Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 181,374 Positions 5,847 86,023 23,875 10,700 7,046 143 71,006 39,425 3,872 8,482 650 375 57,073 19,965 Changes from: March 1, 2011 Total Change is: 22,718 -228 4,993 19,061 993 -4 1 3,493 2,639 -1,587 -274 650 145 1,114 -3,181 Percent of Open Interest Represented by Each Category of Trader 3.2 47.4 13.2 5.9 3.9 0.1 39.1 21.7 2.1 4.7 0.4 0.2 31.5 11.0 Number of Traders in Each Category Total Traders: 90 . 18 9 5 4 . 35 12 12 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 64,552 Positions 99 29,629 3,603 1,540 1,064 77 30,686 19,184 1,091 0 0 0 27,455 9,903 Changes from: March 1, 2011 Total Change is: 2,870 -525 3,213 1,801 610 -21 0 733 1,632 78 0 -665 0 173 -3,168 Percent of Open Interest Represented by Each Category of Trader 0.2 45.9 5.6 2.4 1.6 0.1 47.5 29.7 1.7 0.0 0.0 0.0 42.5 15.3 Number of Traders in Each Category Total Traders: 46 . 15 7 . . . 18 8 8 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 152,609 Positions 7,197 43,244 17,249 7,962 19,568 1,237 69,768 33,012 6,118 992 4,334 1,286 40,801 26,561 Changes from: March 1, 2011 Total Change is: 13,795 -4,069 4,722 6,023 1,129 188 11 4,515 -538 1,602 -457 -1,501 397 4,645 2,890 Percent of Open Interest Represented by Each Category of Trader 4.7 28.3 11.3 5.2 12.8 0.8 45.7 21.6 4.0 0.7 2.8 0.8 26.7 17.4 Number of Traders in Each Category Total Traders: 101 10 15 16 5 12 5 32 20 16 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 142,609 Positions 12,810 56,426 7,068 27,160 8,223 332 60,691 23,123 4,177 900 4,873 371 29,100 38,016 Changes from: March 1, 2011 Total Change is: -9,147 1,616 -7,154 -1,000 1,213 -294 6 -9,506 3,232 -2,305 -485 -1,659 188 1,127 -161 Percent of Open Interest Represented by Each Category of Trader 9.0 39.6 5.0 19.0 5.8 0.2 42.6 16.2 2.9 0.6 3.4 0.3 20.4 26.7 Number of Traders in Each Category Total Traders: 109 11 17 11 10 7 . 25 29 18 . 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 296,143 Positions 37,244 104,425 31,912 29,619 18,008 3,559 70,436 40,845 25,505 24,743 9,884 7,385 65,741 54,621 Changes from: March 1, 2011 Total Change is: 24,950 9,320 21,314 9,519 1,289 -1,145 181 8,494 6,353 -4,195 5,671 533 -3,537 -1,792 -4,073 Percent of Open Interest Represented by Each Category of Trader 12.6 35.3 10.8 10.0 6.1 1.2 23.8 13.8 8.6 8.4 3.3 2.5 22.2 18.4 Number of Traders in Each Category Total Traders: 173 19 20 16 20 13 12 41 37 37 11 12 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 159,156 Positions 8,240 102,897 16,448 9,649 4,239 134 77,459 10,164 7,551 1,727 1,056 162 37,787 16,506 Changes from: March 1, 2011 Total Change is: 15,255 331 1,410 12,368 909 494 0 -1,524 -1,071 3,541 76 25 -200 -246 -1,312 Percent of Open Interest Represented by Each Category of Trader 5.2 64.7 10.3 6.1 2.7 0.1 48.7 6.4 4.7 1.1 0.7 0.1 23.7 10.4 Number of Traders in Each Category Total Traders: 79 6 14 12 5 5 . 28 15 14 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 65,532 Positions 16,339 37,692 15,973 0 0 0 29,132 9,529 2,034 1,255 0 0 799 304 Changes from: March 1, 2011 Total Change is: -936 -280 -562 239 0 0 0 -783 -187 255 0 0 0 -367 -681 Percent of Open Interest Represented by Each Category of Trader 24.9 57.5 24.4 0.0 0.0 0.0 44.5 14.5 3.1 1.9 0.0 0.0 1.2 0.5 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 8, 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 157,775 Positions 1,920 121,935 2,999 16,795 243 0 116,544 23,311 5,458 5,610 2,379 0 8,449 1,450 Changes from: March 1, 2011 Total Change is: 22,954 -2,898 14,437 2,947 103 -182 0 16,091 1,450 4,625 973 -53 0 1,113 -270 Percent of Open Interest Represented by Each Category of Trader 1.2 77.3 1.9 10.6 0.2 0.0 73.9 14.8 3.5 3.6 1.5 0.0 5.4 0.9 Number of Traders in Each Category Total Traders: 125 6 16 4 10 . 0 65 11 9 8 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 27,699 Positions 9,274 7,582 1,518 261 999 0 12,491 14,471 849 706 0 0 2,600 2,280 Changes from: March 1, 2011 Total Change is: 733 991 -2,642 896 261 -17 0 -1,704 1,311 704 -255 -150 0 -160 631 Percent of Open Interest Represented by Each Category of Trader 33.5 27.4 5.5 0.9 3.6 0.0 45.1 52.2 3.1 2.5 0.0 0.0 9.4 8.2 Number of Traders in Each Category Total Traders: 44 10 4 4 . . 0 13 13 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 61,515 Positions 22,330 32,303 1,986 4,189 2,272 156 15,214 7,824 7,805 855 1,164 451 8,529 7,554 Changes from: March 1, 2011 Total Change is: 533 540 191 -239 -336 -75 -80 1,066 -704 -539 255 640 80 -213 1,259 Percent of Open Interest Represented by Each Category of Trader 36.3 52.5 3.2 6.8 3.7 0.3 24.7 12.7 12.7 1.4 1.9 0.7 13.9 12.3 Number of Traders in Each Category Total Traders: 110 19 20 6 8 6 . 31 13 16 4 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 13,864 Positions 5,741 10,153 168 374 0 0 5,511 803 54 0 260 0 2,016 2,426 Changes from: March 1, 2011 Total Change is: 1,057 838 838 0 19 0 0 117 -47 54 0 -1 0 29 213 Percent of Open Interest Represented by Each Category of Trader 41.4 73.2 1.2 2.7 0.0 0.0 39.8 5.8 0.4 0.0 1.9 0.0 14.5 17.5 Number of Traders in Each Category Total Traders: 24 6 7 . . 0 0 6 . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 95,302 Positions 34,429 45,552 2,384 7,630 4,544 312 31,435 26,071 3,474 1,710 1,808 902 13,026 10,256 Changes from: March 1, 2011 Total Change is: -1,048 -596 -1,294 -478 -710 -149 -160 2,037 -1,174 -1,326 510 1,282 160 -486 2,091 Percent of Open Interest Represented by Each Category of Trader 36.1 47.8 2.5 8.0 4.8 0.3 33.0 27.4 3.6 1.8 1.9 0.9 13.7 10.8 Number of Traders in Each Category Total Traders: 105 17 19 6 7 6 . 33 16 11 4 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 1,127,940 Positions 61,356 260,694 119,558 413,443 121,299 66,137 85,488 196,148 171,506 23,038 38,629 33,185 154,229 120,785 Changes from: March 1, 2011 Total Change is: 38,231 832 -1,684 19,815 -1,604 -2,063 3,656 2,402 -7,040 13,570 -1,562 4,199 1,821 -699 5,957 Percent of Open Interest Represented by Each Category of Trader 5.4 23.1 10.6 36.7 10.8 5.9 7.6 17.4 15.2 2.0 3.4 2.9 13.7 10.7 Number of Traders in Each Category Total Traders: 591 36 52 42 114 61 72 99 151 123 39 37 31 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 467,621 Positions 59,128 154,244 29,114 145,568 35,804 9,098 19,553 82,620 69,831 7,679 11,924 22,040 105,611 52,946 Changes from: March 1, 2011 Total Change is: 21,133 6,023 -4,841 10,181 -1,417 1,750 -96 -2,130 7,807 2,687 -209 731 326 5,768 2,588 Percent of Open Interest Represented by Each Category of Trader 12.6 33.0 6.2 31.1 7.7 1.9 4.2 17.7 14.9 1.6 2.6 4.7 22.6 11.3 Number of Traders in Each Category Total Traders: 146 12 18 12 31 13 14 21 31 44 8 12 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 3,301,594 Positions 266,499 787,612 196,859 1,372,972 461,068 251,601 591,262 829,224 246,790 97,134 153,862 35,386 243,090 339,191 Changes from: March 1, 2011 Total Change is: 85,487 -2,251 39,490 24,463 9,878 -8,252 7,949 58,342 -38,554 18,731 -3,799 20,305 4,509 -32,335 16,846 Percent of Open Interest Represented by Each Category of Trader 8.1 23.9 6.0 41.6 14.0 7.6 17.9 25.1 7.5 2.9 4.7 1.1 7.4 10.3 Number of Traders in Each Category Total Traders: 538 38 49 35 93 58 63 98 138 108 33 30 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 103,979 Positions 19,844 35,388 1,018 53,054 35,074 5,415 10,535 21,836 1,056 1,492 0 0 11,565 4,192 Changes from: March 1, 2011 Total Change is: 2,442 -787 795 29 2,961 -596 33 1,085 2,645 -475 245 0 0 -650 10 Percent of Open Interest Represented by Each Category of Trader 19.1 34.0 1.0 51.0 33.7 5.2 10.1 21.0 1.0 1.4 0.0 0.0 11.1 4.0 Number of Traders in Each Category Total Traders: 93 6 9 . 31 14 12 17 14 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 97,306 Positions 10,964 38,783 13,234 21,060 7,433 2,166 24,623 13,918 10,521 1,984 3,061 974 11,781 7,216 Changes from: March 1, 2011 Total Change is: 2,428 -5 -2,015 850 -612 106 -537 370 -110 2,425 -804 529 444 296 735 Percent of Open Interest Represented by Each Category of Trader 11.3 39.9 13.6 21.6 7.6 2.2 25.3 14.3 10.8 2.0 3.1 1.0 12.1 7.4 Number of Traders in Each Category Total Traders: 235 25 30 10 37 17 13 67 35 29 14 10 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 22,328 Positions 10,421 9,157 1,562 2,362 0 0 2,441 5,196 585 566 2,210 0 4,391 3,618 Changes from: March 1, 2011 Total Change is: 1,506 1,124 -1,018 -100 -7 0 0 501 2,384 9 -195 234 0 174 -4 Percent of Open Interest Represented by Each Category of Trader 46.7 41.0 7.0 10.6 0.0 0.0 10.9 23.3 2.6 2.5 9.9 0.0 19.7 16.2 Number of Traders in Each Category Total Traders: 28 7 9 . . 0 0 . 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 374,887 Positions 41,262 186,676 19,814 93,488 37,167 10,828 149,091 81,796 11,497 9,589 6,753 2,369 36,949 17,987 Changes from: March 1, 2011 Total Change is: 4,611 -390 270 -501 -3,026 531 -2,683 13,910 2,089 -2,486 -2,093 2,424 1,271 610 3,696 Percent of Open Interest Represented by Each Category of Trader 11.0 49.8 5.3 24.9 9.9 2.9 39.8 21.8 3.1 2.6 1.8 0.6 9.9 4.8 Number of Traders in Each Category Total Traders: 232 24 29 7 36 17 13 67 35 25 13 11 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 350,118 Positions 109,571 38,647 18,561 115,296 123,862 18,830 63,901 118,584 4,465 2,558 12,335 9 16,926 14,825 Changes from: March 1, 2011 Total Change is: 4,416 -2,513 -361 4,254 3,851 4,692 -2,082 4,907 184 -209 2 659 -3 -3,791 -2,718 Percent of Open Interest Represented by Each Category of Trader 31.3 11.0 5.3 32.9 35.4 5.4 18.3 33.9 1.3 0.7 3.5 0.0 4.8 4.2 Number of Traders in Each Category Total Traders: 257 16 23 5 50 47 22 42 59 22 6 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 64,355 Positions 14,856 8,670 7,650 13,224 216 491 3,439 13,193 2,336 2,134 1,223 698 19,527 29,878 Changes from: March 1, 2011 Total Change is: 19,959 1,280 1,804 7,520 644 7 -71 -1,117 126 1,754 263 -493 698 8,988 8,614 Percent of Open Interest Represented by Each Category of Trader 23.1 13.5 11.9 20.5 0.3 0.8 5.3 20.5 3.6 3.3 1.9 1.1 30.3 46.4 Number of Traders in Each Category Total Traders: 64 15 10 4 11 . 5 10 13 5 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 74,030 Positions 22,919 25,793 10,701 9,798 9,837 655 16,159 3,873 1,672 957 708 157 11,012 20,634 Changes from: March 1, 2011 Total Change is: 9,466 532 1,990 8,669 -1,530 3,778 0 3,364 -172 294 -959 292 156 -1,060 -5,541 Percent of Open Interest Represented by Each Category of Trader 31.0 34.8 14.5 13.2 13.3 0.9 21.8 5.2 2.3 1.3 1.0 0.2 14.9 27.9 Number of Traders in Each Category Total Traders: 67 19 13 14 7 . . 16 4 6 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 692,474 Positions 18,005 78,739 32,543 308,577 157,267 55,088 71,374 118,122 33,491 20,854 39,902 3,879 148,663 173,443 Changes from: March 1, 2011 Total Change is: -33,961 4,801 -16,997 -8,471 -13,293 9,097 7,452 -9,947 -9,761 -13,700 9 -5,944 1,009 -1,822 3,353 Percent of Open Interest Represented by Each Category of Trader 2.6 11.4 4.7 44.6 22.7 8.0 10.3 17.1 4.8 3.0 5.8 0.6 21.5 25.0 Number of Traders in Each Category Total Traders: 155 7 18 18 43 23 35 22 28 31 5 9 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 332,911 Positions 5,940 109,842 6,865 223,151 6,631 19,257 4,048 129,403 13,273 0 0 0 60,378 47,640 Changes from: March 1, 2011 Total Change is: -31,947 2,957 -6,639 -3,065 -12,248 3,217 2,234 -3,052 -6,595 -12,021 0 0 0 -6,752 -9,078 Percent of Open Interest Represented by Each Category of Trader 1.8 33.0 2.1 67.0 2.0 5.8 1.2 38.9 4.0 0.0 0.0 0.0 18.1 14.3 Number of Traders in Each Category Total Traders: 68 . 9 7 33 . 16 . 18 7 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 900,971 Positions 58,908 66,233 26,275 320,342 390,788 81,609 202,683 69,561 48,750 60,837 68,349 7,315 94,253 142,091 Changes from: March 1, 2011 Total Change is: -8,776 -5,865 3,392 -1,193 -12,550 35,651 1,942 29,738 -40,840 -17,520 -5,274 3,667 433 1,515 5,695 Percent of Open Interest Represented by Each Category of Trader 6.5 7.4 2.9 35.6 43.4 9.1 22.5 7.7 5.4 6.8 7.6 0.8 10.5 15.8 Number of Traders in Each Category Total Traders: 228 16 29 18 32 51 36 35 32 35 9 24 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 1,903,165 Positions 131,220 128,849 167,512 556,034 558,434 234,125 254,494 168,440 205,418 53,564 35,725 35,797 265,002 368,865 Changes from: March 1, 2011 Total Change is: 121,655 32,484 -12,792 22,368 16,000 68,658 -1,306 44,754 -8,076 30,735 -2,428 4,316 4,885 -25,836 12,868 Percent of Open Interest Represented by Each Category of Trader 6.9 6.8 8.8 29.2 29.3 12.3 13.4 8.9 10.8 2.8 1.9 1.9 13.9 19.4 Number of Traders in Each Category Total Traders: 260 26 31 49 33 55 55 50 45 68 7 13 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 1,319,788 Positions 99,762 100,550 63,339 221,838 522,849 146,481 446,073 59,559 88,606 60,161 62,564 10,485 183,043 265,356 Changes from: March 1, 2011 Total Change is: -27,974 -4,963 -24,287 1,083 -11,368 87,826 -22,824 -1,025 -33,038 5,383 -3,765 -24,975 -151 9,655 -16,991 Percent of Open Interest Represented by Each Category of Trader 7.6 7.6 4.8 16.8 39.6 11.1 33.8 4.5 6.7 4.6 4.7 0.8 13.9 20.1 Number of Traders in Each Category Total Traders: 187 21 18 32 24 46 41 29 28 33 8 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 826,451 Positions 146,733 181,034 252,971 11,415 2,442 7,465 84,454 42,895 249,406 7,447 6,070 33,955 32,605 50,213 Changes from: March 1, 2011 Total Change is: 53,833 14,731 645 12,659 -740 0 902 -1,451 7,116 29,912 -3,359 1,110 8,688 -7,510 -7,199 Percent of Open Interest Represented by Each Category of Trader 17.8 21.9 30.6 1.4 0.3 0.9 10.2 5.2 30.2 0.9 0.7 4.1 3.9 6.1 Number of Traders in Each Category Total Traders: 133 28 29 43 5 . 4 24 30 41 . 6 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 is15,135,262 Positions 1,298,321 3,380,413 3,286,976 2,717,626 630,630 343,798 1,037,703 512,264 4,717,350 74,292 424,461 754,896 904,300 1,084,475 Changes from: March 1, 2011 Total Change is: 219,704 -48,059 177,376 28,259 193,736 30,096 7,476 71,242 19,828 -13,193 -5,185 -245 -19,048 4,476 -10,846 Percent of Open Interest Represented by Each Category of Trader 8.6 22.3 21.7 18.0 4.2 2.3 6.9 3.4 31.2 0.5 2.8 5.0 6.0 7.2 Number of Traders in Each Category Total Traders: 304 30 69 97 10 19 24 58 75 111 13 25 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 14,679 Positions 5,545 7,253 1,002 1,611 840 23 799 3,888 843 4,800 568 0 56 262 Changes from: March 1, 2011 Total Change is: 247 -89 -502 15 -163 -2 -2 40 281 453 0 -9 0 -7 13 Percent of Open Interest Represented by Each Category of Trader 37.8 49.4 6.8 11.0 5.7 0.2 5.4 26.5 5.7 32.7 3.9 0.0 0.4 1.8 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 8, 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 47,152 Positions 28,614 18,945 14,232 1,999 1,799 123 1,174 5,571 874 0 5,406 0 136 202 Changes from: March 1, 2011 Total Change is: -183 -1,385 -819 38 -2 -453 7 447 376 654 0 0 0 58 14 Percent of Open Interest Represented by Each Category of Trader 60.7 40.2 30.2 4.2 3.8 0.3 2.5 11.8 1.9 0.0 11.5 0.0 0.3 0.4 Number of Traders in Each Category Total Traders: 28 4 4 . . 5 . 5 6 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 52,872 Positions 13,177 2,596 1,228 235 506 770 28,803 40,076 1,041 2,285 1,718 393 4,940 4,544 Changes from: March 1, 2011 Total Change is: 6,026 -127 75 450 32 141 -41 4,778 4,527 2 283 359 391 256 121 Percent of Open Interest Represented by Each Category of Trader 24.9 4.9 2.3 0.4 1.0 1.5 54.5 75.8 2.0 4.3 3.2 0.7 9.3 8.6 Number of Traders in Each Category Total Traders: 113 10 4 . . 4 . 25 39 8 15 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 181,042 Positions 70,989 55,680 37,899 5,724 2,358 3,190 11,718 29,380 22,429 880 6,134 7,832 20,381 16,140 Changes from: March 1, 2011 Total Change is: 20,635 12,262 12,516 5,122 348 0 -851 443 2,556 1,255 13 -1,931 1,204 839 764 Percent of Open Interest Represented by Each Category of Trader 39.2 30.8 20.9 3.2 1.3 1.8 6.5 16.2 12.4 0.5 3.4 4.3 11.3 8.9 Number of Traders in Each Category Total Traders: 98 11 10 18 8 4 6 17 25 26 6 5 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 6,421 Positions 985 3,985 0 2,658 0 0 1,760 2,399 37 891 0 0 90 0 Changes from: March 1, 2011 Total Change is: 787 0 442 0 -52 0 0 861 522 0 -40 -148 0 18 -29 Percent of Open Interest Represented by Each Category of Trader 15.3 62.1 0.0 41.4 0.0 0.0 27.4 37.4 0.6 13.9 0.0 0.0 1.4 0.0 Number of Traders in Each Category Total Traders: 20 . 4 0 4 0 0 5 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 14,716 Positions 414 13,251 0 9,058 0 0 2,274 640 42 0 104 12 2,916 667 Changes from: March 1, 2011 Total Change is: 388 -1 -6 0 -536 0 0 483 -92 19 0 104 12 411 351 Percent of Open Interest Represented by Each Category of Trader 2.8 90.0 0.0 61.6 0.0 0.0 15.5 4.3 0.3 0.0 0.7 0.1 19.8 4.5 Number of Traders in Each Category Total Traders: 22 . . 0 8 0 0 6 4 . 0 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 11, 2011