Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 128,298
Positions
7,079 83,908 4,052 10,369 7,085 277 41,696 9,962 4,316 10,261 117 600 49,648 17,980
Changes from: March 15, 2011 Total Change is: -70,405
555 8,760 -53,458 -1,014 -1 -51 -13,038 -21,393 -1,252 3,225 115 100 -5,472 -3,225
Percent of Open Interest Represented by Each Category of Trader
5.5 65.4 3.2 8.1 5.5 0.2 32.5 7.8 3.4 8.0 0.1 0.5 38.7 14.0
Number of Traders in Each Category Total Traders: 78
7 8 6 5 4 . 29 11 14 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 59,701
Positions
4,386 34,973 1,616 1,010 656 69 23,093 10,057 1,125 0 0 0 28,402 11,205
Changes from: March 15, 2011 Total Change is: -3,828
1,117 -2,510 804 79 -415 0 -8,189 -1,422 717 0 0 0 1,644 -1,001
Percent of Open Interest Represented by Each Category of Trader
7.3 58.6 2.7 1.7 1.1 0.1 38.7 16.8 1.9 0.0 0.0 0.0 47.6 18.8
Number of Traders in Each Category Total Traders: 39
5 8 6 . . . 16 8 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 126,884
Positions
3,830 53,244 3,993 6,843 21,491 1,253 70,627 18,750 3,145 1,386 5,446 466 35,341 19,096
Changes from: March 15, 2011 Total Change is: 20,810
-6,275 26,259 -953 -394 656 33 21,083 -5,155 1,032 896 1,056 -903 6,290 -1,216
Percent of Open Interest Represented by Each Category of Trader
3.0 42.0 3.1 5.4 16.9 1.0 55.7 14.8 2.5 1.1 4.3 0.4 27.9 15.0
Number of Traders in Each Category Total Traders: 92
6 12 9 . 12 5 33 18 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 131,550
Positions
9,455 49,778 9,363 24,037 7,499 1,367 45,396 19,726 8,275 1,843 3,260 201 31,614 32,081
Changes from: March 15, 2011 Total Change is: -2,412
-696 10,194 1,064 -2,462 507 923 -347 -3,452 1,298 943 -5,434 -43 -3,091 -7,467
Percent of Open Interest Represented by Each Category of Trader
7.2 37.8 7.1 18.3 5.7 1.0 34.5 15.0 6.3 1.4 2.5 0.2 24.0 24.4
Number of Traders in Each Category Total Traders: 110
10 15 10 9 7 . 28 29 22 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 240,256
Positions
19,348 77,806 14,802 27,859 18,871 2,991 59,512 27,517 23,711 21,083 11,365 9,061 61,889 54,132
Changes from: March 15, 2011 Total Change is: 11,814
9,286 4,399 1,632 -1,588 154 295 -1,968 -7,918 5,971 -2,096 -793 1,029 -745 7,045
Percent of Open Interest Represented by Each Category of Trader
8.1 32.4 6.2 11.6 7.9 1.2 24.8 11.5 9.9 8.8 4.7 3.8 25.8 22.5
Number of Traders in Each Category Total Traders: 170
17 17 13 16 14 11 43 35 34 13 15 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 109,078
Positions
7,114 74,203 3,535 10,120 4,864 134 55,023 7,102 2,821 1,076 500 216 29,040 15,703
Changes from: March 15, 2011 Total Change is: 189
766 6,461 -331 328 -823 0 3,740 -1,344 70 -621 0 -34 -3,729 -3,809
Percent of Open Interest Represented by Each Category of Trader
6.5 68.0 3.2 9.3 4.5 0.1 50.4 6.5 2.6 1.0 0.5 0.2 26.6 14.4
Number of Traders in Each Category Total Traders: 71
7 11 7 4 5 . 25 15 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 87,934
Positions
15,525 35,677 41,007 0 0 0 29,243 10,652 217 1,255 0 0 687 381
Changes from: March 15, 2011 Total Change is: 17,468
-3,075 -4,368 22,814 0 0 0 -102 1,293 -1,441 0 0 0 -728 -830
Percent of Open Interest Represented by Each Category of Trader
17.7 40.6 46.6 0.0 0.0 0.0 33.3 12.1 0.2 1.4 0.0 0.0 0.8 0.4
Number of Traders in Each Category Total Traders: 21
5 9 11 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 127,075
Positions
5,728 103,799 0 16,283 243 0 92,169 17,975 317 4,355 2,352 0 8,223 2,389
Changes from: March 15, 2011 Total Change is: -34,286
5,030 -25,682 -104 712 0 -58 -38,404 -8,365 86 -1,998 -125 0 450 -38
Percent of Open Interest Represented by Each Category of Trader
4.5 81.7 0.0 12.8 0.2 0.0 72.5 14.1 0.2 3.4 1.9 0.0 6.5 1.9
Number of Traders in Each Category Total Traders: 109
4 12 0 9 . 0 58 12 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 13,974
Positions
5,590 2,350 54 127 1,196 0 5,129 7,623 212 818 0 0 2,044 2,539
Changes from: March 15, 2011 Total Change is: -1,877
1,374 603 -76 -20 -13 0 -2,866 -2,672 2 43 0 0 -334 279
Percent of Open Interest Represented by Each Category of Trader
40.0 16.8 0.4 0.9 8.6 0.0 36.7 54.6 1.5 5.9 0.0 0.0 14.6 18.2
Number of Traders in Each Category Total Traders: 40
8 5 . . . 0 10 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 46,321
Positions
18,761 25,477 1,111 2,757 1,873 419 16,436 8,984 1,086 44 441 431 5,277 6,500
Changes from: March 15, 2011 Total Change is: -19,771
-3,262 -1,497 -8,586 -462 -300 402 5,415 2,554 -7,544 -766 441 -330 -4,638 -4,910
Percent of Open Interest Represented by Each Category of Trader
40.5 55.0 2.4 6.0 4.0 0.9 35.5 19.4 2.3 0.1 1.0 0.9 11.4 14.0
Number of Traders in Each Category Total Traders: 83
15 16 5 . 6 . 24 16 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 92,643
Positions
37,521 50,954 2,223 5,514 3,746 837 32,872 17,968 2,172 89 881 862 10,554 13,000
Changes from: March 15, 2011 Total Change is: -9,690
2,409 12,768 -12,050 -180 -600 803 10,364 -3,300 -5,614 -1,533 881 -660 -3,228 -1,918
Percent of Open Interest Represented by Each Category of Trader
40.5 55.0 2.4 6.0 4.0 0.9 35.5 19.4 2.3 0.1 1.0 0.9 11.4 14.0
Number of Traders in Each Category Total Traders: 83
15 16 5 . 6 . 24 16 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 927,965
Positions
63,215 245,150 38,482 419,589 127,568 56,062 59,298 178,700 109,411 20,042 27,884 19,658 142,210 125,050
Changes from: March 15, 2011 Total Change is: -420,087
2,310 13,973 -172,229 -2,064 -2,053 -20,122 -26,770 -35,707 -142,376 -2,490 -4,904 -21,653 -34,693 -35,014
Percent of Open Interest Represented by Each Category of Trader
6.8 26.4 4.1 45.2 13.7 6.0 6.4 19.3 11.8 2.2 3.0 2.1 15.3 13.5
Number of Traders in Each Category Total Traders: 572
36 51 36 118 63 71 77 156 99 33 35 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 377,818
Positions
10,043 149,287 11,495 152,623 34,077 7,789 19,119 36,656 56,552 8,211 14,842 11,153 100,833 55,966
Changes from: March 15, 2011 Total Change is: -189,263
-55,990 16,417 -67,228 1,623 -3,722 -4,724 -137 -81,997 -33,723 159 5,853 -12,554 -16,690 -7,586
Percent of Open Interest Represented by Each Category of Trader
2.7 39.5 3.0 40.4 9.0 2.1 5.1 9.7 15.0 2.2 3.9 3.0 26.7 14.8
Number of Traders in Each Category Total Traders: 142
7 20 7 35 13 14 18 36 45 6 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,750,734
Positions
311,533 524,992 89,258 1,357,002 489,634 219,189 306,514 815,837 158,675 71,807 77,859 29,873 206,884 345,418
Changes from: March 15, 2011 Total Change is:-1,154,118
41,844 -261,880 -275,346 -38,987 -12,207 -56,440 -466,466 -101,851 -209,968 -18,777 -59,318 -39,966 -90,013 -137,142
Percent of Open Interest Represented by Each Category of Trader
11.3 19.1 3.2 49.3 17.8 8.0 11.1 29.7 5.8 2.6 2.8 1.1 7.5 12.6
Number of Traders in Each Category Total Traders: 518
35 48 32 96 60 62 80 138 84 30 31 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 104,477
Positions
22,288 44,566 0 53,982 36,411 5,702 12,091 14,709 10 1,247 0 0 9,157 3,079
Changes from: March 15, 2011 Total Change is: -24,478
2,391 10,017 -27,355 2,229 -1,170 213 1,236 -4,674 -582 0 0 0 -2,611 -927
Percent of Open Interest Represented by Each Category of Trader
21.3 42.7 0.0 51.7 34.9 5.5 11.6 14.1 0.0 1.2 0.0 0.0 8.8 2.9
Number of Traders in Each Category Total Traders: 92
6 10 0 33 14 13 13 15 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 56,045
Positions
16,154 25,631 570 13,741 9,161 1,737 14,615 11,236 1,953 2,464 1,665 203 4,609 3,889
Changes from: March 15, 2011 Total Change is: -61,044
1,743 -4,116 -25,487 -4,115 59 -1,682 -1,662 -158 -23,276 285 -1,650 -486 -6,365 -4,248
Percent of Open Interest Represented by Each Category of Trader
28.8 45.7 1.0 24.5 16.3 3.1 26.1 20.0 3.5 4.4 3.0 0.4 8.2 6.9
Number of Traders in Each Category Total Traders: 203
20 34 5 24 23 13 40 43 23 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 280,223
Positions
80,772 128,153 2,850 68,703 45,806 8,683 73,074 56,181 9,765 12,318 8,324 1,014 23,043 19,447
Changes from: March 15, 2011 Total Change is: -162,889
13,800 -43,089 -57,861 -10,604 293 -4,411 -65,236 -26,527 -30,489 1,440 3,077 -2,429 -7,100 -1,453
Percent of Open Interest Represented by Each Category of Trader
28.8 45.7 1.0 24.5 16.3 3.1 26.1 20.0 3.5 4.4 3.0 0.4 8.2 6.9
Number of Traders in Each Category Total Traders: 203
20 34 5 24 23 13 40 43 23 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 357,735
Positions
135,235 30,366 15,512 109,014 137,458 18,888 55,968 118,500 4,193 1,957 15,548 0 16,968 17,270
Changes from: March 15, 2011 Total Change is: -18,287
8,553 -3,967 -4,526 -3,449 5,464 -46 -6,100 -5,828 -9,464 -235 1,370 -25 -2,995 -1,265
Percent of Open Interest Represented by Each Category of Trader
37.8 8.5 4.3 30.5 38.4 5.3 15.6 33.1 1.2 0.5 4.3 0.0 4.7 4.8
Number of Traders in Each Category Total Traders: 245
18 17 . 47 47 22 31 70 19 4 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 55,688
Positions
9,909 4,971 5,721 11,587 11,001 765 18,290 9,154 539 216 4,932 0 8,661 18,605
Changes from: March 15, 2011 Total Change is: 7,800
701 -7,074 2,823 4,058 8,112 -249 5,862 4,921 0 -324 1,443 -15 -5,056 -2,161
Percent of Open Interest Represented by Each Category of Trader
17.8 8.9 10.3 20.8 19.8 1.4 32.8 16.4 1.0 0.4 8.9 0.0 15.6 33.4
Number of Traders in Each Category Total Traders: 69
8 10 . 15 . . 11 15 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 70,293
Positions
18,336 22,205 6,845 9,069 10,536 1,125 14,243 19,538 1,216 1,755 370 0 17,704 8,458
Changes from: March 15, 2011 Total Change is: -6,082
-12,255 7,327 2,183 -7,389 -562 23 2,547 5,267 1,082 -3,004 -2,036 0 10,731 -19,366
Percent of Open Interest Represented by Each Category of Trader
26.1 31.6 9.7 12.9 15.0 1.6 20.3 27.8 1.7 2.5 0.5 0.0 25.2 12.0
Number of Traders in Each Category Total Traders: 79
18 15 . 9 4 . 18 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 31,657
Positions
325 7,082 976 20,182 12,000 4,384 1,380 5,530 11 419 0 0 3,980 1,674
Changes from: March 15, 2011 Total Change is: -2,573
75 1,160 -1,209 638 813 751 -839 -715 -7 -262 0 0 -1,720 -3,366
Percent of Open Interest Represented by Each Category of Trader
1.0 22.4 3.1 63.8 37.9 13.8 4.4 17.5 0.0 1.3 0.0 0.0 12.6 5.3
Number of Traders in Each Category Total Traders: 47
. 4 . 20 13 7 . 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 34,794
Positions
7,250 13,076 885 13,105 5,550 685 5,389 10,240 783 1,280 685 34 5,383 2,856
Changes from: March 15, 2011 Total Change is: -6,608
635 -1,970 -5,219 1,433 232 -198 -2,150 868 136 -104 0 34 -1,175 -491
Percent of Open Interest Represented by Each Category of Trader
20.8 37.6 2.5 37.7 16.0 2.0 15.5 29.4 2.3 3.7 2.0 0.1 15.5 8.2
Number of Traders in Each Category Total Traders: 56
8 7 . 12 9 5 9 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 686,238
Positions
14,173 83,688 33,571 300,774 154,992 61,618 64,885 84,275 45,180 16,940 53,653 5,270 143,828 163,991
Changes from: March 15, 2011 Total Change is: 5,790
592 3,167 2,978 -11,923 1,122 3,021 13,606 -15,233 265 -1,735 8,361 1,152 -2,167 957
Percent of Open Interest Represented by Each Category of Trader
2.1 12.2 4.9 43.8 22.6 9.0 9.5 12.3 6.6 2.5 7.8 0.8 21.0 23.9
Number of Traders in Each Category Total Traders: 159
10 21 19 45 22 35 23 25 34 5 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 317,773
Positions
31 117,660 2,525 226,829 5,983 20,426 0 127,558 958 0 0 0 67,004 42,663
Changes from: March 15, 2011 Total Change is: -6,722
-5,234 7,994 -3,513 12,528 1,178 -2,735 0 -3,500 -5,181 0 0 0 -2,587 -966
Percent of Open Interest Represented by Each Category of Trader
0.0 37.0 0.8 71.4 1.9 6.4 0.0 40.1 0.3 0.0 0.0 0.0 21.1 13.4
Number of Traders in Each Category Total Traders: 63
. 10 . 33 . 16 0 16 . 0 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 964,318
Positions
41,000 109,131 32,236 289,730 387,739 80,339 218,821 82,141 66,012 116,404 58,554 10,264 109,512 137,901
Changes from: March 15, 2011 Total Change is: 44,029
-14,747 16,766 10,962 -28,581 9,892 -3,028 7,292 1,088 13,420 52,919 -11,880 3,341 2,452 3,469
Percent of Open Interest Represented by Each Category of Trader
4.3 11.3 3.3 30.0 40.2 8.3 22.7 8.5 6.8 12.1 6.1 1.1 11.4 14.3
Number of Traders in Each Category Total Traders: 242
12 37 21 33 51 36 50 29 32 9 21 7
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,071,232
Positions
103,480 121,029 205,438 531,420 550,291 243,618 323,366 188,096 262,924 32,943 56,298 77,227 290,817 366,311
Changes from: March 15, 2011 Total Change is: 20,363
13,034 5,109 5,719 -34,672 43,683 -24,826 72,832 -20,118 17,124 -16,658 -3,175 20,362 -32,553 -23,516
Percent of Open Interest Represented by Each Category of Trader
5.0 5.8 9.9 25.7 26.6 11.8 15.6 9.1 12.7 1.6 2.7 3.7 14.0 17.7
Number of Traders in Each Category Total Traders: 299
33 37 62 32 60 56 58 50 69 13 15 15
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 1,382,960
Positions
67,441 105,199 64,203 300,776 496,970 133,210 405,837 107,629 124,183 59,108 61,588 14,013 214,189 275,965
Changes from: March 15, 2011 Total Change is: 76,171
13,158 -14,764 11,648 -4,677 27,809 -11,217 48,904 40,275 13,749 -1,443 1,958 -287 6,337 7,000
Percent of Open Interest Represented by Each Category of Trader
4.9 7.6 4.6 21.7 35.9 9.6 29.3 7.8 9.0 4.3 4.5 1.0 15.5 20.0
Number of Traders in Each Category Total Traders: 199
19 18 29 28 39 38 38 37 40 7 13 5
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 917,839
Positions
163,064 215,271 288,128 11,930 2,442 9,172 99,898 52,351 273,195 11,233 4,446 27,605 33,613 45,230
Changes from: March 15, 2011 Total Change is: 48,640
-4,251 21,926 15,770 677 0 -12 16,173 -388 14,580 4,576 -871 -2,369 3,496 5
Percent of Open Interest Represented by Each Category of Trader
17.8 23.5 31.4 1.3 0.3 1.0 10.9 5.7 29.8 1.2 0.5 3.0 3.7 4.9
Number of Traders in Each Category Total Traders: 140
30 29 47 6 . 5 33 26 42 6 4 5
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is13,612,968
Positions
1,098,829 3,555,597 2,876,453 2,662,155 445,079 312,061 1,139,989 487,429 3,849,528 51,940 379,614 688,186 933,827 1,019,021
Changes from: March 15, 2011 Total Change is: 285,202
4,872 136,502 175,015 5,134 -86,722 -4,405 79,114 12,491 47,839 233 25,157 -9,947 -12,654 -10,730
Percent of Open Interest Represented by Each Category of Trader
8.1 26.1 21.1 19.6 3.3 2.3 8.4 3.6 28.3 0.4 2.8 5.1 6.9 7.5
Number of Traders in Each Category Total Traders: 279
27 70 94 8 16 20 68 59 104 11 14 20
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,963
Positions
5,166 5,924 0 1,472 838 25 398 4,237 10 4,800 658 0 92 271
Changes from: March 15, 2011 Total Change is: 1,242
1,660 548 0 15 -1 0 -479 692 3 0 90 0 43 -90
Percent of Open Interest Represented by Each Category of Trader
43.2 49.5 0.0 12.3 7.0 0.2 3.3 35.4 0.1 40.1 5.5 0.0 0.8 2.3
Number of Traders in Each Category Total Traders: 29
. . 0 . 5 . . 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 28,898
Positions
23,110 15,154 0 2,010 2,333 59 3,097 5,867 0 40 5,456 0 582 29
Changes from: March 15, 2011 Total Change is: -335
-1,160 -240 0 0 177 -57 528 -108 0 0 0 0 354 -107
Percent of Open Interest Represented by Each Category of Trader
80.0 52.4 0.0 7.0 8.1 0.2 10.7 20.3 0.0 0.1 18.9 0.0 2.0 0.1
Number of Traders in Each Category Total Traders: 29
. 5 0 . 5 . 5 6 0 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 53,140
Positions
25,251 2,972 61 73 812 705 18,512 39,944 1,055 1,482 1,585 290 5,710 5,716
Changes from: March 15, 2011 Total Change is: 1,769
-276 1,249 -0 -17 184 -26 2,019 -1,218 223 -363 -348 132 77 1,572
Percent of Open Interest Represented by Each Category of Trader
47.5 5.6 0.1 0.1 1.5 1.3 34.8 75.2 2.0 2.8 3.0 0.5 10.7 10.8
Number of Traders in Each Category Total Traders: 118
9 6 . . 4 . 25 43 7 17 13 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 170,224
Positions
56,756 57,127 43,611 8,087 602 2,423 7,705 15,449 24,425 1,304 1,932 8,445 17,468 16,210
Changes from: March 15, 2011 Total Change is: -23,984
-12,781 1,648 -3,632 1,788 -4,232 -705 -2,750 -13,026 -652 -237 -893 -500 -4,514 -1,991
Percent of Open Interest Represented by Each Category of Trader
33.3 33.6 25.6 4.8 0.4 1.4 4.5 9.1 14.3 0.8 1.1 5.0 10.3 9.5
Number of Traders in Each Category Total Traders: 93
11 8 15 9 . 4 17 19 27 7 7 16
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,822
Positions
2,298 4,471 0 2,494 0 0 3,779 1,213 37 150 3,077 0 64 24
Changes from: March 15, 2011 Total Change is: -1,490
1,313 614 -1,487 -48 0 0 1,958 -1,138 0 -680 3,000 0 -2,546 -2,479
Percent of Open Interest Represented by Each Category of Trader
26.0 50.7 0.0 28.3 0.0 0.0 42.8 13.7 0.4 1.7 34.9 0.0 0.7 0.3
Number of Traders in Each Category Total Traders: 23
. 4 0 4 0 0 8 . . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 13,421
Positions
418 12,767 0 8,289 0 1 1,913 132 0 0 104 12 2,788 405
Changes from: March 15, 2011 Total Change is: -986
-238 -386 -3 -47 0 1 -298 -93 -74 0 0 0 -327 -431
Percent of Open Interest Represented by Each Category of Trader
3.1 95.1 0.0 61.8 0.0 0.0 14.3 1.0 0.0 0.0 0.8 0.1 20.8 3.0
Number of Traders in Each Category Total Traders: 20
. . 0 9 0 . 6 . 0 0 . .
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Updated March 25, 2011