Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 198,703
Positions
6,524 75,148 57,510 11,383 7,086 328 54,734 31,355 5,568 7,036 3 500 55,120 21,205
Changes from: March 8, 2011 Total Change is: 17,329
677 -10,874 33,635 683 40 185 -16,272 -8,070 1,696 -1,446 -647 124 -1,953 1,240
Percent of Open Interest Represented by Each Category of Trader
3.3 37.8 28.9 5.7 3.6 0.2 27.5 15.8 2.8 3.5 0.0 0.3 27.7 10.7
Number of Traders in Each Category Total Traders: 83
4 16 12 5 4 . 33 11 17 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 63,528
Positions
3,269 37,483 812 931 1,071 69 31,282 11,479 408 0 0 0 26,758 12,206
Changes from: March 8, 2011 Total Change is: -1,023
3,170 7,854 -2,791 -609 7 -8 596 -7,705 -684 0 0 0 -697 2,304
Percent of Open Interest Represented by Each Category of Trader
5.1 59.0 1.3 1.5 1.7 0.1 49.2 18.1 0.6 0.0 0.0 0.0 42.1 19.2
Number of Traders in Each Category Total Traders: 44
4 9 5 . . . 21 7 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 106,074
Positions
10,105 26,985 4,946 7,237 20,835 1,220 49,543 23,904 2,112 490 4,389 1,369 29,051 20,312
Changes from: March 8, 2011 Total Change is: -46,535
2,909 -16,259 -12,303 -725 1,267 -17 -20,224 -9,108 -4,006 -502 55 83 -11,750 -6,248
Percent of Open Interest Represented by Each Category of Trader
9.5 25.4 4.7 6.8 19.6 1.2 46.7 22.5 2.0 0.5 4.1 1.3 27.4 19.1
Number of Traders in Each Category Total Traders: 89
9 9 10 4 12 5 29 21 12 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 133,962
Positions
10,151 39,584 8,299 26,499 6,992 444 45,743 23,179 6,977 900 8,695 243 34,705 39,548
Changes from: March 8, 2011 Total Change is: -8,648
-2,659 -16,842 1,232 -661 -1,231 112 -14,949 55 2,800 0 3,821 -127 5,605 1,533
Percent of Open Interest Represented by Each Category of Trader
7.6 29.5 6.2 19.8 5.2 0.3 34.1 17.3 5.2 0.7 6.5 0.2 25.9 29.5
Number of Traders in Each Category Total Traders: 109
9 15 11 9 8 . 27 25 17 . 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 228,442
Positions
10,063 73,407 13,170 29,447 18,717 2,696 61,480 35,434 17,740 23,179 12,158 8,032 62,634 47,087
Changes from: March 8, 2011 Total Change is: -67,701
-27,181 -31,017 -18,741 -172 708 -863 -8,956 -5,411 -7,764 -1,563 2,274 648 -3,108 -7,534
Percent of Open Interest Represented by Each Category of Trader
4.4 32.1 5.8 12.9 8.2 1.2 26.9 15.5 7.8 10.1 5.3 3.5 27.4 20.6
Number of Traders in Each Category Total Traders: 157
13 16 13 19 13 11 39 36 32 11 10 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 108,889
Positions
6,348 67,742 3,866 9,792 5,687 134 51,282 8,446 2,751 1,697 500 250 32,768 19,512
Changes from: March 8, 2011 Total Change is: -50,267
-1,892 -35,155 -12,581 143 1,448 0 -26,177 -1,718 -4,800 -30 -556 88 -5,019 3,006
Percent of Open Interest Represented by Each Category of Trader
5.8 62.2 3.6 9.0 5.2 0.1 47.1 7.8 2.5 1.6 0.5 0.2 30.1 17.9
Number of Traders in Each Category Total Traders: 68
5 12 7 5 5 . 23 14 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 70,466
Positions
18,600 40,045 18,193 0 0 0 29,345 9,359 1,658 1,255 0 0 1,415 1,211
Changes from: March 8, 2011 Total Change is: 4,934
2,261 2,353 2,220 0 0 0 213 -170 -376 0 0 0 616 907
Percent of Open Interest Represented by Each Category of Trader
26.4 56.8 25.8 0.0 0.0 0.0 41.6 13.3 2.4 1.8 0.0 0.0 2.0 1.7
Number of Traders in Each Category Total Traders: 21
4 10 11 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 161,361
Positions
698 129,481 104 15,571 243 58 130,573 26,340 231 6,353 2,477 0 7,773 2,427
Changes from: March 8, 2011 Total Change is: 3,586
-1,222 7,546 -2,895 -1,224 0 58 14,029 3,029 -5,227 743 98 0 -676 977
Percent of Open Interest Represented by Each Category of Trader
0.4 80.2 0.1 9.6 0.2 0.0 80.9 16.3 0.1 3.9 1.5 0.0 4.8 1.5
Number of Traders in Each Category Total Traders: 121
5 15 . 9 . . 65 11 . 11 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 15,851
Positions
4,216 1,747 130 147 1,209 0 7,995 10,295 210 775 0 0 2,378 2,260
Changes from: March 8, 2011 Total Change is: -11,848
-5,058 -5,835 -1,388 -114 210 0 -4,496 -4,176 -639 69 0 0 -222 -20
Percent of Open Interest Represented by Each Category of Trader
26.6 11.0 0.8 0.9 7.6 0.0 50.4 64.9 1.3 4.9 0.0 0.0 15.0 14.3
Number of Traders in Each Category Total Traders: 46
7 5 . . . 0 13 16 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 66,092
Positions
22,022 26,974 9,697 3,219 2,173 17 11,020 6,431 8,630 811 0 761 9,915 11,410
Changes from: March 8, 2011 Total Change is: 4,577
-307 -5,329 7,711 -970 -99 -139 -4,194 -1,394 825 -44 -1,164 310 1,386 3,856
Percent of Open Interest Represented by Each Category of Trader
33.3 40.8 14.7 4.9 3.3 0.0 16.7 9.7 13.1 1.2 0.0 1.2 15.0 17.3
Number of Traders in Each Category Total Traders: 104
20 18 13 5 5 . 28 18 28 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 14,926
Positions
6,124 9,539 903 372 0 0 4,220 250 283 0 0 0 3,024 3,951
Changes from: March 8, 2011 Total Change is: 1,062
383 -614 735 -2 0 0 -1,291 -553 229 0 -260 0 1,008 1,525
Percent of Open Interest Represented by Each Category of Trader
41.0 63.9 6.0 2.5 0.0 0.0 28.3 1.7 1.9 0.0 0.0 0.0 20.3 26.5
Number of Traders in Each Category Total Traders: 21
7 7 . . 0 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 102,333
Positions
35,113 38,186 14,273 5,694 4,346 34 22,508 21,268 7,787 1,622 0 1,521 13,782 14,918
Changes from: March 8, 2011 Total Change is: 7,031
684 -7,366 11,889 -1,936 -198 -278 -8,927 -4,803 4,312 -89 -1,808 619 756 4,662
Percent of Open Interest Represented by Each Category of Trader
34.3 37.3 13.9 5.6 4.2 0.0 22.0 20.8 7.6 1.6 0.0 1.5 13.5 14.6
Number of Traders in Each Category Total Traders: 101
19 17 12 4 5 . 28 21 23 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 1,348,052
Positions
60,905 231,178 210,711 421,653 129,622 76,184 86,067 214,407 251,788 22,532 32,788 41,311 176,903 160,064
Changes from: March 8, 2011 Total Change is: 220,112
-451 -29,516 91,153 8,210 8,323 10,047 579 18,259 80,282 -506 -5,840 8,126 22,674 39,279
Percent of Open Interest Represented by Each Category of Trader
4.5 17.1 15.6 31.3 9.6 5.7 6.4 15.9 18.7 1.7 2.4 3.1 13.1 11.9
Number of Traders in Each Category Total Traders: 596
38 52 60 113 60 75 104 147 135 41 37 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 567,081
Positions
66,034 132,871 78,723 151,000 37,799 12,513 19,255 118,653 90,275 8,052 8,990 23,706 117,523 63,552
Changes from: March 8, 2011 Total Change is: 99,460
6,906 -21,373 49,609 5,433 1,995 3,415 -298 36,033 20,444 373 -2,934 1,666 11,913 10,606
Percent of Open Interest Represented by Each Category of Trader
11.6 23.4 13.9 26.6 6.7 2.2 3.4 20.9 15.9 1.4 1.6 4.2 20.7 11.2
Number of Traders in Each Category Total Traders: 151
12 19 20 32 13 17 22 33 50 11 6 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 3,904,852
Positions
269,689 786,873 364,604 1,395,989 501,841 275,628 772,980 917,688 368,642 90,584 137,177 69,839 296,897 482,560
Changes from: March 8, 2011 Total Change is: 603,258
3,190 -740 167,745 23,017 40,773 24,027 181,717 88,464 121,853 -6,550 -16,686 34,453 53,807 143,369
Percent of Open Interest Represented by Each Category of Trader
6.9 20.2 9.3 35.8 12.9 7.1 19.8 23.5 9.4 2.3 3.5 1.8 7.6 12.4
Number of Traders in Each Category Total Traders: 545
39 48 56 93 58 67 101 138 118 32 34 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 128,955
Positions
19,897 34,549 27,355 51,753 37,581 5,489 10,855 19,383 591 1,247 0 0 11,768 4,006
Changes from: March 8, 2011 Total Change is: 24,976
53 -839 26,337 -1,301 2,507 74 320 -2,452 -465 -245 0 0 203 -186
Percent of Open Interest Represented by Each Category of Trader
15.4 26.8 21.2 40.1 29.1 4.3 8.4 15.0 0.5 1.0 0.0 0.0 9.1 3.1
Number of Traders in Each Category Total Traders: 94
7 10 8 32 14 13 14 15 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 117,089
Positions
14,411 29,746 26,057 17,855 9,103 3,419 16,277 11,395 25,229 2,179 3,315 689 10,973 8,138
Changes from: March 8, 2011 Total Change is: 19,783
3,447 -9,036 12,823 -3,204 1,669 1,253 -8,346 -2,524 14,708 195 254 -285 -807 922
Percent of Open Interest Represented by Each Category of Trader
12.3 25.4 22.3 15.2 7.8 2.9 13.9 9.7 21.5 1.9 2.8 0.6 9.4 6.9
Number of Traders in Each Category Total Traders: 242
27 31 24 30 24 18 62 39 37 17 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 28,466
Positions
12,660 7,141 2,272 1,994 0 800 5,161 11,399 632 3 2,265 0 4,945 3,958
Changes from: March 8, 2011 Total Change is: 6,138
2,239 -2,016 710 -368 0 800 2,720 6,203 46 -563 55 0 554 339
Percent of Open Interest Represented by Each Category of Trader
44.5 25.1 8.0 7.0 0.0 2.8 18.1 40.0 2.2 0.0 8.0 0.0 17.4 13.9
Number of Traders in Each Category Total Traders: 30
8 8 6 . 0 . 4 5 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 443,112
Positions
66,972 171,242 60,711 79,307 45,513 13,094 138,311 82,708 40,254 10,878 5,248 3,443 30,143 20,900
Changes from: March 8, 2011 Total Change is: 68,225
25,710 -15,434 40,896 -14,181 8,346 2,266 -10,780 913 28,758 1,289 -1,505 1,073 -6,806 2,913
Percent of Open Interest Represented by Each Category of Trader
15.1 38.6 13.7 17.9 10.3 3.0 31.2 18.7 9.1 2.5 1.2 0.8 6.8 4.7
Number of Traders in Each Category Total Traders: 238
24 32 19 29 24 18 62 40 33 16 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 376,022
Positions
126,682 34,333 20,038 112,463 131,994 18,934 62,068 124,328 13,656 2,192 14,178 25 19,963 18,535
Changes from: March 8, 2011 Total Change is: 25,905
17,111 -4,314 1,477 -2,833 8,132 104 -1,833 5,744 9,192 -367 1,843 17 3,037 3,710
Percent of Open Interest Represented by Each Category of Trader
33.7 9.1 5.3 29.9 35.1 5.0 16.5 33.1 3.6 0.6 3.8 0.0 5.3 4.9
Number of Traders in Each Category Total Traders: 260
19 21 10 49 50 23 44 60 31 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 47,888
Positions
9,208 12,045 2,898 7,529 2,889 1,014 12,428 4,233 539 540 3,489 15 13,717 20,766
Changes from: March 8, 2011 Total Change is: -16,467
-5,648 3,375 -4,752 -5,695 2,673 523 8,989 -8,960 -1,797 -1,594 2,266 -683 -5,810 -9,112
Percent of Open Interest Represented by Each Category of Trader
19.2 25.2 6.1 15.7 6.0 2.1 26.0 8.8 1.1 1.1 7.3 0.0 28.6 43.4
Number of Traders in Each Category Total Traders: 62
9 11 . 10 4 . 13 10 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 76,375
Positions
30,591 14,878 4,662 16,458 11,098 1,102 11,696 14,271 134 4,759 2,406 0 6,973 27,824
Changes from: March 8, 2011 Total Change is: 2,345
7,672 -10,915 -6,039 6,660 1,261 447 -4,463 10,398 -1,538 3,802 1,698 -157 -4,039 7,190
Percent of Open Interest Represented by Each Category of Trader
40.1 19.5 6.1 21.5 14.5 1.4 15.3 18.7 0.2 6.2 3.2 0.0 9.1 36.4
Number of Traders in Each Category Total Traders: 76
20 9 4 9 5 . 14 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 34,230
Positions
250 5,922 2,185 19,544 11,187 3,633 2,219 6,245 18 681 0 0 5,700 5,040
Changes from: March 8, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.7 17.3 6.4 57.1 32.7 10.6 6.5 18.2 0.1 2.0 0.0 0.0 16.7 14.7
Number of Traders in Each Category Total Traders: 45
. . . 18 13 8 . 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 41,402
Positions
6,615 15,046 6,104 11,672 5,318 883 7,539 9,372 647 1,384 685 0 6,558 3,347
Changes from: March 8, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
16.0 36.3 14.7 28.2 12.8 2.1 18.2 22.6 1.6 3.3 1.7 0.0 15.8 8.1
Number of Traders in Each Category Total Traders: 55
7 8 5 11 9 5 12 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 680,448
Positions
13,581 80,521 30,593 312,697 153,870 58,597 51,278 99,507 44,915 18,674 45,293 4,118 145,994 163,034
Changes from: March 8, 2011 Total Change is: -12,026
-4,424 1,781 -1,949 4,120 -3,397 3,509 -20,096 -18,615 11,423 -2,179 5,391 239 -2,669 -10,408
Percent of Open Interest Represented by Each Category of Trader
2.0 11.8 4.5 46.0 22.6 8.6 7.5 14.6 6.6 2.7 6.7 0.6 21.5 24.0
Number of Traders in Each Category Total Traders: 158
9 20 21 44 22 33 20 29 33 4 10 7
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Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 324,495
Positions
5,265 109,666 6,038 214,301 4,805 23,161 0 131,058 6,139 0 0 0 69,592 43,629
Changes from: March 8, 2011 Total Change is: -8,416
-675 -176 -828 -8,850 -1,826 3,904 -4,048 1,655 -7,134 0 0 0 9,214 -4,011
Percent of Open Interest Represented by Each Category of Trader
1.6 33.8 1.9 66.0 1.5 7.1 0.0 40.4 1.9 0.0 0.0 0.0 21.4 13.4
Number of Traders in Each Category Total Traders: 64
. 10 . 33 . 16 0 18 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 920,289
Positions
55,747 92,365 21,274 318,311 377,847 83,367 211,529 81,053 52,592 63,485 70,435 6,923 107,060 134,432
Changes from: March 8, 2011 Total Change is: 19,317
-3,161 26,132 -5,001 -2,031 -12,941 1,758 8,846 11,492 3,842 2,649 2,086 -392 12,807 -7,659
Percent of Open Interest Represented by Each Category of Trader
6.1 10.0 2.3 34.6 41.1 9.1 23.0 8.8 5.7 6.9 7.7 0.8 11.6 14.6
Number of Traders in Each Category Total Traders: 235
18 32 18 34 52 38 41 28 32 6 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,050,869
Positions
90,445 115,920 199,718 566,092 506,608 268,443 250,534 208,214 245,800 49,601 59,474 56,865 323,370 389,827
Changes from: March 8, 2011 Total Change is: 147,704
-40,775 -12,930 32,207 10,058 -51,826 34,319 -3,960 39,774 40,382 -3,963 23,748 21,069 58,367 20,961
Percent of Open Interest Represented by Each Category of Trader
4.4 5.7 9.7 27.6 24.7 13.1 12.2 10.2 12.0 2.4 2.9 2.8 15.8 19.0
Number of Traders in Each Category Total Traders: 269
31 30 53 34 51 55 52 47 69 11 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,306,788
Positions
54,283 119,964 52,555 305,454 469,161 144,426 356,934 67,355 110,433 60,551 59,629 14,300 207,852 268,965
Changes from: March 8, 2011 Total Change is: -13,000
-45,479 19,414 -10,784 83,616 -53,688 -2,055 -89,139 7,796 21,827 390 -2,934 3,816 24,809 3,609
Percent of Open Interest Represented by Each Category of Trader
4.2 9.2 4.0 23.4 35.9 11.1 27.3 5.2 8.5 4.6 4.6 1.1 15.9 20.6
Number of Traders in Each Category Total Traders: 191
14 24 26 28 41 39 39 25 39 9 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 869,199
Positions
167,315 193,345 272,358 11,254 2,442 9,184 83,726 52,739 258,616 6,656 5,318 29,973 30,117 45,225
Changes from: March 8, 2011 Total Change is: 42,749
20,582 12,311 19,387 -161 0 1,719 -729 9,844 9,210 -791 -752 -3,982 -2,487 -4,988
Percent of Open Interest Represented by Each Category of Trader
19.2 22.2 31.3 1.3 0.3 1.1 9.6 6.1 29.8 0.8 0.6 3.4 3.5 5.2
Number of Traders in Each Category Total Traders: 138
30 30 47 5 . 5 26 29 41 4 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is13,327,767
Positions
1,093,958 3,419,094 2,701,438 2,657,021 531,800 316,466 1,060,876 474,938 3,801,689 51,706 354,457 698,133 946,481 1,029,751
Changes from: March 8, 2011 Total Change is:-1,807,495
-204,364 38,682 -585,538 -60,605 -98,830 -27,332 23,172 -37,326 -915,661 -22,585 -70,004 -56,763 42,181 -54,724
Percent of Open Interest Represented by Each Category of Trader
8.2 25.7 20.3 19.9 4.0 2.4 8.0 3.6 28.5 0.4 2.7 5.2 7.1 7.7
Number of Traders in Each Category Total Traders: 279
24 68 89 10 15 21 61 67 106 10 16 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,721
Positions
3,506 5,376 0 1,457 839 25 877 3,545 7 4,800 568 0 49 361
Changes from: March 8, 2011 Total Change is: -3,958
-2,039 -1,877 -1,002 -154 -1 2 78 -343 -836 0 0 0 -7 99
Percent of Open Interest Represented by Each Category of Trader
32.7 50.1 0.0 13.6 7.8 0.2 8.2 33.1 0.1 44.8 5.3 0.0 0.5 3.4
Number of Traders in Each Category Total Traders: 27
. . 0 . 5 . . 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 29,233
Positions
24,270 15,394 0 2,010 2,156 116 2,569 5,975 0 40 5,456 0 228 136
Changes from: March 8, 2011 Total Change is: -17,919
-4,344 -3,551 -14,232 11 357 -7 1,395 404 -874 40 50 0 92 -66
Percent of Open Interest Represented by Each Category of Trader
83.0 52.7 0.0 6.9 7.4 0.4 8.8 20.4 0.0 0.1 18.7 0.0 0.8 0.5
Number of Traders in Each Category Total Traders: 28
. 4 0 . 5 . 4 7 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 51,371
Positions
25,527 1,723 61 90 628 731 16,494 41,162 832 1,845 1,933 158 5,633 4,143
Changes from: March 8, 2011 Total Change is: -1,501
12,350 -873 -1,166 -145 122 -39 -12,309 1,086 -209 -440 215 -235 693 -401
Percent of Open Interest Represented by Each Category of Trader
49.7 3.4 0.1 0.2 1.2 1.4 32.1 80.1 1.6 3.6 3.8 0.3 11.0 8.1
Number of Traders in Each Category Total Traders: 110
9 5 . . 4 . 23 42 6 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 194,208
Positions
69,537 55,479 47,243 6,299 4,834 3,128 10,455 28,475 25,077 1,541 2,825 8,945 21,982 18,202
Changes from: March 8, 2011 Total Change is: 13,166
-1,452 -201 9,344 575 2,476 -62 -1,263 -905 2,648 661 -3,309 1,113 1,601 2,061
Percent of Open Interest Represented by Each Category of Trader
35.8 28.6 24.3 3.2 2.5 1.6 5.4 14.7 12.9 0.8 1.5 4.6 11.3 9.4
Number of Traders in Each Category Total Traders: 106
11 10 18 9 6 6 18 27 30 7 5 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 10,312
Positions
985 3,857 1,487 2,542 0 0 1,821 2,351 37 830 77 0 2,610 2,503
Changes from: March 8, 2011 Total Change is: 3,891
0 -128 1,487 -116 0 0 61 -48 0 -61 77 0 2,520 2,503
Percent of Open Interest Represented by Each Category of Trader
9.6 37.4 14.4 24.7 0.0 0.0 17.7 22.8 0.4 8.0 0.7 0.0 25.3 24.3
Number of Traders in Each Category Total Traders: 21
. 4 . 4 0 0 6 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 14,407
Positions
656 13,153 3 8,336 0 0 2,211 225 74 0 104 12 3,115 836
Changes from: March 8, 2011 Total Change is: -309
242 -98 3 -722 0 0 -63 -415 32 0 0 0 199 169
Percent of Open Interest Represented by Each Category of Trader
4.6 91.3 0.0 57.9 0.0 0.0 15.3 1.6 0.5 0.0 0.7 0.1 21.6 5.8
Number of Traders in Each Category Total Traders: 22
. . . 8 0 0 7 . . 0 . .
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Updated March 18, 2011