Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 129,624 Positions 8,078 84,215 5,309 10,355 7,015 273 43,810 9,692 4,437 8,643 384 540 48,178 17,759 Changes from: March 22, 2011 Total Change is: 1,326 1,000 306 1,257 -14 -70 -4 2,115 -271 121 -1,618 266 -61 -1,470 -221 Percent of Open Interest Represented by Each Category of Trader 6.2 65.0 4.1 8.0 5.4 0.2 33.8 7.5 3.4 6.7 0.3 0.4 37.2 13.7 Number of Traders in Each Category Total Traders: 77 9 7 7 5 4 . 28 12 15 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 59,688 Positions 4,945 33,814 1,839 1,028 1,114 69 24,055 11,328 1,331 0 0 0 26,420 10,192 Changes from: March 22, 2011 Total Change is: -13 559 -1,159 223 18 458 0 962 1,271 207 0 0 0 -1,982 -1,013 Percent of Open Interest Represented by Each Category of Trader 8.3 56.7 3.1 1.7 1.9 0.1 40.3 19.0 2.2 0.0 0.0 0.0 44.3 17.1 Number of Traders in Each Category Total Traders: 43 . 8 5 . . . 19 10 9 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 114,485 Positions 8,084 27,241 10,906 7,333 22,059 1,264 48,607 21,528 4,042 2,341 4,121 1,707 30,201 21,617 Changes from: March 22, 2011 Total Change is: -12,400 4,254 -26,004 6,913 490 568 11 -22,020 2,778 897 955 -1,324 1,241 -5,140 2,521 Percent of Open Interest Represented by Each Category of Trader 7.1 23.8 9.5 6.4 19.3 1.1 42.5 18.8 3.5 2.0 3.6 1.5 26.4 18.9 Number of Traders in Each Category Total Traders: 92 10 10 11 4 12 5 28 22 16 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 121,131 Positions 8,655 30,755 9,516 23,960 7,695 1,330 34,952 24,297 9,358 1,622 3,794 276 31,460 34,109 Changes from: March 22, 2011 Total Change is: -10,419 -800 -19,023 153 -77 196 -37 -10,443 4,571 1,083 -220 534 76 -153 2,028 Percent of Open Interest Represented by Each Category of Trader 7.1 25.4 7.9 19.8 6.4 1.1 28.9 20.1 7.7 1.3 3.1 0.2 26.0 28.2 Number of Traders in Each Category Total Traders: 107 9 16 10 9 8 . 32 24 21 . 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 263,479 Positions 24,234 94,461 16,382 27,742 19,657 3,003 72,464 34,113 23,874 21,528 10,934 9,221 65,032 51,834 Changes from: March 22, 2011 Total Change is: 23,223 4,885 16,655 1,580 -117 787 12 12,952 6,596 163 445 -431 160 3,144 -2,298 Percent of Open Interest Represented by Each Category of Trader 9.2 35.9 6.2 10.5 7.5 1.1 27.5 12.9 9.1 8.2 4.1 3.5 24.7 19.7 Number of Traders in Each Category Total Traders: 180 14 24 14 17 15 11 43 37 34 16 14 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 148,262 Positions 6,696 108,407 3,981 9,927 4,424 134 86,212 9,424 3,535 2,124 501 246 35,408 17,611 Changes from: March 22, 2011 Total Change is: 39,184 -418 34,204 446 -193 -440 0 31,190 2,321 713 1,048 1 30 6,368 1,909 Percent of Open Interest Represented by Each Category of Trader 4.5 73.1 2.7 6.7 3.0 0.1 58.1 6.4 2.4 1.4 0.3 0.2 23.9 11.9 Number of Traders in Each Category Total Traders: 77 4 14 8 4 5 . 31 13 13 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 88,155 Positions 15,786 35,756 41,136 0 0 0 28,852 10,469 480 1,255 0 0 646 314 Changes from: March 22, 2011 Total Change is: 221 261 79 129 0 0 0 -391 -183 263 0 0 0 -41 -67 Percent of Open Interest Represented by Each Category of Trader 17.9 40.6 46.7 0.0 0.0 0.0 32.7 11.9 0.5 1.4 0.0 0.0 0.7 0.4 Number of Traders in Each Category Total Traders: 21 6 9 11 0 0 0 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 129,361 Positions 3,789 105,999 0 16,938 243 0 95,245 18,848 317 4,886 2,352 0 8,186 1,602 Changes from: March 22, 2011 Total Change is: 2,286 -1,939 2,200 0 655 0 0 3,076 873 0 531 0 0 -37 -787 Percent of Open Interest Represented by Each Category of Trader 2.9 81.9 0.0 13.1 0.2 0.0 73.6 14.6 0.2 3.8 1.8 0.0 6.3 1.2 Number of Traders in Each Category Total Traders: 107 5 12 0 10 . 0 57 9 . 10 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 13,401 Positions 4,227 3,512 40 274 1,215 0 5,750 6,359 216 663 0 0 2,231 2,059 Changes from: March 22, 2011 Total Change is: -573 -1,363 1,162 -14 147 19 0 621 -1,264 4 -155 0 0 187 -480 Percent of Open Interest Represented by Each Category of Trader 31.5 26.2 0.3 2.0 9.1 0.0 42.9 47.5 1.6 4.9 0.0 0.0 16.6 15.4 Number of Traders in Each Category Total Traders: 38 6 6 . . . 0 13 9 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 60,239 Positions 19,183 37,140 1,092 2,870 1,035 533 25,664 11,369 1,231 0 1,548 422 9,244 5,868 Changes from: March 22, 2011 Total Change is: 13,917 423 11,663 -19 113 -838 114 9,229 2,385 145 -44 1,107 -9 3,967 -632 Percent of Open Interest Represented by Each Category of Trader 31.8 61.7 1.8 4.8 1.7 0.9 42.6 18.9 2.0 0.0 2.6 0.7 15.3 9.7 Number of Traders in Each Category Total Traders: 85 16 18 5 5 . . 25 14 9 0 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 120,477 Positions 38,367 74,281 2,184 5,739 2,070 1,065 51,329 22,738 2,463 0 3,096 844 18,487 11,737 Changes from: March 22, 2011 Total Change is: 27,834 845 23,327 -39 225 -1,676 228 18,457 4,770 291 -89 2,215 -18 7,934 -1,263 Percent of Open Interest Represented by Each Category of Trader 31.8 61.7 1.8 4.8 1.7 0.9 42.6 18.9 2.0 0.0 2.6 0.7 15.3 9.7 Number of Traders in Each Category Total Traders: 85 16 18 5 5 . . 25 14 9 0 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 951,946 Positions 65,099 254,956 40,059 413,253 120,203 57,547 68,650 188,498 112,072 18,278 33,183 17,915 159,072 127,513 Changes from: March 22, 2011 Total Change is: 23,981 1,884 9,806 1,577 -6,335 -7,366 1,486 9,352 9,798 2,661 -1,763 5,299 -1,743 16,863 2,463 Percent of Open Interest Represented by Each Category of Trader 6.8 26.8 4.2 43.4 12.6 6.0 7.2 19.8 11.8 1.9 3.5 1.9 16.7 13.4 Number of Traders in Each Category Total Traders: 582 36 55 38 121 60 68 79 159 106 31 40 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 381,313 Positions 10,529 153,506 11,352 145,578 34,529 7,565 19,337 34,533 57,981 6,148 16,721 10,695 112,127 54,431 Changes from: March 22, 2011 Total Change is: 3,495 486 4,219 -143 -7,046 452 -223 218 -2,123 1,429 -2,062 1,878 -458 11,294 -1,536 Percent of Open Interest Represented by Each Category of Trader 2.8 40.3 3.0 38.2 9.1 2.0 5.1 9.1 15.2 1.6 4.4 2.8 29.4 14.3 Number of Traders in Each Category Total Traders: 142 7 21 8 33 12 13 20 34 45 5 10 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 2,853,163 Positions 308,953 543,356 107,429 1,360,291 450,283 227,996 336,482 859,741 180,534 66,123 87,782 30,629 234,727 365,412 Changes from: March 22, 2011 Total Change is: 102,429 -2,580 18,364 18,171 3,289 -39,350 8,807 29,968 43,904 21,859 -5,684 9,924 756 27,843 19,995 Percent of Open Interest Represented by Each Category of Trader 10.8 19.0 3.8 47.7 15.8 8.0 11.8 30.1 6.3 2.3 3.1 1.1 8.2 12.8 Number of Traders in Each Category Total Traders: 526 34 52 35 100 57 60 84 139 92 27 33 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 110,260 Positions 23,052 51,609 0 56,108 33,187 5,693 14,928 17,126 1 1,542 0 0 8,936 2,643 Changes from: March 22, 2011 Total Change is: 5,783 764 7,043 0 2,126 -3,224 -9 2,837 2,417 -8 295 0 0 -221 -436 Percent of Open Interest Represented by Each Category of Trader 20.9 46.8 0.0 50.9 30.1 5.2 13.5 15.5 0.0 1.4 0.0 0.0 8.1 2.4 Number of Traders in Each Category Total Traders: 103 8 10 0 35 14 13 17 17 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 75,590 Positions 14,757 35,047 3,288 14,900 9,001 2,975 23,183 11,927 5,359 1,868 2,801 184 9,077 5,008 Changes from: March 22, 2011 Total Change is: 19,546 -1,398 9,417 2,718 1,159 -160 1,239 8,568 690 3,406 -596 1,136 -19 4,468 1,119 Percent of Open Interest Represented by Each Category of Trader 19.5 46.4 4.3 19.7 11.9 3.9 30.7 15.8 7.1 2.5 3.7 0.2 12.0 6.6 Number of Traders in Each Category Total Traders: 222 18 36 9 27 23 14 47 51 26 11 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 11,242 Positions 1,896 8,354 0 1,859 0 0 3,597 0 6 0 1,124 0 3,884 1,757 Changes from: March 22, 2011 Total Change is: -17,225 -10,764 1,213 -2,272 -135 0 -800 -1,564 -11,399 -626 -3 -1,141 0 -1,061 -2,200 Percent of Open Interest Represented by Each Category of Trader 16.9 74.3 0.0 16.5 0.0 0.0 32.0 0.0 0.1 0.0 10.0 0.0 34.5 15.6 Number of Traders in Each Category Total Traders: 20 5 7 0 . 0 0 4 0 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 321,744 Positions 77,505 146,669 3,237 69,205 49,004 10,876 115,917 77,618 8,780 9,338 8,386 921 25,966 16,254 Changes from: March 22, 2011 Total Change is: 41,521 -3,267 18,516 387 502 3,198 2,193 42,842 21,437 -986 -2,980 62 -93 2,923 -3,192 Percent of Open Interest Represented by Each Category of Trader 24.1 45.6 1.0 21.5 15.2 3.4 36.0 24.1 2.7 2.9 2.6 0.3 8.1 5.1 Number of Traders in Each Category Total Traders: 220 19 34 5 26 23 13 47 51 23 11 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 369,257 Positions 120,854 34,411 15,889 111,306 136,570 19,821 75,845 125,720 4,258 1,937 16,157 9 19,338 16,422 Changes from: March 22, 2011 Total Change is: 11,522 -14,381 4,045 377 2,292 -888 933 19,877 7,220 65 -20 609 9 2,370 -848 Percent of Open Interest Represented by Each Category of Trader 32.7 9.3 4.3 30.1 37.0 5.4 20.5 34.0 1.2 0.5 4.4 0.0 5.2 4.4 Number of Traders in Each Category Total Traders: 249 16 19 . 50 48 24 38 64 21 4 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 56,725 Positions 8,342 6,304 6,253 10,121 13,865 1,497 22,165 4,445 539 216 5,734 0 7,592 18,088 Changes from: March 22, 2011 Total Change is: 1,037 -1,567 1,333 532 -1,466 2,864 732 3,875 -4,709 0 0 802 0 -1,069 -517 Percent of Open Interest Represented by Each Category of Trader 14.7 11.1 11.0 17.8 24.4 2.6 39.1 7.8 1.0 0.4 10.1 0.0 13.4 31.9 Number of Traders in Each Category Total Traders: 69 8 11 . 14 5 . 15 9 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 66,878 Positions 22,064 21,497 7,839 8,316 8,999 1,039 9,313 18,946 1,539 890 1,333 0 15,878 5,686 Changes from: March 22, 2011 Total Change is: -3,415 3,728 -708 994 -753 -1,537 -86 -4,930 -592 323 -865 963 0 -1,826 -2,772 Percent of Open Interest Represented by Each Category of Trader 33.0 32.1 11.7 12.4 13.5 1.6 13.9 28.3 2.3 1.3 2.0 0.0 23.7 8.5 Number of Traders in Each Category Total Traders: 79 20 13 4 9 4 . 14 13 4 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 31,841 Positions 325 6,715 1,200 19,690 11,185 4,270 1,638 6,581 11 419 0 0 4,288 1,879 Changes from: March 22, 2011 Total Change is: 184 0 -367 224 -492 -815 -114 258 1,051 0 0 0 0 308 205 Percent of Open Interest Represented by Each Category of Trader 1.0 21.1 3.8 61.8 35.1 13.4 5.1 20.7 0.0 1.3 0.0 0.0 13.5 5.9 Number of Traders in Each Category Total Traders: 48 . 4 . 20 12 8 . 8 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 35,536 Positions 5,740 14,215 1,016 13,202 5,548 728 6,983 10,219 788 1,258 685 34 5,787 2,303 Changes from: March 22, 2011 Total Change is: 742 -1,510 1,139 131 97 -2 43 1,594 -21 5 -22 0 0 404 -553 Percent of Open Interest Represented by Each Category of Trader 16.2 40.0 2.9 37.2 15.6 2.0 19.7 28.8 2.2 3.5 1.9 0.1 16.3 6.5 Number of Traders in Each Category Total Traders: 57 6 8 . 12 9 5 11 6 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 650,741 Positions 13,094 75,441 22,021 285,982 156,073 60,422 72,389 78,706 30,156 17,073 51,752 4,798 144,806 171,373 Changes from: March 22, 2011 Total Change is: -35,497 -1,079 -8,247 -11,550 -14,792 1,081 -1,197 7,505 -5,569 -15,024 134 -1,902 -472 979 7,382 Percent of Open Interest Represented by Each Category of Trader 2.0 11.6 3.4 43.9 24.0 9.3 11.1 12.1 4.6 2.6 8.0 0.7 22.3 26.3 Number of Traders in Each Category Total Traders: 146 5 19 13 43 22 34 18 26 29 4 9 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 321,700 Positions 177 125,941 523 231,963 6,527 18,829 2,540 124,771 598 1,700 0 0 65,370 44,512 Changes from: March 22, 2011 Total Change is: 3,927 147 8,281 -2,002 5,134 544 -1,597 2,540 -2,788 -360 1,700 0 0 -1,634 1,849 Percent of Open Interest Represented by Each Category of Trader 0.1 39.1 0.2 72.1 2.0 5.9 0.8 38.8 0.2 0.5 0.0 0.0 20.3 13.8 Number of Traders in Each Category Total Traders: 63 . 9 . 32 . 16 . 16 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 975,217 Positions 81,843 85,094 32,429 274,372 406,912 86,788 203,613 77,691 72,266 109,172 54,603 10,374 104,360 149,060 Changes from: March 22, 2011 Total Change is: 10,899 40,843 -24,036 193 -15,357 19,173 6,448 -15,208 -4,450 6,254 -7,232 -3,951 110 -5,152 11,159 Percent of Open Interest Represented by Each Category of Trader 8.4 8.7 3.3 28.1 41.7 8.9 20.9 8.0 7.4 11.2 5.6 1.1 10.7 15.3 Number of Traders in Each Category Total Traders: 239 15 31 20 33 54 36 46 33 34 7 20 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,952,550 Positions 113,019 118,614 181,369 538,142 531,527 240,547 316,781 191,720 201,492 37,068 56,683 41,057 283,077 389,542 Changes from: March 22, 2011 Total Change is: -118,682 9,539 -2,415 -24,069 6,722 -18,765 -3,071 -6,585 3,624 -61,432 4,124 385 -36,170 -7,740 23,232 Percent of Open Interest Represented by Each Category of Trader 5.8 6.1 9.3 27.6 27.2 12.3 16.2 9.8 10.3 1.9 2.9 2.1 14.5 20.0 Number of Traders in Each Category Total Traders: 276 31 27 48 31 60 56 51 50 66 11 15 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,379,590 Positions 83,658 124,808 53,568 300,705 498,472 141,770 421,121 111,183 95,648 59,500 61,945 12,116 211,504 280,080 Changes from: March 22, 2011 Total Change is: -3,370 16,217 19,608 -10,635 -71 1,502 8,560 15,284 3,553 -28,535 393 357 -1,897 -2,686 4,115 Percent of Open Interest Represented by Each Category of Trader 6.1 9.0 3.9 21.8 36.1 10.3 30.5 8.1 6.9 4.3 4.5 0.9 15.3 20.3 Number of Traders in Each Category Total Traders: 193 18 19 25 25 42 40 34 35 37 8 12 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 963,401 Positions 186,167 236,180 288,229 15,962 2,440 10,145 96,522 53,878 289,133 11,697 6,282 30,922 34,624 46,192 Changes from: March 22, 2011 Total Change is: 45,561 23,103 20,910 101 4,032 -2 973 -3,377 1,527 15,937 464 1,836 3,317 1,011 962 Percent of Open Interest Represented by Each Category of Trader 19.3 24.5 29.9 1.7 0.3 1.1 10.0 5.6 30.0 1.2 0.7 3.2 3.6 4.8 Number of Traders in Each Category Total Traders: 140 29 32 46 6 . 5 28 26 41 4 5 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is13,955,184 Positions 1,151,029 3,305,036 3,016,494 2,723,984 533,785 347,820 934,785 500,824 4,163,326 38,235 357,217 690,710 888,800 1,039,971 Changes from: March 22, 2011 Total Change is: 342,215 52,200 -250,560 140,041 61,829 88,707 35,759 -205,204 13,395 313,798 -13,705 -22,398 2,524 -45,027 20,950 Percent of Open Interest Represented by Each Category of Trader 8.2 23.7 21.6 19.5 3.8 2.5 6.7 3.6 29.8 0.3 2.6 4.9 6.4 7.5 Number of Traders in Each Category Total Traders: 286 28 67 92 12 20 27 70 58 103 9 15 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 11,922 Positions 5,267 6,452 0 1,454 827 35 273 3,685 11 4,800 652 0 82 260 Changes from: March 22, 2011 Total Change is: -41 101 528 0 -18 -11 10 -125 -552 1 0 -6 0 -10 -11 Percent of Open Interest Represented by Each Category of Trader 44.2 54.1 0.0 12.2 6.9 0.3 2.3 30.9 0.1 40.3 5.5 0.0 0.7 2.2 Number of Traders in Each Category Total Traders: 28 . . 0 . 5 . . 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 28,480 Positions 24,950 14,927 0 2,010 1,666 59 1,261 6,223 0 40 5,466 0 160 139 Changes from: March 22, 2011 Total Change is: -418 1,840 -227 0 0 -667 0 -1,836 356 0 0 10 0 -422 110 Percent of Open Interest Represented by Each Category of Trader 87.6 52.4 0.0 7.1 5.8 0.2 4.4 21.9 0.0 0.1 19.2 0.0 0.6 0.5 Number of Traders in Each Category Total Traders: 30 . 5 0 . 5 . 5 7 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 53,402 Positions 24,712 2,439 37 73 692 743 18,372 41,108 1,079 2,118 1,315 353 5,916 5,636 Changes from: March 22, 2011 Total Change is: 262 -539 -533 -24 0 -120 38 -140 1,164 24 635 -269 63 206 -80 Percent of Open Interest Represented by Each Category of Trader 46.3 4.6 0.1 0.1 1.3 1.4 34.4 77.0 2.0 4.0 2.5 0.7 11.1 10.6 Number of Traders in Each Category Total Traders: 122 6 7 . . 4 . 25 45 7 23 10 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 184,059 Positions 64,812 66,923 38,403 8,398 1,546 2,400 13,797 23,808 25,421 1,876 2,016 8,151 20,801 15,391 Changes from: March 22, 2011 Total Change is: 13,836 8,056 9,796 -5,208 311 944 -23 6,091 8,359 997 572 84 -294 3,334 -819 Percent of Open Interest Represented by Each Category of Trader 35.2 36.4 20.9 4.6 0.8 1.3 7.5 12.9 13.8 1.0 1.1 4.4 11.3 8.4 Number of Traders in Each Category Total Traders: 105 16 7 19 10 4 4 23 21 26 5 8 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 9,679 Positions 2,139 5,328 0 2,532 0 0 3,246 1,213 37 150 1,577 0 1,575 1,524 Changes from: March 22, 2011 Total Change is: 857 -159 857 0 38 0 0 -533 0 0 0 -1,500 0 1,511 1,500 Percent of Open Interest Represented by Each Category of Trader 22.1 55.0 0.0 26.2 0.0 0.0 33.5 12.5 0.4 1.5 16.3 0.0 16.3 15.7 Number of Traders in Each Category Total Traders: 22 . 4 0 4 0 0 8 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 13,372 Positions 414 12,767 0 7,935 0 1 2,215 132 3 0 104 12 2,792 353 Changes from: March 22, 2011 Total Change is: -49 -4 0 0 -354 0 0 302 0 3 0 0 0 4 -52 Percent of Open Interest Represented by Each Category of Trader 3.1 95.5 0.0 59.3 0.0 0.0 16.6 1.0 0.0 0.0 0.8 0.1 20.9 2.6 Number of Traders in Each Category Total Traders: 20 . . 0 8 0 . 7 . . 0 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 1, 2011