Traders in Financial Futures- Futures Only Positions as of May 3, 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 139,919 Positions 9,630 95,942 4,423 10,220 6,456 263 56,057 15,517 1,759 8,451 0 0 49,116 15,559 Changes from: April 26, 2011 Total Change is: 980 2,109 -3,906 452 741 -28 -48 2,220 2,642 331 -1,335 0 0 -3,490 1,537 Percent of Open Interest Represented by Each Category of Trader 6.9 68.6 3.2 7.3 4.6 0.2 40.1 11.1 1.3 6.0 0.0 0.0 35.1 11.1 Number of Traders in Each Category Total Traders: 95 6 13 6 5 . . 45 12 6 11 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 72,778 Positions 10,472 40,407 2,465 854 1,120 79 29,339 17,461 18 418 0 0 29,133 11,228 Changes from: April 26, 2011 Total Change is: 1,143 -642 230 60 35 8 -14 1,263 421 -25 0 0 0 466 463 Percent of Open Interest Represented by Each Category of Trader 14.4 55.5 3.4 1.2 1.5 0.1 40.3 24.0 0.0 0.6 0.0 0.0 40.0 15.4 Number of Traders in Each Category Total Traders: 46 4 7 . . . . 19 12 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 124,003 Positions 4,907 55,107 1,336 6,927 21,840 1,368 67,257 24,099 217 3,204 3,902 27 38,760 16,107 Changes from: April 26, 2011 Total Change is: 5,517 1,789 -2,432 606 664 -119 -1 1,760 7,487 104 293 -356 0 302 228 Percent of Open Interest Represented by Each Category of Trader 4.0 44.4 1.1 5.6 17.6 1.1 54.2 19.4 0.2 2.6 3.1 0.0 31.3 13.0 Number of Traders in Each Category Total Traders: 108 7 13 4 4 13 5 40 23 8 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 104,590 Positions 27,847 16,502 3,646 24,857 8,030 521 20,234 34,155 413 1,336 2,966 0 25,736 38,357 Changes from: April 26, 2011 Total Change is: -9,544 -14,464 2,941 1,108 1,908 -1,645 -298 -693 -10,053 112 436 252 0 2,347 -1,961 Percent of Open Interest Represented by Each Category of Trader 26.6 15.8 3.5 23.8 7.7 0.5 19.3 32.7 0.4 1.3 2.8 0.0 24.6 36.7 Number of Traders in Each Category Total Traders: 104 14 13 4 9 8 . 18 34 6 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 264,337 Positions 26,264 136,892 1,463 32,544 21,921 2,458 105,405 47,627 2,303 22,651 5,763 314 70,935 45,596 Changes from: April 26, 2011 Total Change is: 15,337 -12,329 17,850 -103 679 926 34 24,003 7,324 472 159 -9,303 -52 2,474 -1,811 Percent of Open Interest Represented by Each Category of Trader 9.9 51.8 0.6 12.3 8.3 0.9 39.9 18.0 0.9 8.6 2.2 0.1 26.8 17.2 Number of Traders in Each Category Total Traders: 180 15 23 8 18 16 11 49 31 15 14 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 142,328 Positions 10,611 103,949 349 11,463 3,339 158 81,546 15,189 309 2,085 656 0 35,807 18,379 Changes from: April 26, 2011 Total Change is: -1,140 2,017 -7,163 -120 53 -49 -25 -2,000 6,460 263 -484 -500 0 -844 -6 Percent of Open Interest Represented by Each Category of Trader 7.5 73.0 0.2 8.1 2.3 0.1 57.3 10.7 0.2 1.5 0.5 0.0 25.2 12.9 Number of Traders in Each Category Total Traders: 82 6 13 . 6 4 . 34 14 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 102,268 Positions 16,255 35,680 54,484 0 0 0 27,662 11,025 668 2,575 0 0 624 411 Changes from: April 26, 2011 Total Change is: 19,011 2,269 1,560 16,934 0 0 0 65 615 -297 0 0 0 40 199 Percent of Open Interest Represented by Each Category of Trader 15.9 34.9 53.3 0.0 0.0 0.0 27.0 10.8 0.7 2.5 0.0 0.0 0.6 0.4 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 May 3, 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 162,963 Positions 1,187 130,979 260 16,969 1,743 45 128,766 24,861 115 6,912 3,011 0 8,709 1,949 Changes from: April 26, 2011 Total Change is: -8,014 468 -4,978 19 -232 150 -70 -7,274 -3,121 -103 -800 29 0 -22 60 Percent of Open Interest Represented by Each Category of Trader 0.7 80.4 0.2 10.4 1.1 0.0 79.0 15.3 0.1 4.2 1.8 0.0 5.3 1.2 Number of Traders in Each Category Total Traders: 127 6 16 . 9 . . 67 10 . 13 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 31,620 Positions 1,749 19,938 18 1,436 135 0 22,929 9,872 240 983 139 0 4,265 1,278 Changes from: April 26, 2011 Total Change is: 4,400 115 3,060 0 882 -164 0 3,405 1,599 27 -15 -229 0 -14 107 Percent of Open Interest Represented by Each Category of Trader 5.5 63.1 0.1 4.5 0.4 0.0 72.5 31.2 0.8 3.1 0.4 0.0 13.5 4.0 Number of Traders in Each Category Total Traders: 51 . 13 . . . 0 18 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 65,524 Positions 21,099 37,183 936 4,206 1,265 476 30,483 18,401 10 1,313 1,420 0 7,003 5,834 Changes from: April 26, 2011 Total Change is: 8,093 -258 5,807 -51 306 -171 11 7,500 5,338 -110 972 395 0 -277 -3,126 Percent of Open Interest Represented by Each Category of Trader 32.2 56.7 1.4 6.4 1.9 0.7 46.5 28.1 0.0 2.0 2.2 0.0 10.7 8.9 Number of Traders in Each Category Total Traders: 112 18 17 4 9 . . 41 15 . . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 131,048 Positions 42,197 74,365 1,871 8,412 2,530 952 60,966 36,802 20 2,625 2,840 0 14,005 11,668 Changes from: April 26, 2011 Total Change is: 16,186 -516 11,614 -102 611 -342 21 15,000 10,675 -219 1,944 790 0 -553 -6,251 Percent of Open Interest Represented by Each Category of Trader 32.2 56.7 1.4 6.4 1.9 0.7 46.5 28.1 0.0 2.0 2.2 0.0 10.7 8.9 Number of Traders in Each Category Total Traders: 112 18 17 4 9 . . 41 15 . . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 885,078 Positions 51,100 273,250 50,192 403,571 114,351 58,757 94,647 170,013 35,754 22,883 60,331 6,001 162,174 116,430 Changes from: April 26, 2011 Total Change is: 12,857 -4,547 -13,737 -551 -7,869 -3,704 2,558 16,566 -2,176 4,744 1,150 27,550 3,352 -2,546 -5,180 Percent of Open Interest Represented by Each Category of Trader 5.8 30.9 5.7 45.6 12.9 6.6 10.7 19.2 4.0 2.6 6.8 0.7 18.3 13.2 Number of Traders in Each Category Total Traders: 555 39 52 22 128 53 63 96 124 59 32 31 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 321,702 Positions 8,951 166,088 5,528 137,741 34,373 9,116 33,501 25,327 2,355 5,520 35,443 2,059 116,931 41,413 Changes from: April 26, 2011 Total Change is: -1,368 -865 -18,535 -3,121 -3,008 -776 -28 5,614 -2,477 -23 -1,134 22,767 2,054 -857 -1,229 Percent of Open Interest Represented by Each Category of Trader 2.8 51.6 1.7 42.8 10.7 2.8 10.4 7.9 0.7 1.7 11.0 0.6 36.3 12.9 Number of Traders in Each Category Total Traders: 119 5 21 . 32 12 12 13 26 8 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 2,816,881 Positions 300,011 625,075 134,054 1,342,227 412,968 235,128 427,229 844,930 45,497 101,808 139,433 4,713 226,214 375,083 Changes from: April 26, 2011 Total Change is: 71,127 -7,015 35,388 1,454 -22,810 -13,145 11,438 82,960 29,708 -4,367 14,782 27,273 3,132 -8,447 -19,754 Percent of Open Interest Represented by Each Category of Trader 10.7 22.2 4.8 47.6 14.7 8.3 15.2 30.0 1.6 3.6 4.9 0.2 8.0 13.3 Number of Traders in Each Category Total Traders: 523 38 49 15 110 50 55 95 121 41 30 30 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 119,590 Positions 19,507 47,402 4,435 59,138 34,209 5,823 20,006 19,367 51 1,562 5,051 0 9,068 3,252 Changes from: April 26, 2011 Total Change is: -5,212 1,430 -7,579 -399 -5,551 -922 193 -382 -1,927 -54 39 5,051 0 -488 425 Percent of Open Interest Represented by Each Category of Trader 16.3 39.6 3.7 49.5 28.6 4.9 16.7 16.2 0.0 1.3 4.2 0.0 7.6 2.7 Number of Traders in Each Category Total Traders: 99 10 9 . 33 14 11 18 12 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 106,635 Positions 13,399 51,357 7,485 17,403 9,683 2,470 36,780 11,751 15,106 4,303 4,726 174 9,516 3,883 Changes from: April 26, 2011 Total Change is: 15,165 -217 7,597 982 468 -876 53 8,569 445 4,601 157 2,717 169 386 -521 Percent of Open Interest Represented by Each Category of Trader 12.6 48.2 7.0 16.3 9.1 2.3 34.5 11.0 14.2 4.0 4.4 0.2 8.9 3.6 Number of Traders in Each Category Total Traders: 254 23 31 13 37 18 11 77 42 21 14 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 24,120 Positions 4,048 19,313 573 1,859 0 0 14,061 266 0 222 3,038 0 3,357 930 Changes from: April 26, 2011 Total Change is: 5,736 1,100 3,727 52 0 0 0 5,087 11 0 17 1,914 0 -520 32 Percent of Open Interest Represented by Each Category of Trader 16.8 80.1 2.4 7.7 0.0 0.0 58.3 1.1 0.0 0.9 12.6 0.0 13.9 3.9 Number of Traders in Each Category Total Traders: 30 5 11 4 . 0 0 6 . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 412,576 Positions 75,294 188,763 6,019 81,718 52,414 8,352 185,232 129,060 3,895 21,019 9,056 254 30,793 14,763 Changes from: April 26, 2011 Total Change is: 47,147 -1,211 24,725 -726 2,338 -4,382 266 42,989 27,752 -2,578 1,312 4,627 229 4,528 -2,766 Percent of Open Interest Represented by Each Category of Trader 18.2 45.8 1.5 19.8 12.7 2.0 44.9 31.3 0.9 5.1 2.2 0.1 7.5 3.6 Number of Traders in Each Category Total Traders: 250 22 30 7 36 18 11 77 43 16 14 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 398,072 Positions 157,932 38,823 11,560 113,343 134,368 33,443 54,497 134,945 3,971 2,154 22,115 0 21,172 18,847 Changes from: April 26, 2011 Total Change is: 4,425 660 -515 1,774 -1,130 -2,611 1,127 904 -3,453 1,399 -1,988 4,018 0 1,679 2,686 Percent of Open Interest Represented by Each Category of Trader 39.7 9.8 2.9 28.5 33.8 8.4 13.7 33.9 1.0 0.5 5.6 0.0 5.3 4.7 Number of Traders in Each Category Total Traders: 264 19 18 . 52 48 29 47 61 11 5 14 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 55,193 Positions 12,359 2,463 5,815 5,923 10,950 1,976 17,892 8,143 4,131 216 4,983 0 6,881 16,732 Changes from: April 26, 2011 Total Change is: -613 -365 -1,404 -300 -659 -70 -14 -1,527 -794 2,352 0 -18 0 -100 -365 Percent of Open Interest Represented by Each Category of Trader 22.4 4.5 10.5 10.7 19.8 3.6 32.4 14.8 7.5 0.4 9.0 0.0 12.5 30.3 Number of Traders in Each Category Total Traders: 65 10 6 . 10 . . 17 12 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 64,736 Positions 26,772 22,808 7,851 7,560 2,773 615 10,184 16,894 1,789 952 6,701 465 8,548 4,840 Changes from: April 26, 2011 Total Change is: 506 -1,168 -1,683 -126 -346 -1,304 0 97 1,176 1,312 0 2,510 -78 815 -1,301 Percent of Open Interest Represented by Each Category of Trader 41.4 35.2 12.1 11.7 4.3 1.0 15.7 26.1 2.8 1.5 10.4 0.7 13.2 7.5 Number of Traders in Each Category Total Traders: 80 17 15 4 9 . . 14 16 . . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 32,888 Positions 256 7,876 901 19,958 10,953 3,412 4,193 7,461 48 419 0 0 3,701 2,237 Changes from: April 26, 2011 Total Change is: -1,533 0 619 -628 -614 78 -628 876 -648 45 0 0 0 -584 -371 Percent of Open Interest Represented by Each Category of Trader 0.8 23.9 2.7 60.7 33.3 10.4 12.7 22.7 0.1 1.3 0.0 0.0 11.3 6.8 Number of Traders in Each Category Total Traders: 52 . 4 . 21 13 7 4 8 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 41,907 Positions 6,448 18,348 942 14,772 4,233 1,074 9,309 13,208 388 1,112 798 17 7,845 2,899 Changes from: April 26, 2011 Total Change is: 901 -259 1,049 -30 929 301 -152 146 -10 -186 -276 278 0 729 -349 Percent of Open Interest Represented by Each Category of Trader 15.4 43.8 2.2 35.2 10.1 2.6 22.2 31.5 0.9 2.7 1.9 0.0 18.7 6.9 Number of Traders in Each Category Total Traders: 62 6 7 . 16 7 4 12 8 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 607,225 Positions 5,133 71,924 5,662 263,487 139,266 67,969 87,869 118,919 7,852 15,161 48,754 218 153,874 146,661 Changes from: April 26, 2011 Total Change is: 31,530 520 10,538 -1,751 -8,656 -9,660 5,105 22,022 23,410 1,199 -208 -1,437 154 13,145 3,972 Percent of Open Interest Represented by Each Category of Trader 0.8 11.8 0.9 43.4 22.9 11.2 14.5 19.6 1.3 2.5 8.0 0.0 25.3 24.2 Number of Traders in Each Category Total Traders: 150 7 15 10 43 20 32 27 26 19 5 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 317,386 Positions 0 130,086 1,702 231,823 5,589 18,559 2,000 116,359 108 1,700 0 0 61,494 44,983 Changes from: April 26, 2011 Total Change is: 326 0 -1,559 696 8,480 742 1,575 -3,750 -1,232 108 0 0 0 -6,783 -4 Percent of Open Interest Represented by Each Category of Trader 0.0 41.0 0.5 73.0 1.8 5.8 0.6 36.7 0.0 0.5 0.0 0.0 19.4 14.2 Number of Traders in Each Category Total Traders: 66 0 11 4 33 . 18 . 17 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,067,052 Positions 96,976 97,830 15,402 210,686 447,551 100,972 339,344 94,510 25,002 156,232 112,697 9,340 113,098 163,748 Changes from: April 26, 2011 Total Change is: 9,968 23,421 8,814 3,751 2,685 7,438 6,469 -15,742 5,717 287 -15,542 -32,932 -64 4,703 10,488 Percent of Open Interest Represented by Each Category of Trader 9.1 9.2 1.4 19.7 41.9 9.5 31.8 8.9 2.3 14.6 10.6 0.9 10.6 15.3 Number of Traders in Each Category Total Traders: 279 20 38 10 37 57 41 51 36 23 12 27 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,704,182 Positions 204,371 157,510 35,681 488,239 487,959 229,876 378,181 290,679 31,159 35,342 71,163 9,856 291,477 390,299 Changes from: April 26, 2011 Total Change is: 44,045 4,952 2,790 8,584 -8,406 -25,754 19,472 8,380 25,603 5,834 -9,981 7,916 -2,132 17,342 1,732 Percent of Open Interest Represented by Each Category of Trader 12.0 9.2 2.1 28.6 28.6 13.5 22.2 17.1 1.8 2.1 4.2 0.6 17.1 22.9 Number of Traders in Each Category Total Traders: 271 25 37 15 29 56 44 42 56 32 8 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 1,457,788 Positions 189,865 169,730 23,484 203,276 633,204 129,172 527,969 87,798 35,996 111,439 78,842 708 235,879 298,854 Changes from: April 26, 2011 Total Change is: 33,858 38,091 2,358 -3,791 -6,173 25,236 -2,750 -43,749 -2,069 -2,856 19,769 1,475 112 35,205 16,143 Percent of Open Interest Represented by Each Category of Trader 13.0 11.6 1.6 13.9 43.4 8.9 36.2 6.0 2.5 7.6 5.4 0.0 16.2 20.5 Number of Traders in Each Category Total Traders: 205 19 21 10 26 47 39 38 31 20 8 15 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 646,665 Positions 179,190 182,116 226,711 6,297 1,907 11,149 85,631 62,840 83,972 11,749 13,713 9,049 32,917 55,208 Changes from: April 26, 2011 Total Change is: -48,905 -16,941 -39,619 -17,162 -3,608 -1,696 -1,153 -9,854 -3,914 2,529 -115 7,124 302 -2,903 4,684 Percent of Open Interest Represented by Each Category of Trader 27.7 28.2 35.1 1.0 0.3 1.7 13.2 9.7 13.0 1.8 2.1 1.4 5.1 8.5 Number of Traders in Each Category Total Traders: 138 22 35 50 6 . 4 23 25 32 . 10 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is10,119,301 Positions 1,153,474 3,966,341 1,641,561 3,188,679 662,535 203,485 1,474,093 826,867 1,224,460 72,812 336,892 158,340 1,002,397 1,098,820 Changes from: April 26, 2011 Total Change is: 345,805 -1,216 -30,628 48,068 53,760 125,362 1,287 143,038 85,080 37,130 5,148 52,498 -22,604 81,194 49,612 Percent of Open Interest Represented by Each Category of Trader 11.4 39.2 16.2 31.5 6.5 2.0 14.6 8.2 12.1 0.7 3.3 1.6 9.9 10.9 Number of Traders in Each Category Total Traders: 284 28 67 90 12 13 17 57 63 88 11 17 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 10,818 Positions 3,483 4,613 0 1,248 748 23 918 4,525 7 4,825 720 0 314 182 Changes from: April 26, 2011 Total Change is: -431 73 -382 0 -355 0 -2 -235 -24 -3 -84 -20 0 175 0 Percent of Open Interest Represented by Each Category of Trader 32.2 42.6 0.0 11.5 6.9 0.2 8.5 41.8 0.1 44.6 6.7 0.0 2.9 1.7 Number of Traders in Each Category Total Traders: 31 . . 0 . 5 . 4 9 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 27,935 Positions 23,055 14,061 0 1,305 1,965 58 3,189 6,317 0 78 5,464 0 250 70 Changes from: April 26, 2011 Total Change is: 256 -10 914 0 -678 -568 0 933 227 0 38 0 0 -27 -317 Percent of Open Interest Represented by Each Category of Trader 82.5 50.3 0.0 4.7 7.0 0.2 11.4 22.6 0.0 0.3 19.6 0.0 0.9 0.3 Number of Traders in Each Category Total Traders: 31 . 4 0 . 5 . 6 6 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 53,901 Positions 25,301 8,051 0 83 869 573 14,953 35,572 834 3,693 2,754 213 8,251 5,035 Changes from: April 26, 2011 Total Change is: 2,208 1,146 1,115 0 0 -121 8 87 1,230 -139 916 -65 -34 224 214 Percent of Open Interest Represented by Each Category of Trader 46.9 14.9 0.0 0.2 1.6 1.1 27.7 66.0 1.5 6.9 5.1 0.4 15.3 9.3 Number of Traders in Each Category Total Traders: 135 8 7 0 . 5 . 19 54 7 28 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 215,008 Positions 69,064 64,343 38,152 11,697 2,813 5,222 12,702 41,647 22,645 7,659 1,996 21,844 26,023 16,346 Changes from: April 26, 2011 Total Change is: 21,941 -755 1,469 59 653 204 2,451 -2,134 1,720 3,019 5,349 -464 9,472 3,827 4,011 Percent of Open Interest Represented by Each Category of Trader 32.1 29.9 17.7 5.4 1.3 2.4 5.9 19.4 10.5 3.6 0.9 10.2 12.1 7.6 Number of Traders in Each Category Total Traders: 122 16 10 22 11 5 4 21 23 27 10 9 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 3, 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 7,523 Positions 492 4,866 0 2,447 397 0 2,603 2,146 37 730 77 0 1,214 0 Changes from: April 26, 2011 Total Change is: -1,296 0 219 0 -103 60 0 -278 -655 0 0 0 0 -915 -920 Percent of Open Interest Represented by Each Category of Trader 6.5 64.7 0.0 32.5 5.3 0.0 34.6 28.5 0.5 9.7 1.0 0.0 16.1 0.0 Number of Traders in Each Category Total Traders: 23 . 4 0 4 . 0 6 4 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 6, 2011