Traders in Financial Futures- Futures Only Positions as of March 22, 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 118,442
Positions
6,590 83,646 996 10,369 7,085 277 41,637 9,961 1,139 10,261 115 41 47,132 15,182
Changes from: March 15, 2011 Total Change is: -70,715
-773 8,384 -52,427 -1,014 -1 -51 -12,724 -21,635 -1,587 3,260 114 41 -5,440 -3,553
Percent of Open Interest Represented by Each Category of Trader
5.6 70.6 0.8 8.8 6.0 0.2 35.2 8.4 1.0 8.7 0.1 0.0 39.8 12.8
Number of Traders in Each Category Total Traders: 74
6 9 . 5 4 . 27 10 . 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 56,786
Positions
4,071 35,287 559 1,010 656 69 23,223 10,254 1 0 0 0 27,853 9,960
Changes from: March 15, 2011 Total Change is: -4,720
1,074 -2,250 280 79 -415 0 -8,156 -1,192 -19 0 0 0 2,022 -1,124
Percent of Open Interest Represented by Each Category of Trader
7.2 62.1 1.0 1.8 1.2 0.1 40.9 18.1 0.0 0.0 0.0 0.0 49.0 17.5
Number of Traders in Each Category Total Traders: 38
. 10 . . . . 17 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 117,974
Positions
3,066 52,872 382 6,843 21,491 1,253 70,641 18,871 12 1,386 5,601 0 34,391 17,492
Changes from: March 15, 2011 Total Change is: 19,793
-8,505 26,158 -130 -394 656 33 21,427 -5,281 -42 896 53 0 6,508 -1,654
Percent of Open Interest Represented by Each Category of Trader
2.6 44.8 0.3 5.8 18.2 1.1 59.9 16.0 0.0 1.2 4.7 0.0 29.2 14.8
Number of Traders in Each Category Total Traders: 91
6 11 . . 12 5 31 20 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 112,051
Positions
8,236 53,465 710 24,037 7,499 1,367 46,376 18,083 247 1,824 2,747 0 29,254 27,933
Changes from: March 15, 2011 Total Change is: -2,650
473 10,418 583 -2,462 507 923 -71 -3,992 -223 924 -3,920 0 -2,797 -6,946
Percent of Open Interest Represented by Each Category of Trader
7.4 47.7 0.6 21.5 6.7 1.2 41.4 16.1 0.2 1.6 2.5 0.0 26.1 24.9
Number of Traders in Each Category Total Traders: 101
7 17 . 9 7 . 31 20 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 194,709
Positions
18,802 80,758 84 27,924 18,644 2,913 62,333 29,845 1,291 22,538 13,992 744 58,080 46,438
Changes from: March 15, 2011 Total Change is: 3,861
7,213 5,782 -134 -1,576 292 295 -586 -7,386 99 -1,667 -980 57 160 5,836
Percent of Open Interest Represented by Each Category of Trader
9.7 41.5 0.0 14.3 9.6 1.5 32.0 15.3 0.7 11.6 7.2 0.4 29.8 23.8
Number of Traders in Each Category Total Traders: 154
15 18 . 16 13 10 37 32 6 13 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 101,180
Positions
6,997 75,355 378 10,120 3,467 134 54,788 7,577 5 1,072 530 0 27,686 13,734
Changes from: March 15, 2011 Total Change is: 854
942 6,033 -21 328 7 0 3,604 -1,215 -27 -613 6 0 -3,359 -3,929
Percent of Open Interest Represented by Each Category of Trader
6.9 74.5 0.4 10.0 3.4 0.1 54.1 7.5 0.0 1.1 0.5 0.0 27.4 13.6
Number of Traders in Each Category Total Traders: 67
5 12 . 4 4 . 24 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 87,925
Positions
15,525 35,677 40,998 0 0 0 29,243 10,652 217 1,255 0 0 687 381
Changes from: March 15, 2011 Total Change is: 17,474
-3,090 -4,383 22,835 0 0 0 -102 1,293 -1,441 0 0 0 -728 -830
Percent of Open Interest Represented by Each Category of Trader
17.7 40.6 46.6 0.0 0.0 0.0 33.3 12.1 0.2 1.4 0.0 0.0 0.8 0.4
Number of Traders in Each Category Total Traders: 21
5 9 10 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 127,075
Positions
5,728 103,799 0 16,283 243 0 92,169 17,975 317 4,355 2,352 0 8,223 2,389
Changes from: March 15, 2011 Total Change is: -34,286
5,030 -25,682 -104 712 0 -58 -38,404 -8,365 86 -1,998 -125 0 450 -38
Percent of Open Interest Represented by Each Category of Trader
4.5 81.7 0.0 12.8 0.2 0.0 72.5 14.1 0.2 3.4 1.9 0.0 6.5 1.9
Number of Traders in Each Category Total Traders: 109
4 12 0 9 . 0 58 12 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 13,974
Positions
5,590 2,350 54 127 1,196 0 5,129 7,623 212 818 0 0 2,044 2,539
Changes from: March 15, 2011 Total Change is: -1,877
1,374 603 -76 -20 -13 0 -2,866 -2,672 2 43 0 0 -334 279
Percent of Open Interest Represented by Each Category of Trader
40.0 16.8 0.4 0.9 8.6 0.0 36.7 54.6 1.5 5.9 0.0 0.0 14.6 18.2
Number of Traders in Each Category Total Traders: 40
8 5 . . . 0 10 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 44,989
Positions
18,760 25,495 1,043 2,757 1,873 419 16,503 9,117 219 137 415 0 5,154 6,410
Changes from: March 15, 2011 Total Change is: -18,804
-3,272 -1,479 -8,597 -462 -300 402 5,121 2,508 -6,587 -554 397 -309 -4,545 -4,838
Percent of Open Interest Represented by Each Category of Trader
41.7 56.7 2.3 6.1 4.2 0.9 36.7 20.3 0.5 0.3 0.9 0.0 11.5 14.2
Number of Traders in Each Category Total Traders: 82
15 16 . . 6 . 24 16 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 89,978
Positions
37,519 50,990 2,085 5,514 3,746 837 33,005 18,233 437 274 830 0 10,307 12,820
Changes from: March 15, 2011 Total Change is: -7,819
2,388 12,804 -12,071 -180 -600 803 9,774 -3,392 -3,701 -1,108 794 -618 -3,106 -1,838
Percent of Open Interest Represented by Each Category of Trader
41.7 56.7 2.3 6.1 4.2 0.9 36.7 20.3 0.5 0.3 0.9 0.0 11.5 14.2
Number of Traders in Each Category Total Traders: 82
15 16 . . 6 . 24 16 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 808,947
Positions
62,793 246,831 27,782 419,833 128,843 53,754 60,224 176,687 27,354 20,157 28,276 3,033 134,017 116,388
Changes from: March 15, 2011 Total Change is: -364,715
1,881 15,564 -170,024 -1,958 -2,228 -19,915 -29,089 -38,012 -96,935 -1,510 -5,923 -16,751 -30,414 -30,490
Percent of Open Interest Represented by Each Category of Trader
7.8 30.5 3.4 51.9 15.9 6.6 7.4 21.8 3.4 2.5 3.5 0.4 16.6 14.4
Number of Traders in Each Category Total Traders: 543
34 52 20 118 63 66 77 139 62 26 30 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 294,717
Positions
8,985 150,267 3,817 152,798 34,777 6,279 17,564 32,534 1,452 8,337 14,780 75 95,410 50,736
Changes from: March 15, 2011 Total Change is: -159,827
-56,269 17,692 -67,052 1,750 -3,881 -4,587 -1,219 -83,072 -9,776 1,164 4,700 -8,983 -14,855 -4,868
Percent of Open Interest Represented by Each Category of Trader
3.0 51.0 1.3 51.8 11.8 2.1 6.0 11.0 0.5 2.8 5.0 0.0 32.4 17.2
Number of Traders in Each Category Total Traders: 123
5 22 4 35 13 12 14 27 10 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,571,151
Positions
310,983 524,765 77,883 1,357,286 492,440 215,263 306,327 813,792 36,483 70,240 78,618 3,649 193,037 328,258
Changes from: March 15, 2011 Total Change is:-1,024,441
43,824 -257,566 -267,937 -39,158 -12,353 -56,025 -464,551 -99,902 -110,593 -19,703 -59,451 -32,505 -77,793 -128,109
Percent of Open Interest Represented by Each Category of Trader
12.1 20.4 3.0 52.8 19.2 8.4 11.9 31.7 1.4 2.7 3.1 0.1 7.5 12.8
Number of Traders in Each Category Total Traders: 506
34 48 13 96 60 58 81 131 40 24 31 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 104,474
Positions
22,288 44,566 0 53,982 36,411 5,702 12,091 14,708 9 1,247 0 0 9,155 3,078
Changes from: March 15, 2011 Total Change is: -24,471
2,391 10,017 -27,355 2,229 -1,170 213 1,236 -4,668 -581 0 0 0 -2,604 -927
Percent of Open Interest Represented by Each Category of Trader
21.3 42.7 0.0 51.7 34.9 5.5 11.6 14.1 0.0 1.2 0.0 0.0 8.8 2.9
Number of Traders in Each Category Total Traders: 92
6 10 0 33 14 13 13 15 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 54,965
Positions
16,154 25,640 464 13,741 9,161 1,737 14,654 11,156 1,240 2,463 1,751 22 4,490 3,793
Changes from: March 15, 2011 Total Change is: -57,652
1,738 -4,074 -25,446 -4,115 59 -1,682 -1,773 -108 -21,597 289 -1,799 -63 -5,003 -2,942
Percent of Open Interest Represented by Each Category of Trader
29.4 46.6 0.8 25.0 16.7 3.2 26.7 20.3 2.3 4.5 3.2 0.0 8.2 6.9
Number of Traders in Each Category Total Traders: 199
20 34 . 24 23 13 39 41 11 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 274,824
Positions
80,772 128,202 2,319 68,703 45,806 8,683 73,268 55,781 6,202 12,315 8,753 111 22,451 18,967
Changes from: March 15, 2011 Total Change is: -153,449
13,775 -42,879 -57,654 -10,604 293 -4,411 -64,380 -24,122 -25,045 1,444 1,889 -313 -6,261 -1,207
Percent of Open Interest Represented by Each Category of Trader
29.4 46.6 0.8 25.0 16.7 3.2 26.7 20.3 2.3 4.5 3.2 0.0 8.2 6.9
Number of Traders in Each Category Total Traders: 199
20 34 . 24 23 13 39 41 11 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 356,618
Positions
135,235 30,366 15,512 109,014 137,458 18,888 55,711 118,120 3,704 1,882 15,548 0 16,672 17,022
Changes from: March 15, 2011 Total Change is: -17,520
8,553 -3,967 -4,526 -3,449 5,464 -46 -6,270 -5,830 -8,796 -189 1,362 -10 -2,787 -1,171
Percent of Open Interest Represented by Each Category of Trader
37.9 8.5 4.3 30.6 38.5 5.3 15.6 33.1 1.0 0.5 4.4 0.0 4.7 4.8
Number of Traders in Each Category Total Traders: 243
18 17 . 47 47 22 31 68 11 4 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 55,688
Positions
9,909 4,971 5,721 11,587 11,001 765 18,290 9,154 539 216 4,932 0 8,661 18,605
Changes from: March 15, 2011 Total Change is: 7,800
701 -7,074 2,823 4,058 8,112 -249 5,862 4,921 0 -324 1,443 -15 -5,056 -2,161
Percent of Open Interest Represented by Each Category of Trader
17.8 8.9 10.3 20.8 19.8 1.4 32.8 16.4 1.0 0.4 8.9 0.0 15.6 33.4
Number of Traders in Each Category Total Traders: 69
8 10 . 15 . . 11 15 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 70,293
Positions
18,336 22,205 6,845 9,069 10,536 1,125 14,243 19,538 1,216 1,755 370 0 17,704 8,458
Changes from: March 15, 2011 Total Change is: -6,082
-12,255 7,327 2,183 -7,389 -562 23 2,547 5,267 1,082 -3,004 -2,036 0 10,731 -19,366
Percent of Open Interest Represented by Each Category of Trader
26.1 31.6 9.7 12.9 15.0 1.6 20.3 27.8 1.7 2.5 0.5 0.0 25.2 12.0
Number of Traders in Each Category Total Traders: 79
18 15 . 9 4 . 18 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 31,657
Positions
325 7,082 976 20,182 12,000 4,384 1,380 5,530 11 419 0 0 3,980 1,674
Changes from: March 15, 2011 Total Change is: -2,573
75 1,160 -1,209 638 813 751 -839 -715 -7 -262 0 0 -1,720 -3,366
Percent of Open Interest Represented by Each Category of Trader
1.0 22.4 3.1 63.8 37.9 13.8 4.4 17.5 0.0 1.3 0.0 0.0 12.6 5.3
Number of Traders in Each Category Total Traders: 47
. 4 . 20 13 7 . 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 34,794
Positions
7,250 13,076 885 13,105 5,550 685 5,389 10,240 783 1,280 685 34 5,383 2,856
Changes from: March 15, 2011 Total Change is: -6,608
635 -1,970 -5,219 1,433 232 -198 -2,150 868 136 -104 0 34 -1,175 -491
Percent of Open Interest Represented by Each Category of Trader
20.8 37.6 2.5 37.7 16.0 2.0 15.5 29.4 2.3 3.7 2.0 0.1 15.5 8.2
Number of Traders in Each Category Total Traders: 56
8 7 . 12 9 5 9 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 597,795
Positions
16,214 89,304 3,389 294,081 151,513 57,986 70,700 88,924 5,010 17,493 54,343 0 132,922 147,326
Changes from: March 15, 2011 Total Change is: 1,260
146 6,471 -1,413 -12,295 1,170 2,508 14,399 -17,326 -518 -1,241 8,726 0 -326 1,642
Percent of Open Interest Represented by Each Category of Trader
2.7 14.9 0.6 49.2 25.3 9.7 11.8 14.9 0.8 2.9 9.1 0.0 22.2 24.6
Number of Traders in Each Category Total Traders: 154
9 22 . 43 22 29 24 22 10 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 312,888
Positions
0 117,254 959 226,829 5,983 20,426 0 126,866 0 0 0 0 64,674 41,400
Changes from: March 15, 2011 Total Change is: -7,458
-5,265 7,906 -3,774 12,528 1,178 -2,735 0 -4,022 -5,173 0 0 0 -3,039 -838
Percent of Open Interest Represented by Each Category of Trader
0.0 37.5 0.3 72.5 1.9 6.5 0.0 40.5 0.0 0.0 0.0 0.0 20.7 13.2
Number of Traders in Each Category Total Traders: 62
0 10 . 33 . 16 0 16 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 902,429
Positions
42,844 113,606 10,318 289,710 387,351 80,083 221,479 83,091 29,159 116,579 60,260 4,590 107,667 133,971
Changes from: March 15, 2011 Total Change is: 19,752
-13,347 20,331 -1,365 -28,602 9,958 -3,010 7,260 -806 1,937 52,767 -11,568 1,804 2,308 2,471
Percent of Open Interest Represented by Each Category of Trader
4.7 12.6 1.1 32.1 42.9 8.9 24.5 9.2 3.2 12.9 6.7 0.5 11.9 14.8
Number of Traders in Each Category Total Traders: 239
14 35 10 33 50 34 44 33 20 8 22 4
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Traders in Financial Futures- Futures Only Positions as of March 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,594,395
Positions
138,683 144,991 23,074 543,122 523,854 206,606 327,063 256,954 25,197 52,012 70,584 13,931 264,707 329,204
Changes from: March 15, 2011 Total Change is: -4,303
18,929 4,881 -10,530 -35,749 45,507 -20,422 72,107 -7,878 -3,745 -2,538 542 4,026 -26,381 -16,684
Percent of Open Interest Represented by Each Category of Trader
8.7 9.1 1.4 34.1 32.9 13.0 20.5 16.1 1.6 3.3 4.4 0.9 16.6 20.6
Number of Traders in Each Category Total Traders: 289
33 36 15 34 57 46 46 56 25 11 15 5
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Traders in Financial Futures- Futures Only Positions as of March 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,222,237
Positions
66,902 109,839 21,062 299,620 494,428 119,236 421,635 113,999 32,226 56,716 66,633 350 204,490 264,464
Changes from: March 15, 2011 Total Change is: 55,999
14,420 -14,553 5,634 -5,538 25,493 -14,767 48,011 42,786 3,302 -1,607 2,662 15 6,529 5,427
Percent of Open Interest Represented by Each Category of Trader
5.5 9.0 1.7 24.5 40.5 9.8 34.5 9.3 2.6 4.6 5.5 0.0 16.7 21.6
Number of Traders in Each Category Total Traders: 193
13 23 11 28 39 36 35 35 13 7 13 .
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Traders in Financial Futures- Futures Only Positions as of March 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 659,202
Positions
157,948 219,445 252,319 9,526 2,442 9,172 102,288 48,374 74,455 15,796 4,200 5,794 31,904 43,001
Changes from: March 15, 2011 Total Change is: 35,416
-3,289 20,719 16,097 813 0 -12 17,788 2,997 -998 4,275 -1,045 -2,818 3,560 476
Percent of Open Interest Represented by Each Category of Trader
24.0 33.3 38.3 1.4 0.4 1.4 15.5 7.3 11.3 2.4 0.6 0.9 4.8 6.5
Number of Traders in Each Category Total Traders: 132
27 32 43 5 . 5 31 19 34 4 4 4
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Traders in Financial Futures- Futures Only Positions as of March 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,866,971
Positions
1,124,887 3,490,118 1,677,358 2,679,765 422,757 177,748 1,150,507 668,356 1,017,541 55,912 364,450 112,575 870,678 936,068
Changes from: March 15, 2011 Total Change is: 164,889
6,097 100,945 145,834 -2,261 -90,911 -1,518 69,171 39,381 -49,429 -4,818 26,164 14,317 -12,504 -19,894
Percent of Open Interest Represented by Each Category of Trader
12.7 39.4 18.9 30.2 4.8 2.0 13.0 7.5 11.5 0.6 4.1 1.3 9.8 10.6
Number of Traders in Each Category Total Traders: 251
28 66 89 10 10 14 49 57 78 7 12 15
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Traders in Financial Futures- Futures Only Positions as of March 22, 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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,963
Positions
5,166 5,924 0 1,472 838 25 398 4,237 10 4,800 658 0 92 271
Changes from: March 15, 2011 Total Change is: 1,242
1,660 548 0 15 -1 0 -479 692 3 0 90 0 43 -90
Percent of Open Interest Represented by Each Category of Trader
43.2 49.5 0.0 12.3 7.0 0.2 3.3 35.4 0.1 40.1 5.5 0.0 0.8 2.3
Number of Traders in Each Category Total Traders: 29
. . 0 . 5 . . 10 . . . 0
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Traders in Financial Futures- Futures Only Positions as of March 22, 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 28,898
Positions
23,110 15,154 0 2,010 2,333 59 3,097 5,867 0 40 5,456 0 582 29
Changes from: March 15, 2011 Total Change is: -335
-1,160 -240 0 0 177 -57 528 -108 0 0 0 0 354 -107
Percent of Open Interest Represented by Each Category of Trader
80.0 52.4 0.0 7.0 8.1 0.2 10.7 20.3 0.0 0.1 18.9 0.0 2.0 0.1
Number of Traders in Each Category Total Traders: 29
. 5 0 . 5 . 5 6 0 . 4 0
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Traders in Financial Futures- Futures Only Positions as of March 22, 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 52,822
Positions
25,227 2,972 60 73 812 705 18,547 40,005 800 1,513 1,570 250 5,647 5,648
Changes from: March 15, 2011 Total Change is: 1,675
-281 1,249 0 -17 184 -26 2,028 -1,200 135 -357 -352 117 76 1,568
Percent of Open Interest Represented by Each Category of Trader
47.8 5.6 0.1 0.1 1.5 1.3 35.1 75.7 1.5 2.9 3.0 0.5 10.7 10.7
Number of Traders in Each Category Total Traders: 116
9 6 . . 4 . 24 43 5 17 11 .
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Traders in Financial Futures- Futures Only Positions as of March 22, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 170,219
Positions
56,756 57,127 43,611 8,087 602 2,423 7,704 15,449 24,423 1,304 1,932 8,445 17,466 16,207
Changes from: March 15, 2011 Total Change is: -23,982
-12,781 1,648 -3,632 1,788 -4,232 -705 -2,746 -13,026 -654 -237 -893 -500 -4,515 -1,988
Percent of Open Interest Represented by Each Category of Trader
33.3 33.6 25.6 4.8 0.4 1.4 4.5 9.1 14.3 0.8 1.1 5.0 10.3 9.5
Number of Traders in Each Category Total Traders: 93
11 8 15 9 . 4 17 19 27 7 7 16
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Traders in Financial Futures- Futures Only Positions as of March 22, 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 8,822
Positions
2,298 4,471 0 2,494 0 0 3,779 1,213 37 150 3,077 0 64 24
Changes from: March 15, 2011 Total Change is: -1,490
1,313 614 -1,487 -48 0 0 1,958 -1,138 0 -680 3,000 0 -2,546 -2,479
Percent of Open Interest Represented by Each Category of Trader
26.0 50.7 0.0 28.3 0.0 0.0 42.8 13.7 0.4 1.7 34.9 0.0 0.7 0.3
Number of Traders in Each Category Total Traders: 23
. 4 0 4 0 0 8 . . . . 0
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Traders in Financial Futures- Futures Only Positions as of March 22, 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 13,421
Positions
418 12,767 0 8,289 0 1 1,913 132 0 0 104 12 2,788 405
Changes from: March 15, 2011 Total Change is: -986
-238 -386 -3 -47 0 1 -298 -93 -74 0 0 0 -327 -431
Percent of Open Interest Represented by Each Category of Trader
3.1 95.1 0.0 61.8 0.0 0.0 14.3 1.0 0.0 0.0 0.8 0.1 20.8 3.0
Number of Traders in Each Category Total Traders: 20
. . 0 9 0 . 6 . 0 0 . .
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Updated March 25, 2011