Traders in Financial Futures- Futures Only Positions as of April 12, 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 142,022 Positions 7,236 100,974 2,608 9,194 7,004 235 58,460 13,591 1,315 10,165 0 41 52,768 16,254 Changes from: April 5, 2011 Total Change is: 3,765 4,357 4,747 704 -654 -29 -6 -1,873 -1,434 121 295 -119 0 821 -219 Percent of Open Interest Represented by Each Category of Trader 5.1 71.1 1.8 6.5 4.9 0.2 41.2 9.6 0.9 7.2 0.0 0.0 37.2 11.4 Number of Traders in Each Category Total Traders: 82 5 12 . . 4 . 37 8 4 13 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 61,505 Positions 8,442 34,742 1,180 875 1,116 69 22,782 14,807 18 0 0 0 28,139 9,573 Changes from: April 5, 2011 Total Change is: 1,551 -497 3,835 -290 0 5 0 -10 -2,878 16 0 0 0 2,332 863 Percent of Open Interest Represented by Each Category of Trader 13.7 56.5 1.9 1.4 1.8 0.1 37.0 24.1 0.0 0.0 0.0 0.0 45.8 15.6 Number of Traders in Each Category Total Traders: 41 4 8 . . . . 18 8 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 120,316 Positions 3,091 53,047 602 5,649 20,934 1,289 65,715 19,528 118 2,391 5,558 0 41,461 19,240 Changes from: April 5, 2011 Total Change is: 9,097 -846 7,011 -153 -417 -2,032 -3 555 7,263 -47 1,783 -1,850 0 8,225 -1,092 Percent of Open Interest Represented by Each Category of Trader 2.6 44.1 0.5 4.7 17.4 1.1 54.6 16.2 0.1 2.0 4.6 0.0 34.5 16.0 Number of Traders in Each Category Total Traders: 99 7 14 . . 13 5 34 20 5 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 130,084 Positions 63,398 10,074 2,407 21,933 8,721 914 19,862 60,709 436 900 2,483 0 20,234 44,340 Changes from: April 5, 2011 Total Change is: 9,452 15,451 -3,068 -530 744 -27 -373 -2,436 10,297 -232 -1,111 103 0 -2,061 3,282 Percent of Open Interest Represented by Each Category of Trader 48.7 7.7 1.9 16.9 6.7 0.7 15.3 46.7 0.3 0.7 1.9 0.0 15.6 34.1 Number of Traders in Each Category Total Traders: 100 17 8 . 8 8 4 15 38 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 243,203 Positions 36,889 111,585 1,519 30,107 22,734 2,353 80,120 38,808 1,419 23,505 15,223 267 67,024 49,295 Changes from: April 5, 2011 Total Change is: 6,933 1,876 4,217 1,245 915 3,554 -678 1,331 -605 661 307 -1,696 -479 1,755 714 Percent of Open Interest Represented by Each Category of Trader 15.2 45.9 0.6 12.4 9.3 1.0 32.9 16.0 0.6 9.7 6.3 0.1 27.6 20.3 Number of Traders in Each Category Total Traders: 177 20 21 5 18 17 11 46 31 9 12 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 149,033 Positions 6,807 118,176 436 10,095 3,369 134 92,341 7,940 114 3,231 597 0 35,875 18,267 Changes from: April 5, 2011 Total Change is: 2,925 2,285 2,869 153 19 -27 0 -1,454 -3,206 69 293 28 0 1,560 3,039 Percent of Open Interest Represented by Each Category of Trader 4.6 79.3 0.3 6.8 2.3 0.1 62.0 5.3 0.1 2.2 0.4 0.0 24.1 12.3 Number of Traders in Each Category Total Traders: 77 . 14 . 6 4 . 35 7 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 83,772 Positions 16,553 36,619 35,556 0 0 0 28,259 10,591 477 1,901 0 0 1,026 529 Changes from: April 5, 2011 Total Change is: -6,353 968 530 -5,756 0 0 0 -697 236 -3 390 0 0 -1,255 -1,360 Percent of Open Interest Represented by Each Category of Trader 19.8 43.7 42.4 0.0 0.0 0.0 33.7 12.6 0.6 2.3 0.0 0.0 1.2 0.6 Number of Traders in Each Category Total Traders: 25 5 11 10 0 0 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 166,619 Positions 877 133,842 203 17,011 1,443 0 130,977 25,588 80 9,214 3,347 0 8,257 2,116 Changes from: April 5, 2011 Total Change is: 7,794 386 6,511 -3 1,122 145 0 5,280 -177 -8 1,238 770 0 -221 556 Percent of Open Interest Represented by Each Category of Trader 0.5 80.3 0.1 10.2 0.9 0.0 78.6 15.4 0.0 5.5 2.0 0.0 5.0 1.3 Number of Traders in Each Category Total Traders: 129 5 17 . 10 . 0 63 12 . 15 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 37,396 Positions 26,198 29,850 3 4,165 0 0 5,269 578 0 417 6,823 0 1,344 142 Changes from: April 5, 2011 Total Change is: -60 0 -401 0 112 0 0 -190 346 0 7 -10 0 11 5 Percent of Open Interest Represented by Each Category of Trader 70.1 79.8 0.0 11.1 0.0 0.0 14.1 1.5 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 12, 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 21,143 Positions 1,881 10,760 18 126 454 0 14,555 8,453 0 1,001 0 0 3,562 1,458 Changes from: April 5, 2011 Total Change is: 4,946 -816 4,201 -12 126 307 0 5,044 733 -3 338 0 0 269 -280 Percent of Open Interest Represented by Each Category of Trader 8.9 50.9 0.1 0.6 2.1 0.0 68.8 40.0 0.0 4.7 0.0 0.0 16.8 6.9 Number of Traders in Each Category Total Traders: 47 . 11 . . . 0 16 11 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 59,261 Positions 20,131 36,132 941 2,919 1,353 533 27,058 12,124 154 670 509 0 6,857 7,517 Changes from: April 5, 2011 Total Change is: 454 1,070 2,042 -122 -295 56 143 -1,076 168 76 532 -1,245 0 125 -663 Percent of Open Interest Represented by Each Category of Trader 34.0 61.0 1.6 4.9 2.3 0.9 45.7 20.5 0.3 1.1 0.9 0.0 11.6 12.7 Number of Traders in Each Category Total Traders: 95 17 17 . 5 4 . 35 10 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 118,521 Positions 40,261 72,264 1,881 5,838 2,705 1,066 54,115 24,247 307 1,340 1,017 0 13,713 15,034 Changes from: April 5, 2011 Total Change is: 908 2,140 4,083 -244 -589 111 286 -2,151 336 152 1,064 -2,490 0 250 -1,326 Percent of Open Interest Represented by Each Category of Trader 34.0 61.0 1.6 4.9 2.3 0.9 45.7 20.5 0.3 1.1 0.9 0.0 11.6 12.7 Number of Traders in Each Category Total Traders: 95 17 17 . 5 4 . 35 10 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 843,173 Positions 63,961 255,828 35,076 402,003 118,824 59,540 72,572 194,363 26,220 20,034 29,704 2,055 161,712 121,562 Changes from: April 5, 2011 Total Change is: 4,410 -1,040 -6,932 3,945 2,687 -1,873 -1,269 -5,272 3,514 6,553 -1,805 -572 -1,120 1,730 2,164 Percent of Open Interest Represented by Each Category of Trader 7.6 30.3 4.2 47.7 14.1 7.1 8.6 23.1 3.1 2.4 3.5 0.2 19.2 14.4 Number of Traders in Each Category Total Traders: 546 36 48 22 121 60 64 80 143 69 28 29 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 304,104 Positions 8,472 157,925 6,679 140,964 34,893 8,564 18,102 31,690 2,471 6,309 14,641 5 112,538 47,236 Changes from: April 5, 2011 Total Change is: 1,748 283 -4,513 1,269 253 -1,500 14 1,099 5,744 993 -2,531 1,593 -828 1,196 -1,024 Percent of Open Interest Represented by Each Category of Trader 2.8 51.9 2.2 46.4 11.5 2.8 6.0 10.4 0.8 2.1 4.8 0.0 37.0 15.5 Number of Traders in Each Category Total Traders: 126 5 22 6 31 13 13 15 30 8 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 2,695,345 Positions 333,002 545,074 86,428 1,318,935 433,398 241,138 344,214 885,228 46,881 75,677 82,365 3,202 245,868 371,631 Changes from: April 5, 2011 Total Change is: 13,308 9,145 3,664 -2,377 4,624 -9,414 1,130 -2,775 17,930 -1,277 1,947 -12,508 222 2,669 15,938 Percent of Open Interest Represented by Each Category of Trader 12.4 20.2 3.2 48.9 16.1 8.9 12.8 32.8 1.7 2.8 3.1 0.1 9.1 13.8 Number of Traders in Each Category Total Traders: 507 35 45 13 102 56 56 86 131 47 25 27 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 113,175 Positions 22,630 52,473 40 52,961 32,058 9,512 17,327 16,484 61 1,218 0 0 9,426 2,547 Changes from: April 5, 2011 Total Change is: 924 -637 -1,716 0 -3,998 -331 3,868 1,855 -812 61 -295 0 0 70 -146 Percent of Open Interest Represented by Each Category of Trader 20.0 46.4 0.0 46.8 28.3 8.4 15.3 14.6 0.1 1.1 0.0 0.0 8.3 2.3 Number of Traders in Each Category Total Traders: 98 8 10 . 31 14 12 21 13 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 84,480 Positions 13,381 40,914 4,383 15,801 8,870 2,724 25,868 11,436 10,478 2,851 2,030 10 8,983 3,635 Changes from: April 5, 2011 Total Change is: -5,662 1,703 -3,841 -1,410 -1,167 521 19 -4,122 -620 -500 456 326 -59 -582 -99 Percent of Open Interest Represented by Each Category of Trader 15.8 48.4 5.2 18.7 10.5 3.2 30.6 13.5 12.4 3.4 2.4 0.0 10.6 4.3 Number of Traders in Each Category Total Traders: 244 20 34 9 33 19 15 63 48 19 15 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 17,258 Positions 2,551 14,989 0 1,859 0 0 9,375 265 0 0 878 0 3,473 1,126 Changes from: April 5, 2011 Total Change is: -684 201 -642 -1 0 0 0 -613 -451 0 0 492 0 -271 -82 Percent of Open Interest Represented by Each Category of Trader 14.8 86.9 0.0 10.8 0.0 0.0 54.3 1.5 0.0 0.0 5.1 0.0 20.1 6.5 Number of Traders in Each Category Total Traders: 27 7 10 0 . 0 0 5 . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 336,108 Positions 70,834 146,308 5,232 73,709 48,348 9,620 129,327 102,717 5,530 14,256 5,759 50 27,550 12,544 Changes from: April 5, 2011 Total Change is: -24,889 290 -23,217 177 -5,835 2,607 97 -21,261 -4,558 1,215 2,281 -828 -296 -1,557 -86 Percent of Open Interest Represented by Each Category of Trader 21.1 43.5 1.6 21.9 14.4 2.9 38.5 30.6 1.6 4.2 1.7 0.0 8.2 3.7 Number of Traders in Each Category Total Traders: 240 19 32 5 32 19 14 61 51 15 15 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 371,512 Positions 136,509 31,302 10,385 100,253 135,597 31,831 65,842 124,318 4,065 2,015 17,373 32 20,580 16,609 Changes from: April 5, 2011 Total Change is: 3,567 8,947 -4,114 -1,719 -11,060 1,439 10,801 -6,295 -3,151 -184 130 411 32 2,915 52 Percent of Open Interest Represented by Each Category of Trader 36.7 8.4 2.8 27.0 36.5 8.6 17.7 33.5 1.1 0.5 4.7 0.0 5.5 4.5 Number of Traders in Each Category Total Traders: 269 19 18 . 47 52 27 53 60 14 6 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 54,553 Positions 9,348 4,269 6,115 6,407 11,841 2,010 22,318 7,415 539 476 5,236 0 7,340 17,128 Changes from: April 5, 2011 Total Change is: -2,630 469 -352 -30 -1,663 -622 385 -1,812 -909 0 10 20 0 11 -1,122 Percent of Open Interest Represented by Each Category of Trader 17.1 7.8 11.2 11.7 21.7 3.7 40.9 13.6 1.0 0.9 9.6 0.0 13.5 31.4 Number of Traders in Each Category Total Traders: 71 11 10 . 9 4 4 15 14 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 61,402 Positions 27,741 17,019 7,980 7,021 5,202 1,045 8,512 17,264 110 1,310 3,141 343 7,340 9,298 Changes from: April 5, 2011 Total Change is: -2,817 2,956 -3,072 -46 -523 30 -3,784 -1,806 356 -644 363 998 -275 942 3,620 Percent of Open Interest Represented by Each Category of Trader 45.2 27.7 13.0 11.4 8.5 1.7 13.9 28.1 0.2 2.1 5.1 0.6 12.0 15.1 Number of Traders in Each Category Total Traders: 76 17 15 4 8 . . 14 12 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 32,887 Positions 325 7,554 1,403 19,071 10,786 4,025 3,060 6,845 3 419 0 0 4,581 2,271 Changes from: April 5, 2011 Total Change is: 1,247 69 321 162 130 -271 44 682 587 -16 0 0 0 176 420 Percent of Open Interest Represented by Each Category of Trader 1.0 23.0 4.3 58.0 32.8 12.2 9.3 20.8 0.0 1.3 0.0 0.0 13.9 6.9 Number of Traders in Each Category Total Traders: 47 . 4 . 19 11 7 . 8 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 40,472 Positions 6,865 16,885 992 13,307 4,592 910 9,757 13,479 536 1,371 270 34 6,700 2,774 Changes from: April 5, 2011 Total Change is: 2,430 939 822 20 224 354 35 1,377 1,595 -41 -163 0 0 39 -355 Percent of Open Interest Represented by Each Category of Trader 17.0 41.7 2.5 32.9 11.3 2.2 24.1 33.3 1.3 3.4 0.7 0.1 16.6 6.9 Number of Traders in Each Category Total Traders: 68 7 8 . 16 8 6 14 10 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 562,684 Positions 21,913 43,920 9,581 270,926 145,666 58,130 20,045 81,747 14,758 19,268 45,927 0 148,063 162,955 Changes from: April 5, 2011 Total Change is: -30,477 -1,643 -8,565 4,381 -12,966 -8,514 -1,237 -47,018 -18,067 8,786 63 -7,749 0 19,157 488 Percent of Open Interest Represented by Each Category of Trader 3.9 7.8 1.7 48.1 25.9 10.3 3.6 14.5 2.6 3.4 8.2 0.0 26.3 29.0 Number of Traders in Each Category Total Traders: 143 9 13 9 42 23 30 19 25 13 4 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 324,524 Positions 8 133,558 837 231,870 5,299 18,058 5,777 126,808 0 1,700 0 0 66,274 39,964 Changes from: April 5, 2011 Total Change is: -1,458 8 -881 220 -4,500 470 -1,327 2,842 709 0 0 0 0 1,299 -649 Percent of Open Interest Represented by Each Category of Trader 0.0 41.2 0.3 71.4 1.6 5.6 1.8 39.1 0.0 0.5 0.0 0.0 20.4 12.3 Number of Traders in Each Category Total Traders: 64 . 11 . 31 . 15 . 16 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 1,035,323 Positions 86,377 85,573 13,502 262,927 429,634 85,979 314,003 116,003 17,382 164,694 120,115 5,610 84,849 161,525 Changes from: April 5, 2011 Total Change is: 63,667 -27,244 7,146 3,525 -4,692 12,188 -1,149 49,131 -753 2,456 52,267 38,030 -100 -10,527 2,324 Percent of Open Interest Represented by Each Category of Trader 8.3 8.3 1.3 25.4 41.5 8.3 30.3 11.2 1.7 15.9 11.6 0.5 8.2 15.6 Number of Traders in Each Category Total Traders: 257 21 35 9 34 57 36 35 43 21 7 25 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 1,654,200 Positions 197,476 153,748 35,895 504,284 517,525 205,701 325,348 243,440 31,626 68,930 57,912 12,387 272,553 395,966 Changes from: April 5, 2011 Total Change is: 48,827 -18,362 18,237 12,153 -24,539 -13,758 19,288 45,579 -3,447 1,535 3,297 2,851 1,247 8,629 10,721 Percent of Open Interest Represented by Each Category of Trader 11.9 9.3 2.2 30.5 31.3 12.4 19.7 14.7 1.9 4.2 3.5 0.7 16.5 23.9 Number of Traders in Each Category Total Traders: 271 24 39 16 28 58 43 48 48 33 12 14 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 1,325,636 Positions 112,465 114,174 30,726 276,754 526,719 132,762 478,143 112,993 30,935 72,907 85,886 4,298 186,646 287,143 Changes from: April 5, 2011 Total Change is: 23,256 -8,777 2,890 5,266 -34,164 25,380 -8,793 49,219 -6,032 5,347 12,008 12,361 907 2,243 -14,070 Percent of Open Interest Represented by Each Category of Trader 8.5 8.6 2.3 20.9 39.7 10.0 36.1 8.5 2.3 5.5 6.5 0.3 14.1 21.7 Number of Traders in Each Category Total Traders: 198 19 17 9 25 42 41 31 39 19 7 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 652,385 Positions 187,371 223,509 221,280 11,307 2,103 9,702 95,099 61,881 69,936 12,834 4,715 5,937 38,919 53,322 Changes from: April 5, 2011 Total Change is: 13,698 13,230 4,510 1,444 -839 -888 584 -8,944 -2,832 4,613 144 115 47 3,419 6,105 Percent of Open Interest Represented by Each Category of Trader 28.7 34.3 33.9 1.7 0.3 1.5 14.6 9.5 10.7 2.0 0.7 0.9 6.0 8.2 Number of Traders in Each Category Total Traders: 128 23 35 40 5 . 5 22 21 30 . 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 9,389,824 Positions 1,286,976 3,466,344 1,812,914 2,854,945 588,814 196,607 1,023,201 735,294 1,096,429 63,611 275,486 166,834 888,307 1,051,102 Changes from: April 5, 2011 Total Change is: 135,267 104,215 187,035 -102,723 83,305 57,708 -20,125 66,101 -941 -45,468 5,184 -7,129 -11,493 56,271 78,403 Percent of Open Interest Represented by Each Category of Trader 13.7 36.9 19.3 30.4 6.3 2.1 10.9 7.8 11.7 0.7 2.9 1.8 9.5 11.2 Number of Traders in Each Category Total Traders: 273 32 62 92 12 11 16 56 56 86 8 17 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 11,229 Positions 4,348 5,315 0 1,438 748 23 482 4,080 26 4,800 756 0 112 281 Changes from: April 5, 2011 Total Change is: 4 205 -308 0 -24 1 -12 -168 200 19 0 82 0 -16 22 Percent of Open Interest Represented by Each Category of Trader 38.7 47.3 0.0 12.8 6.7 0.2 4.3 36.3 0.2 42.7 6.7 0.0 1.0 2.5 Number of Traders in Each Category Total Traders: 30 . . 0 . 5 . . 11 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 28,609 Positions 24,986 14,240 0 1,983 1,989 64 1,415 6,309 0 40 5,416 0 121 591 Changes from: April 5, 2011 Total Change is: 144 234 -198 0 0 -247 5 69 225 0 0 0 0 -164 359 Percent of Open Interest Represented by Each Category of Trader 87.3 49.8 0.0 6.9 7.0 0.2 4.9 22.1 0.0 0.1 18.9 0.0 0.4 2.1 Number of Traders in Each Category Total Traders: 28 . 4 0 . 5 . . 8 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 49,843 Positions 24,522 5,545 0 83 1,005 602 15,745 33,744 768 2,317 2,550 292 5,514 5,337 Changes from: April 5, 2011 Total Change is: -466 -165 377 0 10 240 -91 -86 -2,157 -44 331 1,403 42 -463 -236 Percent of Open Interest Represented by Each Category of Trader 49.2 11.1 0.0 0.2 2.0 1.2 31.6 67.7 1.5 4.6 5.1 0.6 11.1 10.7 Number of Traders in Each Category Total Traders: 128 7 9 0 . 5 . 16 55 6 24 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 188,985 Positions 57,685 55,408 41,189 10,811 2,368 2,737 16,777 33,443 24,472 1,692 1,796 10,209 23,413 17,363 Changes from: April 5, 2011 Total Change is: 7,697 -549 -3,851 2,180 1,119 421 453 421 2,786 -127 -708 549 1,928 2,980 3,358 Percent of Open Interest Represented by Each Category of Trader 30.5 29.3 21.8 5.7 1.3 1.4 8.9 17.7 12.9 0.9 1.0 5.4 12.4 9.2 Number of Traders in Each Category Total Traders: 113 19 7 22 11 4 4 23 25 29 6 7 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of April 12, 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 8,424 Positions 492 4,959 0 2,597 0 0 2,441 2,431 37 730 77 0 2,127 920 Changes from: April 5, 2011 Total Change is: -462 -1,639 -164 0 20 0 0 31 282 0 580 0 0 546 -580 Percent of Open Interest Represented by Each Category of Trader 5.8 58.9 0.0 30.8 0.0 0.0 29.0 28.9 0.4 8.7 0.9 0.0 25.2 10.9 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 12, 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 13,840 Positions 639 12,769 20 7,837 0 1 3,116 129 111 0 127 12 2,104 671 Changes from: April 5, 2011 Total Change is: 423 226 -46 19 -7 0 0 -33 2 108 0 0 0 110 340 Percent of Open Interest Represented by Each Category of Trader 4.6 92.3 0.1 56.6 0.0 0.0 22.5 0.9 0.8 0.0 0.9 0.1 15.2 4.8 Number of Traders in Each Category Total Traders: 24 . . . 9 0 . 8 . . 0 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 15, 2011