Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 150,575
Positions
9,780 101,252 6,543 9,379 6,526 306 58,228 12,050 4,311 8,569 0 383 53,076 19,204
Changes from: April 12, 2011 Total Change is: 1,046
1,774 546 1,455 185 -478 71 333 -1,562 458 -1,440 0 -27 -1,765 582
Percent of Open Interest Represented by Each Category of Trader
6.5 67.2 4.3 6.2 4.3 0.2 38.7 8.0 2.9 5.7 0.0 0.3 35.2 12.8
Number of Traders in Each Category Total Traders: 85
6 13 6 4 . . 38 11 13 10 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 71,663
Positions
8,647 38,978 2,501 819 1,113 93 28,202 16,937 1,018 0 0 0 30,383 11,022
Changes from: April 12, 2011 Total Change is: 7,890
249 4,221 481 -56 -3 24 5,423 2,379 300 0 0 0 1,469 487
Percent of Open Interest Represented by Each Category of Trader
12.1 54.4 3.5 1.1 1.6 0.1 39.4 23.6 1.4 0.0 0.0 0.0 42.4 15.4
Number of Traders in Each Category Total Traders: 44
4 7 5 . . . 21 9 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 116,862
Positions
3,722 51,046 4,252 5,853 21,349 1,369 61,375 10,364 2,818 1,711 5,682 348 35,413 19,633
Changes from: April 12, 2011 Total Change is: -11,350
132 -2,339 -4 204 415 80 -3,835 -9,099 208 -680 571 -99 -7,355 -1,083
Percent of Open Interest Represented by Each Category of Trader
3.2 43.7 3.6 5.0 18.3 1.2 52.5 8.9 2.4 1.5 4.9 0.3 30.3 16.8
Number of Traders in Each Category Total Traders: 100
6 15 12 . 13 5 39 16 14 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 147,192
Positions
63,264 9,976 9,796 23,234 10,258 700 20,411 62,245 8,074 902 2,260 171 20,640 43,712
Changes from: April 12, 2011 Total Change is: -1,000
-1,373 375 347 1,301 1,537 -214 123 693 381 0 -176 40 -1,605 -3,982
Percent of Open Interest Represented by Each Category of Trader
43.0 6.8 6.7 15.8 7.0 0.5 13.9 42.3 5.5 0.6 1.5 0.1 14.0 29.7
Number of Traders in Each Category Total Traders: 107
19 8 11 8 10 4 15 38 19 . 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 284,984
Positions
43,212 112,257 13,514 31,277 20,557 2,833 74,986 39,074 20,256 22,271 15,994 7,822 68,812 52,678
Changes from: April 12, 2011 Total Change is: 6,121
4,338 2,025 1,705 1,521 -2,275 125 -3,306 2,085 2,137 -781 2,198 2,152 -1,770 -4,030
Percent of Open Interest Represented by Each Category of Trader
15.2 39.4 4.7 11.0 7.2 1.0 26.3 13.7 7.1 7.8 5.6 2.7 24.1 18.5
Number of Traders in Each Category Total Traders: 193
20 20 14 19 16 10 41 42 32 12 23 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 151,885
Positions
9,456 112,662 3,625 11,688 3,789 183 83,914 7,675 2,801 3,192 507 302 36,724 20,341
Changes from: April 12, 2011 Total Change is: -4,474
2,411 -4,503 67 1,593 -88 49 -8,093 -469 654 -104 6 69 -1,119 -259
Percent of Open Interest Represented by Each Category of Trader
6.2 74.2 2.4 7.7 2.5 0.1 55.2 5.1 1.8 2.1 0.3 0.2 24.2 13.4
Number of Traders in Each Category Total Traders: 82
5 13 8 7 5 . 35 10 11 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 86,748
Positions
19,017 39,059 35,877 0 0 0 27,939 11,215 477 2,575 0 0 863 120
Changes from: April 12, 2011 Total Change is: 2,903
2,435 2,372 316 0 0 0 -320 624 0 674 0 0 -202 -409
Percent of Open Interest Represented by Each Category of Trader
21.9 45.0 41.4 0.0 0.0 0.0 32.2 12.9 0.5 3.0 0.0 0.0 1.0 0.1
Number of Traders in Each Category Total Traders: 25
5 11 12 0 0 0 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 174,299
Positions
710 136,691 219 16,987 1,443 115 139,210 30,212 217 8,111 2,957 0 8,730 2,445
Changes from: April 12, 2011 Total Change is: 7,680
-167 2,849 16 -24 0 115 8,233 4,624 137 -1,103 -390 0 473 329
Percent of Open Interest Represented by Each Category of Trader
0.4 78.4 0.1 9.7 0.8 0.1 79.9 17.3 0.1 4.7 1.7 0.0 5.0 1.4
Number of Traders in Each Category Total Traders: 130
5 17 . 10 . . 59 20 . 13 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 37,402
Positions
26,198 29,753 3 4,097 0 0 5,281 608 0 432 6,848 0 1,391 190
Changes from: April 12, 2011 Total Change is: 6
0 -97 0 -68 0 0 12 30 0 15 25 0 47 48
Percent of Open Interest Represented by Each Category of Trader
70.0 79.5 0.0 11.0 0.0 0.0 14.1 1.6 0.0 1.2 18.3 0.0 3.7 0.5
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 19, 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 25,789
Positions
1,612 14,791 18 697 309 0 18,063 9,017 213 998 234 0 4,188 1,207
Changes from: April 12, 2011 Total Change is: 4,646
-269 4,031 0 571 -145 0 3,508 564 213 -3 234 0 626 -251
Percent of Open Interest Represented by Each Category of Trader
6.3 57.4 0.1 2.7 1.2 0.0 70.0 35.0 0.8 3.9 0.9 0.0 16.2 4.7
Number of Traders in Each Category Total Traders: 50
. 13 . . . 0 17 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 54,502
Positions
19,739 30,404 1,040 3,070 2,003 655 20,627 10,535 999 595 355 498 7,280 8,014
Changes from: April 12, 2011 Total Change is: -6,309
-436 -5,745 53 151 650 122 -6,332 -1,440 -168 49 -154 -4 258 377
Percent of Open Interest Represented by Each Category of Trader
36.2 55.8 1.9 5.6 3.7 1.2 37.8 19.3 1.8 1.1 0.7 0.9 13.4 14.7
Number of Traders in Each Category Total Traders: 100
18 17 7 5 5 . 35 14 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 109,004
Positions
39,478 60,808 2,079 6,139 4,005 1,309 41,254 21,070 1,998 1,189 710 997 14,561 16,028
Changes from: April 12, 2011 Total Change is: -12,618
-872 -11,490 105 301 1,300 243 -12,664 -2,879 -337 97 -307 -8 516 755
Percent of Open Interest Represented by Each Category of Trader
36.2 55.8 1.9 5.6 3.7 1.2 37.8 19.3 1.8 1.1 0.7 0.9 13.4 14.7
Number of Traders in Each Category Total Traders: 100
18 17 7 5 5 . 35 14 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 965,147
Positions
59,374 259,470 52,377 407,170 120,404 62,253 69,938 184,078 104,140 20,489 29,451 14,727 174,678 138,246
Changes from: April 12, 2011 Total Change is: -13,088
-4,066 3,844 4,794 6,552 2,957 -2,548 -430 -8,452 -15,676 145 254 -5,203 3,345 6,943
Percent of Open Interest Represented by Each Category of Trader
6.2 26.9 5.4 42.2 12.5 6.5 7.2 19.1 10.8 2.1 3.1 1.5 18.1 14.3
Number of Traders in Each Category Total Traders: 560
36 53 36 120 60 67 81 145 100 34 30 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 391,100
Positions
9,290 165,681 17,861 139,203 34,536 13,925 22,752 37,220 48,933 5,447 12,296 8,431 125,259 52,217
Changes from: April 12, 2011 Total Change is: -4,094
413 7,432 2,698 -427 476 774 1,907 2,687 -11,935 -1,130 -2,185 -3,496 7,103 -543
Percent of Open Interest Represented by Each Category of Trader
2.4 42.4 4.6 35.6 8.8 3.6 5.8 9.5 12.5 1.4 3.1 2.2 32.0 13.4
Number of Traders in Each Category Total Traders: 136
5 23 9 31 13 16 15 36 44 5 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 2,870,239
Positions
299,596 518,119 123,410 1,353,350 442,854 228,128 358,570 856,927 153,399 85,182 95,748 21,508 247,095 430,146
Changes from: April 12, 2011 Total Change is: -44,973
-32,697 -28,239 20,783 34,665 12,178 -16,382 22,832 -21,176 -53,228 8,788 14,608 -10,947 -18,787 37,431
Percent of Open Interest Represented by Each Category of Trader
10.4 18.1 4.3 47.2 15.4 7.9 12.5 29.9 5.3 3.0 3.3 0.7 8.6 15.0
Number of Traders in Each Category Total Traders: 512
36 49 29 101 56 57 87 129 84 29 25 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 116,769
Positions
18,315 49,351 4,990 59,296 36,299 5,487 16,848 17,093 709 1,218 0 0 9,906 2,841
Changes from: April 12, 2011 Total Change is: 3,587
-4,315 -3,122 4,950 6,335 4,241 -4,025 -479 604 647 0 0 0 474 292
Percent of Open Interest Represented by Each Category of Trader
15.7 42.3 4.3 50.8 31.1 4.7 14.4 14.6 0.6 1.0 0.0 0.0 8.5 2.4
Number of Traders in Each Category Total Traders: 96
9 11 . 32 13 10 17 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 78,758
Positions
15,693 37,640 3,930 14,718 9,693 2,691 21,532 10,648 7,166 3,500 1,776 473 9,054 4,740
Changes from: April 12, 2011 Total Change is: -7,676
2,294 -3,240 -577 -1,083 823 -33 -4,294 -773 -4,603 915 -106 -88 -207 920
Percent of Open Interest Represented by Each Category of Trader
19.9 47.8 5.0 18.7 12.3 3.4 27.3 13.5 9.1 4.4 2.3 0.6 11.5 6.0
Number of Traders in Each Category Total Traders: 239
23 35 11 31 20 13 55 48 28 15 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 14,384
Positions
2,091 11,699 254 1,859 0 0 6,262 252 0 0 1,124 0 3,918 1,055
Changes from: April 12, 2011 Total Change is: -3,218
-460 -3,290 254 0 0 0 -3,236 -13 -23 0 55 -101 348 -101
Percent of Open Interest Represented by Each Category of Trader
14.5 81.3 1.8 12.9 0.0 0.0 43.5 1.8 0.0 0.0 7.8 0.0 27.2 7.3
Number of Traders in Each Category Total Traders: 28
6 11 . . 0 0 6 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 321,871
Positions
79,195 140,891 7,196 68,295 52,464 9,455 104,386 80,015 7,797 18,762 4,521 1,104 25,681 18,428
Changes from: April 12, 2011 Total Change is: -22,286
8,275 -5,245 1,342 -5,414 4,116 -165 -24,730 -23,236 -3,464 4,467 -913 175 -2,772 5,104
Percent of Open Interest Represented by Each Category of Trader
24.6 43.8 2.2 21.2 16.3 2.9 32.4 24.9 2.4 5.8 1.4 0.3 8.0 5.7
Number of Traders in Each Category Total Traders: 235
21 34 7 30 20 13 53 51 23 16 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 382,357
Positions
154,826 33,352 10,324 112,184 138,913 31,341 45,663 131,479 3,343 2,398 16,535 74 22,203 16,996
Changes from: April 12, 2011 Total Change is: 9,144
18,317 2,050 -61 11,931 3,316 -490 -20,301 6,695 -1,609 77 -826 -43 1,322 112
Percent of Open Interest Represented by Each Category of Trader
40.5 8.7 2.7 29.3 36.3 8.2 11.9 34.4 0.9 0.6 4.3 0.0 5.8 4.4
Number of Traders in Each Category Total Traders: 266
20 19 . 51 50 29 42 63 19 7 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 55,815
Positions
12,023 3,900 6,115 6,835 11,370 1,840 21,300 9,149 539 436 5,457 0 6,727 17,445
Changes from: April 12, 2011 Total Change is: 1,262
2,675 -369 0 428 -471 -170 -1,018 1,734 0 -40 221 0 -613 317
Percent of Open Interest Represented by Each Category of Trader
21.5 7.0 11.0 12.2 20.4 3.3 38.2 16.4 1.0 0.8 9.8 0.0 12.1 31.3
Number of Traders in Each Category Total Traders: 68
12 8 . 10 . . 13 15 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 61,071
Positions
26,369 21,773 8,007 7,782 4,162 569 9,429 16,154 114 1,180 4,316 393 7,228 5,583
Changes from: April 12, 2011 Total Change is: -331
-1,372 4,754 27 761 -1,040 -476 917 -1,110 4 -130 1,175 50 -112 -3,715
Percent of Open Interest Represented by Each Category of Trader
43.2 35.7 13.1 12.7 6.8 0.9 15.4 26.5 0.2 1.9 7.1 0.6 11.8 9.1
Number of Traders in Each Category Total Traders: 74
18 15 5 9 . . 13 10 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 32,808
Positions
256 7,062 1,403 19,611 12,163 4,122 2,626 6,172 3 419 0 0 4,368 1,883
Changes from: April 12, 2011 Total Change is: -79
-69 -492 0 540 1,377 97 -434 -673 0 0 0 0 -213 -388
Percent of Open Interest Represented by Each Category of Trader
0.8 21.5 4.3 59.8 37.1 12.6 8.0 18.8 0.0 1.3 0.0 0.0 13.3 5.7
Number of Traders in Each Category Total Traders: 49
. 4 . 20 12 7 . 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 41,816
Positions
7,484 17,005 992 14,947 4,558 1,216 9,407 13,990 522 1,371 531 34 5,843 2,968
Changes from: April 12, 2011 Total Change is: 1,344
619 120 0 1,640 -34 306 -350 511 -14 0 261 0 -857 194
Percent of Open Interest Represented by Each Category of Trader
17.9 40.7 2.4 35.7 10.9 2.9 22.5 33.5 1.2 3.3 1.3 0.1 14.0 7.1
Number of Traders in Each Category Total Traders: 69
7 8 . 18 6 4 13 11 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 632,978
Positions
3,909 49,618 28,320 283,742 143,383 70,273 45,452 78,719 42,138 15,064 49,517 3,443 140,638 167,568
Changes from: April 12, 2011 Total Change is: 2,745
-14,332 7,995 -3,076 8,379 -1,097 8,125 30,362 -2,614 -1,597 -4,011 5,112 -1,430 -19,675 -8,674
Percent of Open Interest Represented by Each Category of Trader
0.6 7.8 4.5 44.8 22.7 11.1 7.2 12.4 6.7 2.4 7.8 0.5 22.2 26.5
Number of Traders in Each Category Total Traders: 157
. 18 12 44 23 38 25 31 32 . 11 6
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Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 325,362
Positions
0 135,804 1,301 241,714 4,734 14,551 3,750 127,079 1,111 1,700 0 0 61,235 40,783
Changes from: April 12, 2011 Total Change is: -1,938
0 1,201 -371 9,844 -565 -3,507 -2,027 850 427 0 0 0 -6,305 26
Percent of Open Interest Represented by Each Category of Trader
0.0 41.7 0.4 74.3 1.5 4.5 1.2 39.1 0.3 0.5 0.0 0.0 18.8 12.5
Number of Traders in Each Category Total Traders: 64
0 12 . 32 . 15 . 16 . . 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 1,101,399
Positions
86,132 83,818 24,871 210,759 429,956 91,256 349,882 95,842 51,118 177,242 150,104 10,474 99,665 163,960
Changes from: April 12, 2011 Total Change is: -1,955
1,065 -514 -6,124 -51,706 -536 4,747 36,844 -17,000 -10,844 12,245 30,453 -863 12,682 -1,274
Percent of Open Interest Represented by Each Category of Trader
7.8 7.6 2.3 19.1 39.0 8.3 31.8 8.7 4.6 16.1 13.6 1.0 9.0 14.9
Number of Traders in Each Category Total Traders: 272
22 32 24 37 58 38 49 36 35 11 27 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 1,999,926
Positions
192,438 149,998 174,939 496,900 545,684 241,348 330,386 212,900 196,260 60,114 51,779 45,587 261,954 381,430
Changes from: April 12, 2011 Total Change is: -22,956
11,269 5,403 -8,759 -11,946 30,117 963 11,977 -18,891 3,114 -3,550 -366 5,579 -31,605 -40,117
Percent of Open Interest Represented by Each Category of Trader
9.6 7.5 8.7 24.8 27.3 12.1 16.5 10.6 9.8 3.0 2.6 2.3 13.1 19.1
Number of Traders in Each Category Total Traders: 287
29 39 59 29 60 59 46 59 76 10 15 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 1,485,625
Positions
133,828 131,174 64,921 221,843 558,829 151,240 491,990 80,813 123,721 90,888 76,869 10,163 197,030 287,893
Changes from: April 12, 2011 Total Change is: 31,246
24,074 19,098 5,320 -55,575 28,723 10,086 23,887 -19,057 11,470 17,778 -8,857 -2,306 -3,489 -13,230
Percent of Open Interest Represented by Each Category of Trader
9.0 8.8 4.4 14.9 37.6 10.2 33.1 5.4 8.3 6.1 5.2 0.7 13.3 19.4
Number of Traders in Each Category Total Traders: 212
21 21 26 26 45 41 42 33 42 8 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 998,691
Positions
206,011 223,525 295,069 12,328 2,103 11,727 89,022 68,474 305,390 8,278 5,189 30,772 40,094 56,443
Changes from: April 12, 2011 Total Change is: 14,853
4,371 2,896 15,680 -3,098 0 2,025 8,391 4,719 2,740 70 27 730 -16,056 -13,963
Percent of Open Interest Represented by Each Category of Trader
20.6 22.4 29.5 1.2 0.2 1.2 8.9 6.9 30.6 0.8 0.5 3.1 4.0 5.7
Number of Traders in Each Category Total Traders: 144
27 37 51 6 . 6 28 26 42 . 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 is14,724,176
Positions
1,173,516 3,827,801 3,017,678 3,036,597 549,818 290,331 1,158,298 607,164 4,256,816 66,600 289,552 753,486 970,853 1,131,529
Changes from: April 12, 2011 Total Change is: 63,095
-56,501 335,361 -192,278 148,054 -65,286 10,185 182,896 53,403 -96,544 6,084 -19,589 55,068 6,130 -17,225
Percent of Open Interest Represented by Each Category of Trader
8.0 26.0 20.5 20.6 3.7 2.0 7.9 4.1 28.9 0.5 2.0 5.1 6.6 7.7
Number of Traders in Each Category Total Traders: 302
30 71 100 9 19 24 66 68 107 12 18 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 11,067
Positions
3,846 5,240 0 1,590 748 25 543 4,023 47 4,909 740 0 107 244
Changes from: April 12, 2011 Total Change is: -162
-502 -75 0 152 0 2 61 -57 21 109 -16 0 -5 -37
Percent of Open Interest Represented by Each Category of Trader
34.8 47.3 0.0 14.4 6.8 0.2 4.9 36.4 0.4 44.4 6.7 0.0 1.0 2.2
Number of Traders in Each Category Total Traders: 30
. . 0 . 5 . . 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 29,131
Positions
24,713 13,893 0 1,983 2,359 59 1,596 5,314 554 40 5,464 0 186 1,488
Changes from: April 12, 2011 Total Change is: 522
-273 -347 0 0 370 -5 181 -995 554 0 48 0 65 897
Percent of Open Interest Represented by Each Category of Trader
84.8 47.7 0.0 6.8 8.1 0.2 5.5 18.2 1.9 0.1 18.8 0.0 0.6 5.1
Number of Traders in Each Category Total Traders: 30
. 4 0 . 5 . 5 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 51,170
Positions
24,335 6,541 70 83 861 615 14,002 34,213 1,345 1,790 2,597 400 8,529 4,528
Changes from: April 12, 2011 Total Change is: 299
-194 925 -8 0 -144 13 -2,118 245 162 -527 -0 23 2,948 -917
Percent of Open Interest Represented by Each Category of Trader
47.6 12.8 0.1 0.2 1.7 1.2 27.4 66.9 2.6 3.5 5.1 0.8 16.7 8.8
Number of Traders in Each Category Total Traders: 126
8 8 . . 5 . 16 50 7 22 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 214,924
Positions
73,097 69,334 46,296 11,300 2,305 3,079 19,197 37,889 26,087 2,299 2,942 11,087 22,481 15,905
Changes from: April 12, 2011 Total Change is: 25,937
15,412 13,926 5,107 489 -63 342 2,420 4,446 1,614 607 1,146 878 -933 -1,460
Percent of Open Interest Represented by Each Category of Trader
34.0 32.3 21.5 5.3 1.1 1.4 8.9 17.6 12.1 1.1 1.4 5.2 10.5 7.4
Number of Traders in Each Category Total Traders: 121
18 8 21 12 4 5 27 24 29 8 7 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 8,543
Positions
492 4,740 0 2,560 337 0 2,595 2,432 37 730 77 0 2,129 920
Changes from: April 12, 2011 Total Change is: 119
0 -219 0 -37 337 0 154 1 0 0 0 0 2 0
Percent of Open Interest Represented by Each Category of Trader
5.8 55.5 0.0 30.0 3.9 0.0 30.4 28.5 0.4 8.5 0.9 0.0 24.9 10.8
Number of Traders in Each Category Total Traders: 22
. 4 0 4 . 0 6 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 12,040
Positions
414 11,008 0 8,064 0 1 1,442 323 0 0 127 12 2,107 569
Changes from: April 12, 2011 Total Change is: -1,800
-225 -1,761 -20 227 0 0 -1,674 194 -111 0 0 0 3 -102
Percent of Open Interest Represented by Each Category of Trader
3.4 91.4 0.0 67.0 0.0 0.0 12.0 2.7 0.0 0.0 1.1 0.1 17.5 4.7
Number of Traders in Each Category Total Traders: 20
. . 0 10 0 . 4 . 0 0 . .
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Updated April 22, 2011