Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 153,303 Positions 11,301 95,643 8,747 10,220 6,456 263 55,013 15,727 6,908 8,199 6 511 52,140 19,041 Changes from: April 26, 2011 Total Change is: 4,298 1,475 -3,901 2,145 741 -28 -48 2,254 2,230 2,120 -1,395 2 51 -3,046 1,726 Percent of Open Interest Represented by Each Category of Trader 7.4 62.4 5.7 6.7 4.2 0.2 35.9 10.3 4.5 5.3 0.0 0.3 34.0 12.4 Number of Traders in Each Category Total Traders: 97 6 13 8 5 . . 44 15 17 9 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 77,277 Positions 10,980 40,040 3,841 854 1,120 79 29,204 17,410 1,704 418 0 0 30,197 13,083 Changes from: April 26, 2011 Total Change is: 2,268 -141 121 192 35 8 -14 1,017 597 563 0 0 0 616 802 Percent of Open Interest Represented by Each Category of Trader 14.2 51.8 5.0 1.1 1.4 0.1 37.8 22.5 2.2 0.5 0.0 0.0 39.1 16.9 Number of Traders in Each Category Total Traders: 47 6 5 5 . . . 22 10 7 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 135,010 Positions 5,728 54,519 6,958 6,927 21,840 1,368 66,320 24,110 4,215 3,252 3,902 81 40,160 18,017 Changes from: April 26, 2011 Total Change is: 6,461 2,007 -3,083 1,522 664 -119 -1 1,328 7,936 214 341 -371 17 369 347 Percent of Open Interest Represented by Each Category of Trader 4.2 40.4 5.2 5.1 16.2 1.0 49.1 17.9 3.1 2.4 2.9 0.1 29.7 13.3 Number of Traders in Each Category Total Traders: 111 5 16 12 4 13 5 38 26 15 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 125,267 Positions 29,028 14,349 12,581 24,857 8,030 521 20,780 34,877 8,238 1,337 3,369 175 27,749 43,127 Changes from: April 26, 2011 Total Change is: -9,476 -15,529 1,945 2,255 1,908 -1,645 -298 -399 -10,277 -434 435 302 -15 2,600 -1,309 Percent of Open Interest Represented by Each Category of Trader 23.2 11.5 10.0 19.8 6.4 0.4 16.6 27.8 6.6 1.1 2.7 0.1 22.2 34.4 Number of Traders in Each Category Total Traders: 115 18 10 12 9 8 . 21 37 21 . 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 331,164 Positions 38,460 134,793 16,731 32,365 22,096 2,672 99,932 48,419 34,757 20,793 5,855 9,687 75,767 56,154 Changes from: April 26, 2011 Total Change is: 27,778 -6,941 17,843 1,694 739 1,045 -17 20,925 7,267 8,817 -154 -8,203 126 2,589 -794 Percent of Open Interest Represented by Each Category of Trader 11.6 40.7 5.1 9.8 6.7 0.8 30.2 14.6 10.5 6.3 1.8 2.9 22.9 17.0 Number of Traders in Each Category Total Traders: 202 16 22 15 18 17 13 51 42 38 14 22 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 154,587 Positions 11,102 102,704 4,965 11,463 3,455 158 80,978 15,232 4,724 2,176 730 521 38,501 22,100 Changes from: April 26, 2011 Total Change is: 308 2,091 -6,881 88 53 -111 -25 -2,134 6,366 1,040 -479 -409 70 -396 170 Percent of Open Interest Represented by Each Category of Trader 7.2 66.4 3.2 7.4 2.2 0.1 52.4 9.9 3.1 1.4 0.5 0.3 24.9 14.3 Number of Traders in Each Category Total Traders: 88 7 12 6 6 5 . 33 17 13 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 102,733 Positions 16,716 36,141 54,488 0 0 0 27,662 11,025 668 2,575 0 0 624 411 Changes from: April 26, 2011 Total Change is: 18,931 2,189 1,480 16,934 0 0 0 65 615 -297 0 0 0 40 199 Percent of Open Interest Represented by Each Category of Trader 16.3 35.2 53.0 0.0 0.0 0.0 26.9 10.7 0.7 2.5 0.0 0.0 0.6 0.4 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 May 3, 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 162,963 Positions 1,187 130,979 260 16,969 1,743 45 128,766 24,861 115 6,912 3,011 0 8,709 1,949 Changes from: April 26, 2011 Total Change is: -8,014 468 -4,978 19 -232 150 -70 -7,274 -3,121 -103 -800 29 0 -22 60 Percent of Open Interest Represented by Each Category of Trader 0.7 80.4 0.2 10.4 1.1 0.0 79.0 15.3 0.1 4.2 1.8 0.0 5.3 1.2 Number of Traders in Each Category Total Traders: 127 6 16 . 9 . . 67 10 . 13 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 31,620 Positions 1,749 19,938 18 1,436 135 0 22,929 9,872 240 983 139 0 4,265 1,278 Changes from: April 26, 2011 Total Change is: 4,400 115 3,060 0 882 -164 0 3,405 1,599 27 -15 -229 0 -14 107 Percent of Open Interest Represented by Each Category of Trader 5.5 63.1 0.1 4.5 0.4 0.0 72.5 31.2 0.8 3.1 0.4 0.0 13.5 4.0 Number of Traders in Each Category Total Traders: 51 . 13 . . . 0 18 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 67,599 Positions 21,158 37,151 1,021 4,206 1,265 476 30,300 18,092 1,510 1,238 1,489 582 7,109 6,014 Changes from: April 26, 2011 Total Change is: 8,497 -241 5,782 -27 306 -171 11 7,416 5,311 222 1,054 464 10 -253 -3,105 Percent of Open Interest Represented by Each Category of Trader 31.3 55.0 1.5 6.2 1.9 0.7 44.8 26.8 2.2 1.8 2.2 0.9 10.5 8.9 Number of Traders in Each Category Total Traders: 112 18 17 7 9 . . 39 17 7 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 135,198 Positions 42,316 74,301 2,041 8,412 2,530 952 60,600 36,184 3,019 2,475 2,978 1,164 14,219 12,029 Changes from: April 26, 2011 Total Change is: 16,994 -482 11,564 -55 611 -342 21 14,832 10,623 443 2,107 928 21 -505 -6,210 Percent of Open Interest Represented by Each Category of Trader 31.3 55.0 1.5 6.2 1.9 0.7 44.8 26.8 2.2 1.8 2.2 0.9 10.5 8.9 Number of Traders in Each Category Total Traders: 112 18 17 7 9 . . 39 17 7 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 1,031,989 Positions 50,889 271,407 67,014 398,397 112,754 66,998 94,135 165,557 134,851 22,642 60,099 23,302 173,760 130,006 Changes from: April 26, 2011 Total Change is: 35,899 -3,886 -14,875 3,013 -9,606 -3,865 4,356 16,063 -1,641 19,237 1,113 27,584 6,343 -734 -4,252 Percent of Open Interest Represented by Each Category of Trader 4.9 26.3 6.5 38.6 10.9 6.5 9.1 16.0 13.1 2.2 5.8 2.3 16.8 12.6 Number of Traders in Each Category Total Traders: 592 38 56 37 128 53 69 101 141 109 36 39 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 423,820 Positions 9,649 164,161 18,931 132,617 33,342 16,615 34,880 25,281 67,022 5,440 34,658 13,762 124,904 50,048 Changes from: April 26, 2011 Total Change is: 14,314 331 -19,039 -705 -4,717 -918 1,622 5,907 -1,490 8,461 -1,081 22,434 4,075 421 -126 Percent of Open Interest Represented by Each Category of Trader 2.3 38.7 4.5 31.3 7.9 3.9 8.2 6.0 15.8 1.3 8.2 3.2 29.5 11.8 Number of Traders in Each Category Total Traders: 136 6 20 7 32 12 15 18 32 44 7 9 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 3,040,844 Positions 297,115 627,146 149,500 1,342,106 410,260 238,712 418,538 823,646 216,882 101,002 142,201 32,705 244,284 399,792 Changes from: April 26, 2011 Total Change is: 107,924 -7,358 34,543 4,862 -22,896 -13,187 12,118 76,526 24,991 28,134 14,159 28,942 8,152 -5,773 -20,629 Percent of Open Interest Represented by Each Category of Trader 9.8 20.6 4.9 44.1 13.5 7.9 13.8 27.1 7.1 3.3 4.7 1.1 8.0 13.1 Number of Traders in Each Category Total Traders: 544 37 53 32 110 50 59 98 130 95 31 35 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 119,596 Positions 19,507 47,402 4,435 59,138 34,209 5,823 20,006 19,366 55 1,562 5,051 0 9,071 3,256 Changes from: April 26, 2011 Total Change is: -5,212 1,430 -7,579 -399 -5,551 -922 193 -382 -1,927 -54 39 5,051 0 -488 425 Percent of Open Interest Represented by Each Category of Trader 16.3 39.6 3.7 49.4 28.6 4.9 16.7 16.2 0.0 1.3 4.2 0.0 7.6 2.7 Number of Traders in Each Category Total Traders: 99 10 9 . 33 14 11 18 12 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 109,136 Positions 13,405 51,268 7,649 17,403 9,683 2,470 37,130 11,886 16,623 3,953 4,635 821 9,682 4,100 Changes from: April 26, 2011 Total Change is: 16,012 -211 7,585 990 468 -876 53 8,653 292 5,259 -194 2,676 557 438 -524 Percent of Open Interest Represented by Each Category of Trader 12.3 47.0 7.0 15.9 8.9 2.3 34.0 10.9 15.2 3.6 4.2 0.8 8.9 3.8 Number of Traders in Each Category Total Traders: 259 23 31 13 37 18 11 76 46 32 16 11 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 24,479 Positions 4,048 19,313 573 1,859 0 0 14,369 266 5 220 3,387 2 3,403 933 Changes from: April 26, 2011 Total Change is: 6,087 1,100 3,727 52 0 0 0 5,395 11 5 15 2,263 2 -482 27 Percent of Open Interest Represented by Each Category of Trader 16.5 78.9 2.3 7.6 0.0 0.0 58.7 1.1 0.0 0.9 13.8 0.0 13.9 3.8 Number of Traders in Each Category Total Traders: 32 5 11 4 . 0 0 8 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 423,284 Positions 75,294 188,287 6,869 81,718 52,414 8,352 186,980 131,276 9,913 21,480 9,056 1,283 31,395 15,834 Changes from: April 26, 2011 Total Change is: 49,627 -1,211 24,635 -656 2,338 -4,382 266 43,409 28,526 -849 1,770 4,880 -40 4,599 -2,754 Percent of Open Interest Represented by Each Category of Trader 17.8 44.5 1.6 19.3 12.4 2.0 44.2 31.0 2.3 5.1 2.1 0.3 7.4 3.7 Number of Traders in Each Category Total Traders: 255 22 30 8 36 18 11 76 47 28 16 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 399,674 Positions 157,932 38,823 11,560 113,343 134,368 33,443 54,756 135,301 4,809 2,301 22,115 9 21,520 19,246 Changes from: April 26, 2011 Total Change is: 4,595 660 -515 1,774 -1,130 -2,611 1,127 872 -3,352 1,484 -1,930 4,013 -58 1,796 2,734 Percent of Open Interest Represented by Each Category of Trader 39.5 9.7 2.9 28.4 33.6 8.4 13.7 33.9 1.2 0.6 5.5 0.0 5.4 4.8 Number of Traders in Each Category Total Traders: 265 19 18 . 52 48 29 46 63 19 5 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 55,193 Positions 12,359 2,463 5,815 5,923 10,950 1,976 17,892 8,143 4,131 216 4,983 0 6,881 16,732 Changes from: April 26, 2011 Total Change is: -613 -365 -1,404 -300 -659 -70 -14 -1,527 -794 2,352 0 -18 0 -100 -365 Percent of Open Interest Represented by Each Category of Trader 22.4 4.5 10.5 10.7 19.8 3.6 32.4 14.8 7.5 0.4 9.0 0.0 12.5 30.3 Number of Traders in Each Category Total Traders: 65 10 6 . 10 . . 17 12 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 64,736 Positions 26,772 22,808 7,851 7,560 2,773 615 10,184 16,894 1,789 952 6,701 465 8,548 4,840 Changes from: April 26, 2011 Total Change is: 506 -1,168 -1,683 -126 -346 -1,304 0 97 1,176 1,312 0 2,510 -78 815 -1,301 Percent of Open Interest Represented by Each Category of Trader 41.4 35.2 12.1 11.7 4.3 1.0 15.7 26.1 2.8 1.5 10.4 0.7 13.2 7.5 Number of Traders in Each Category Total Traders: 80 17 15 4 9 . . 14 16 . . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 32,888 Positions 256 7,876 901 19,958 10,953 3,412 4,193 7,461 48 419 0 0 3,701 2,237 Changes from: April 26, 2011 Total Change is: -1,533 0 619 -628 -614 78 -628 876 -648 45 0 0 0 -584 -371 Percent of Open Interest Represented by Each Category of Trader 0.8 23.9 2.7 60.7 33.3 10.4 12.7 22.7 0.1 1.3 0.0 0.0 11.3 6.8 Number of Traders in Each Category Total Traders: 52 . 4 . 21 13 7 4 8 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 41,907 Positions 6,448 18,348 942 14,772 4,233 1,074 9,309 13,208 388 1,112 798 17 7,845 2,899 Changes from: April 26, 2011 Total Change is: 901 -259 1,049 -30 929 301 -152 146 -10 -186 -276 278 0 729 -349 Percent of Open Interest Represented by Each Category of Trader 15.4 43.8 2.2 35.2 10.1 2.6 22.2 31.5 0.9 2.7 1.9 0.0 18.7 6.9 Number of Traders in Each Category Total Traders: 62 6 7 . 16 7 4 12 8 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 674,247 Positions 3,809 72,306 20,993 269,630 134,851 74,919 82,991 118,658 38,461 14,864 49,537 3,313 165,267 161,210 Changes from: April 26, 2011 Total Change is: 39,730 -142 10,709 -905 -8,017 -9,782 6,665 22,548 22,704 8,364 -200 -1,155 1,152 10,266 1,979 Percent of Open Interest Represented by Each Category of Trader 0.6 10.7 3.1 40.0 20.0 11.1 12.3 17.6 5.7 2.2 7.3 0.5 24.5 23.9 Number of Traders in Each Category Total Traders: 157 4 18 14 44 21 37 31 26 28 4 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 322,812 Positions 15 133,037 2,718 231,823 5,589 18,559 2,000 115,208 1,546 1,700 0 0 64,452 46,156 Changes from: April 26, 2011 Total Change is: 1,428 15 -1,005 933 8,480 742 1,575 -3,750 -1,308 271 0 0 0 -6,096 219 Percent of Open Interest Represented by Each Category of Trader 0.0 41.2 0.8 71.8 1.7 5.7 0.6 35.7 0.5 0.5 0.0 0.0 20.0 14.3 Number of Traders in Each Category Total Traders: 66 . 10 5 33 . 18 . 17 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 1,114,985 Positions 93,895 97,734 29,584 209,002 447,724 102,755 338,534 86,169 56,791 156,282 114,453 13,552 114,590 166,224 Changes from: April 26, 2011 Total Change is: 14,229 22,593 11,289 4,279 2,360 7,287 6,741 -16,554 -161 6,437 -15,536 -31,722 119 3,790 9,958 Percent of Open Interest Represented by Each Category of Trader 8.4 8.8 2.7 18.7 40.2 9.2 30.4 7.7 5.1 14.0 10.3 1.2 10.3 14.9 Number of Traders in Each Category Total Traders: 288 21 37 26 37 58 43 59 36 34 13 27 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 2,045,343 Positions 216,630 169,746 133,841 483,445 531,883 258,080 374,869 251,564 185,529 38,762 54,390 43,521 310,667 416,789 Changes from: April 26, 2011 Total Change is: 104,217 19,697 10,436 12,789 -10,317 -5,442 21,833 7,426 21,588 29,775 -4,541 -837 10,098 17,457 3,976 Percent of Open Interest Represented by Each Category of Trader 10.6 8.3 6.5 23.6 26.0 12.6 18.3 12.3 9.1 1.9 2.7 2.1 15.2 20.4 Number of Traders in Each Category Total Traders: 282 26 37 49 29 59 58 50 54 67 11 16 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 1,582,946 Positions 187,889 164,543 58,226 202,943 637,321 131,469 514,892 72,253 121,405 109,819 77,127 10,461 245,842 310,140 Changes from: April 26, 2011 Total Change is: 59,937 36,712 -2,581 7,801 -5,883 27,922 -3,068 -46,694 -2,742 12,494 19,301 503 3,068 36,205 16,540 Percent of Open Interest Represented by Each Category of Trader 11.9 10.4 3.7 12.8 40.3 8.3 32.5 4.6 7.7 6.9 4.9 0.7 15.5 19.6 Number of Traders in Each Category Total Traders: 212 21 20 25 26 47 40 42 32 40 9 15 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 969,521 Positions 193,010 179,158 284,263 6,297 1,907 11,149 76,620 66,467 319,932 8,006 14,015 33,443 36,801 59,187 Changes from: April 26, 2011 Total Change is: -40,580 -14,629 -39,890 -19,880 -3,608 -430 -2,419 -12,497 -5,120 13,816 -189 7,111 1,279 -2,452 4,954 Percent of Open Interest Represented by Each Category of Trader 19.9 18.5 29.3 0.6 0.2 1.1 7.9 6.9 33.0 0.8 1.4 3.4 3.8 6.1 Number of Traders in Each Category Total Traders: 145 25 35 54 6 . 4 25 29 41 4 11 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 is15,887,245 Positions 1,165,253 4,083,592 3,132,157 3,191,156 719,652 292,333 1,439,847 632,357 4,657,602 70,276 306,068 858,029 1,080,593 1,205,457 Changes from: April 26, 2011 Total Change is: 806,797 -4,090 2,641 186,102 46,998 129,796 4,270 136,615 26,114 287,657 1,112 50,224 63,881 84,252 56,112 Percent of Open Interest Represented by Each Category of Trader 7.3 25.7 19.7 20.1 4.5 1.8 9.1 4.0 29.3 0.4 1.9 5.4 6.8 7.6 Number of Traders in Each Category Total Traders: 307 28 71 97 8 22 24 64 71 110 14 20 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 10,818 Positions 3,483 4,613 0 1,248 748 23 918 4,525 7 4,825 720 0 314 182 Changes from: April 26, 2011 Total Change is: -431 73 -382 0 -355 0 -2 -235 -24 -3 -84 -20 0 175 0 Percent of Open Interest Represented by Each Category of Trader 32.2 42.6 0.0 11.5 6.9 0.2 8.5 41.8 0.1 44.6 6.7 0.0 2.9 1.7 Number of Traders in Each Category Total Traders: 31 . . 0 . 5 . 4 9 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 27,935 Positions 23,055 14,061 0 1,305 1,965 58 3,189 6,317 0 78 5,464 0 250 70 Changes from: April 26, 2011 Total Change is: 256 -10 914 0 -678 -568 0 933 227 0 38 0 0 -27 -317 Percent of Open Interest Represented by Each Category of Trader 82.5 50.3 0.0 4.7 7.0 0.2 11.4 22.6 0.0 0.3 19.6 0.0 0.9 0.3 Number of Traders in Each Category Total Traders: 31 . 4 0 . 5 . 6 6 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 55,535 Positions 25,471 8,054 67 83 869 573 15,404 35,997 1,525 3,628 2,789 349 8,434 5,311 Changes from: April 26, 2011 Total Change is: 2,563 1,310 1,096 1 0 -121 8 53 1,309 78 876 -69 -26 264 287 Percent of Open Interest Represented by Each Category of Trader 45.9 14.5 0.1 0.1 1.6 1.0 27.7 64.8 2.7 6.5 5.0 0.6 15.2 9.6 Number of Traders in Each Category Total Traders: 141 8 7 . . 5 . 21 55 9 27 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 215,051 Positions 69,064 64,343 38,152 11,697 2,813 5,222 12,734 41,647 22,651 7,659 1,996 21,844 26,029 16,384 Changes from: April 26, 2011 Total Change is: 21,942 -755 1,469 59 653 204 2,451 -2,128 1,720 3,017 5,349 -464 9,472 3,825 4,015 Percent of Open Interest Represented by Each Category of Trader 32.1 29.9 17.7 5.4 1.3 2.4 5.9 19.4 10.5 3.6 0.9 10.2 12.1 7.6 Number of Traders in Each Category Total Traders: 122 16 10 22 11 5 4 21 23 28 10 9 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 7,523 Positions 492 4,866 0 2,447 397 0 2,603 2,146 37 730 77 0 1,214 0 Changes from: April 26, 2011 Total Change is: -1,296 0 219 0 -103 60 0 -278 -655 0 0 0 0 -915 -920 Percent of Open Interest Represented by Each Category of Trader 6.5 64.7 0.0 32.5 5.3 0.0 34.6 28.5 0.5 9.7 1.0 0.0 16.1 0.0 Number of Traders in Each Category Total Traders: 23 . 4 0 4 . 0 6 4 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 6, 2011