Traders in Financial Futures- Futures Only Positions as of April 5, 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 138,257 Positions 2,879 96,227 1,904 9,848 7,033 241 60,333 15,025 1,194 9,870 119 41 51,947 16,473 Changes from: March 29, 2011 Total Change is: 19,129 -3,926 11,482 -13 -507 18 -32 16,481 5,953 -172 1,227 -1 0 6,071 1,894 Percent of Open Interest Represented by Each Category of Trader 2.1 69.6 1.4 7.1 5.1 0.2 43.6 10.9 0.9 7.1 0.1 0.0 37.6 11.9 Number of Traders in Each Category Total Traders: 87 4 13 . 4 4 . 38 12 . 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 59,954 Positions 8,939 30,907 1,470 875 1,111 69 22,792 17,685 2 0 0 0 25,807 8,710 Changes from: March 29, 2011 Total Change is: 3,224 4,172 -2,964 712 -153 -3 0 -1,392 6,066 0 0 0 0 -115 -587 Percent of Open Interest Represented by Each Category of Trader 14.9 51.6 2.5 1.5 1.9 0.1 38.0 29.5 0.0 0.0 0.0 0.0 43.0 14.5 Number of Traders in Each Category Total Traders: 39 . 8 . . . . 13 12 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 111,219 Positions 3,937 46,036 755 6,066 22,966 1,292 65,160 12,265 165 608 7,408 0 33,236 20,332 Changes from: March 29, 2011 Total Change is: 6,713 -5,957 19,727 -5,234 -1,267 907 28 16,549 -10,366 -47 -1,733 1,838 0 4,374 -140 Percent of Open Interest Represented by Each Category of Trader 3.5 41.4 0.7 5.5 20.6 1.2 58.6 11.0 0.1 0.5 6.7 0.0 29.9 18.3 Number of Traders in Each Category Total Traders: 98 7 12 . . 13 5 37 20 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 120,632 Positions 47,947 13,142 2,937 21,189 8,748 1,287 22,298 50,412 668 2,011 2,380 0 22,295 41,058 Changes from: March 29, 2011 Total Change is: 20,255 40,259 -19,277 1,419 -2,771 1,053 -43 -12,485 26,352 339 401 -259 0 -6,864 10,671 Percent of Open Interest Represented by Each Category of Trader 39.7 10.9 2.4 17.6 7.3 1.1 18.5 41.8 0.6 1.7 2.0 0.0 18.5 34.0 Number of Traders in Each Category Total Traders: 102 15 9 4 8 8 4 21 33 4 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 236,270 Positions 35,013 107,368 274 29,192 19,180 3,031 78,789 39,413 758 23,198 16,919 746 65,269 48,581 Changes from: March 29, 2011 Total Change is: 18,093 9,203 11,072 -813 1,370 -215 131 3,916 2,369 -680 496 2,762 1 4,469 3,466 Percent of Open Interest Represented by Each Category of Trader 14.8 45.4 0.1 12.4 8.1 1.3 33.3 16.7 0.3 9.8 7.2 0.3 27.6 20.6 Number of Traders in Each Category Total Traders: 178 16 25 4 17 15 10 45 31 6 17 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 146,108 Positions 4,522 115,307 283 10,076 3,396 134 93,795 11,146 45 2,938 569 0 34,315 15,228 Changes from: March 29, 2011 Total Change is: 7,470 -2,020 5,854 -16 149 -69 0 8,046 1,403 21 814 9 0 476 268 Percent of Open Interest Represented by Each Category of Trader 3.1 78.9 0.2 6.9 2.3 0.1 64.2 7.6 0.0 2.0 0.4 0.0 23.5 10.4 Number of Traders in Each Category Total Traders: 79 . 14 . 6 4 . 33 12 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 90,125 Positions 15,585 36,089 41,312 0 0 0 28,956 10,355 480 1,511 0 0 2,281 1,889 Changes from: March 29, 2011 Total Change is: 1,981 -201 333 187 0 0 0 104 -114 0 256 0 0 1,635 1,575 Percent of Open Interest Represented by Each Category of Trader 17.3 40.0 45.8 0.0 0.0 0.0 32.1 11.5 0.5 1.7 0.0 0.0 2.5 2.1 Number of Traders in Each Category Total Traders: 25 6 10 11 0 0 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 158,825 Positions 491 127,331 206 15,889 1,298 0 125,697 25,765 88 7,976 2,577 0 8,478 1,560 Changes from: March 29, 2011 Total Change is: 29,464 -3,298 21,332 206 -1,049 1,055 0 30,452 6,917 -229 3,090 225 0 292 -42 Percent of Open Interest Represented by Each Category of Trader 0.3 80.2 0.1 10.0 0.8 0.0 79.1 16.2 0.1 5.0 1.6 0.0 5.3 1.0 Number of Traders in Each Category Total Traders: 123 . 16 . 9 . 0 64 10 . 14 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 37,456 Positions 26,198 30,251 3 4,053 0 0 5,459 232 0 410 6,833 0 1,333 137 Changes from: March 29, 2011 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 69.9 80.8 0.0 10.8 0.0 0.0 14.6 0.6 0.0 1.1 18.2 0.0 3.6 0.4 Number of Traders in Each Category Total Traders: 20 . 6 . . 0 0 7 . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 16,197 Positions 2,697 6,559 30 0 147 0 9,511 7,720 3 663 0 0 3,293 1,738 Changes from: March 29, 2011 Total Change is: 2,796 -1,530 3,047 -10 -274 -1,068 0 3,761 1,361 -213 0 0 0 1,062 -321 Percent of Open Interest Represented by Each Category of Trader 16.7 40.5 0.2 0.0 0.9 0.0 58.7 47.7 0.0 4.1 0.0 0.0 20.3 10.7 Number of Traders in Each Category Total Traders: 37 5 8 . 0 . 0 12 10 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 58,807 Positions 19,061 34,091 1,063 3,214 1,297 390 28,133 11,956 78 138 1,754 0 6,732 8,180 Changes from: March 29, 2011 Total Change is: 21 -102 -3,073 36 344 262 -143 2,388 360 -190 81 317 0 -2,393 2,451 Percent of Open Interest Represented by Each Category of Trader 32.4 58.0 1.8 5.5 2.2 0.7 47.8 20.3 0.1 0.2 3.0 0.0 11.4 13.9 Number of Traders in Each Category Total Traders: 92 16 17 . 6 . . 31 14 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 117,613 Positions 38,121 68,181 2,125 6,427 2,594 780 56,266 23,911 155 276 3,507 0 13,463 16,360 Changes from: March 29, 2011 Total Change is: 41 -204 -6,146 72 688 524 -285 4,775 720 -380 161 634 0 -4,786 4,902 Percent of Open Interest Represented by Each Category of Trader 32.4 58.0 1.8 5.5 2.2 0.7 47.8 20.3 0.1 0.2 3.0 0.0 11.4 13.9 Number of Traders in Each Category Total Traders: 92 16 17 . 6 . . 31 14 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 838,763 Positions 65,001 262,760 31,131 399,316 120,698 60,809 77,844 190,849 19,666 21,840 30,276 3,175 159,982 119,399 Changes from: March 29, 2011 Total Change is: 12,431 778 6,083 2,131 -14,348 -1,404 6,152 7,087 275 -3,528 3,487 -1,119 1,465 9,207 2,376 Percent of Open Interest Represented by Each Category of Trader 7.7 31.3 3.7 47.6 14.4 7.2 9.3 22.8 2.3 2.6 3.6 0.4 19.1 14.2 Number of Traders in Each Category Total Traders: 546 38 48 20 121 58 66 85 137 54 31 27 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 302,356 Positions 8,189 162,438 5,410 140,711 36,393 8,550 17,003 25,946 1,478 8,840 13,048 833 111,342 48,260 Changes from: March 29, 2011 Total Change is: 7,166 -433 8,306 1,333 -5,232 750 2,958 206 -5,088 278 2,563 -2,148 758 4,735 19 Percent of Open Interest Represented by Each Category of Trader 2.7 53.7 1.8 46.5 12.0 2.8 5.6 8.6 0.5 2.9 4.3 0.3 36.8 16.0 Number of Traders in Each Category Total Traders: 123 5 23 7 31 13 13 13 29 6 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 2,682,037 Positions 323,857 541,410 88,805 1,314,311 442,812 240,008 346,989 867,298 48,158 73,730 94,873 2,980 243,199 355,693 Changes from: March 29, 2011 Total Change is: 26,326 14,861 -2,309 -4,813 -46,205 -11,397 16,595 6,630 -960 8,743 8,207 8,732 -52 22,360 11,787 Percent of Open Interest Represented by Each Category of Trader 12.1 20.2 3.3 49.0 16.5 8.9 12.9 32.3 1.8 2.7 3.5 0.1 9.1 13.3 Number of Traders in Each Category Total Traders: 507 36 44 13 101 55 58 86 131 37 27 27 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 112,251 Positions 23,267 54,189 40 56,959 32,389 5,644 15,472 17,296 0 1,513 0 0 9,356 2,693 Changes from: March 29, 2011 Total Change is: 1,994 215 2,580 40 851 -798 -49 544 170 0 -29 0 0 422 51 Percent of Open Interest Represented by Each Category of Trader 20.7 48.3 0.0 50.7 28.9 5.0 13.8 15.4 0.0 1.3 0.0 0.0 8.3 2.4 Number of Traders in Each Category Total Traders: 100 7 11 . 32 15 12 18 15 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 90,141 Positions 11,678 44,756 5,792 16,968 8,348 2,705 29,990 12,056 10,978 2,395 1,703 69 9,565 3,734 Changes from: March 29, 2011 Total Change is: 15,998 -3,078 9,632 2,660 2,068 -653 -271 6,892 250 6,497 528 -1,110 69 632 -1,078 Percent of Open Interest Represented by Each Category of Trader 13.0 49.7 6.4 18.8 9.3 3.0 33.3 13.4 12.2 2.7 1.9 0.1 10.6 4.1 Number of Traders in Each Category Total Traders: 237 19 33 9 35 21 15 62 44 18 12 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 17,942 Positions 2,350 15,631 1 1,859 0 0 9,988 716 0 0 386 0 3,744 1,208 Changes from: March 29, 2011 Total Change is: 6,747 454 7,277 1 0 0 0 6,385 716 0 0 -738 0 -93 -509 Percent of Open Interest Represented by Each Category of Trader 13.1 87.1 0.0 10.4 0.0 0.0 55.7 4.0 0.0 0.0 2.2 0.0 20.9 6.7 Number of Traders in Each Category Total Traders: 27 6 11 . . 0 0 4 . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 360,997 Positions 70,544 169,525 5,055 79,544 45,741 9,523 150,588 107,275 4,315 11,975 6,587 346 29,107 12,630 Changes from: March 29, 2011 Total Change is: 46,255 -6,961 22,477 2,597 10,339 -3,263 -1,353 35,097 30,232 -75 2,642 -1,859 346 3,623 -2,847 Percent of Open Interest Represented by Each Category of Trader 19.5 47.0 1.4 22.0 12.7 2.6 41.7 29.7 1.2 3.3 1.8 0.1 8.1 3.5 Number of Traders in Each Category Total Traders: 234 20 30 4 34 21 14 60 46 13 12 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 367,945 Positions 127,562 35,416 12,104 111,313 134,158 21,030 72,137 127,469 4,249 1,885 16,962 0 17,665 16,557 Changes from: March 29, 2011 Total Change is: -44 6,708 1,005 -3,785 7 -2,412 1,209 -3,426 2,025 654 40 807 0 -1,451 453 Percent of Open Interest Represented by Each Category of Trader 34.7 9.6 3.3 30.3 36.5 5.7 19.6 34.6 1.2 0.5 4.6 0.0 4.8 4.5 Number of Traders in Each Category Total Traders: 260 18 17 . 50 49 26 46 64 15 5 11 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 57,183 Positions 8,879 4,621 6,145 8,070 12,463 1,625 24,130 8,324 539 466 5,216 0 7,329 18,250 Changes from: March 29, 2011 Total Change is: 458 537 -1,683 -108 -2,051 -1,402 128 1,965 3,879 0 250 -518 0 -263 162 Percent of Open Interest Represented by Each Category of Trader 15.5 8.1 10.7 14.1 21.8 2.8 42.2 14.6 0.9 0.8 9.1 0.0 12.8 31.9 Number of Traders in Each Category Total Traders: 70 9 11 . 12 4 4 14 12 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 64,219 Positions 24,785 20,091 8,026 7,544 5,172 4,829 10,318 16,908 754 947 2,143 618 6,398 5,678 Changes from: March 29, 2011 Total Change is: -2,659 2,721 -1,406 187 -772 -3,827 3,790 1,005 -2,038 -785 57 810 618 -9,480 -8 Percent of Open Interest Represented by Each Category of Trader 38.6 31.3 12.5 11.7 8.1 7.5 16.1 26.3 1.2 1.5 3.3 1.0 10.0 8.8 Number of Traders in Each Category Total Traders: 77 17 15 4 8 . 4 15 11 . . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 31,640 Positions 256 7,233 1,241 18,941 11,057 3,981 2,378 6,258 19 419 0 0 4,405 1,851 Changes from: March 29, 2011 Total Change is: -201 -69 518 41 -749 -128 -289 740 -323 8 0 0 0 117 -28 Percent of Open Interest Represented by Each Category of Trader 0.8 22.9 3.9 59.9 34.9 12.6 7.5 19.8 0.1 1.3 0.0 0.0 13.9 5.9 Number of Traders in Each Category Total Traders: 48 . 4 . 19 12 7 . 8 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 38,042 Positions 5,926 16,063 972 13,083 4,238 875 8,380 11,884 577 1,534 270 34 6,661 3,129 Changes from: March 29, 2011 Total Change is: 2,506 186 1,848 -44 -119 -1,310 147 1,397 1,665 -211 276 -415 0 874 826 Percent of Open Interest Represented by Each Category of Trader 15.6 42.2 2.6 34.4 11.1 2.3 22.0 31.2 1.5 4.0 0.7 0.1 17.5 8.2 Number of Traders in Each Category Total Traders: 62 5 8 . 16 7 5 12 9 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 593,161 Positions 23,556 52,485 5,200 283,892 154,180 59,367 67,063 99,814 5,972 19,205 53,676 0 128,906 162,467 Changes from: March 29, 2011 Total Change is: 2,251 8,098 -25,675 1,845 3,719 -796 1,143 -10,136 21,141 1,030 2,022 256 0 -5,470 3,307 Percent of Open Interest Represented by Each Category of Trader 4.0 8.8 0.9 47.9 26.0 10.0 11.3 16.8 1.0 3.2 9.0 0.0 21.7 27.4 Number of Traders in Each Category Total Traders: 156 10 15 4 45 22 30 22 31 9 4 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 325,982 Positions 0 134,439 617 236,370 4,829 19,385 2,935 126,099 0 1,700 0 0 64,975 40,613 Changes from: March 29, 2011 Total Change is: 6,827 -200 9,902 117 4,407 -1,698 556 395 839 0 0 0 0 1,552 -2,889 Percent of Open Interest Represented by Each Category of Trader 0.0 41.2 0.2 72.5 1.5 5.9 0.9 38.7 0.0 0.5 0.0 0.0 19.9 12.5 Number of Traders in Each Category Total Traders: 64 0 12 . 32 . 15 . 16 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 971,656 Positions 113,621 78,427 9,977 267,619 417,446 87,128 264,872 116,756 14,926 112,427 82,085 5,710 95,376 159,201 Changes from: March 29, 2011 Total Change is: 77,860 32,250 -5,410 -3,100 -6,804 11,722 763 59,980 34,889 -2,934 3,704 25,764 937 -6,936 15,229 Percent of Open Interest Represented by Each Category of Trader 11.7 8.1 1.0 27.5 43.0 9.0 27.3 12.0 1.5 11.6 8.4 0.6 9.8 16.4 Number of Traders in Each Category Total Traders: 241 21 30 9 34 54 35 34 38 21 7 23 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 1,605,373 Positions 215,838 135,511 23,742 528,823 531,283 186,413 279,769 246,887 30,091 65,633 55,061 11,140 263,924 385,245 Changes from: March 29, 2011 Total Change is: 36,831 75,188 -4,682 -7,181 -6,586 1,693 -17,771 -40,784 43,836 3,655 28,108 -6,624 1,500 702 22,405 Percent of Open Interest Represented by Each Category of Trader 13.4 8.4 1.5 32.9 33.1 11.6 17.4 15.4 1.9 4.1 3.4 0.7 16.4 24.0 Number of Traders in Each Category Total Traders: 264 31 31 15 30 53 45 39 56 30 10 14 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 1,302,380 Positions 121,242 111,284 25,460 310,918 501,339 141,555 428,924 119,025 25,588 60,899 73,525 3,391 184,403 301,213 Changes from: March 29, 2011 Total Change is: 46,271 36,999 -14,667 1,541 11,279 4,018 13,403 3,080 5,803 -8,086 2,690 10,200 741 -15,376 33,318 Percent of Open Interest Represented by Each Category of Trader 9.3 8.5 2.0 23.9 38.5 10.9 32.9 9.1 2.0 4.7 5.6 0.3 14.2 23.1 Number of Traders in Each Category Total Traders: 188 22 17 10 25 40 39 27 35 17 7 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 638,687 Positions 174,141 218,999 219,836 12,146 2,991 9,118 104,043 64,713 65,323 12,690 4,600 5,890 35,500 47,217 Changes from: March 29, 2011 Total Change is: -34,105 -876 -18,932 -27,466 -962 551 -1,027 1,480 14,669 -3,122 -4,174 -1,568 -1,432 3,474 4,222 Percent of Open Interest Represented by Each Category of Trader 27.3 34.3 34.4 1.9 0.5 1.4 16.3 10.1 10.2 2.0 0.7 0.9 5.6 7.4 Number of Traders in Each Category Total Traders: 132 24 37 45 5 . 5 23 20 30 . 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 9,254,557 Positions 1,182,761 3,279,309 1,915,637 2,771,640 531,106 216,732 957,100 736,235 1,141,897 58,427 282,615 178,327 832,036 972,699 Changes from: March 29, 2011 Total Change is: 460,856 -37,320 33,644 226,573 53,359 28,310 10,201 11,094 -8,114 122,874 21,737 -16,858 38,342 13,996 25,884 Percent of Open Interest Represented by Each Category of Trader 12.8 35.4 20.7 29.9 5.7 2.3 10.3 8.0 12.3 0.6 3.1 1.9 9.0 10.5 Number of Traders in Each Category Total Traders: 275 30 62 89 12 15 20 51 60 83 7 16 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 11,225 Positions 4,143 5,623 0 1,462 747 35 650 3,880 7 4,800 674 0 128 259 Changes from: March 29, 2011 Total Change is: -697 -1,124 -829 0 8 -80 0 377 195 -4 0 22 0 46 -1 Percent of Open Interest Represented by Each Category of Trader 36.9 50.1 0.0 13.0 6.7 0.3 5.8 34.6 0.1 42.8 6.0 0.0 1.1 2.3 Number of Traders in Each Category Total Traders: 29 . . 0 . 5 . . 10 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 28,465 Positions 24,752 14,438 0 1,983 2,236 59 1,346 6,084 0 40 5,416 0 285 232 Changes from: March 29, 2011 Total Change is: -15 -198 -489 0 -27 570 0 85 -139 0 0 -50 0 125 93 Percent of Open Interest Represented by Each Category of Trader 87.0 50.7 0.0 7.0 7.9 0.2 4.7 21.4 0.0 0.1 19.0 0.0 1.0 0.8 Number of Traders in Each Category Total Traders: 28 . 5 0 . 5 . 4 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 50,309 Positions 24,687 5,168 0 73 765 693 15,831 35,901 812 1,986 1,147 250 5,977 5,573 Changes from: March 29, 2011 Total Change is: -2,606 20 2,710 0 0 73 -50 -2,632 -5,277 95 -175 -147 0 136 -10 Percent of Open Interest Represented by Each Category of Trader 49.1 10.3 0.0 0.1 1.5 1.4 31.5 71.4 1.6 3.9 2.3 0.5 11.9 11.1 Number of Traders in Each Category Total Traders: 116 5 7 0 . 4 . 19 48 7 24 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 181,288 Positions 58,234 59,259 39,009 9,692 1,947 2,284 16,356 30,657 24,599 2,400 1,247 8,281 20,433 14,005 Changes from: March 29, 2011 Total Change is: -2,771 -6,578 -7,664 606 1,294 401 -116 2,559 6,849 -822 524 -769 130 -368 -1,386 Percent of Open Interest Represented by Each Category of Trader 32.1 32.7 21.5 5.3 1.1 1.3 9.0 16.9 13.6 1.3 0.7 4.6 11.3 7.7 Number of Traders in Each Category Total Traders: 109 18 6 19 11 4 4 21 24 24 9 6 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 8,886 Positions 2,131 5,123 0 2,577 0 0 2,410 2,149 37 150 77 0 1,581 1,500 Changes from: March 29, 2011 Total Change is: -793 -8 -205 0 45 0 0 -836 936 0 0 -1,500 0 6 -24 Percent of Open Interest Represented by Each Category of Trader 24.0 57.7 0.0 29.0 0.0 0.0 27.1 24.2 0.4 1.7 0.9 0.0 17.8 16.9 Number of Traders in Each Category Total Traders: 21 . 4 0 4 0 0 6 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 5, 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 13,417 Positions 413 12,815 1 7,844 0 1 3,149 127 3 0 127 12 1,994 331 Changes from: March 29, 2011 Total Change is: 45 -1 48 1 -91 0 0 934 -5 0 0 23 0 -798 -22 Percent of Open Interest Represented by Each Category of Trader 3.1 95.5 0.0 58.5 0.0 0.0 23.5 0.9 0.0 0.0 0.9 0.1 14.9 2.5 Number of Traders in Each Category Total Traders: 22 . . . 9 0 . 8 . . 0 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 8, 2011