8 9.4 24.3 9.5 3.1 7.2 8.1 0.3 11.9 14.9
Number of Traders in Each Category Total Traders: 233
17 32 10 34 51 36 36 33 20 6 24 .
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Traders in Financial Futures- Futures Only Positions as of March 15, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,598,698
Positions
119,754 140,110 33,604 578,871 478,347 227,028 254,956 264,832 28,942 54,550 70,042 9,905 291,088 345,888
Changes from: March 8, 2011 Total Change is: 51,320
-36,102 1,533 6,848 22,677 -69,301 19,430 755 66,106 -7,227 -5,202 26,616 915 49,226 6,400
Percent of Open Interest Represented by Each Category of Trader
7.5 8.8 2.1 36.2 29.9 14.2 15.9 16.6 1.8 3.4 4.4 0.6 18.2 21.6
Number of Traders in Each Category Total Traders: 256
29 30 21 33 52 46 35 55 28 8 14 .
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Traders in Financial Futures- Futures Only Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,166,238
Positions
52,482 124,392 15,428 305,158 468,935 134,003 373,624 71,213 28,924 58,323 63,971 335 197,961 259,037
Changes from: March 8, 2011 Total Change is: -46,414
-50,179 18,809 -18,587 86,861 -55,588 -4,243 -86,473 9,480 2,244 884 -349 335 22,744 1,485
Percent of Open Interest Represented by Each Category of Trader
4.5 10.7 1.3 26.2 40.2 11.5 32.0 6.1 2.5 5.0 5.5 0.0 17.0 22.2
Number of Traders in Each Category Total Traders: 184
14 22 12 28 41 37 34 26 17 7 12 .
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Traders in Financial Futures- Futures Only Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 623,786
Positions
161,237 198,726 236,222 8,713 2,442 9,184 84,500 45,377 75,453 11,521 5,245 8,612 28,344 42,525
Changes from: March 8, 2011 Total Change is: 39,010
20,574 12,270 20,396 -250 0 1,719 -1,044 10,006 4,410 -613 -713 -3,974 -2,208 -5,104
Percent of Open Interest Represented by Each Category of Trader
25.8 31.9 37.9 1.4 0.4 1.5 13.5 7.3 12.1 1.8 0.8 1.4 4.5 6.8
Number of Traders in Each Category Total Traders: 128
26 33 44 4 . 5 23 22 33 . 5 5
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Traders in Financial Futures- Futures Only Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,702,082
Positions
1,118,790 3,389,173 1,531,524 2,682,026 513,668 179,266 1,081,336 628,975 1,066,970 60,730 338,286 98,258 883,182 955,962
Changes from: March 8, 2011 Total Change is: -822,140
-281,084 61,173 -284,936 -81,495 -98,176 -268 -9,072 -211,027 -169,649 -19,929 -47,668 -19,450 43,743 -52,139
Percent of Open Interest Represented by Each Category of Trader
12.9 38.9 17.6 30.8 5.9 2.1 12.4 7.2 12.3 0.7 3.9 1.1 10.1 11.0
Number of Traders in Each Category Total Traders: 250
26 62 84 11 10 14 50 58 80 6 14 13
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Traders in Financial Futures- Futures Only Positions as of March 15, 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 10,721
Positions
3,506 5,376 0 1,457 839 25 877 3,545 7 4,800 568 0 49 361
Changes from: March 8, 2011 Total Change is: -3,958
-2,039 -1,877 -1,002 -154 -1 2 78 -343 -836 0 0 0 -7 99
Percent of Open Interest Represented by Each Category of Trader
32.7 50.1 0.0 13.6 7.8 0.2 8.2 33.1 0.1 44.8 5.3 0.0 0.5 3.4
Number of Traders in Each Category Total Traders: 27
. . 0 . 5 . . 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 29,233
Positions
24,270 15,394 0 2,010 2,156 116 2,569 5,975 0 40 5,456 0 228 136
Changes from: March 8, 2011 Total Change is: -17,919
-4,344 -3,551 -14,232 11 357 -7 1,395 404 -874 40 50 0 92 -66
Percent of Open Interest Represented by Each Category of Trader
83.0 52.7 0.0 6.9 7.4 0.4 8.8 20.4 0.0 0.1 18.7 0.0 0.8 0.5
Number of Traders in Each Category Total Traders: 28
. 4 0 . 5 . 4 7 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 51,147
Positions
25,508 1,723 60 90 628 731 16,519 41,205 665 1,870 1,922 133 5,571 4,080
Changes from: March 8, 2011 Total Change is: -1,557
12,342 -873 -1,166 -145 122 -39 -12,325 1,093 -232 -415 212 -260 683 -414
Percent of Open Interest Represented by Each Category of Trader
49.9 3.4 0.1 0.2 1.2 1.4 32.3 80.6 1.3 3.7 3.8 0.3 10.9 8.0
Number of Traders in Each Category Total Traders: 108
9 5 . . 4 . 23 42 . 13 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 194,201
Positions
69,537 55,479 47,243 6,299 4,834 3,128 10,450 28,475 25,077 1,541 2,825 8,945 21,981 18,195
Changes from: March 8, 2011 Total Change is: 13,170
-1,452 -201 9,344 575 2,476 -62 -1,265 -905 2,651 661 -3,309 1,113 1,605 2,063
Percent of Open Interest Represented by Each Category of Trader
35.8 28.6 24.3 3.2 2.5 1.6 5.4 14.7 12.9 0.8 1.5 4.6 11.3 9.4
Number of Traders in Each Category Total Traders: 106
11 10 18 9 6 6 18 27 30 7 5 16
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Traders in Financial Futures- Futures Only Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 10,312
Positions
985 3,857 1,487 2,542 0 0 1,821 2,351 37 830 77 0 2,610 2,503
Changes from: March 8, 2011 Total Change is: 3,891
0 -128 1,487 -116 0 0 61 -48 0 -61 77 0 2,520 2,503
Percent of Open Interest Represented by Each Category of Trader
9.6 37.4 14.4 24.7 0.0 0.0 17.7 22.8 0.4 8.0 0.7 0.0 25.3 24.3
Number of Traders in Each Category Total Traders: 21
. 4 . 4 0 0 6 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 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 14,407
Positions
656 13,153 3 8,336 0 0 2,211 225 74 0 104 12 3,115 836
Changes from: March 8, 2011 Total Change is: -309
242 -98 3 -722 0 0 -63 -415 32 0 0 0 199 169
Percent of Open Interest Represented by Each Category of Trader
4.6 91.3 0.0 57.9 0.0 0.0 15.3 1.6 0.5 0.0 0.7 0.1 21.6 5.8
Number of Traders in Each Category Total Traders: 22
. . . 8 0 0 7 . . 0 . .
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Updated March 18, 2011