Traders in Financial Futures- Futures Only Positions as of April 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 138,939
Positions
7,521 99,848 3,971 9,479 6,484 311 53,837 12,875 1,428 9,786 0 0 52,606 14,022
Changes from: April 19, 2011 Total Change is: -3,022
-619 -1,685 -103 100 -42 5 -5,181 1,167 74 1,086 0 0 1,616 -2,438
Percent of Open Interest Represented by Each Category of Trader
5.4 71.9 2.9 6.8 4.7 0.2 38.7 9.3 1.0 7.0 0.0 0.0 37.9 10.1
Number of Traders in Each Category Total Traders: 87
5 13 . 4 . . 39 11 4 12 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 71,635
Positions
11,114 40,177 2,405 819 1,112 93 28,076 17,040 43 418 0 0 28,667 10,765
Changes from: April 19, 2011 Total Change is: 2,354
2,416 1,145 751 0 -1 0 -197 -265 -4 418 0 0 -1,030 728
Percent of Open Interest Represented by Each Category of Trader
15.5 56.1 3.4 1.1 1.6 0.1 39.2 23.8 0.1 0.6 0.0 0.0 40.0 15.0
Number of Traders in Each Category Total Traders: 45
4 7 . . . . 18 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 118,486
Positions
3,118 57,539 730 6,263 21,959 1,369 65,497 16,612 113 2,911 4,258 27 38,458 15,879
Changes from: April 19, 2011 Total Change is: 9,678
184 6,923 48 410 610 0 3,696 6,223 -44 1,200 -1,772 27 4,157 -2,337
Percent of Open Interest Represented by Each Category of Trader
2.6 48.6 0.6 5.3 18.5 1.2 55.3 14.0 0.1 2.5 3.6 0.0 32.5 13.4
Number of Traders in Each Category Total Traders: 105
6 14 . 4 14 5 40 19 4 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 114,134
Positions
42,311 13,561 2,538 22,949 9,675 819 20,927 44,208 301 900 2,714 0 23,389 40,318
Changes from: April 19, 2011 Total Change is: -13,704
-19,277 2,139 36 -285 -583 119 879 -16,653 215 0 752 0 4,609 271
Percent of Open Interest Represented by Each Category of Trader
37.1 11.9 2.2 20.1 8.5 0.7 18.3 38.7 0.3 0.8 2.4 0.0 20.5 35.3
Number of Traders in Each Category Total Traders: 95
15 9 4 8 9 4 13 35 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 249,000
Positions
38,593 119,042 1,566 31,865 20,995 2,424 81,402 40,303 1,831 22,492 15,066 366 68,461 47,407
Changes from: April 19, 2011 Total Change is: 4,994
-4,249 5,433 166 210 564 -15 5,014 100 232 -446 -3,047 76 4,006 1,485
Percent of Open Interest Represented by Each Category of Trader
15.5 47.8 0.6 12.8 8.4 1.0 32.7 16.2 0.7 9.0 6.1 0.1 27.5 19.0
Number of Traders in Each Category Total Traders: 168
18 18 6 18 16 10 42 30 10 15 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 143,468
Positions
8,594 111,112 469 11,410 3,388 183 83,546 8,729 46 2,569 1,156 0 36,651 18,385
Changes from: April 19, 2011 Total Change is: -264
-623 -2,498 129 -278 -20 0 -653 1,017 2 -552 524 0 1,711 582
Percent of Open Interest Represented by Each Category of Trader
6.0 77.4 0.3 8.0 2.4 0.1 58.2 6.1 0.0 1.8 0.8 0.0 25.5 12.8
Number of Traders in Each Category Total Traders: 76
. 14 . 7 4 . 34 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 83,257
Positions
13,986 34,120 37,550 0 0 0 27,597 10,410 965 2,575 0 0 584 212
Changes from: April 19, 2011 Total Change is: -3,407
-4,997 -4,862 1,680 0 0 0 -342 -805 488 0 0 0 -236 92
Percent of Open Interest Represented by Each Category of Trader
16.8 41.0 45.1 0.0 0.0 0.0 33.1 12.5 1.2 3.1 0.0 0.0 0.7 0.3
Number of Traders in Each Category Total Traders: 24
4 11 12 0 0 0 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 170,977
Positions
719 135,957 241 17,201 1,593 115 136,040 27,982 218 7,712 2,982 0 8,731 1,889
Changes from: April 19, 2011 Total Change is: -3,322
9 -734 22 214 150 0 -3,170 -2,230 1 -399 25 0 1 -556
Percent of Open Interest Represented by Each Category of Trader
0.4 79.5 0.1 10.1 0.9 0.1 79.6 16.4 0.1 4.5 1.7 0.0 5.1 1.1
Number of Traders in Each Category Total Traders: 130
5 17 . 10 . . 62 17 . 13 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 27,220
Positions
1,634 16,878 18 554 299 0 19,524 8,273 213 998 368 0 4,279 1,171
Changes from: April 19, 2011 Total Change is: 1,431
22 2,087 0 -143 -10 0 1,461 -744 0 0 134 0 91 -36
Percent of Open Interest Represented by Each Category of Trader
6.0 62.0 0.1 2.0 1.1 0.0 71.7 30.4 0.8 3.7 1.4 0.0 15.7 4.3
Number of Traders in Each Category Total Traders: 47
. 13 . . . 0 16 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 57,431
Positions
21,357 31,376 987 3,901 1,436 466 22,983 13,064 120 341 1,025 0 7,279 8,960
Changes from: April 19, 2011 Total Change is: 4,374
1,638 965 11 831 -567 -189 2,274 2,323 107 -374 670 0 78 1,055
Percent of Open Interest Represented by Each Category of Trader
37.2 54.6 1.7 6.8 2.5 0.8 40.0 22.7 0.2 0.6 1.8 0.0 12.7 15.6
Number of Traders in Each Category Total Traders: 103
21 17 4 7 4 . 36 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 114,862
Positions
42,713 62,751 1,973 7,801 2,872 931 45,966 26,127 239 681 2,050 0 14,558 17,919
Changes from: April 19, 2011 Total Change is: 8,748
3,275 1,930 21 1,662 -1,133 -378 4,548 4,645 213 -748 1,340 0 155 2,110
Percent of Open Interest Represented by Each Category of Trader
37.2 54.6 1.7 6.8 2.5 0.8 40.0 22.7 0.2 0.6 1.8 0.0 12.7 15.6
Number of Traders in Each Category Total Traders: 103
21 17 4 7 4 . 36 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 872,221
Positions
55,648 286,987 50,743 411,439 118,054 56,199 78,081 172,189 31,010 21,732 32,781 2,648 164,720 121,609
Changes from: April 19, 2011 Total Change is: 12,292
-5,057 28,004 9,417 1,793 -3,291 -308 7,305 -15,527 -1,471 1,119 2,432 -288 -217 -6,675
Percent of Open Interest Represented by Each Category of Trader
6.4 32.9 5.8 47.2 13.5 6.4 9.0 19.7 3.6 2.5 3.8 0.3 18.9 13.9
Number of Traders in Each Category Total Traders: 536
37 50 24 125 60 62 86 123 66 27 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 323,070
Positions
9,816 184,623 8,649 140,749 35,149 9,144 27,887 27,804 2,378 6,654 12,676 5 117,788 42,642
Changes from: April 19, 2011 Total Change is: 4,835
-1,116 18,126 551 -906 141 449 6,372 -10,076 127 1,062 -181 -602 -1,102 -3,700
Percent of Open Interest Represented by Each Category of Trader
3.0 57.1 2.7 43.6 10.9 2.8 8.6 8.6 0.7 2.1 3.9 0.0 36.5 13.2
Number of Traders in Each Category Total Traders: 120
5 23 6 31 13 12 14 26 8 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 2,745,754
Positions
307,026 589,687 132,600 1,365,037 426,113 223,690 344,269 815,222 49,864 87,026 112,160 1,581 234,661 394,837
Changes from: April 19, 2011 Total Change is: 37,286
5,550 74,646 19,073 11,637 -19,019 -1,928 -11,428 -43,352 8,105 2,033 14,816 -180 4,424 -14,875
Percent of Open Interest Represented by Each Category of Trader
11.2 21.5 4.8 49.7 15.5 8.1 12.5 29.7 1.8 3.2 4.1 0.1 8.5 14.4
Number of Traders in Each Category Total Traders: 504
35 49 16 107 55 55 87 119 44 26 26 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 124,802
Positions
18,077 54,981 4,834 64,689 35,131 5,630 20,388 21,294 105 1,523 0 0 9,556 2,827
Changes from: April 19, 2011 Total Change is: 8,039
-238 5,630 -156 5,393 -1,168 143 3,540 4,202 -601 305 0 0 -347 -11
Percent of Open Interest Represented by Each Category of Trader
14.5 44.1 3.9 51.8 28.1 4.5 16.3 17.1 0.1 1.2 0.0 0.0 7.7 2.3
Number of Traders in Each Category Total Traders: 103
8 12 . 36 13 12 20 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 91,470
Positions
13,616 43,760 6,503 16,935 10,559 2,417 28,212 11,306 10,505 4,146 2,010 5 9,130 4,404
Changes from: April 19, 2011 Total Change is: 13,930
-2,072 6,073 2,698 2,217 866 -274 6,823 871 3,968 647 209 -278 201 -204
Percent of Open Interest Represented by Each Category of Trader
14.9 47.8 7.1 18.5 11.5 2.6 30.8 12.4 11.5 4.5 2.2 0.0 10.0 4.8
Number of Traders in Each Category Total Traders: 249
23 34 12 34 19 13 67 45 21 16 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 18,384
Positions
2,948 15,586 521 1,859 0 0 8,974 255 0 205 1,124 0 3,877 898
Changes from: April 19, 2011 Total Change is: 4,009
857 3,887 267 0 0 0 2,712 3 0 205 0 0 -32 -148
Percent of Open Interest Represented by Each Category of Trader
16.0 84.8 2.8 10.1 0.0 0.0 48.8 1.4 0.0 1.1 6.1 0.0 21.1 4.9
Number of Traders in Each Category Total Traders: 28
5 12 . . 0 0 5 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 365,429
Positions
76,505 164,038 6,745 79,380 56,796 8,086 142,243 101,308 6,473 19,707 4,429 25 26,265 17,529
Changes from: April 19, 2011 Total Change is: 49,603
-2,690 22,883 202 11,085 4,332 -1,369 38,576 22,361 1,818 1,072 -92 -254 1,163 -278
Percent of Open Interest Represented by Each Category of Trader
20.9 44.9 1.8 21.7 15.5 2.2 38.9 27.7 1.8 5.4 1.2 0.0 7.2 4.8
Number of Traders in Each Category Total Traders: 245
23 32 7 33 19 12 67 46 17 15 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 393,647
Positions
157,272 39,338 9,786 114,473 136,979 32,316 53,593 138,398 2,572 4,142 18,097 0 19,493 16,161
Changes from: April 19, 2011 Total Change is: 12,520
2,446 5,986 -538 2,289 -1,934 975 8,130 7,269 -224 1,907 1,520 0 -2,465 -534
Percent of Open Interest Represented by Each Category of Trader
40.0 10.0 2.5 29.1 34.8 8.2 13.6 35.2 0.7 1.1 4.6 0.0 5.0 4.1
Number of Traders in Each Category Total Traders: 275
19 20 . 55 48 30 47 63 12 9 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 55,806
Positions
12,724 3,867 6,115 6,582 11,020 1,990 19,419 8,937 1,779 216 5,001 0 6,981 17,097
Changes from: April 19, 2011 Total Change is: -9
701 -33 0 -253 -350 150 -1,881 -212 1,240 -220 -456 0 254 -348
Percent of Open Interest Represented by Each Category of Trader
22.8 6.9 11.0 11.8 19.7 3.6 34.8 16.0 3.2 0.4 9.0 0.0 12.5 30.6
Number of Traders in Each Category Total Traders: 69
12 8 . 10 . . 17 13 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 64,230
Positions
27,940 24,491 7,977 7,906 4,077 615 10,087 15,718 477 952 4,191 543 7,733 6,141
Changes from: April 19, 2011 Total Change is: 3,159
1,571 2,718 -30 124 -85 46 658 -436 363 -228 -125 150 505 558
Percent of Open Interest Represented by Each Category of Trader
43.5 38.1 12.4 12.3 6.3 1.0 15.7 24.5 0.7 1.5 6.5 0.8 12.0 9.6
Number of Traders in Each Category Total Traders: 76
17 15 4 9 . . 14 13 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 34,421
Positions
256 7,257 1,529 20,572 10,875 4,040 3,317 8,109 3 419 0 0 4,285 2,608
Changes from: April 19, 2011 Total Change is: 1,613
0 195 126 961 -1,288 -82 691 1,937 0 0 0 0 -83 725
Percent of Open Interest Represented by Each Category of Trader
0.7 21.1 4.4 59.8 31.6 11.7 9.6 23.6 0.0 1.2 0.0 0.0 12.4 7.6
Number of Traders in Each Category Total Traders: 48
. 4 . 19 12 7 . 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 41,006
Positions
6,707 17,299 972 13,843 3,932 1,226 9,163 13,218 574 1,388 520 17 7,116 3,248
Changes from: April 19, 2011 Total Change is: -810
-777 294 -20 -1,104 -626 10 -244 -772 52 17 -11 -17 1,273 280
Percent of Open Interest Represented by Each Category of Trader
16.4 42.2 2.4 33.8 9.6 3.0 22.3 32.2 1.4 3.4 1.3 0.0 17.4 7.9
Number of Traders in Each Category Total Traders: 63
7 7 . 16 6 5 13 8 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 575,695
Positions
4,613 61,386 7,413 272,143 148,926 62,864 65,847 95,509 6,653 15,369 50,191 64 140,729 142,689
Changes from: April 19, 2011 Total Change is: 14,014
-2,311 9,360 -53 -6,759 1,428 -1,482 14,970 15,388 -1,837 39 1,320 64 11,383 -10,174
Percent of Open Interest Represented by Each Category of Trader
0.8 10.7 1.3 47.3 25.9 10.9 11.4 16.6 1.2 2.7 8.7 0.0 24.4 24.8
Number of Traders in Each Category Total Traders: 144
6 15 8 41 22 33 26 21 17 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 317,060
Positions
0 131,645 1,006 223,343 4,847 16,984 5,750 117,591 0 1,700 0 0 68,277 44,987
Changes from: April 19, 2011 Total Change is: -4,165
0 -1,992 506 -18,371 113 2,433 2,000 -10,417 0 0 0 0 9,267 5,192
Percent of Open Interest Represented by Each Category of Trader
0.0 41.5 0.3 70.4 1.5 5.4 1.8 37.1 0.0 0.5 0.0 0.0 21.5 14.2
Number of Traders in Each Category Total Traders: 63
0 12 . 30 . 15 . 16 0 . 0 0
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Traders in Financial Futures- Futures Only Positions as of April 26, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,057,084
Positions
73,555 89,016 11,651 208,001 440,113 94,503 355,086 88,793 24,715 171,774 145,629 9,404 108,395 153,260
Changes from: April 19, 2011 Total Change is: 2,290
-14,615 4,607 -131 -3,899 10,512 4,558 4,708 -11,097 2,851 -5,052 -4,667 3,330 10,540 -7,673
Percent of Open Interest Represented by Each Category of Trader
7.0 8.4 1.1 19.7 41.6 8.9 33.6 8.4 2.3 16.2 13.8 0.9 10.3 14.5
Number of Traders in Each Category Total Traders: 268
19 34 10 37 57 38 46 35 21 12 27 7
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Traders in Financial Futures- Futures Only Positions as of April 26, 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 1,660,137
Positions
199,419 154,720 27,097 496,645 513,713 210,404 369,801 265,076 25,325 45,323 63,247 11,988 274,135 388,567
Changes from: April 19, 2011 Total Change is: 34,021
-2,020 -760 -3,084 -5,255 -20,436 1,726 33,617 17,846 -569 -22,791 5,897 -722 33,119 34,123
Percent of Open Interest Represented by Each Category of Trader
12.0 9.3 1.6 29.9 30.9 12.7 22.3 16.0 1.5 2.7 3.8 0.7 16.5 23.4
Number of Traders in Each Category Total Traders: 261
26 36 15 27 57 43 47 42 33 9 16 .
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Traders in Financial Futures- Futures Only Positions as of April 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,423,930
Positions
151,774 167,372 27,275 209,449 607,968 131,922 571,718 89,867 38,852 91,670 77,367 596 200,674 282,711
Changes from: April 19, 2011 Total Change is: 68,976
15,077 38,372 -5,415 -11,120 57,152 -16,008 69,561 -15,584 2,352 -209 -1,524 -191 14,929 9,822
Percent of Open Interest Represented by Each Category of Trader
10.7 11.8 1.9 14.7 42.7 9.3 40.2 6.3 2.7 6.4 5.4 0.0 14.1 19.9
Number of Traders in Each Category Total Traders: 203
21 22 12 23 47 39 36 31 16 8 15 .
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Traders in Financial Futures- Futures Only Positions as of April 26, 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 695,570
Positions
196,131 221,735 243,873 9,905 3,603 12,302 95,485 66,754 81,443 11,864 6,589 8,747 35,820 50,524
Changes from: April 19, 2011 Total Change is: 12,788
1,594 -5,071 9,182 -1,152 0 2,075 -1,980 2,814 2,227 -159 1,708 1,648 -647 -1,795
Percent of Open Interest Represented by Each Category of Trader
28.2 31.9 35.1 1.4 0.5 1.8 13.7 9.6 11.7 1.7 0.9 1.3 5.1 7.3
Number of Traders in Each Category Total Traders: 141
26 35 47 6 4 5 23 26 31 . 7 6
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Traders in Financial Futures- Futures Only Positions as of April 26, 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 9,773,496
Positions
1,154,690 3,996,969 1,593,493 3,134,919 537,173 202,198 1,331,055 741,787 1,187,330 67,664 284,394 180,944 921,203 1,049,208
Changes from: April 19, 2011 Total Change is: 272,326
-13,541 232,402 -89,361 114,071 23,567 -5,095 145,595 17,431 66,542 689 -17,197 25,054 28,372 18,983
Percent of Open Interest Represented by Each Category of Trader
11.8 40.9 16.3 32.1 5.5 2.1 13.6 7.6 12.1 0.7 2.9 1.9 9.4 10.7
Number of Traders in Each Category Total Traders: 281
30 65 92 13 11 16 58 62 90 11 13 21
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Traders in Financial Futures- Futures Only Positions as of April 26, 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 11,249
Positions
3,410 4,995 0 1,603 748 25 1,153 4,549 10 4,909 740 0 139 182
Changes from: April 19, 2011 Total Change is: 182
-436 -245 0 13 0 0 610 526 -37 0 0 0 32 -62
Percent of Open Interest Represented by Each Category of Trader
30.3 44.4 0.0 14.3 6.6 0.2 10.2 40.4 0.1 43.6 6.6 0.0 1.2 1.6
Number of Traders in Each Category Total Traders: 30
. . 0 . 5 . . 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 27,679
Positions
23,065 13,147 0 1,983 2,533 58 2,256 6,090 0 40 5,464 0 277 387
Changes from: April 19, 2011 Total Change is: -1,452
-1,648 -746 0 0 174 -1 660 776 -554 0 0 0 91 -1,101
Percent of Open Interest Represented by Each Category of Trader
83.3 47.5 0.0 7.2 9.2 0.2 8.2 22.0 0.0 0.1 19.7 0.0 1.0 1.4
Number of Traders in Each Category Total Traders: 30
. 4 0 . 5 . 6 6 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 51,693
Positions
24,155 6,936 0 83 990 565 14,866 34,342 973 2,777 2,819 247 8,027 4,821
Changes from: April 19, 2011 Total Change is: 1,534
-170 477 0 0 129 -50 1,227 360 37 1,009 268 -97 -422 410
Percent of Open Interest Represented by Each Category of Trader
46.7 13.4 0.0 0.2 1.9 1.1 28.8 66.4 1.9 5.4 5.5 0.5 15.5 9.3
Number of Traders in Each Category Total Traders: 134
5 9 0 . 5 . 15 55 7 28 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 193,067
Positions
69,819 62,874 38,093 11,044 2,609 2,771 14,836 39,927 19,626 2,310 2,460 12,372 22,196 12,335
Changes from: April 19, 2011 Total Change is: -21,853
-3,278 -6,460 -8,203 -256 304 -308 -4,364 2,038 -6,458 11 -482 1,285 -282 -3,569
Percent of Open Interest Represented by Each Category of Trader
36.2 32.6 19.7 5.7 1.4 1.4 7.7 20.7 10.2 1.2 1.3 6.4 11.5 6.4
Number of Traders in Each Category Total Traders: 114
12 10 17 11 5 . 21 24 24 8 7 19
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Traders in Financial Futures- Futures Only Positions as of April 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,819
Positions
492 4,647 0 2,550 337 0 2,881 2,801 37 730 77 0 2,129 920
Changes from: April 19, 2011 Total Change is: 276
0 -93 0 -10 0 0 286 369 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
5.6 52.7 0.0 28.9 3.8 0.0 32.7 31.8 0.4 8.3 0.9 0.0 24.1 10.4
Number of Traders in Each Category Total Traders: 24
. 4 0 4 . 0 7 4 . . . 0
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Updated April 29, 2011