Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 149,529
Positions
8,006 100,706 5,088 9,194 7,004 235 57,895 13,612 3,853 10,009 0 410 54,841 18,622
Changes from: April 5, 2011 Total Change is: -2,637
-61 5,324 370 -654 -29 -6 203 -2,421 -3,404 139 -1 -93 870 -2,376
Percent of Open Interest Represented by Each Category of Trader
5.4 67.3 3.4 6.1 4.7 0.2 38.7 9.1 2.6 6.7 0.0 0.3 36.7 12.5
Number of Traders in Each Category Total Traders: 83
6 11 6 . 4 . 35 11 12 13 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 63,772
Positions
8,398 34,758 2,020 875 1,116 69 22,780 14,558 717 0 0 0 28,914 10,535
Changes from: April 5, 2011 Total Change is: 607
-609 4,026 -793 0 5 0 118 -2,958 -674 0 0 0 2,566 1,001
Percent of Open Interest Represented by Each Category of Trader
13.2 54.5 3.2 1.4 1.7 0.1 35.7 22.8 1.1 0.0 0.0 0.0 45.3 16.5
Number of Traders in Each Category Total Traders: 41
4 8 6 . . . 18 8 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 128,211
Positions
3,590 53,385 4,256 5,649 20,934 1,289 65,210 19,463 2,610 2,391 5,110 448 42,768 20,716
Changes from: April 5, 2011 Total Change is: 6,161
-1,226 6,838 -748 -417 -2,032 -3 120 7,945 -2,208 1,783 -2,697 287 8,573 -1,221
Percent of Open Interest Represented by Each Category of Trader
2.8 41.6 3.3 4.4 16.3 1.0 50.9 15.2 2.0 1.9 4.0 0.3 33.4 16.2
Number of Traders in Each Category Total Traders: 100
6 16 10 . 13 5 34 20 13 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 148,192
Positions
64,637 9,601 9,449 21,933 8,721 914 20,288 61,552 7,694 901 2,436 131 22,245 47,694
Changes from: April 5, 2011 Total Change is: -5,130
13,336 -3,226 -3,281 744 -27 -373 -3,156 11,643 -7,042 -1,231 -5,450 -235 -3,894 2,860
Percent of Open Interest Represented by Each Category of Trader
43.6 6.5 6.4 14.8 5.9 0.6 13.7 41.5 5.2 0.6 1.6 0.1 15.0 32.2
Number of Traders in Each Category Total Traders: 105
19 7 11 8 8 4 21 35 18 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 278,862
Positions
38,874 110,232 11,809 29,756 22,832 2,708 78,292 36,989 18,119 23,052 13,796 5,670 70,583 56,708
Changes from: April 5, 2011 Total Change is: -5,645
2,543 7,385 -4,324 1,051 3,451 -822 3,483 -82 -7,149 1,264 -1,505 -2,769 1,078 169
Percent of Open Interest Represented by Each Category of Trader
13.9 39.5 4.2 10.7 8.2 1.0 28.1 13.3 6.5 8.3 4.9 2.0 25.3 20.3
Number of Traders in Each Category Total Traders: 189
21 20 15 18 18 13 45 40 33 10 17 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 156,359
Positions
7,045 117,165 3,558 10,095 3,877 134 92,007 8,145 2,147 3,297 502 232 37,843 20,599
Changes from: April 5, 2011 Total Change is: -178
2,384 2,779 -605 19 -251 0 -2,351 -2,710 -1,794 303 -1 -30 1,897 2,435
Percent of Open Interest Represented by Each Category of Trader
4.5 74.9 2.3 6.5 2.5 0.1 58.8 5.2 1.4 2.1 0.3 0.1 24.2 13.2
Number of Traders in Each Category Total Traders: 79
4 13 7 6 5 . 33 10 10 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 83,845
Positions
16,582 36,687 35,561 0 0 0 28,259 10,591 477 1,901 0 0 1,065 529
Changes from: April 5, 2011 Total Change is: -6,321
997 598 -5,792 0 0 0 -697 236 -3 390 0 0 -1,216 -1,360
Percent of Open Interest Represented by Each Category of Trader
19.8 43.8 42.4 0.0 0.0 0.0 33.7 12.6 0.6 2.3 0.0 0.0 1.3 0.6
Number of Traders in Each Category Total Traders: 25
5 11 11 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 166,619
Positions
877 133,842 203 17,011 1,443 0 130,977 25,588 80 9,214 3,347 0 8,257 2,116
Changes from: April 5, 2011 Total Change is: 7,794
386 6,511 -3 1,122 145 0 5,280 -177 -8 1,238 770 0 -221 556
Percent of Open Interest Represented by Each Category of Trader
0.5 80.3 0.1 10.2 0.9 0.0 78.6 15.4 0.0 5.5 2.0 0.0 5.0 1.3
Number of Traders in Each Category Total Traders: 129
5 17 . 10 . 0 63 12 . 15 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 37,396
Positions
26,198 29,850 3 4,165 0 0 5,269 578 0 417 6,823 0 1,344 142
Changes from: April 5, 2011 Total Change is: -60
0 -401 0 112 0 0 -190 346 0 7 -10 0 11 5
Percent of Open Interest Represented by Each Category of Trader
70.1 79.8 0.0 11.1 0.0 0.0 14.1 1.5 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 12, 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 21,143
Positions
1,881 10,760 18 126 454 0 14,555 8,453 0 1,001 0 0 3,562 1,458
Changes from: April 5, 2011 Total Change is: 4,946
-816 4,201 -12 126 307 0 5,044 733 -3 338 0 0 269 -280
Percent of Open Interest Represented by Each Category of Trader
8.9 50.9 0.1 0.6 2.1 0.0 68.8 40.0 0.0 4.7 0.0 0.0 16.8 6.9
Number of Traders in Each Category Total Traders: 47
. 11 . . . 0 16 11 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 60,811
Positions
20,175 36,149 987 2,919 1,353 533 26,959 11,975 1,167 546 509 502 7,022 7,637
Changes from: April 5, 2011 Total Change is: 478
1,086 2,067 -144 -295 56 143 -1,063 270 63 536 -1,301 -10 161 -666
Percent of Open Interest Represented by Each Category of Trader
33.2 59.4 1.6 4.8 2.2 0.9 44.3 19.7 1.9 0.9 0.8 0.8 11.5 12.6
Number of Traders in Each Category Total Traders: 95
17 17 5 5 4 . 34 11 6 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 121,621
Positions
40,350 72,298 1,974 5,838 2,705 1,066 53,918 23,949 2,335 1,092 1,017 1,005 14,045 15,273
Changes from: April 5, 2011 Total Change is: 956
2,173 4,134 -287 -589 111 286 -2,126 540 125 1,072 -2,602 -19 321 -1,331
Percent of Open Interest Represented by Each Category of Trader
33.2 59.4 1.6 4.8 2.2 0.9 44.3 19.7 1.9 0.9 0.8 0.8 11.5 12.6
Number of Traders in Each Category Total Traders: 95
17 17 5 5 4 . 34 11 6 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 978,236
Positions
63,440 255,626 47,583 400,618 117,447 64,801 70,369 192,530 119,817 20,344 29,197 19,931 171,332 131,303
Changes from: April 5, 2011 Total Change is: 9,886
-1,026 -4,952 3,747 3,522 -892 -1,124 -5,657 4,682 10,420 -1,076 -1,899 -1,142 2,222 1,046
Percent of Open Interest Represented by Each Category of Trader
6.5 26.1 4.9 41.0 12.0 6.6 7.2 19.7 12.2 2.1 3.0 2.0 17.5 13.4
Number of Traders in Each Category Total Traders: 581
37 48 41 121 60 71 88 155 110 36 35 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 395,193
Positions
8,877 158,250 15,163 139,629 34,060 13,151 20,845 34,533 60,868 6,577 14,481 11,928 118,156 52,760
Changes from: April 5, 2011 Total Change is: 5,768
-1,623 -4,671 2,761 1,140 -1,113 728 1,807 7,238 2,524 -2,138 294 -261 831 -1,731
Percent of Open Interest Represented by Each Category of Trader
2.2 40.0 3.8 35.3 8.6 3.3 5.3 8.7 15.4 1.7 3.7 3.0 29.9 13.4
Number of Traders in Each Category Total Traders: 143
5 22 9 31 13 15 23 32 46 7 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 2,915,212
Positions
332,293 546,358 102,626 1,318,686 430,676 244,510 335,739 878,103 206,627 76,394 81,140 32,455 265,882 392,715
Changes from: April 5, 2011 Total Change is: 20,585
9,121 4,724 -1,199 4,301 -6,503 -1,655 -5,075 19,465 7,235 3,129 -13,141 -2,229 6,957 13,888
Percent of Open Interest Represented by Each Category of Trader
11.4 18.7 3.5 45.2 14.8 8.4 11.5 30.1 7.1 2.6 2.8 1.1 9.1 13.5
Number of Traders in Each Category Total Traders: 526
37 44 37 102 56 62 89 139 95 31 28 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 113,182
Positions
22,630 52,473 40 52,961 32,058 9,512 17,327 16,488 62 1,218 0 0 9,432 2,549
Changes from: April 5, 2011 Total Change is: 927
-637 -1,716 0 -3,998 -331 3,868 1,855 -809 61 -295 0 0 73 -145
Percent of Open Interest Represented by Each Category of Trader
20.0 46.4 0.0 46.8 28.3 8.4 15.3 14.6 0.1 1.1 0.0 0.0 8.3 2.3
Number of Traders in Each Category Total Traders: 98
8 10 . 31 14 12 21 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 86,434
Positions
13,399 40,880 4,507 15,801 8,870 2,724 25,827 11,421 11,769 2,585 1,882 561 9,261 3,820
Changes from: April 5, 2011 Total Change is: -5,183
1,714 -3,826 -1,417 -1,167 521 19 -4,466 -1,007 115 184 216 312 -477 -116
Percent of Open Interest Represented by Each Category of Trader
15.5 47.3 5.2 18.3 10.3 3.2 29.9 13.2 13.6 3.0 2.2 0.6 10.7 4.4
Number of Traders in Each Category Total Traders: 248
20 34 10 33 19 15 62 51 30 17 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 17,602
Positions
2,551 14,989 0 1,859 0 0 9,498 265 23 0 1,069 101 3,570 1,156
Changes from: April 5, 2011 Total Change is: -391
201 -642 -1 0 0 0 -484 -451 16 0 683 101 -225 -97
Percent of Open Interest Represented by Each Category of Trader
14.5 85.2 0.0 10.6 0.0 0.0 54.0 1.5 0.1 0.0 6.1 0.6 20.3 6.6
Number of Traders in Each Category Total Traders: 29
7 10 0 . 0 0 6 . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 344,158
Positions
70,920 146,137 5,854 73,709 48,348 9,620 129,116 103,251 11,261 14,295 5,434 930 28,453 13,324
Changes from: April 5, 2011 Total Change is: -23,956
376 -23,112 110 -5,835 2,607 97 -22,986 -5,856 3,566 2,286 -962 -312 -1,258 -93
Percent of Open Interest Represented by Each Category of Trader
20.6 42.5 1.7 21.4 14.0 2.8 37.5 30.0 3.3 4.2 1.6 0.3 8.3 3.9
Number of Traders in Each Category Total Traders: 244
19 32 6 32 19 14 59 55 27 17 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 373,213
Positions
136,509 31,302 10,385 100,253 135,597 31,831 65,964 124,784 4,953 2,321 17,361 117 20,881 16,884
Changes from: April 5, 2011 Total Change is: 3,682
8,947 -4,114 -1,719 -11,060 1,439 10,801 -6,539 -2,845 -222 353 394 97 3,024 -149
Percent of Open Interest Represented by Each Category of Trader
36.6 8.4 2.8 26.9 36.3 8.5 17.7 33.4 1.3 0.6 4.7 0.0 5.6 4.5
Number of Traders in Each Category Total Traders: 270
19 18 . 47 52 27 53 61 21 7 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 54,553
Positions
9,348 4,269 6,115 6,407 11,841 2,010 22,318 7,415 539 476 5,236 0 7,340 17,128
Changes from: April 5, 2011 Total Change is: -2,630
469 -352 -30 -1,663 -622 385 -1,812 -909 0 10 20 0 11 -1,122
Percent of Open Interest Represented by Each Category of Trader
17.1 7.8 11.2 11.7 21.7 3.7 40.9 13.6 1.0 0.9 9.6 0.0 13.5 31.4
Number of Traders in Each Category Total Traders: 71
11 10 . 9 4 4 15 14 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 61,402
Positions
27,741 17,019 7,980 7,021 5,202 1,045 8,512 17,264 110 1,310 3,141 343 7,340 9,298
Changes from: April 5, 2011 Total Change is: -2,817
2,956 -3,072 -46 -523 30 -3,784 -1,806 356 -644 363 998 -275 942 3,620
Percent of Open Interest Represented by Each Category of Trader
45.2 27.7 13.0 11.4 8.5 1.7 13.9 28.1 0.2 2.1 5.1 0.6 12.0 15.1
Number of Traders in Each Category Total Traders: 76
17 15 4 8 . . 14 12 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 32,887
Positions
325 7,554 1,403 19,071 10,786 4,025 3,060 6,845 3 419 0 0 4,581 2,271
Changes from: April 5, 2011 Total Change is: 1,247
69 321 162 130 -271 44 682 587 -16 0 0 0 176 420
Percent of Open Interest Represented by Each Category of Trader
1.0 23.0 4.3 58.0 32.8 12.2 9.3 20.8 0.0 1.3 0.0 0.0 13.9 6.9
Number of Traders in Each Category Total Traders: 47
. 4 . 19 11 7 . 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 40,472
Positions
6,865 16,885 992 13,307 4,592 910 9,757 13,479 536 1,371 270 34 6,700 2,774
Changes from: April 5, 2011 Total Change is: 2,430
939 822 20 224 354 35 1,377 1,595 -41 -163 0 0 39 -355
Percent of Open Interest Represented by Each Category of Trader
17.0 41.7 2.5 32.9 11.3 2.2 24.1 33.3 1.3 3.4 0.7 0.1 16.6 6.9
Number of Traders in Each Category Total Traders: 68
7 8 . 16 8 6 14 10 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 630,234
Positions
18,241 41,623 31,396 275,363 144,480 62,148 15,090 81,332 43,735 19,075 44,405 4,873 160,312 176,242
Changes from: April 5, 2011 Total Change is: -23,682
-1,841 -7,171 4,936 -13,889 -9,717 -161 -46,856 -17,869 12,334 -35 -8,229 881 20,948 1,313
Percent of Open Interest Represented by Each Category of Trader
2.9 6.6 5.0 43.7 22.9 9.9 2.4 12.9 6.9 3.0 7.0 0.8 25.4 28.0
Number of Traders in Each Category Total Traders: 149
7 15 13 44 23 36 13 34 28 5 8 7
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Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 327,301
Positions
0 134,603 1,672 231,870 5,299 18,058 5,777 126,228 684 1,700 0 0 67,540 40,757
Changes from: April 5, 2011 Total Change is: -1,749
-76 -1,275 269 -4,500 470 -1,327 2,842 802 -93 0 0 0 1,137 -594
Percent of Open Interest Represented by Each Category of Trader
0.0 41.1 0.5 70.8 1.6 5.5 1.8 38.6 0.2 0.5 0.0 0.0 20.6 12.5
Number of Traders in Each Category Total Traders: 64
0 12 4 31 . 15 . 16 . . 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,103,354
Positions
85,067 84,332 30,996 262,465 430,492 86,509 313,039 112,842 61,962 164,997 119,651 11,337 86,982 165,233
Changes from: April 5, 2011 Total Change is: 46,205
-28,583 5,331 885 -4,706 11,886 -1,455 47,975 -54 -8,850 52,619 37,948 -929 -10,751 1,443
Percent of Open Interest Represented by Each Category of Trader
7.7 7.6 2.8 23.8 39.0 7.8 28.4 10.2 5.6 15.0 10.8 1.0 7.9 15.0
Number of Traders in Each Category Total Traders: 262
21 35 23 34 58 38 40 42 37 8 24 9
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Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,022,882
Positions
181,169 144,594 183,698 508,845 515,568 240,385 318,409 231,791 193,145 63,663 52,146 40,008 293,559 421,547
Changes from: April 5, 2011 Total Change is: 29,424
-9,214 22,569 10,986 -20,053 -15,470 16,991 36,972 3,044 -13,710 5,272 4,020 -5,837 8,018 6,832
Percent of Open Interest Represented by Each Category of Trader
9.0 7.1 9.1 25.2 25.5 11.9 15.7 11.5 9.5 3.1 2.6 2.0 14.5 20.8
Number of Traders in Each Category Total Traders: 281
26 39 54 28 60 56 41 60 71 10 17 12
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Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 1,454,378
Positions
109,754 112,077 59,601 277,418 530,106 141,154 468,103 99,871 112,251 73,110 85,727 12,469 200,519 301,123
Changes from: April 5, 2011 Total Change is: 22,354
-9,949 2,143 2,735 -34,611 26,639 -12,686 43,648 -14,808 19,264 11,520 13,693 78 2,356 -14,703
Percent of Open Interest Represented by Each Category of Trader
7.5 7.7 4.1 19.1 36.4 9.7 32.2 6.9 7.7 5.0 5.9 0.9 13.8 20.7
Number of Traders in Each Category Total Traders: 208
20 17 25 26 43 43 36 41 44 7 18 6
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Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 983,838
Positions
201,640 220,629 279,390 15,426 2,103 9,702 80,632 63,755 302,650 8,207 5,162 30,042 56,149 70,406
Changes from: April 5, 2011 Total Change is: 26,755
14,592 3,632 4,636 -473 -888 584 -8,692 -219 11,526 -668 -41 1,658 3,592 5,866
Percent of Open Interest Represented by Each Category of Trader
20.5 22.4 28.4 1.6 0.2 1.0 8.2 6.5 30.8 0.8 0.5 3.1 5.7 7.2
Number of Traders in Each Category Total Traders: 134
26 33 45 6 . 5 24 25 40 . 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 is14,661,081
Positions
1,230,017 3,492,441 3,209,956 2,888,543 615,104 280,147 975,402 553,761 4,353,361 60,515 309,141 698,418 964,723 1,148,754
Changes from: April 5, 2011 Total Change is: 131,364
132,691 193,238 -108,925 129,080 54,962 -81,701 46,877 44,278 -34,312 6,878 -2,042 -9,992 50,769 75,859
Percent of Open Interest Represented by Each Category of Trader
8.4 23.8 21.9 19.7 4.2 1.9 6.7 3.8 29.7 0.4 2.1 4.8 6.6 7.8
Number of Traders in Each Category Total Traders: 300
34 65 98 10 18 24 65 64 109 13 20 26
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Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 11,229
Positions
4,348 5,315 0 1,438 748 23 482 4,080 26 4,800 756 0 112 281
Changes from: April 5, 2011 Total Change is: 4
205 -308 0 -24 1 -12 -168 200 19 0 82 0 -16 22
Percent of Open Interest Represented by Each Category of Trader
38.7 47.3 0.0 12.8 6.7 0.2 4.3 36.3 0.2 42.7 6.7 0.0 1.0 2.5
Number of Traders in Each Category Total Traders: 30
. . 0 . 5 . . 11 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 28,609
Positions
24,986 14,240 0 1,983 1,989 64 1,415 6,309 0 40 5,416 0 121 591
Changes from: April 5, 2011 Total Change is: 144
234 -198 0 0 -247 5 69 225 0 0 0 0 -164 359
Percent of Open Interest Represented by Each Category of Trader
87.3 49.8 0.0 6.9 7.0 0.2 4.9 22.1 0.0 0.1 18.9 0.0 0.4 2.1
Number of Traders in Each Category Total Traders: 28
. 4 0 . 5 . . 8 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 50,870
Positions
24,528 5,616 78 83 1,005 602 16,120 33,967 1,183 2,317 2,597 377 5,581 5,445
Changes from: April 5, 2011 Total Change is: -90
-166 469 -39 10 240 -91 317 -1,864 -54 335 1,365 68 -470 -185
Percent of Open Interest Represented by Each Category of Trader
48.2 11.0 0.2 0.2 2.0 1.2 31.7 66.8 2.3 4.6 5.1 0.7 11.0 10.7
Number of Traders in Each Category Total Traders: 134
7 9 . . 5 . 17 56 8 24 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 188,987
Positions
57,685 55,408 41,189 10,811 2,368 2,737 16,777 33,443 24,473 1,692 1,796 10,209 23,414 17,364
Changes from: April 5, 2011 Total Change is: 7,699
-549 -3,851 2,180 1,119 421 453 421 2,786 -126 -708 549 1,928 2,981 3,359
Percent of Open Interest Represented by Each Category of Trader
30.5 29.3 21.8 5.7 1.3 1.4 8.9 17.7 12.9 0.9 1.0 5.4 12.4 9.2
Number of Traders in Each Category Total Traders: 113
19 7 22 11 4 4 23 25 29 6 7 15
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Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,424
Positions
492 4,959 0 2,597 0 0 2,441 2,431 37 730 77 0 2,127 920
Changes from: April 5, 2011 Total Change is: -462
-1,639 -164 0 20 0 0 31 282 0 580 0 0 546 -580
Percent of Open Interest Represented by Each Category of Trader
5.8 58.9 0.0 30.8 0.0 0.0 29.0 28.9 0.4 8.7 0.9 0.0 25.2 10.9
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 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 13,840
Positions
639 12,769 20 7,837 0 1 3,116 129 111 0 127 12 2,104 671
Changes from: April 5, 2011 Total Change is: 423
226 -46 19 -7 0 0 -33 2 108 0 0 0 110 340
Percent of Open Interest Represented by Each Category of Trader
4.6 92.3 0.1 56.6 0.0 0.0 22.5 0.9 0.8 0.0 0.9 0.1 15.2 4.8
Number of Traders in Each Category Total Traders: 24
. . . 9 0 . 8 . . 0 . .
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Updated April 15, 2011