Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 152,166
Positions
8,067 95,382 4,718 9,848 7,033 241 57,692 16,033 7,257 9,870 1 502 53,972 20,998
Changes from: March 29, 2011 Total Change is: 22,542
-11 11,168 -592 -507 18 -32 13,881 6,341 2,820 1,227 -382 -37 5,793 3,239
Percent of Open Interest Represented by Each Category of Trader
5.3 62.7 3.1 6.5 4.6 0.2 37.9 10.5 4.8 6.5 0.0 0.3 35.5 13.8
Number of Traders in Each Category Total Traders: 89
7 10 7 4 4 . 38 14 17 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 63,165
Positions
9,007 30,731 2,813 875 1,111 69 22,662 17,516 1,391 0 0 0 26,348 9,534
Changes from: March 29, 2011 Total Change is: 3,478
4,062 -3,083 974 -153 -3 0 -1,393 6,188 60 0 0 0 -72 -658
Percent of Open Interest Represented by Each Category of Trader
14.3 48.7 4.5 1.4 1.8 0.1 35.9 27.7 2.2 0.0 0.0 0.0 41.7 15.1
Number of Traders in Each Category Total Traders: 40
4 7 5 . . . 13 13 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 122,050
Positions
4,816 46,547 5,003 6,066 22,966 1,292 65,090 11,518 4,819 608 7,807 161 34,195 21,937
Changes from: March 29, 2011 Total Change is: 7,566
-3,267 19,306 -5,903 -1,267 907 28 16,483 -10,010 777 -1,733 3,686 -1,546 3,994 320
Percent of Open Interest Represented by Each Category of Trader
3.9 38.1 4.1 5.0 18.8 1.1 53.3 9.4 3.9 0.5 6.4 0.1 28.0 18.0
Number of Traders in Each Category Total Traders: 101
8 12 10 . 13 5 38 20 15 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 153,322
Positions
51,301 12,827 12,729 21,189 8,748 1,287 23,444 49,909 14,736 2,132 7,886 365 26,139 44,834
Changes from: March 29, 2011 Total Change is: 32,191
42,646 -17,928 3,213 -2,771 1,053 -43 -11,509 25,612 5,378 510 4,092 89 -5,322 10,725
Percent of Open Interest Represented by Each Category of Trader
33.5 8.4 8.3 13.8 5.7 0.8 15.3 32.6 9.6 1.4 5.1 0.2 17.0 29.2
Number of Traders in Each Category Total Traders: 111
17 8 11 8 8 4 27 33 22 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 284,507
Positions
36,332 102,847 16,133 28,705 19,381 3,529 74,809 37,070 25,268 21,788 15,301 8,439 69,504 56,539
Changes from: March 29, 2011 Total Change is: 21,028
12,098 8,386 -249 963 -277 527 2,345 2,957 1,394 260 4,367 -781 4,472 4,705
Percent of Open Interest Represented by Each Category of Trader
12.8 36.1 5.7 10.1 6.8 1.2 26.3 13.0 8.9 7.7 5.4 3.0 24.4 19.9
Number of Traders in Each Category Total Traders: 193
17 25 15 17 16 11 48 39 36 14 17 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 156,537
Positions
4,661 114,386 4,164 10,076 4,128 134 94,359 10,854 3,941 2,993 503 262 35,946 18,164
Changes from: March 29, 2011 Total Change is: 8,274
-2,035 5,980 183 149 -297 0 8,146 1,430 407 869 2 17 538 553
Percent of Open Interest Represented by Each Category of Trader
3.0 73.1 2.7 6.4 2.6 0.1 60.3 6.9 2.5 1.9 0.3 0.2 23.0 11.6
Number of Traders in Each Category Total Traders: 81
4 13 7 6 5 . 32 14 13 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 90,166
Positions
15,585 36,089 41,353 0 0 0 28,956 10,355 480 1,511 0 0 2,281 1,889
Changes from: March 29, 2011 Total Change is: 2,011
-201 333 217 0 0 0 104 -114 0 256 0 0 1,635 1,575
Percent of Open Interest Represented by Each Category of Trader
17.3 40.0 45.9 0.0 0.0 0.0 32.1 11.5 0.5 1.7 0.0 0.0 2.5 2.1
Number of Traders in Each Category Total Traders: 25
6 10 12 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 158,825
Positions
491 127,331 206 15,889 1,298 0 125,697 25,765 88 7,976 2,577 0 8,478 1,560
Changes from: March 29, 2011 Total Change is: 29,464
-3,298 21,332 206 -1,049 1,055 0 30,452 6,917 -229 3,090 225 0 292 -42
Percent of Open Interest Represented by Each Category of Trader
0.3 80.2 0.1 10.0 0.8 0.0 79.1 16.2 0.1 5.0 1.6 0.0 5.3 1.0
Number of Traders in Each Category Total Traders: 123
. 16 . 9 . 0 64 10 . 14 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 37,456
Positions
26,198 30,251 3 4,053 0 0 5,459 232 0 410 6,833 0 1,333 137
Changes from: March 29, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
69.9 80.8 0.0 10.8 0.0 0.0 14.6 0.6 0.0 1.1 18.2 0.0 3.6 0.4
Number of Traders in Each Category Total Traders: 20
. 6 . . 0 0 7 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 16,197
Positions
2,697 6,559 30 0 147 0 9,511 7,720 3 663 0 0 3,293 1,738
Changes from: March 29, 2011 Total Change is: 2,796
-1,530 3,047 -10 -274 -1,068 0 3,761 1,361 -213 0 0 0 1,062 -321
Percent of Open Interest Represented by Each Category of Trader
16.7 40.5 0.2 0.0 0.9 0.0 58.7 47.7 0.0 4.1 0.0 0.0 20.3 10.7
Number of Traders in Each Category Total Traders: 37
5 8 . 0 . 0 12 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 60,333
Positions
19,089 34,082 1,131 3,214 1,297 390 28,022 11,705 1,105 10 1,809 512 6,862 8,302
Changes from: March 29, 2011 Total Change is: 94
-94 -3,058 39 344 262 -143 2,357 336 -127 10 261 90 -2,382 2,434
Percent of Open Interest Represented by Each Category of Trader
31.6 56.5 1.9 5.3 2.1 0.6 46.4 19.4 1.8 0.0 3.0 0.8 11.4 13.8
Number of Traders in Each Category Total Traders: 92
16 17 6 6 . . 31 14 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 120,665
Positions
38,178 68,164 2,261 6,427 2,594 780 56,043 23,409 2,210 20 3,619 1,024 13,723 16,605
Changes from: March 29, 2011 Total Change is: 188
-189 -6,116 77 688 524 -285 4,714 671 -253 20 523 180 -4,764 4,868
Percent of Open Interest Represented by Each Category of Trader
31.6 56.5 1.9 5.3 2.1 0.6 46.4 19.4 1.8 0.0 3.0 0.8 11.4 13.8
Number of Traders in Each Category Total Traders: 92
16 17 6 6 . . 31 14 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 968,350
Positions
64,466 260,578 43,836 397,096 118,339 65,926 76,026 187,848 109,397 21,420 31,096 21,072 169,110 130,257
Changes from: March 29, 2011 Total Change is: 16,404
-633 5,622 3,777 -16,157 -1,863 8,379 7,377 -650 -2,675 3,142 -2,086 3,157 10,038 2,744
Percent of Open Interest Represented by Each Category of Trader
6.7 26.9 4.5 41.0 12.2 6.8 7.9 19.4 11.3 2.2 3.2 2.2 17.5 13.5
Number of Traders in Each Category Total Traders: 576
37 50 37 121 58 72 89 149 97 36 35 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 389,425
Positions
10,500 162,920 12,402 138,489 35,173 12,423 19,038 27,295 58,344 8,715 14,188 12,188 117,325 54,492
Changes from: March 29, 2011 Total Change is: 8,112
-29 9,414 1,050 -7,088 645 4,857 -299 -7,238 363 2,567 -2,533 1,493 5,198 61
Percent of Open Interest Represented by Each Category of Trader
2.7 41.8 3.2 35.6 9.0 3.2 4.9 7.0 15.0 2.2 3.6 3.1 30.1 14.0
Number of Traders in Each Category Total Traders: 141
6 22 9 31 13 15 22 31 45 7 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 2,894,627
Positions
323,172 541,634 103,825 1,314,385 437,179 246,165 340,814 858,638 199,391 73,264 94,281 34,684 258,925 378,827
Changes from: March 29, 2011 Total Change is: 41,464
14,219 -1,722 -3,603 -45,906 -13,104 18,170 4,332 -1,103 18,858 7,142 6,499 4,056 24,198 13,415
Percent of Open Interest Represented by Each Category of Trader
11.2 18.7 3.6 45.4 15.1 8.5 11.8 29.7 6.9 2.5 3.3 1.2 8.9 13.1
Number of Traders in Each Category Total Traders: 522
35 46 34 101 55 63 85 140 84 31 29 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 112,255
Positions
23,267 54,189 40 56,959 32,389 5,644 15,472 17,298 1 1,513 0 0 9,359 2,694
Changes from: March 29, 2011 Total Change is: 1,995
215 2,580 40 851 -798 -49 544 171 -1 -29 0 0 423 51
Percent of Open Interest Represented by Each Category of Trader
20.7 48.3 0.0 50.7 28.9 5.0 13.8 15.4 0.0 1.3 0.0 0.0 8.3 2.4
Number of Traders in Each Category Total Traders: 100
7 11 . 32 15 12 18 15 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 91,616
Positions
11,684 44,706 5,924 16,968 8,348 2,705 30,293 12,428 11,654 2,402 1,665 248 9,738 3,936
Changes from: March 29, 2011 Total Change is: 16,026
-3,072 9,659 2,636 2,068 -653 -271 7,110 502 6,295 534 -1,136 64 661 -1,072
Percent of Open Interest Represented by Each Category of Trader
12.8 48.8 6.5 18.5 9.1 3.0 33.1 13.6 12.7 2.6 1.8 0.3 10.6 4.3
Number of Traders in Each Category Total Traders: 240
20 32 10 35 21 15 62 45 30 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 17,993
Positions
2,350 15,631 1 1,859 0 0 9,982 716 6 0 386 0 3,795 1,253
Changes from: March 29, 2011 Total Change is: 6,752
454 7,277 1 0 0 0 6,385 716 0 0 -738 0 -88 -505
Percent of Open Interest Represented by Each Category of Trader
13.1 86.9 0.0 10.3 0.0 0.0 55.5 4.0 0.0 0.0 2.1 0.0 21.1 7.0
Number of Traders in Each Category Total Traders: 27
6 11 . . 0 0 4 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 368,114
Positions
70,544 169,249 5,744 79,544 45,741 9,523 152,102 109,107 7,695 12,009 6,396 1,242 29,711 13,417
Changes from: March 29, 2011 Total Change is: 46,370
-6,961 22,580 2,507 10,339 -3,263 -1,353 36,185 31,489 -1,085 2,670 -1,991 321 3,745 -2,837
Percent of Open Interest Represented by Each Category of Trader
19.2 46.0 1.6 21.6 12.4 2.6 41.3 29.6 2.1 3.3 1.7 0.3 8.1 3.6
Number of Traders in Each Category Total Traders: 237
20 30 6 34 21 14 60 47 26 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 369,531
Positions
127,562 35,416 12,104 111,313 134,158 21,030 72,503 127,629 5,174 1,968 16,967 20 17,857 17,033
Changes from: March 29, 2011 Total Change is: 274
6,708 1,005 -3,785 7 -2,412 1,209 -3,343 1,908 916 31 810 12 -1,481 611
Percent of Open Interest Represented by Each Category of Trader
34.5 9.6 3.3 30.1 36.3 5.7 19.6 34.5 1.4 0.5 4.6 0.0 4.8 4.6
Number of Traders in Each Category Total Traders: 262
18 17 . 50 49 26 46 66 22 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 57,183
Positions
8,879 4,621 6,145 8,070 12,463 1,625 24,130 8,324 539 466 5,216 0 7,329 18,250
Changes from: March 29, 2011 Total Change is: 458
537 -1,683 -108 -2,051 -1,402 128 1,965 3,879 0 250 -518 0 -263 162
Percent of Open Interest Represented by Each Category of Trader
15.5 8.1 10.7 14.1 21.8 2.8 42.2 14.6 0.9 0.8 9.1 0.0 12.8 31.9
Number of Traders in Each Category Total Traders: 70
9 11 . 12 4 4 14 12 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 64,219
Positions
24,785 20,091 8,026 7,544 5,172 4,829 10,318 16,908 754 947 2,143 618 6,398 5,678
Changes from: March 29, 2011 Total Change is: -2,659
2,721 -1,406 187 -772 -3,827 3,790 1,005 -2,038 -785 57 810 618 -9,480 -8
Percent of Open Interest Represented by Each Category of Trader
38.6 31.3 12.5 11.7 8.1 7.5 16.1 26.3 1.2 1.5 3.3 1.0 10.0 8.8
Number of Traders in Each Category Total Traders: 77
17 15 4 8 . 4 15 11 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 31,640
Positions
256 7,233 1,241 18,941 11,057 3,981 2,378 6,258 19 419 0 0 4,405 1,851
Changes from: March 29, 2011 Total Change is: -201
-69 518 41 -749 -128 -289 740 -323 8 0 0 0 117 -28
Percent of Open Interest Represented by Each Category of Trader
0.8 22.9 3.9 59.9 34.9 12.6 7.5 19.8 0.1 1.3 0.0 0.0 13.9 5.9
Number of Traders in Each Category Total Traders: 48
. 4 . 19 12 7 . 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 38,042
Positions
5,926 16,063 972 13,083 4,238 875 8,380 11,884 577 1,534 270 34 6,661 3,129
Changes from: March 29, 2011 Total Change is: 2,506
186 1,848 -44 -119 -1,310 147 1,397 1,665 -211 276 -415 0 874 826
Percent of Open Interest Represented by Each Category of Trader
15.6 42.2 2.6 34.4 11.1 2.3 22.0 31.2 1.5 4.0 0.7 0.1 17.5 8.2
Number of Traders in Each Category Total Traders: 62
5 8 . 16 7 5 12 9 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 653,916
Positions
20,082 48,793 26,460 289,252 154,197 62,309 61,946 99,201 31,401 19,110 52,634 3,992 139,364 174,929
Changes from: March 29, 2011 Total Change is: 3,175
6,988 -26,648 4,439 3,270 -1,876 1,887 -10,443 20,495 1,245 2,037 882 -806 -5,442 3,556
Percent of Open Interest Represented by Each Category of Trader
3.1 7.5 4.0 44.2 23.6 9.5 9.5 15.2 4.8 2.9 8.0 0.6 21.3 26.8
Number of Traders in Each Category Total Traders: 162
6 19 14 47 22 35 20 35 29 4 9 6
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 329,049
Positions
76 135,878 1,403 236,370 4,829 19,385 2,935 125,426 777 1,700 0 0 66,403 41,351
Changes from: March 29, 2011 Total Change is: 7,349
-101 9,937 881 4,407 -1,698 556 395 656 179 0 0 0 1,033 -3,161
Percent of Open Interest Represented by Each Category of Trader
0.0 41.3 0.4 71.8 1.5 5.9 0.9 38.1 0.2 0.5 0.0 0.0 20.2 12.6
Number of Traders in Each Category Total Traders: 65
. 12 . 32 . 15 . 16 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 1,057,149
Positions
113,650 79,001 30,111 267,171 418,606 87,964 265,064 112,896 70,812 112,378 81,703 12,266 97,734 163,790
Changes from: March 29, 2011 Total Change is: 81,931
31,807 -6,093 -2,318 -7,202 11,693 1,176 61,451 35,205 -1,454 3,205 27,099 1,892 -6,626 14,731
Percent of Open Interest Represented by Each Category of Trader
10.8 7.5 2.8 25.3 39.6 8.3 25.1 10.7 6.7 10.6 7.7 1.2 9.2 15.5
Number of Traders in Each Category Total Traders: 246
19 32 24 34 55 37 37 39 36 8 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,993,458
Positions
190,383 122,025 172,713 528,898 531,038 223,394 281,437 228,747 206,855 58,392 48,126 45,845 285,541 414,715
Changes from: March 29, 2011 Total Change is: 40,908
77,364 3,411 -8,656 -9,244 -489 -17,152 -35,344 37,027 5,364 21,324 -8,557 4,788 2,465 25,173
Percent of Open Interest Represented by Each Category of Trader
9.6 6.1 8.7 26.5 26.6 11.2 14.1 11.5 10.4 2.9 2.4 2.3 14.3 20.8
Number of Traders in Each Category Total Traders: 276
32 31 52 30 56 57 38 64 69 10 15 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 1,432,024
Positions
119,703 109,934 56,865 312,029 503,467 153,841 424,455 114,679 92,987 61,590 72,033 12,391 198,162 315,826
Changes from: March 29, 2011 Total Change is: 52,434
36,045 -14,874 3,298 11,324 4,995 12,071 3,334 3,496 -2,661 2,089 10,089 274 -13,341 35,746
Percent of Open Interest Represented by Each Category of Trader
8.4 7.7 4.0 21.8 35.2 10.7 29.6 8.0 6.5 4.3 5.0 0.9 13.8 22.1
Number of Traders in Each Category Total Traders: 195
22 18 27 25 41 41 27 39 37 8 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 957,084
Positions
187,048 216,997 274,754 15,899 2,991 9,118 89,324 63,974 291,124 8,875 5,203 28,384 52,557 64,540
Changes from: March 29, 2011 Total Change is: -6,317
881 -19,184 -13,476 -63 551 -1,027 -7,198 10,096 1,991 -2,821 -1,079 -2,538 17,933 18,348
Percent of Open Interest Represented by Each Category of Trader
19.5 22.7 28.7 1.7 0.3 1.0 9.3 6.7 30.4 0.9 0.5 3.0 5.5 6.7
Number of Traders in Each Category Total Traders: 138
24 38 49 6 . 5 26 24 40 . 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,529,717
Positions
1,097,326 3,299,203 3,318,881 2,759,463 560,142 361,848 928,525 509,483 4,387,673 53,637 311,182 708,410 913,954 1,072,895
Changes from: March 29, 2011 Total Change is: 574,533
-53,703 -5,833 302,386 35,479 26,357 14,028 -6,260 8,659 224,347 15,402 -46,034 17,700 25,154 32,924
Percent of Open Interest Represented by Each Category of Trader
7.6 22.7 22.8 19.0 3.9 2.5 6.4 3.5 30.2 0.4 2.1 4.9 6.3 7.4
Number of Traders in Each Category Total Traders: 297
30 67 96 11 21 27 61 65 108 11 18 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 11,225
Positions
4,143 5,623 0 1,462 747 35 650 3,880 7 4,800 674 0 128 259
Changes from: March 29, 2011 Total Change is: -697
-1,124 -829 0 8 -80 0 377 195 -4 0 22 0 46 -1
Percent of Open Interest Represented by Each Category of Trader
36.9 50.1 0.0 13.0 6.7 0.3 5.8 34.6 0.1 42.8 6.0 0.0 1.1 2.3
Number of Traders in Each Category Total Traders: 29
. . 0 . 5 . . 10 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 28,465
Positions
24,752 14,438 0 1,983 2,236 59 1,346 6,084 0 40 5,416 0 285 232
Changes from: March 29, 2011 Total Change is: -15
-198 -489 0 -27 570 0 85 -139 0 0 -50 0 125 93
Percent of Open Interest Represented by Each Category of Trader
87.0 50.7 0.0 7.0 7.9 0.2 4.7 21.4 0.0 0.1 19.0 0.0 1.0 0.8
Number of Traders in Each Category Total Traders: 28
. 5 0 . 5 . 4 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 50,960
Positions
24,695 5,147 117 73 765 693 15,804 35,831 1,237 1,982 1,232 309 6,051 5,630
Changes from: March 29, 2011 Total Change is: -2,442
-17 2,708 80 0 73 -50 -2,568 -5,277 158 -135 -83 -45 135 -6
Percent of Open Interest Represented by Each Category of Trader
48.5 10.1 0.2 0.1 1.5 1.4 31.0 70.3 2.4 3.9 2.4 0.6 11.9 11.0
Number of Traders in Each Category Total Traders: 121
5 7 . . 4 . 19 49 9 24 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 181,288
Positions
58,234 59,259 39,009 9,692 1,947 2,284 16,356 30,657 24,599 2,400 1,247 8,281 20,433 14,005
Changes from: March 29, 2011 Total Change is: -2,771
-6,578 -7,664 606 1,294 401 -116 2,559 6,849 -822 524 -769 130 -368 -1,386
Percent of Open Interest Represented by Each Category of Trader
32.1 32.7 21.5 5.3 1.1 1.3 9.0 16.9 13.6 1.3 0.7 4.6 11.3 7.7
Number of Traders in Each Category Total Traders: 109
18 6 19 11 4 4 21 24 24 9 6 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 8,886
Positions
2,131 5,123 0 2,577 0 0 2,410 2,149 37 150 77 0 1,581 1,500
Changes from: March 29, 2011 Total Change is: -793
-8 -205 0 45 0 0 -836 936 0 0 -1,500 0 6 -24
Percent of Open Interest Represented by Each Category of Trader
24.0 57.7 0.0 29.0 0.0 0.0 27.1 24.2 0.4 1.7 0.9 0.0 17.8 16.9
Number of Traders in Each Category Total Traders: 21
. 4 0 4 0 0 6 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 13,417
Positions
413 12,815 1 7,844 0 1 3,149 127 3 0 127 12 1,994 331
Changes from: March 29, 2011 Total Change is: 45
-1 48 1 -91 0 0 934 -5 0 0 23 0 -798 -22
Percent of Open Interest Represented by Each Category of Trader
3.1 95.5 0.0 58.5 0.0 0.0 23.5 0.9 0.0 0.0 0.9 0.1 14.9 2.5
Number of Traders in Each Category Total Traders: 22
. . . 9 0 . 8 . . 0 . .
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Updated April 8, 2011