Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 149,005 Positions 9,826 99,545 6,602 9,479 6,484 311 52,760 13,497 4,788 9,595 4 460 55,186 17,315 Changes from: April 19, 2011 Total Change is: -1,570 46 -1,707 59 100 -42 5 -5,469 1,447 477 1,026 4 77 2,109 -1,889 Percent of Open Interest Represented by Each Category of Trader 6.6 66.8 4.4 6.4 4.4 0.2 35.4 9.1 3.2 6.4 0.0 0.3 37.0 11.6 Number of Traders in Each Category Total Traders: 88 5 13 7 4 . . 37 14 12 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 75,008 Positions 11,120 39,919 3,650 819 1,112 93 28,186 16,813 1,141 418 0 0 29,581 12,281 Changes from: April 19, 2011 Total Change is: 3,346 2,473 940 1,148 0 -1 0 -16 -124 124 418 0 0 -802 1,259 Percent of Open Interest Represented by Each Category of Trader 14.8 53.2 4.9 1.1 1.5 0.1 37.6 22.4 1.5 0.6 0.0 0.0 39.4 16.4 Number of Traders in Each Category Total Traders: 46 5 6 5 . . . 19 12 6 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 128,548 Positions 3,722 57,602 5,436 6,263 21,959 1,369 64,992 16,174 4,001 2,911 4,273 64 39,792 17,670 Changes from: April 19, 2011 Total Change is: 11,687 -1 6,555 1,184 410 610 0 3,616 5,810 1,182 1,200 -1,409 -284 4,379 -1,963 Percent of Open Interest Represented by Each Category of Trader 2.9 44.8 4.2 4.9 17.1 1.1 50.6 12.6 3.1 2.3 3.3 0.0 31.0 13.7 Number of Traders in Each Category Total Traders: 108 5 16 12 4 14 5 37 23 14 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 134,744 Positions 44,557 12,404 10,327 22,949 9,675 819 21,179 45,154 8,672 902 3,067 190 25,150 44,436 Changes from: April 19, 2011 Total Change is: -12,449 -18,708 2,428 531 -285 -583 119 768 -17,091 597 0 807 19 4,510 724 Percent of Open Interest Represented by Each Category of Trader 33.1 9.2 7.7 17.0 7.2 0.6 15.7 33.5 6.4 0.7 2.3 0.1 18.7 33.0 Number of Traders in Each Category Total Traders: 105 17 8 11 8 9 4 17 36 21 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 303,386 Positions 45,401 116,950 15,037 31,626 21,050 2,689 79,007 41,152 25,940 20,947 14,059 9,561 73,179 56,948 Changes from: April 19, 2011 Total Change is: 18,402 2,188 4,693 1,523 349 494 -144 4,021 2,078 5,684 -1,324 -1,935 1,739 4,366 4,271 Percent of Open Interest Represented by Each Category of Trader 15.0 38.5 5.0 10.4 6.9 0.9 26.0 13.6 8.6 6.9 4.6 3.2 24.1 18.8 Number of Traders in Each Category Total Traders: 189 18 18 14 18 17 11 37 48 37 11 22 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 154,278 Positions 9,010 109,585 4,876 11,410 3,566 183 83,112 8,865 3,684 2,655 1,139 451 38,897 21,930 Changes from: April 19, 2011 Total Change is: 2,393 -445 -3,077 1,251 -278 -223 0 -802 1,190 883 -538 632 149 2,173 1,589 Percent of Open Interest Represented by Each Category of Trader 5.8 71.0 3.2 7.4 2.3 0.1 53.9 5.7 2.4 1.7 0.7 0.3 25.2 14.2 Number of Traders in Each Category Total Traders: 81 5 12 7 7 5 . 35 8 10 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 83,803 Positions 14,527 34,661 37,555 0 0 0 27,597 10,410 965 2,575 0 0 584 212 Changes from: April 19, 2011 Total Change is: -2,945 -4,490 -4,398 1,678 0 0 0 -342 -805 488 0 0 0 -279 92 Percent of Open Interest Represented by Each Category of Trader 17.3 41.4 44.8 0.0 0.0 0.0 32.9 12.4 1.2 3.1 0.0 0.0 0.7 0.3 Number of Traders in Each Category Total Traders: 24 4 11 13 0 0 0 5 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 170,977 Positions 719 135,957 241 17,201 1,593 115 136,040 27,982 218 7,712 2,982 0 8,731 1,889 Changes from: April 19, 2011 Total Change is: -3,322 9 -734 22 214 150 0 -3,170 -2,230 1 -399 25 0 1 -556 Percent of Open Interest Represented by Each Category of Trader 0.4 79.5 0.1 10.1 0.9 0.1 79.6 16.4 0.1 4.5 1.7 0.0 5.1 1.1 Number of Traders in Each Category Total Traders: 130 5 17 . 10 . . 62 17 . 13 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 27,220 Positions 1,634 16,878 18 554 299 0 19,524 8,273 213 998 368 0 4,279 1,171 Changes from: April 19, 2011 Total Change is: 1,431 22 2,087 0 -143 -10 0 1,461 -744 0 0 134 0 91 -36 Percent of Open Interest Represented by Each Category of Trader 6.0 62.0 0.1 2.0 1.1 0.0 71.7 30.4 0.8 3.7 1.4 0.0 15.7 4.3 Number of Traders in Each Category Total Traders: 47 . 13 . . . 0 16 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 59,102 Positions 21,399 31,369 1,048 3,901 1,436 466 22,884 12,780 1,288 184 1,025 571 7,362 9,119 Changes from: April 19, 2011 Total Change is: 4,600 1,660 965 8 831 -567 -189 2,257 2,246 289 -411 670 73 82 1,105 Percent of Open Interest Represented by Each Category of Trader 36.2 53.1 1.8 6.6 2.4 0.8 38.7 21.6 2.2 0.3 1.7 1.0 12.5 15.4 Number of Traders in Each Category Total Traders: 103 21 17 7 7 4 . 35 14 7 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 118,204 Positions 42,798 62,737 2,096 7,801 2,872 931 45,768 25,561 2,576 368 2,050 1,143 14,724 18,238 Changes from: April 19, 2011 Total Change is: 9,201 3,320 1,930 17 1,662 -1,133 -378 4,514 4,491 578 -822 1,340 146 163 2,210 Percent of Open Interest Represented by Each Category of Trader 36.2 53.1 1.8 6.6 2.4 0.8 38.7 21.6 2.2 0.3 1.7 1.0 12.5 15.4 Number of Traders in Each Category Total Traders: 103 21 17 7 7 4 . 35 14 7 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 996,090 Positions 54,774 286,282 64,002 408,003 116,620 62,642 78,072 167,198 115,615 21,529 32,515 16,960 174,494 134,258 Changes from: April 19, 2011 Total Change is: 30,943 -4,600 26,812 11,624 833 -3,785 389 8,134 -16,880 11,474 1,040 3,064 2,232 -184 -3,988 Percent of Open Interest Represented by Each Category of Trader 5.5 28.7 6.4 41.0 11.7 6.3 7.8 16.8 11.6 2.2 3.3 1.7 17.5 13.5 Number of Traders in Each Category Total Traders: 566 36 52 38 125 60 66 88 139 105 32 33 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 409,506 Positions 9,318 183,199 19,636 137,333 34,260 14,993 28,973 26,771 58,562 6,522 12,224 9,688 124,483 50,174 Changes from: April 19, 2011 Total Change is: 18,407 28 17,518 1,775 -1,869 -276 1,068 6,221 -10,450 9,629 1,075 -72 1,256 -776 -2,043 Percent of Open Interest Represented by Each Category of Trader 2.3 44.7 4.8 33.5 8.4 3.7 7.1 6.5 14.3 1.6 3.0 2.4 30.4 12.3 Number of Traders in Each Category Total Traders: 138 6 22 10 31 13 14 16 36 45 5 9 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 2,932,920 Positions 304,473 592,603 144,639 1,365,001 423,447 226,595 342,012 798,656 188,747 86,843 113,260 24,553 250,057 420,421 Changes from: April 19, 2011 Total Change is: 62,681 4,877 74,484 21,229 11,651 -19,407 -1,533 -16,559 -58,272 35,349 1,661 17,512 3,045 2,962 -9,725 Percent of Open Interest Represented by Each Category of Trader 10.4 20.2 4.9 46.5 14.4 7.7 11.7 27.2 6.4 3.0 3.9 0.8 8.5 14.3 Number of Traders in Each Category Total Traders: 518 35 50 32 107 55 58 88 126 90 29 28 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 124,808 Positions 18,077 54,981 4,834 64,689 35,131 5,630 20,388 21,293 109 1,523 0 0 9,559 2,831 Changes from: April 19, 2011 Total Change is: 8,039 -238 5,630 -156 5,393 -1,168 143 3,540 4,200 -600 305 0 0 -348 -10 Percent of Open Interest Represented by Each Category of Trader 14.5 44.1 3.9 51.8 28.1 4.5 16.3 17.1 0.1 1.2 0.0 0.0 7.7 2.3 Number of Traders in Each Category Total Traders: 103 8 12 . 36 13 12 20 12 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 93,124 Positions 13,616 43,683 6,659 16,935 10,559 2,417 28,477 11,594 11,363 4,147 1,959 265 9,244 4,624 Changes from: April 19, 2011 Total Change is: 14,366 -2,077 6,043 2,729 2,217 866 -274 6,945 946 4,197 647 183 -209 190 -117 Percent of Open Interest Represented by Each Category of Trader 14.6 46.9 7.2 18.2 11.3 2.6 30.6 12.5 12.2 4.5 2.1 0.3 9.9 5.0 Number of Traders in Each Category Total Traders: 251 23 34 12 34 19 13 66 46 27 17 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 18,392 Positions 2,948 15,586 521 1,859 0 0 8,974 255 0 205 1,124 0 3,885 906 Changes from: April 19, 2011 Total Change is: 4,008 857 3,887 267 0 0 0 2,712 3 0 205 0 0 -33 -149 Percent of Open Interest Represented by Each Category of Trader 16.0 84.7 2.8 10.1 0.0 0.0 48.8 1.4 0.0 1.1 6.1 0.0 21.1 4.9 Number of Traders in Each Category Total Traders: 28 5 12 . . 0 0 5 . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 373,657 Positions 76,505 163,651 7,525 79,380 56,796 8,086 143,571 102,750 10,762 19,709 4,176 1,323 26,795 18,588 Changes from: April 19, 2011 Total Change is: 51,786 -2,690 22,760 330 11,085 4,332 -1,369 39,184 22,735 2,965 948 -345 218 1,115 160 Percent of Open Interest Represented by Each Category of Trader 20.5 43.8 2.0 21.2 15.2 2.2 38.4 27.5 2.9 5.3 1.1 0.4 7.2 5.0 Number of Traders in Each Category Total Traders: 247 23 32 8 33 19 12 66 47 24 16 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 395,078 Positions 157,272 39,338 9,786 114,473 136,979 32,316 53,884 138,654 3,325 4,231 18,102 68 19,724 16,512 Changes from: April 19, 2011 Total Change is: 12,721 2,446 5,986 -538 2,289 -1,934 975 8,221 7,175 -19 1,833 1,567 -6 -2,479 -484 Percent of Open Interest Represented by Each Category of Trader 39.8 10.0 2.5 29.0 34.7 8.2 13.6 35.1 0.8 1.1 4.6 0.0 5.0 4.2 Number of Traders in Each Category Total Traders: 275 19 20 . 55 48 30 45 65 19 8 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 55,806 Positions 12,724 3,867 6,115 6,582 11,020 1,990 19,419 8,937 1,779 216 5,001 0 6,981 17,097 Changes from: April 19, 2011 Total Change is: -9 701 -33 0 -253 -350 150 -1,881 -212 1,240 -220 -456 0 254 -348 Percent of Open Interest Represented by Each Category of Trader 22.8 6.9 11.0 11.8 19.7 3.6 34.8 16.0 3.2 0.4 9.0 0.0 12.5 30.6 Number of Traders in Each Category Total Traders: 69 12 8 . 10 . . 17 13 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 64,230 Positions 27,940 24,491 7,977 7,906 4,077 615 10,087 15,718 477 952 4,191 543 7,733 6,141 Changes from: April 19, 2011 Total Change is: 3,159 1,571 2,718 -30 124 -85 46 658 -436 363 -228 -125 150 505 558 Percent of Open Interest Represented by Each Category of Trader 43.5 38.1 12.4 12.3 6.3 1.0 15.7 24.5 0.7 1.5 6.5 0.8 12.0 9.6 Number of Traders in Each Category Total Traders: 76 17 15 4 9 . . 14 13 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 34,421 Positions 256 7,257 1,529 20,572 10,875 4,040 3,317 8,109 3 419 0 0 4,285 2,608 Changes from: April 19, 2011 Total Change is: 1,613 0 195 126 961 -1,288 -82 691 1,937 0 0 0 0 -83 725 Percent of Open Interest Represented by Each Category of Trader 0.7 21.1 4.4 59.8 31.6 11.7 9.6 23.6 0.0 1.2 0.0 0.0 12.4 7.6 Number of Traders in Each Category Total Traders: 48 . 4 . 19 12 7 . 8 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 41,006 Positions 6,707 17,299 972 13,843 3,932 1,226 9,163 13,218 574 1,388 520 17 7,116 3,248 Changes from: April 19, 2011 Total Change is: -810 -777 294 -20 -1,104 -626 10 -244 -772 52 17 -11 -17 1,273 280 Percent of Open Interest Represented by Each Category of Trader 16.4 42.2 2.4 33.8 9.6 3.0 22.3 32.2 1.4 3.4 1.3 0.0 17.4 7.9 Number of Traders in Each Category Total Traders: 63 7 7 . 16 6 5 13 8 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 634,517 Positions 3,951 61,597 21,898 277,648 144,633 68,253 60,443 95,954 30,097 15,064 50,691 2,162 155,001 159,231 Changes from: April 19, 2011 Total Change is: 1,539 41 11,979 -6,422 -6,094 1,250 -2,019 14,991 17,235 -12,041 0 1,174 -1,281 14,363 -8,337 Percent of Open Interest Represented by Each Category of Trader 0.6 9.7 3.5 43.8 22.8 10.8 9.5 15.1 4.7 2.4 8.0 0.3 24.4 25.1 Number of Traders in Each Category Total Traders: 147 . 18 11 42 22 36 17 32 23 . 11 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 321,384 Positions 0 134,042 1,784 223,343 4,847 16,984 5,750 116,516 1,275 1,700 0 0 70,548 45,937 Changes from: April 19, 2011 Total Change is: -3,978 0 -1,762 483 -18,371 113 2,433 2,000 -10,563 164 0 0 0 9,313 5,154 Percent of Open Interest Represented by Each Category of Trader 0.0 41.7 0.6 69.5 1.5 5.3 1.8 36.3 0.4 0.5 0.0 0.0 22.0 14.3 Number of Traders in Each Category Total Traders: 63 0 12 . 30 . 15 . 16 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,100,756 Positions 71,302 86,445 25,304 206,643 440,437 96,014 355,088 86,330 50,354 171,818 146,174 13,432 110,800 156,265 Changes from: April 19, 2011 Total Change is: -642 -14,829 2,627 433 -4,116 10,481 4,758 5,206 -9,513 -764 -5,424 -3,930 2,958 11,135 -7,694 Percent of Open Interest Represented by Each Category of Trader 6.5 7.9 2.3 18.8 40.0 8.7 32.3 7.8 4.6 15.6 13.3 1.2 10.1 14.2 Number of Traders in Each Category Total Traders: 275 18 35 23 37 58 40 48 39 33 14 26 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,941,127 Positions 196,933 159,310 121,052 493,761 537,325 236,247 367,443 229,977 155,754 43,303 55,226 33,423 293,210 412,813 Changes from: April 19, 2011 Total Change is: -58,799 4,495 9,312 -53,888 -3,138 -8,360 -5,101 37,057 17,077 -40,506 -16,811 3,447 -12,164 31,256 31,383 Percent of Open Interest Represented by Each Category of Trader 10.1 8.2 6.2 25.4 27.7 12.2 18.9 11.8 8.0 2.2 2.8 1.7 15.1 21.3 Number of Traders in Each Category Total Traders: 272 29 34 48 27 59 55 51 46 63 9 17 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,523,010 Positions 151,177 167,125 50,424 208,826 609,399 134,537 561,586 74,994 108,911 90,518 76,624 7,393 209,636 293,601 Changes from: April 19, 2011 Total Change is: 37,385 17,349 35,950 -14,497 -13,017 50,570 -16,703 69,596 -5,819 -14,810 -370 -245 -2,770 12,606 5,708 Percent of Open Interest Represented by Each Category of Trader 9.9 11.0 3.3 13.7 40.0 8.8 36.9 4.9 7.2 5.9 5.0 0.5 13.8 19.3 Number of Traders in Each Category Total Traders: 207 21 23 25 23 47 40 44 26 38 9 14 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,010,102 Positions 207,639 219,048 304,144 9,905 2,337 13,568 89,117 71,587 306,116 8,195 6,904 32,165 39,253 54,233 Changes from: April 19, 2011 Total Change is: 11,410 1,628 -4,477 9,074 -2,423 234 1,841 94 3,114 726 -82 1,715 1,392 -841 -2,210 Percent of Open Interest Represented by Each Category of Trader 20.6 21.7 30.1 1.0 0.2 1.3 8.8 7.1 30.3 0.8 0.7 3.2 3.9 5.4 Number of Traders in Each Category Total Traders: 148 28 35 52 6 4 6 24 32 42 4 7 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is15,080,448 Positions 1,169,343 4,080,950 2,946,055 3,144,158 589,856 288,063 1,303,232 606,243 4,369,945 69,164 255,843 794,148 996,340 1,149,345 Changes from: April 19, 2011 Total Change is: 356,272 -4,172 253,149 -71,623 107,560 40,038 -2,268 144,934 -921 113,129 2,564 -33,709 40,662 25,487 17,816 Percent of Open Interest Represented by Each Category of Trader 7.8 27.1 19.5 20.8 3.9 1.9 8.6 4.0 29.0 0.5 1.7 5.3 6.6 7.6 Number of Traders in Each Category Total Traders: 306 29 71 99 9 20 24 70 67 111 15 15 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 11,249 Positions 3,410 4,995 0 1,603 748 25 1,153 4,549 10 4,909 740 0 139 182 Changes from: April 19, 2011 Total Change is: 182 -436 -245 0 13 0 0 610 526 -37 0 0 0 32 -62 Percent of Open Interest Represented by Each Category of Trader 30.3 44.4 0.0 14.3 6.6 0.2 10.2 40.4 0.1 43.6 6.6 0.0 1.2 1.6 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 26, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 27,679 Positions 23,065 13,147 0 1,983 2,533 58 2,256 6,090 0 40 5,464 0 277 387 Changes from: April 19, 2011 Total Change is: -1,452 -1,648 -746 0 0 174 -1 660 776 -554 0 0 0 91 -1,101 Percent of Open Interest Represented by Each Category of Trader 83.3 47.5 0.0 7.2 9.2 0.2 8.2 22.0 0.0 0.1 19.7 0.0 1.0 1.4 Number of Traders in Each Category Total Traders: 30 . 4 0 . 5 . 6 6 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 52,972 Positions 24,161 6,958 66 83 990 565 15,352 34,688 1,447 2,752 2,857 376 8,171 5,025 Changes from: April 19, 2011 Total Change is: 1,803 -173 417 -3 0 129 -50 1,349 475 102 961 260 -24 -359 497 Percent of Open Interest Represented by Each Category of Trader 45.6 13.1 0.1 0.2 1.9 1.1 29.0 65.5 2.7 5.2 5.4 0.7 15.4 9.5 Number of Traders in Each Category Total Traders: 141 6 9 . . 5 . 17 56 9 27 19 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 193,109 Positions 69,819 62,874 38,093 11,044 2,609 2,771 14,862 39,927 19,634 2,310 2,460 12,372 22,204 12,369 Changes from: April 19, 2011 Total Change is: -21,815 -3,278 -6,460 -8,203 -256 304 -308 -4,335 2,038 -6,453 11 -482 1,285 -277 -3,535 Percent of Open Interest Represented by Each Category of Trader 36.2 32.6 19.7 5.7 1.4 1.4 7.7 20.7 10.2 1.2 1.3 6.4 11.5 6.4 Number of Traders in Each Category Total Traders: 114 12 10 17 11 5 . 21 24 26 8 7 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 8,819 Positions 492 4,647 0 2,550 337 0 2,881 2,801 37 730 77 0 2,129 920 Changes from: April 19, 2011 Total Change is: 276 0 -93 0 -10 0 0 286 369 0 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 5.6 52.7 0.0 28.9 3.8 0.0 32.7 31.8 0.4 8.3 0.9 0.0 24.1 10.4 Number of Traders in Each Category Total Traders: 24 . 4 0 4 . 0 7 4 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 29, 2011