Traders in Financial Futures- Futures Only Positions as of April 19, 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 141,961
Positions
8,140 101,533 4,074 9,379 6,526 306 59,018 11,708 1,354 8,700 0 0 50,990 16,460
Changes from: April 12, 2011 Total Change is: -61
904 559 1,466 185 -478 71 558 -1,883 39 -1,465 0 -41 -1,778 206
Percent of Open Interest Represented by Each Category of Trader
5.7 71.5 2.9 6.6 4.6 0.2 41.6 8.2 1.0 6.1 0.0 0.0 35.9 11.6
Number of Traders in Each Category Total Traders: 83
6 13 . 4 . . 39 8 4 10 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 69,281
Positions
8,698 39,032 1,654 819 1,113 93 28,273 17,305 47 0 0 0 29,697 10,037
Changes from: April 12, 2011 Total Change is: 7,776
256 4,290 474 -56 -3 24 5,491 2,498 29 0 0 0 1,558 464
Percent of Open Interest Represented by Each Category of Trader
12.6 56.3 2.4 1.2 1.6 0.1 40.8 25.0 0.1 0.0 0.0 0.0 42.9 14.5
Number of Traders in Each Category Total Traders: 44
4 7 . . . . 20 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 108,808
Positions
2,934 50,616 682 5,853 21,349 1,369 61,801 10,389 157 1,711 6,030 0 34,301 18,216
Changes from: April 12, 2011 Total Change is: -11,508
-157 -2,431 80 204 415 80 -3,914 -9,139 39 -680 472 0 -7,160 -1,024
Percent of Open Interest Represented by Each Category of Trader
2.7 46.5 0.6 5.4 19.6 1.3 56.8 9.5 0.1 1.6 5.5 0.0 31.5 16.7
Number of Traders in Each Category Total Traders: 99
7 13 . . 13 5 40 15 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 127,838
Positions
61,588 11,422 2,502 23,234 10,258 700 20,048 60,861 86 900 1,962 0 18,780 40,047
Changes from: April 12, 2011 Total Change is: -2,246
-1,810 1,348 95 1,301 1,537 -214 186 152 -350 0 -521 0 -1,454 -4,293
Percent of Open Interest Represented by Each Category of Trader
48.2 8.9 2.0 18.2 8.0 0.5 15.7 47.6 0.1 0.7 1.5 0.0 14.7 31.3
Number of Traders in Each Category Total Traders: 98
18 8 4 8 10 4 12 37 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 244,006
Positions
42,842 113,609 1,400 31,655 20,431 2,439 76,388 40,203 1,599 22,938 18,113 290 64,455 45,922
Changes from: April 12, 2011 Total Change is: 803
5,953 2,024 -119 1,548 -2,303 86 -3,732 1,395 180 -567 2,890 23 -2,569 -3,373
Percent of Open Interest Represented by Each Category of Trader
17.6 46.6 0.6 13.0 8.4 1.0 31.3 16.5 0.7 9.4 7.4 0.1 26.4 18.8
Number of Traders in Each Category Total Traders: 174
21 19 4 19 15 9 40 31 10 13 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 143,732
Positions
9,217 113,610 340 11,688 3,408 183 84,199 7,712 44 3,121 632 0 34,940 17,803
Changes from: April 12, 2011 Total Change is: -5,301
2,410 -4,566 -96 1,593 39 49 -8,142 -228 -70 -110 35 0 -935 -464
Percent of Open Interest Represented by Each Category of Trader
6.4 79.0 0.2 8.1 2.4 0.1 58.6 5.4 0.0 2.2 0.4 0.0 24.3 12.4
Number of Traders in Each Category Total Traders: 80
4 14 . 7 4 . 34 10 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 86,664
Positions
18,983 38,982 35,870 0 0 0 27,939 11,215 477 2,575 0 0 820 120
Changes from: April 12, 2011 Total Change is: 2,892
2,430 2,363 314 0 0 0 -320 624 0 674 0 0 -206 -409
Percent of Open Interest Represented by Each Category of Trader
21.9 45.0 41.4 0.0 0.0 0.0 32.2 12.9 0.6 3.0 0.0 0.0 0.9 0.1
Number of Traders in Each Category Total Traders: 25
5 11 11 0 0 0 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 174,299
Positions
710 136,691 219 16,987 1,443 115 139,210 30,212 217 8,111 2,957 0 8,730 2,445
Changes from: April 12, 2011 Total Change is: 7,680
-167 2,849 16 -24 0 115 8,233 4,624 137 -1,103 -390 0 473 329
Percent of Open Interest Represented by Each Category of Trader
0.4 78.4 0.1 9.7 0.8 0.1 79.9 17.3 0.1 4.7 1.7 0.0 5.0 1.4
Number of Traders in Each Category Total Traders: 130
5 17 . 10 . . 59 20 . 13 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 37,402
Positions
26,198 29,753 3 4,097 0 0 5,281 608 0 432 6,848 0 1,391 190
Changes from: April 12, 2011 Total Change is: 6
0 -97 0 -68 0 0 12 30 0 15 25 0 47 48
Percent of Open Interest Represented by Each Category of Trader
70.0 79.5 0.0 11.0 0.0 0.0 14.1 1.6 0.0 1.2 18.3 0.0 3.7 0.5
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 19, 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 25,789
Positions
1,612 14,791 18 697 309 0 18,063 9,017 213 998 234 0 4,188 1,207
Changes from: April 12, 2011 Total Change is: 4,646
-269 4,031 0 571 -145 0 3,508 564 213 -3 234 0 626 -251
Percent of Open Interest Represented by Each Category of Trader
6.3 57.4 0.1 2.7 1.2 0.0 70.0 35.0 0.8 3.9 0.9 0.0 16.2 4.7
Number of Traders in Each Category Total Traders: 50
. 13 . . . 0 17 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 53,057
Positions
19,719 30,411 976 3,070 2,003 655 20,709 10,741 13 715 355 0 7,202 7,905
Changes from: April 12, 2011 Total Change is: -6,204
-412 -5,722 36 151 650 122 -6,349 -1,383 -141 45 -154 0 345 388
Percent of Open Interest Represented by Each Category of Trader
37.2 57.3 1.8 5.8 3.8 1.2 39.0 20.2 0.0 1.3 0.7 0.0 13.6 14.9
Number of Traders in Each Category Total Traders: 100
18 17 4 5 5 . 35 14 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 106,114
Positions
39,438 60,821 1,952 6,139 4,005 1,309 41,418 21,482 26 1,429 710 0 14,403 15,809
Changes from: April 12, 2011 Total Change is: -12,407
-823 -11,443 71 301 1,300 243 -12,697 -2,765 -281 89 -307 0 690 775
Percent of Open Interest Represented by Each Category of Trader
37.2 57.3 1.8 5.8 3.8 1.2 39.0 20.2 0.0 1.3 0.7 0.0 13.6 14.9
Number of Traders in Each Category Total Traders: 100
18 17 4 5 5 . 35 14 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 859,929
Positions
60,705 258,983 41,326 409,646 121,345 56,508 70,776 187,716 32,481 20,614 30,349 2,936 164,937 128,284
Changes from: April 12, 2011 Total Change is: 16,756
-3,256 3,154 6,250 7,643 2,521 -3,032 -1,796 -6,647 6,262 579 645 881 3,226 6,722
Percent of Open Interest Represented by Each Category of Trader
7.1 30.1 4.8 47.6 14.1 6.6 8.2 21.8 3.8 2.4 3.5 0.3 19.2 14.9
Number of Traders in Each Category Total Traders: 535
35 53 24 120 60 62 78 133 64 29 26 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 318,235
Positions
10,932 166,497 8,098 141,655 35,008 8,695 21,515 37,880 2,251 5,592 12,857 607 118,890 46,342
Changes from: April 12, 2011 Total Change is: 14,131
2,460 8,572 1,419 691 115 131 3,413 6,190 -220 -717 -1,784 602 6,352 -894
Percent of Open Interest Represented by Each Category of Trader
3.4 52.3 2.5 44.5 11.0 2.7 6.8 11.9 0.7 1.8 4.0 0.2 37.4 14.6
Number of Traders in Each Category Total Traders: 122
6 22 5 31 13 14 11 31 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 2,708,468
Positions
301,476 515,041 113,527 1,353,400 445,132 225,618 355,697 858,574 41,759 84,993 97,344 1,761 230,237 409,712
Changes from: April 12, 2011 Total Change is: 13,123
-31,526 -30,033 27,099 34,465 11,734 -15,520 11,483 -26,654 -5,122 9,316 14,979 -1,441 -15,631 38,081
Percent of Open Interest Represented by Each Category of Trader
11.1 19.0 4.2 50.0 16.4 8.3 13.1 31.7 1.5 3.1 3.6 0.1 8.5 15.1
Number of Traders in Each Category Total Traders: 500
34 50 16 101 56 53 83 126 41 25 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 116,763
Positions
18,315 49,351 4,990 59,296 36,299 5,487 16,848 17,092 706 1,218 0 0 9,903 2,838
Changes from: April 12, 2011 Total Change is: 3,588
-4,315 -3,122 4,950 6,335 4,241 -4,025 -479 608 645 0 0 0 477 291
Percent of Open Interest Represented by Each Category of Trader
15.7 42.3 4.3 50.8 31.1 4.7 14.4 14.6 0.6 1.0 0.0 0.0 8.5 2.4
Number of Traders in Each Category Total Traders: 96
9 11 . 32 13 10 17 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 77,540
Positions
15,688 37,688 3,805 14,718 9,693 2,691 21,389 10,435 6,538 3,499 1,801 283 8,929 4,607
Changes from: April 12, 2011 Total Change is: -6,939
2,306 -3,227 -578 -1,083 823 -33 -4,479 -1,001 -3,941 648 -229 273 -54 973
Percent of Open Interest Represented by Each Category of Trader
20.2 48.6 4.9 19.0 12.5 3.5 27.6 13.5 8.4 4.5 2.3 0.4 11.5 5.9
Number of Traders in Each Category Total Traders: 237
23 35 11 31 20 13 56 47 22 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 14,375
Positions
2,091 11,699 254 1,859 0 0 6,262 252 0 0 1,124 0 3,909 1,046
Changes from: April 12, 2011 Total Change is: -2,883
-460 -3,290 254 0 0 0 -3,113 -13 0 0 246 0 436 -80
Percent of Open Interest Represented by Each Category of Trader
14.5 81.4 1.8 12.9 0.0 0.0 43.6 1.8 0.0 0.0 7.8 0.0 27.2 7.3
Number of Traders in Each Category Total Traders: 28
6 11 . . 0 0 6 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 315,826
Positions
79,195 141,155 6,543 68,295 52,464 9,455 103,667 78,947 4,655 18,635 4,521 279 25,102 17,807
Changes from: April 12, 2011 Total Change is: -20,282
8,361 -5,153 1,311 -5,414 4,116 -165 -25,660 -23,770 -875 4,379 -1,238 229 -2,448 5,263
Percent of Open Interest Represented by Each Category of Trader
25.1 44.7 2.1 21.6 16.6 3.0 32.8 25.0 1.5 5.9 1.4 0.1 7.9 5.6
Number of Traders in Each Category Total Traders: 233
21 34 6 30 20 13 54 50 16 14 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 381,127
Positions
154,826 33,352 10,324 112,184 138,913 31,341 45,463 131,129 2,796 2,235 16,577 0 21,958 16,695
Changes from: April 12, 2011 Total Change is: 9,615
18,317 2,050 -61 11,931 3,316 -490 -20,379 6,811 -1,269 220 -796 -32 1,378 86
Percent of Open Interest Represented by Each Category of Trader
40.6 8.8 2.7 29.4 36.4 8.2 11.9 34.4 0.7 0.6 4.3 0.0 5.8 4.4
Number of Traders in Each Category Total Traders: 265
20 19 . 51 50 29 43 61 12 6 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 55,815
Positions
12,023 3,900 6,115 6,835 11,370 1,840 21,300 9,149 539 436 5,457 0 6,727 17,445
Changes from: April 12, 2011 Total Change is: 1,262
2,675 -369 0 428 -471 -170 -1,018 1,734 0 -40 221 0 -613 317
Percent of Open Interest Represented by Each Category of Trader
21.5 7.0 11.0 12.2 20.4 3.3 38.2 16.4 1.0 0.8 9.8 0.0 12.1 31.3
Number of Traders in Each Category Total Traders: 68
12 8 . 10 . . 13 15 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 61,071
Positions
26,369 21,773 8,007 7,782 4,162 569 9,429 16,154 114 1,180 4,316 393 7,228 5,583
Changes from: April 12, 2011 Total Change is: -331
-1,372 4,754 27 761 -1,040 -476 917 -1,110 4 -130 1,175 50 -112 -3,715
Percent of Open Interest Represented by Each Category of Trader
43.2 35.7 13.1 12.7 6.8 0.9 15.4 26.5 0.2 1.9 7.1 0.6 11.8 9.1
Number of Traders in Each Category Total Traders: 74
18 15 5 9 . . 13 10 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 32,808
Positions
256 7,062 1,403 19,611 12,163 4,122 2,626 6,172 3 419 0 0 4,368 1,883
Changes from: April 12, 2011 Total Change is: -79
-69 -492 0 540 1,377 97 -434 -673 0 0 0 0 -213 -388
Percent of Open Interest Represented by Each Category of Trader
0.8 21.5 4.3 59.8 37.1 12.6 8.0 18.8 0.0 1.3 0.0 0.0 13.3 5.7
Number of Traders in Each Category Total Traders: 49
. 4 . 20 12 7 . 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 41,816
Positions
7,484 17,005 992 14,947 4,558 1,216 9,407 13,990 522 1,371 531 34 5,843 2,968
Changes from: April 12, 2011 Total Change is: 1,344
619 120 0 1,640 -34 306 -350 511 -14 0 261 0 -857 194
Percent of Open Interest Represented by Each Category of Trader
17.9 40.7 2.4 35.7 10.9 2.9 22.5 33.5 1.2 3.3 1.3 0.1 14.0 7.1
Number of Traders in Each Category Total Traders: 69
7 8 . 18 6 4 13 11 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 561,681
Positions
6,924 52,026 7,466 278,902 147,498 64,346 50,877 80,121 8,490 15,330 48,871 0 129,346 152,863
Changes from: April 12, 2011 Total Change is: -1,003
-14,989 8,106 -2,115 7,976 1,832 6,216 30,832 -1,626 -6,268 -3,938 2,944 0 -18,717 -10,092
Percent of Open Interest Represented by Each Category of Trader
1.2 9.3 1.3 49.7 26.3 11.5 9.1 14.3 1.5 2.7 8.7 0.0 23.0 27.2
Number of Traders in Each Category Total Traders: 150
6 15 6 43 22 33 26 26 17 . 9 0
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 321,225
Positions
0 133,637 500 241,714 4,734 14,551 3,750 128,008 0 1,700 0 0 59,010 39,795
Changes from: April 12, 2011 Total Change is: -3,299
-8 79 -337 9,844 -565 -3,507 -2,027 1,200 0 0 0 0 -7,264 -169
Percent of Open Interest Represented by Each Category of Trader
0.0 41.6 0.2 75.2 1.5 4.5 1.2 39.8 0.0 0.5 0.0 0.0 18.4 12.4
Number of Traders in Each Category Total Traders: 64
0 12 . 32 . 15 . 16 0 . 0 0
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,054,794
Positions
88,170 84,409 11,782 211,900 429,601 89,945 350,378 99,890 21,864 176,826 150,296 6,074 97,855 160,933
Changes from: April 12, 2011 Total Change is: 19,471
1,793 -1,164 -1,720 -51,027 -33 3,966 36,375 -16,113 4,482 12,132 30,181 464 13,006 -592
Percent of Open Interest Represented by Each Category of Trader
8.4 8.0 1.1 20.1 40.7 8.5 33.2 9.5 2.1 16.8 14.2 0.6 9.3 15.3
Number of Traders in Each Category Total Traders: 265
22 32 10 37 57 36 44 35 23 10 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,626,116
Positions
201,439 155,480 30,181 501,900 534,149 208,678 336,184 247,230 25,894 68,114 57,350 12,710 241,016 354,444
Changes from: April 12, 2011 Total Change is: -28,084
3,963 1,732 -5,714 -2,384 16,624 2,977 10,836 3,790 -5,732 -816 -562 323 -31,537 -41,522
Percent of Open Interest Represented by Each Category of Trader
12.4 9.6 1.9 30.9 32.8 12.8 20.7 15.2 1.6 4.2 3.5 0.8 14.8 21.8
Number of Traders in Each Category Total Traders: 278
26 42 15 30 57 44 45 54 31 10 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 1,354,954
Positions
136,697 129,000 32,690 220,569 550,816 147,930 502,157 105,451 36,500 91,879 78,891 787 185,745 272,889
Changes from: April 12, 2011 Total Change is: 29,318
24,232 14,826 1,964 -56,185 24,097 15,168 24,014 -7,542 5,565 18,972 -6,995 -3,511 -901 -14,254
Percent of Open Interest Represented by Each Category of Trader
10.1 9.5 2.4 16.3 40.7 10.9 37.1 7.8 2.7 6.8 5.8 0.1 13.7 20.1
Number of Traders in Each Category Total Traders: 203
20 21 10 25 44 40 32 37 17 8 16 .
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 682,782
Positions
194,537 226,806 234,691 11,057 3,603 10,227 97,465 63,940 79,216 12,023 4,881 7,099 36,467 52,319
Changes from: April 12, 2011 Total Change is: 30,397
7,166 3,297 13,411 -250 1,500 525 2,366 2,059 9,280 -811 166 1,162 -2,452 -1,003
Percent of Open Interest Represented by Each Category of Trader
28.5 33.2 34.4 1.6 0.5 1.5 14.3 9.4 11.6 1.8 0.7 1.0 5.3 7.7
Number of Traders in Each Category Total Traders: 137
25 38 46 5 4 5 28 19 32 . 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,501,170
Positions
1,168,231 3,764,567 1,682,854 3,020,848 513,606 207,293 1,185,460 724,356 1,120,788 66,975 301,591 155,890 892,831 1,030,225
Changes from: April 12, 2011 Total Change is: 111,346
-118,745 298,223 -130,060 165,903 -75,208 10,686 162,259 -10,938 24,359 3,364 26,105 -10,944 4,524 -20,877
Percent of Open Interest Represented by Each Category of Trader
12.3 39.6 17.7 31.8 5.4 2.2 12.5 7.6 11.8 0.7 3.2 1.6 9.4 10.8
Number of Traders in Each Category Total Traders: 279
30 68 92 13 11 15 55 61 86 9 15 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,067
Positions
3,846 5,240 0 1,590 748 25 543 4,023 47 4,909 740 0 107 244
Changes from: April 12, 2011 Total Change is: -162
-502 -75 0 152 0 2 61 -57 21 109 -16 0 -5 -37
Percent of Open Interest Represented by Each Category of Trader
34.8 47.3 0.0 14.4 6.8 0.2 4.9 36.4 0.4 44.4 6.7 0.0 1.0 2.2
Number of Traders in Each Category Total Traders: 30
. . 0 . 5 . . 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 29,131
Positions
24,713 13,893 0 1,983 2,359 59 1,596 5,314 554 40 5,464 0 186 1,488
Changes from: April 12, 2011 Total Change is: 522
-273 -347 0 0 370 -5 181 -995 554 0 48 0 65 897
Percent of Open Interest Represented by Each Category of Trader
84.8 47.7 0.0 6.8 8.1 0.2 5.5 18.2 1.9 0.1 18.8 0.0 0.6 5.1
Number of Traders in Each Category Total Traders: 30
. 4 0 . 5 . 5 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 50,159
Positions
24,325 6,459 0 83 861 615 13,639 33,982 936 1,768 2,551 344 8,449 4,411
Changes from: April 12, 2011 Total Change is: 316
-197 914 0 0 -144 13 -2,106 238 168 -549 1 52 2,935 -926
Percent of Open Interest Represented by Each Category of Trader
48.5 12.9 0.0 0.2 1.7 1.2 27.2 67.7 1.9 3.5 5.1 0.7 16.8 8.8
Number of Traders in Each Category Total Traders: 117
7 8 0 . 5 . 14 48 5 21 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 214,920
Positions
73,097 69,334 46,296 11,300 2,305 3,079 19,200 37,889 26,084 2,299 2,942 11,087 22,478 15,904
Changes from: April 12, 2011 Total Change is: 25,935
15,412 13,926 5,107 489 -63 342 2,423 4,446 1,612 607 1,146 878 -935 -1,459
Percent of Open Interest Represented by Each Category of Trader
34.0 32.3 21.5 5.3 1.1 1.4 8.9 17.6 12.1 1.1 1.4 5.2 10.5 7.4
Number of Traders in Each Category Total Traders: 121
18 8 21 12 4 5 27 24 29 8 7 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 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 8,543
Positions
492 4,740 0 2,560 337 0 2,595 2,432 37 730 77 0 2,129 920
Changes from: April 12, 2011 Total Change is: 119
0 -219 0 -37 337 0 154 1 0 0 0 0 2 0
Percent of Open Interest Represented by Each Category of Trader
5.8 55.5 0.0 30.0 3.9 0.0 30.4 28.5 0.4 8.5 0.9 0.0 24.9 10.8
Number of Traders in Each Category Total Traders: 22
. 4 0 4 . 0 6 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 12,040
Positions
414 11,008 0 8,064 0 1 1,442 323 0 0 127 12 2,107 569
Changes from: April 12, 2011 Total Change is: -1,800
-225 -1,761 -20 227 0 0 -1,674 194 -111 0 0 0 3 -102
Percent of Open Interest Represented by Each Category of Trader
3.4 91.4 0.0 67.0 0.0 0.0 12.0 2.7 0.0 0.0 1.1 0.1 17.5 4.7
Number of Traders in Each Category Total Traders: 20
. . 0 10 0 . 4 . 0 0 . .
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Updated April 22, 2011