Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 158,656 Positions 6,075 81,029 4,814 9,707 7,050 142 67,513 36,785 5,459 8,756 0 231 55,959 23,145 Changes from: February 22, 2011 Total Change is: 10,819 1,660 3,732 482 95 -35 0 5,490 2,032 886 -1,127 -1 -103 3,436 3,825 Percent of Open Interest Represented by Each Category of Trader 3.8 51.1 3.0 6.1 4.4 0.1 42.6 23.2 3.4 5.5 0.0 0.1 35.3 14.6 Number of Traders in Each Category Total Traders: 86 5 17 8 4 4 . 32 12 11 12 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 61,681 Positions 624 26,416 1,802 930 1,085 77 29,953 17,551 1,013 0 665 0 27,281 13,071 Changes from: February 22, 2011 Total Change is: 13,807 -4,080 9,048 -399 0 1 0 10,840 5,818 -97 0 665 0 7,542 -1,230 Percent of Open Interest Represented by Each Category of Trader 1.0 42.8 2.9 1.5 1.8 0.1 48.6 28.5 1.6 0.0 1.1 0.0 44.2 21.2 Number of Traders in Each Category Total Traders: 46 . 14 5 . . . 19 8 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 138,814 Positions 11,266 38,522 11,225 6,833 19,380 1,226 65,253 33,550 4,516 1,449 5,835 889 36,156 23,670 Changes from: February 22, 2011 Total Change is: 3,704 2,832 -3,318 118 20 -66 7 -1,233 4,579 1,014 -1,158 1,290 -472 2,576 551 Percent of Open Interest Represented by Each Category of Trader 8.1 27.8 8.1 4.9 14.0 0.9 47.0 24.2 3.3 1.0 4.2 0.6 26.0 17.1 Number of Traders in Each Category Total Traders: 101 9 16 13 4 12 5 32 19 17 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 151,756 Positions 11,195 63,580 8,067 25,947 8,517 326 70,198 19,891 6,483 1,385 6,533 183 27,973 38,176 Changes from: February 22, 2011 Total Change is: 14,654 -17,207 35,752 2,640 243 975 -607 24,793 -27,636 534 1 1,582 157 4,100 1,257 Percent of Open Interest Represented by Each Category of Trader 7.4 41.9 5.3 17.1 5.6 0.2 46.3 13.1 4.3 0.9 4.3 0.1 18.4 25.2 Number of Traders in Each Category Total Traders: 123 8 21 13 9 9 . 32 30 24 . 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 271,193 Positions 27,924 83,110 22,393 28,330 19,153 3,378 61,942 34,492 29,699 19,071 9,351 10,922 67,534 58,694 Changes from: February 22, 2011 Total Change is: 12,755 869 6,686 734 -1,828 -560 991 3,790 -5,166 2,103 226 5,812 958 4,914 1,198 Percent of Open Interest Represented by Each Category of Trader 10.3 30.6 8.3 10.4 7.1 1.2 22.8 12.7 11.0 7.0 3.4 4.0 24.9 21.6 Number of Traders in Each Category Total Traders: 182 18 20 19 19 14 12 45 38 45 12 16 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 143,901 Positions 7,909 101,487 4,080 8,740 3,745 134 78,983 11,235 4,010 1,651 1,031 362 38,032 17,818 Changes from: February 22, 2011 Total Change is: 11,305 -350 9,542 -246 68 166 0 8,583 1,067 629 155 66 62 2,405 20 Percent of Open Interest Represented by Each Category of Trader 5.5 70.5 2.8 6.1 2.6 0.1 54.9 7.8 2.8 1.1 0.7 0.3 26.4 12.4 Number of Traders in Each Category Total Traders: 90 7 13 11 4 5 . 40 15 17 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 66,467 Positions 16,619 38,254 15,733 0 0 0 29,915 9,716 1,779 1,255 0 0 1,166 985 Changes from: February 22, 2011 Total Change is: 987 1,704 1,392 -1,007 0 0 0 -1,569 -1,524 1,241 0 0 0 618 885 Percent of Open Interest Represented by Each Category of Trader 25.0 57.6 23.7 0.0 0.0 0.0 45.0 14.6 2.7 1.9 0.0 0.0 1.8 1.5 Number of Traders in Each Category Total Traders: 21 6 8 11 0 0 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 134,821 Positions 4,818 107,498 52 16,692 425 0 100,453 21,861 833 4,637 2,432 0 7,336 1,720 Changes from: February 22, 2011 Total Change is: -15,034 3,128 -6,676 1 -498 0 0 -15,844 -7,944 -193 -724 515 0 -904 -737 Percent of Open Interest Represented by Each Category of Trader 3.6 79.7 0.0 12.4 0.3 0.0 74.5 16.2 0.6 3.4 1.8 0.0 5.4 1.3 Number of Traders in Each Category Total Traders: 117 7 14 . 8 . 0 59 12 5 8 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 26,966 Positions 8,283 10,224 622 0 1,016 0 14,195 13,160 145 961 150 0 2,760 1,649 Changes from: February 22, 2011 Total Change is: -864 769 -1,933 347 0 617 0 -1,328 -3 3 -168 0 0 -487 105 Percent of Open Interest Represented by Each Category of Trader 30.7 37.9 2.3 0.0 3.8 0.0 52.6 48.8 0.5 3.6 0.6 0.0 10.2 6.1 Number of Traders in Each Category Total Traders: 45 9 6 . 0 . 0 14 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 60,982 Positions 21,790 32,112 2,225 4,525 2,347 236 14,149 8,528 8,344 600 524 371 8,743 6,295 Changes from: February 22, 2011 Total Change is: 1,122 402 3,375 28 224 -475 -16 -1,324 85 2,002 -18 -1,859 -106 -71 -1,913 Percent of Open Interest Represented by Each Category of Trader 35.7 52.7 3.6 7.4 3.8 0.4 23.2 14.0 13.7 1.0 0.9 0.6 14.3 10.3 Number of Traders in Each Category Total Traders: 107 19 18 7 8 6 . 31 16 17 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #124601 Open Interest is 12,807 Positions 4,903 9,315 168 355 0 0 5,394 850 0 0 261 0 1,987 2,213 Changes from: February 22, 2011 Total Change is: 953 -383 944 0 -19 0 0 1,314 98 0 0 -40 0 41 -49 Percent of Open Interest Represented by Each Category of Trader 38.3 72.7 1.3 2.8 0.0 0.0 42.1 6.6 0.0 0.0 2.0 0.0 15.5 17.3 Number of Traders in Each Category Total Traders: 23 6 7 . . 0 0 5 . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 96,351 Positions 35,025 46,847 2,861 8,340 4,693 472 29,397 27,245 4,801 1,200 525 742 13,512 8,165 Changes from: February 22, 2011 Total Change is: 339 1,608 4,900 18 486 -950 -31 -2,453 2,798 1,180 -36 -3,638 -211 -223 -3,727 Percent of Open Interest Represented by Each Category of Trader 36.4 48.6 3.0 8.7 4.9 0.5 30.5 28.3 5.0 1.2 0.5 0.8 14.0 8.5 Number of Traders in Each Category Total Traders: 102 17 17 7 7 6 . 33 18 11 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 1,089,709 Positions 60,524 262,378 99,743 415,048 123,362 62,481 83,086 203,188 157,936 24,600 34,430 31,365 154,928 114,827 Changes from: February 22, 2011 Total Change is: 43,845 -2,546 -3,226 13,278 -12,083 4,851 2,534 -2,048 8,163 19,522 1,882 -9,202 4,477 18,828 3,446 Percent of Open Interest Represented by Each Category of Trader 5.6 24.1 9.2 38.1 11.3 5.7 7.6 18.6 14.5 2.3 3.2 2.9 14.2 10.5 Number of Traders in Each Category Total Traders: 589 34 56 42 111 65 68 102 152 121 42 26 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 446,488 Positions 53,104 159,085 18,933 146,985 34,054 9,194 21,683 74,813 67,143 7,888 11,193 21,714 99,843 50,358 Changes from: February 22, 2011 Total Change is: 26,198 7,585 3,183 153 -5,111 799 -248 -260 5,890 10,377 572 -264 5,084 8,046 1,225 Percent of Open Interest Represented by Each Category of Trader 11.9 35.6 4.2 32.9 7.6 2.1 4.9 16.8 15.0 1.8 2.5 4.9 22.4 11.3 Number of Traders in Each Category Total Traders: 145 11 19 11 31 14 14 23 29 44 10 8 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 3,216,107 Positions 268,750 748,122 172,396 1,363,094 469,320 243,652 532,920 867,778 228,059 100,933 133,558 30,877 275,425 322,345 Changes from: February 22, 2011 Total Change is: 88,235 -7,058 11,554 22,028 -27,217 27,904 6,270 21,030 41,332 15,758 5,380 -45,858 -1,862 53,906 11,108 Percent of Open Interest Represented by Each Category of Trader 8.4 23.3 5.4 42.4 14.6 7.6 16.6 27.0 7.1 3.1 4.2 1.0 8.6 10.0 Number of Traders in Each Category Total Traders: 537 38 50 36 91 60 60 99 142 106 34 23 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 101,538 Positions 20,631 34,593 989 50,093 35,670 5,382 9,450 19,191 1,531 1,247 0 0 12,215 4,182 Changes from: February 22, 2011 Total Change is: 703 1,041 -3,146 73 -2,533 1,469 -179 -775 72 1,526 -14 0 0 1,564 888 Percent of Open Interest Represented by Each Category of Trader 20.3 34.1 1.0 49.3 35.1 5.3 9.3 18.9 1.5 1.2 0.0 0.0 12.0 4.1 Number of Traders in Each Category Total Traders: 94 8 9 . 31 14 13 16 15 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 94,877 Positions 10,969 40,797 12,384 21,672 7,327 2,702 24,252 14,029 8,097 2,788 2,531 530 11,485 6,481 Changes from: February 22, 2011 Total Change is: -2,970 1,381 -6,372 1,460 -4,537 17 165 -4,630 2,344 -58 142 -349 112 2,996 -287 Percent of Open Interest Represented by Each Category of Trader 11.6 43.0 13.1 22.8 7.7 2.8 25.6 14.8 8.5 2.9 2.7 0.6 12.1 6.8 Number of Traders in Each Category Total Traders: 255 23 32 11 39 18 14 68 47 28 15 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 20,822 Positions 9,297 10,175 1,662 2,369 0 0 1,940 2,811 576 761 1,976 0 4,217 3,622 Changes from: February 22, 2011 Total Change is: -516 1,861 -2,116 -1 71 0 0 -2,767 1,469 0 -11 3 0 329 129 Percent of Open Interest Represented by Each Category of Trader 44.6 48.9 8.0 11.4 0.0 0.0 9.3 13.5 2.8 3.7 9.5 0.0 20.3 17.4 Number of Traders in Each Category Total Traders: 25 6 9 4 . 0 0 . . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 370,276 Positions 41,652 186,406 20,316 96,514 36,636 13,511 135,182 79,706 13,982 11,682 4,329 1,098 36,339 14,291 Changes from: February 22, 2011 Total Change is: -12,267 7,450 -11,432 -2,545 -23,041 83 824 -15,856 -2,164 6,245 2,315 -207 -992 13,333 -2,080 Percent of Open Interest Represented by Each Category of Trader 11.2 50.3 5.5 26.1 9.9 3.6 36.5 21.5 3.8 3.2 1.2 0.3 9.8 3.9 Number of Traders in Each Category Total Traders: 252 23 30 7 38 18 14 69 46 25 16 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 345,701 Positions 112,084 39,008 14,307 111,445 119,170 20,912 58,994 118,400 4,673 2,557 11,676 12 20,717 17,543 Changes from: February 22, 2011 Total Change is: 108 -1,846 -2,581 976 -3,273 -557 1,020 4,037 1,517 -756 267 153 7 -324 329 Percent of Open Interest Represented by Each Category of Trader 32.4 11.3 4.1 32.2 34.5 6.0 17.1 34.2 1.4 0.7 3.4 0.0 6.0 5.1 Number of Traders in Each Category Total Traders: 253 15 24 5 52 45 21 42 57 23 6 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 44,396 Positions 13,576 6,866 130 12,580 209 562 4,556 13,067 582 1,871 1,716 0 10,539 21,264 Changes from: February 22, 2011 Total Change is: -3,488 308 1,144 -36 -3,584 -135 550 606 -4,959 360 -585 0 0 -1,107 -412 Percent of Open Interest Represented by Each Category of Trader 30.6 15.5 0.3 28.3 0.5 1.3 10.3 29.4 1.3 4.2 3.9 0.0 23.7 47.9 Number of Traders in Each Category Total Traders: 64 14 8 . 12 . . 12 12 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 64,564 Positions 22,387 23,803 2,032 11,328 6,059 655 12,795 4,045 1,378 1,916 416 1 12,072 26,175 Changes from: February 22, 2011 Total Change is: 1,905 1,370 4,284 -194 -929 64 0 1,036 1,524 -1,881 139 -3,970 1 2,363 2,077 Percent of Open Interest Represented by Each Category of Trader 34.7 36.9 3.1 17.5 9.4 1.0 19.8 6.3 2.1 3.0 0.6 0.0 18.7 40.5 Number of Traders in Each Category Total Traders: 64 17 14 . 7 . . 11 7 . 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 726,435 Positions 13,203 95,737 41,013 321,869 148,170 47,636 81,322 127,883 47,191 20,845 45,846 2,870 150,485 170,089 Changes from: February 22, 2011 Total Change is: 15,775 -941 -4,080 3,918 -844 9,003 -5,708 40,253 11,189 16,355 -3,735 7,052 -1,923 -31,600 -20,031 Percent of Open Interest Represented by Each Category of Trader 1.8 13.2 5.6 44.3 20.4 6.6 11.2 17.6 6.5 2.9 6.3 0.4 20.7 23.4 Number of Traders in Each Category Total Traders: 155 7 20 21 42 21 35 21 28 28 4 12 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 364,858 Positions 2,983 116,482 9,930 235,399 3,414 17,023 7,100 135,998 25,294 0 0 0 67,129 56,717 Changes from: February 22, 2011 Total Change is: 32,254 213 2,685 4,752 6,181 176 809 5,450 3,341 20,666 0 0 0 -5,817 -176 Percent of Open Interest Represented by Each Category of Trader 0.8 31.9 2.7 64.5 0.9 4.7 1.9 37.3 6.9 0.0 0.0 0.0 18.4 15.5 Number of Traders in Each Category Total Traders: 66 . 10 5 34 . 14 . 18 9 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 909,747 Positions 64,774 62,842 27,468 332,892 355,138 79,667 172,945 110,401 66,270 66,111 64,682 6,882 92,737 136,396 Changes from: February 22, 2011 Total Change is: -104,380 -25,827 -24,809 -377 24,443 -1,177 -3,979 -104,932 -42,545 19,515 1,313 -31,485 -3,523 -11,013 -16,000 Percent of Open Interest Represented by Each Category of Trader 7.1 6.9 3.0 36.6 39.0 8.8 19.0 12.1 7.3 7.3 7.1 0.8 10.2 15.0 Number of Traders in Each Category Total Traders: 221 19 31 23 32 46 35 35 30 32 8 20 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 1,781,510 Positions 98,736 141,641 145,144 540,033 489,777 235,431 209,740 176,516 174,683 55,992 31,409 30,912 290,838 355,997 Changes from: February 22, 2011 Total Change is: -39,171 -40,205 11,770 -10,357 -35,589 20,030 5,677 19,061 -81,608 34,468 -5,967 4,990 3,019 -9,278 -27,159 Percent of Open Interest Represented by Each Category of Trader 5.5 8.0 8.1 30.3 27.5 13.2 11.8 9.9 9.8 3.1 1.8 1.7 16.3 20.0 Number of Traders in Each Category Total Traders: 254 22 33 47 32 56 52 52 40 68 8 11 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 1,347,763 Positions 104,725 124,837 62,256 233,206 435,023 169,305 447,097 92,597 83,223 63,927 87,539 10,636 173,388 282,347 Changes from: February 22, 2011 Total Change is: -63,930 -33,119 -22,227 1,369 13,698 -5,910 -6,097 -19,625 -2,908 3,192 -4,877 -2,845 1,688 -20,158 -30,192 Percent of Open Interest Represented by Each Category of Trader 7.8 9.3 4.6 17.3 32.3 12.6 33.2 6.9 6.2 4.7 6.5 0.8 12.9 20.9 Number of Traders in Each Category Total Traders: 189 19 19 28 26 43 38 32 29 35 10 11 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 772,618 Positions 132,002 180,389 240,312 12,155 2,442 6,563 85,905 35,779 219,494 10,806 4,960 25,267 40,115 57,411 Changes from: February 22, 2011 Total Change is: -64,344 -19,071 -23,272 -22,517 -2,277 1,042 1,908 4,629 2,514 -22,746 -4,842 -7,446 5,288 -4,717 886 Percent of Open Interest Represented by Each Category of Trader 17.1 23.3 31.1 1.6 0.3 0.8 11.1 4.6 28.4 1.4 0.6 3.3 5.2 7.4 Number of Traders in Each Category Total Traders: 125 27 28 43 5 . . 27 23 37 6 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 is14,915,557 Positions 1,346,381 3,203,037 3,258,718 2,523,889 600,534 336,321 966,461 492,436 4,730,543 79,477 424,706 773,943 899,824 1,095,321 Changes from: February 22, 2011 Total Change is: 508,932 -17,434 236,006 78,510 202,123 25,026 -6,742 163,843 58,304 22,284 5,884 70,232 58,708 1,756 -33,395 Percent of Open Interest Represented by Each Category of Trader 9.0 21.5 21.8 16.9 4.0 2.3 6.5 3.3 31.7 0.5 2.8 5.2 6.0 7.3 Number of Traders in Each Category Total Traders: 301 30 66 93 9 19 23 66 70 110 15 19 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 14,432 Positions 5,634 7,755 987 1,774 842 25 759 3,607 390 4,800 577 0 63 249 Changes from: February 22, 2011 Total Change is: -203 -780 229 0 212 3 0 229 -466 135 0 -103 0 1 -1 Percent of Open Interest Represented by Each Category of Trader 39.0 53.7 6.8 12.3 5.8 0.2 5.3 25.0 2.7 33.3 4.0 0.0 0.4 1.7 Number of Traders in Each Category Total Traders: 31 4 4 . . 5 . . 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 47,335 Positions 29,999 19,764 14,194 2,001 2,252 116 727 5,195 220 0 5,406 0 78 188 Changes from: February 22, 2011 Total Change is: 210 1,020 -144 -94 26 431 -3 -589 -169 220 0 -106 0 -370 75 Percent of Open Interest Represented by Each Category of Trader 63.4 41.8 30.0 4.2 4.8 0.2 1.5 11.0 0.5 0.0 11.4 0.0 0.2 0.4 Number of Traders in Each Category Total Traders: 29 5 4 . . 5 . 4 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 46,846 Positions 13,303 2,521 777 203 365 811 24,025 35,549 1,040 2,002 1,359 2 4,684 4,423 Changes from: February 22, 2011 Total Change is: 6,178 203 -85 100 -45 57 23 7,251 4,887 25 -72 425 0 -1,308 745 Percent of Open Interest Represented by Each Category of Trader 28.4 5.4 1.7 0.4 0.8 1.7 51.3 75.9 2.2 4.3 2.9 0.0 10.0 9.4 Number of Traders in Each Category Total Traders: 102 8 4 . . . . 26 37 6 12 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 160,407 Positions 58,727 43,164 32,777 5,376 2,358 4,041 11,275 26,824 21,174 867 8,065 6,628 19,542 15,376 Changes from: February 22, 2011 Total Change is: -2,180 120 4,126 -3,747 18 268 616 4,806 840 -1,378 -429 -1,633 423 -2,609 -1,695 Percent of Open Interest Represented by Each Category of Trader 36.6 26.9 20.4 3.4 1.5 2.5 7.0 16.7 13.2 0.5 5.0 4.1 12.2 9.6 Number of Traders in Each Category Total Traders: 100 12 9 18 9 4 6 17 25 23 5 6 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 14,328 Positions 415 13,257 0 9,594 0 0 1,791 732 23 0 0 0 2,505 316 Changes from: February 22, 2011 Total Change is: 45 3 -162 0 -95 0 0 121 175 -1 0 0 0 17 33 Percent of Open Interest Represented by Each Category of Trader 2.9 92.5 0.0 67.0 0.0 0.0 12.5 5.1 0.2 0.0 0.0 0.0 17.5 2.2 Number of Traders in Each Category Total Traders: 20 . . 0 8 0 0 5 4 . 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 4, 2011