Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 146,771 Positions 22,504 22,064 6,417 18,801 34,106 185 39,641 54,179 10,069 10,251 0 0 38,903 19,751 Changes from: February 28, 2012 Total Change is: 10,218 -313 3,878 2,143 -181 -6 -9 434 336 4,016 2,389 -1,774 -35 1,774 1,669 Percent of Open Interest Represented by Each Category of Trader 15.3 15.0 4.4 12.8 23.2 0.1 27.0 36.9 6.9 7.0 0.0 0.0 26.5 13.5 Number of Traders in Each Category Total Traders: 82 8 9 6 8 4 . 23 18 10 12 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 53,649 Positions 17,880 16,023 1,181 877 1,489 160 21,017 18,900 621 601 0 0 11,312 15,275 Changes from: February 28, 2012 Total Change is: 1,289 5,109 -241 520 -156 -435 0 -1,719 -808 408 0 0 0 -2,873 1,845 Percent of Open Interest Represented by Each Category of Trader 33.3 29.9 2.2 1.6 2.8 0.3 39.2 35.2 1.2 1.1 0.0 0.0 21.1 28.5 Number of Traders in Each Category Total Traders: 47 6 10 4 . . . 9 17 5 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 184,104 Positions 118,527 11,778 2,192 10,838 74,604 2,639 21,484 60,491 5,407 3,844 1,593 0 19,173 25,400 Changes from: February 28, 2012 Total Change is: 7,219 1,872 -1,998 1,313 -314 -662 186 -2,318 6,038 4,057 2,232 -666 0 191 -1,049 Percent of Open Interest Represented by Each Category of Trader 64.4 6.4 1.2 5.9 40.5 1.4 11.7 32.9 2.9 2.1 0.9 0.0 10.4 13.8 Number of Traders in Each Category Total Traders: 95 10 10 8 8 14 6 18 29 8 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 147,952 Positions 30,005 26,417 8,671 63,344 9,757 670 29,578 53,323 3,217 750 2,421 4 11,713 43,472 Changes from: February 28, 2012 Total Change is: -358 11,652 -3,829 6,853 -506 1,640 106 -18,199 -6,270 1,633 -926 -1,455 2 -973 962 Percent of Open Interest Represented by Each Category of Trader 20.3 17.9 5.9 42.8 6.6 0.5 20.0 36.0 2.2 0.5 1.6 0.0 7.9 29.4 Number of Traders in Each Category Total Traders: 105 8 13 10 8 8 . 17 44 9 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 284,739 Positions 118,595 45,962 4,714 55,484 28,864 3,660 57,022 122,654 5,182 5,956 13,762 1,014 33,112 58,927 Changes from: February 28, 2012 Total Change is: 13,457 14,999 6,119 4,114 -9,180 -2,731 63 5,268 1,688 627 15 1,993 -7 -2,442 1,591 Percent of Open Interest Represented by Each Category of Trader 41.7 16.1 1.7 19.5 10.1 1.3 20.0 43.1 1.8 2.1 4.8 0.4 11.6 20.7 Number of Traders in Each Category Total Traders: 179 24 15 9 18 15 12 26 57 17 5 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 164,007 Positions 15,603 40,615 9,702 5,150 40,565 741 95,007 43,298 3,202 1,829 3,249 12 32,761 22,623 Changes from: February 28, 2012 Total Change is: 2,788 3,162 -17,009 6,429 -807 242 -3 -7,542 7,931 2,409 871 -130 6 -1,737 2,913 Percent of Open Interest Represented by Each Category of Trader 9.5 24.8 5.9 3.1 24.7 0.5 57.9 26.4 2.0 1.1 2.0 0.0 20.0 13.8 Number of Traders in Each Category Total Traders: 102 6 15 11 6 9 . 32 24 9 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 133,184 Positions 41,384 46,294 76,055 0 0 0 7,894 3,606 7,140 155 0 0 556 89 Changes from: February 28, 2012 Total Change is: 3,852 0 96 3,811 0 0 0 0 64 0 53 -120 0 -12 1 Percent of Open Interest Represented by Each Category of Trader 31.1 34.8 57.1 0.0 0.0 0.0 5.9 2.7 5.4 0.1 0.0 0.0 0.4 0.1 Number of Traders in Each Category Total Traders: 23 6 11 13 0 0 0 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 207,994 Positions 58,246 72,670 15,030 21,938 761 3,142 86,912 95,621 14,370 2,722 2,286 114 5,520 4,000 Changes from: February 28, 2012 Total Change is: 18,216 253 3,351 6,403 -4,597 171 3,142 9,193 417 3,813 225 -299 114 -330 1,104 Percent of Open Interest Represented by Each Category of Trader 28.0 34.9 7.2 10.5 0.4 1.5 41.8 46.0 6.9 1.3 1.1 0.1 2.7 1.9 Number of Traders in Each Category Total Traders: 111 7 15 . 10 4 . 38 19 10 9 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 29,950 Positions 1,584 14,894 230 744 401 0 22,096 11,667 425 949 338 0 3,922 1,995 Changes from: February 28, 2012 Total Change is: -5,209 -64 -7,430 0 203 2 0 -4,898 1,806 212 41 -4 0 -703 205 Percent of Open Interest Represented by Each Category of Trader 5.3 49.7 0.8 2.5 1.3 0.0 73.8 39.0 1.4 3.2 1.1 0.0 13.1 6.7 Number of Traders in Each Category Total Traders: 53 . 13 . . . 0 21 8 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 54,004 Positions 15,690 33,549 165 3,446 2,566 373 23,283 9,337 1,178 2,924 928 107 6,839 5,804 Changes from: February 28, 2012 Total Change is: -1,945 719 -2,067 87 -535 336 -338 -2,781 -1,020 768 -13 -448 107 43 631 Percent of Open Interest Represented by Each Category of Trader 29.1 62.1 0.3 6.4 4.8 0.7 43.1 17.3 2.2 5.4 1.7 0.2 12.7 10.7 Number of Traders in Each Category Total Traders: 99 18 13 . 4 6 . 26 23 10 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 108,007 Positions 31,380 67,097 330 6,892 5,132 745 46,566 18,673 2,355 5,848 1,855 213 13,678 11,607 Changes from: February 28, 2012 Total Change is: -3,890 1,437 -4,133 173 -1,070 672 -676 -5,561 -2,039 1,535 -26 -896 213 85 1,261 Percent of Open Interest Represented by Each Category of Trader 29.1 62.1 0.3 6.4 4.8 0.7 43.1 17.3 2.2 5.4 1.7 0.2 12.7 10.7 Number of Traders in Each Category Total Traders: 99 18 13 . 4 6 . 26 23 10 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 846,787 Positions 44,347 176,555 55,182 377,959 172,175 56,461 91,677 188,615 49,620 36,120 28,584 7,118 128,301 112,477 Changes from: February 28, 2012 Total Change is: 34,794 1,752 -18,236 11,480 -8,734 3,620 1,428 -3,799 12,238 12,388 3,063 -7,014 1,795 15,420 17,095 Percent of Open Interest Represented by Each Category of Trader 5.2 20.8 6.5 44.6 20.3 6.7 10.8 22.3 5.9 4.3 3.4 0.8 15.2 13.3 Number of Traders in Each Category Total Traders: 549 32 54 38 117 62 62 93 124 75 34 32 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 252,705 Positions 28,907 88,675 5,889 102,913 40,795 10,417 21,905 36,068 3,815 3,569 11,015 3,140 72,150 52,891 Changes from: February 28, 2012 Total Change is: 6,296 902 -13,158 402 -2,653 -1,322 -214 499 8,105 1,620 6 -353 539 5,195 10,677 Percent of Open Interest Represented by Each Category of Trader 11.4 35.1 2.3 40.7 16.1 4.1 8.7 14.3 1.5 1.4 4.4 1.2 28.6 20.9 Number of Traders in Each Category Total Traders: 106 9 16 7 26 11 14 15 22 13 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 2,970,409 Positions 191,920 554,116 131,749 1,436,585 718,255 168,865 486,821 900,694 91,064 171,447 96,535 11,201 280,757 297,930 Changes from: February 28, 2012 Total Change is: 142,488 20,674 -8,965 38,967 -26,992 28,125 4,796 26,156 68,308 6,196 17,001 -31,591 4,563 51,127 32,089 Percent of Open Interest Represented by Each Category of Trader 6.5 18.7 4.4 48.4 24.2 5.7 16.4 30.3 3.1 5.8 3.2 0.4 9.5 10.0 Number of Traders in Each Category Total Traders: 526 32 53 31 104 59 55 93 121 61 33 31 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 112,490 Positions 18,351 26,290 59 55,594 61,049 5,404 19,376 11,789 0 4,165 3,582 0 9,541 4,317 Changes from: February 28, 2012 Total Change is: 240 -1,894 -3,146 6 281 1,798 -784 2,388 1,995 0 2,067 -232 0 -1,824 603 Percent of Open Interest Represented by Each Category of Trader 16.3 23.4 0.1 49.4 54.3 4.8 17.2 10.5 0.0 3.7 3.2 0.0 8.5 3.8 Number of Traders in Each Category Total Traders: 91 9 8 . 32 13 13 14 9 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 115,730 Positions 6,790 64,443 9,160 32,259 9,138 1,951 47,152 11,758 6,848 1,766 6,448 404 9,401 5,580 Changes from: February 28, 2012 Total Change is: 935 -303 -1,476 591 -949 -360 342 191 132 159 64 761 203 636 582 Percent of Open Interest Represented by Each Category of Trader 5.9 55.7 7.9 27.9 7.9 1.7 40.7 10.2 5.9 1.5 5.6 0.3 8.1 4.8 Number of Traders in Each Category Total Traders: 247 17 32 15 34 25 12 71 41 19 13 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 19,618 Positions 9,563 13,974 23 0 300 236 6,307 2,824 0 220 979 272 2,997 1,010 Changes from: February 28, 2012 Total Change is: 1,074 250 368 3 0 0 236 364 0 0 20 0 272 -71 195 Percent of Open Interest Represented by Each Category of Trader 48.7 71.2 0.1 0.0 1.5 1.2 32.1 14.4 0.0 1.1 5.0 1.4 15.3 5.1 Number of Traders in Each Category Total Traders: 26 9 8 . 0 . . 4 . 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 480,559 Positions 28,414 294,625 3,404 161,295 44,189 8,574 234,812 75,261 3,652 7,731 27,346 658 32,019 22,850 Changes from: February 28, 2012 Total Change is: -697 -1,909 -8,368 2,087 -4,747 -1,800 528 1,397 2,921 -1,463 218 3,804 -343 3,535 1,937 Percent of Open Interest Represented by Each Category of Trader 5.9 61.3 0.7 33.6 9.2 1.8 48.9 15.7 0.8 1.6 5.7 0.1 6.7 4.8 Number of Traders in Each Category Total Traders: 246 18 31 9 34 25 11 70 43 17 12 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 416,621 Positions 130,768 31,672 25,964 133,604 206,237 24,236 70,708 101,557 1,918 7,895 9,452 376 21,152 15,209 Changes from: February 28, 2012 Total Change is: 7,486 8,080 -2,636 6,466 -7,970 768 -1,820 2,843 7,484 -1,176 -26 -1,398 10 1,079 -212 Percent of Open Interest Represented by Each Category of Trader 31.4 7.6 6.2 32.1 49.5 5.8 17.0 24.4 0.5 1.9 2.3 0.1 5.1 3.7 Number of Traders in Each Category Total Traders: 248 19 14 9 46 43 24 44 58 13 11 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 50,210 Positions 8,925 1,221 9,906 11,986 0 90 3,995 10,586 4,095 3,089 5,890 0 8,124 18,422 Changes from: February 28, 2012 Total Change is: 13,546 -60 -490 9,435 236 -440 -90 -715 1,821 3,595 194 12 0 951 -297 Percent of Open Interest Represented by Each Category of Trader 17.8 2.4 19.7 23.9 0.0 0.2 8.0 21.1 8.2 6.2 11.7 0.0 16.2 36.7 Number of Traders in Each Category Total Traders: 52 9 . 6 12 0 . 9 9 7 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 68,640 Positions 8,073 16,286 2,401 9,670 4,278 844 12,427 7,338 8,575 2,414 2,777 1,720 22,516 24,421 Changes from: February 28, 2012 Total Change is: 23,379 816 2,497 702 -288 40 142 1,632 129 5,677 -496 -1,080 1,720 13,474 13,552 Percent of Open Interest Represented by Each Category of Trader 11.8 23.7 3.5 14.1 6.2 1.2 18.1 10.7 12.5 3.5 4.0 2.5 32.8 35.6 Number of Traders in Each Category Total Traders: 70 11 16 7 8 4 . 13 12 7 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 47,384 Positions 2,397 4,183 65 32,242 25,805 3,961 3,675 10,568 174 0 0 0 4,870 2,628 Changes from: February 28, 2012 Total Change is: -623 -110 196 0 -1,718 1,381 113 737 -2,427 -57 0 0 0 412 171 Percent of Open Interest Represented by Each Category of Trader 5.1 8.8 0.1 68.0 54.5 8.4 7.8 22.3 0.4 0.0 0.0 0.0 10.3 5.5 Number of Traders in Each Category Total Traders: 55 . . . 20 20 9 5 6 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 82,327 Positions 11,460 28,263 1,044 33,042 25,215 3,702 12,042 19,313 740 8,907 240 689 10,701 3,121 Changes from: February 28, 2012 Total Change is: 1,025 -179 540 183 -1,312 -83 621 748 -1,326 528 220 240 20 196 302 Percent of Open Interest Represented by Each Category of Trader 13.9 34.3 1.3 40.1 30.6 4.5 14.6 23.5 0.9 10.8 0.3 0.8 13.0 3.8 Number of Traders in Each Category Total Traders: 91 8 14 . 22 11 8 17 6 4 12 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 605,174 Positions 8,322 81,836 3,706 266,339 162,280 89,721 79,904 63,885 5,859 10,003 50,351 0 141,320 147,536 Changes from: February 28, 2012 Total Change is: -38,350 -2,226 2,492 -9,648 12,424 3,505 -5,355 161 -7,166 -7,367 -140 -3,333 -192 -26,007 -11,286 Percent of Open Interest Represented by Each Category of Trader 1.4 13.5 0.6 44.0 26.8 14.8 13.2 10.6 1.0 1.7 8.3 0.0 23.4 24.4 Number of Traders in Each Category Total Traders: 166 8 17 12 47 23 35 30 27 11 . 12 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 355,708 Positions 4,514 137,877 16,067 245,179 25,412 28,818 1,671 92,756 2,084 0 0 0 57,375 52,694 Changes from: February 28, 2012 Total Change is: -49,550 -130 4,173 -25,043 -2,215 2,189 -4,533 -2,091 -19,486 -7,923 -1,545 -2,635 -1,108 -4,962 4,816 Percent of Open Interest Represented by Each Category of Trader 1.3 38.8 4.5 68.9 7.1 8.1 0.5 26.1 0.6 0.0 0.0 0.0 16.1 14.8 Number of Traders in Each Category Total Traders: 63 . 11 7 33 7 19 . 9 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 851,489 Positions 71,590 58,408 22,901 128,939 279,990 73,351 287,621 208,539 62,038 90,324 31,062 6,730 107,995 108,470 Changes from: February 28, 2012 Total Change is: -77,009 -15,044 -21,230 -6,779 -20,628 -6,452 5,598 -4,133 -17,134 -20,161 3,651 -206 -73 -19,440 -10,572 Percent of Open Interest Represented by Each Category of Trader 8.4 6.9 2.7 15.1 32.9 8.6 33.8 24.5 7.3 10.6 3.6 0.8 12.7 12.7 Number of Traders in Each Category Total Traders: 206 14 20 13 35 31 42 41 36 21 14 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,858,467 Positions 94,007 157,024 45,867 726,652 841,411 144,302 470,543 174,493 35,154 50,965 101,786 10,998 279,979 347,432 Changes from: February 28, 2012 Total Change is: -42,682 -4,719 3,508 -27,754 -7,142 609 -17,056 74,757 14,312 -11,581 6,259 23,545 -22,939 -32,507 -5,326 Percent of Open Interest Represented by Each Category of Trader 5.1 8.4 2.5 39.1 45.3 7.8 25.3 9.4 1.9 2.7 5.5 0.6 15.1 18.7 Number of Traders in Each Category Total Traders: 271 23 28 21 28 65 47 45 56 30 7 19 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,377,653 Positions 106,786 149,815 37,879 411,396 669,995 129,576 296,387 77,497 10,676 171,566 67,112 86 213,301 235,017 Changes from: February 28, 2012 Total Change is: -59,853 1,577 -7,838 -14,904 28,418 2,671 -28,616 5,126 16,692 -15,727 222 2,692 -12,128 -23,821 -2,695 Percent of Open Interest Represented by Each Category of Trader 7.8 10.9 2.7 29.9 48.6 9.4 21.5 5.6 0.8 12.5 4.9 0.0 15.5 17.1 Number of Traders in Each Category Total Traders: 186 11 25 13 25 39 34 35 29 15 8 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 512,829 Positions 161,310 175,574 186,775 1,118 1,105 2,005 74,359 49,888 49,299 1,818 3,750 3,433 32,712 41,000 Changes from: February 28, 2012 Total Change is: -53,352 -4,750 -24,716 -25,766 9 0 -9 -17,210 488 -4,829 -2,895 -600 911 1,187 1,169 Percent of Open Interest Represented by Each Category of Trader 31.5 34.2 36.4 0.2 0.2 0.4 14.5 9.7 9.6 0.4 0.7 0.7 6.4 8.0 Number of Traders in Each Category Total Traders: 82 19 25 42 . . . 15 12 20 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 is 8,722,939 Positions 2,084,618 2,123,542 1,948,593 675,036 651,435 91,491 971,818 602,935 1,885,011 78,312 340,752 164,702 823,358 914,478 Changes from: February 28, 2012 Total Change is: 155,091 259,123 171,941 -82,437 -131,617 -18,636 6,246 65,757 35,614 53,438 3,394 24,642 -3,620 -15,193 -32,097 Percent of Open Interest Represented by Each Category of Trader 23.9 24.3 22.3 7.7 7.5 1.0 11.1 6.9 21.6 0.9 3.9 1.9 9.4 10.5 Number of Traders in Each Category Total Traders: 269 27 63 83 12 8 14 62 54 95 11 15 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 9,674 Positions 4,570 4,001 0 1,390 852 31 1,683 4,289 315 1,410 100 0 275 86 Changes from: February 28, 2012 Total Change is: -976 -435 375 0 -3 -25 25 -759 -1,540 205 0 0 0 -9 -16 Percent of Open Interest Represented by Each Category of Trader 47.2 41.4 0.0 14.4 8.8 0.3 17.4 44.3 3.3 14.6 1.0 0.0 2.8 0.9 Number of Traders in Each Category Total Traders: 29 . . 0 . 4 . 6 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 11,456 Positions 6,300 6,564 0 991 1,570 0 3,072 1,944 814 40 140 0 239 424 Changes from: February 28, 2012 Total Change is: -561 -1,513 -1,336 0 48 -230 0 115 -125 802 0 0 0 -13 328 Percent of Open Interest Represented by Each Category of Trader 55.0 57.3 0.0 8.7 13.7 0.0 26.8 17.0 7.1 0.3 1.2 0.0 2.1 3.7 Number of Traders in Each Category Total Traders: 32 . 6 0 . 4 0 5 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 52,985 Positions 15,808 29,998 209 2,364 204 415 20,071 18,392 2,040 4,399 362 0 7,679 1,365 Changes from: February 28, 2012 Total Change is: 4,387 216 10 156 567 67 -43 838 4,642 1,137 373 -681 -39 1,182 -862 Percent of Open Interest Represented by Each Category of Trader 29.8 56.6 0.4 4.5 0.4 0.8 37.9 34.7 3.9 8.3 0.7 0.0 14.5 2.6 Number of Traders in Each Category Total Traders: 101 6 4 . 8 . . 33 14 4 29 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 271,074 Positions 144,462 63,189 27,462 31,158 5,002 3,382 6,466 96,768 9,060 1,407 17,019 26,316 21,361 22,876 Changes from: February 28, 2012 Total Change is: 34,546 19,554 5,766 7,524 3,875 278 734 -4,016 10,921 3,739 294 1,669 2,732 110 1,183 Percent of Open Interest Represented by Each Category of Trader 53.3 23.3 10.1 11.5 1.8 1.2 2.4 35.7 3.3 0.5 6.3 9.7 7.9 8.4 Number of Traders in Each Category Total Traders: 122 11 14 18 10 9 9 17 38 30 8 7 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 17,174 Positions 10,549 615 0 2,726 1,078 0 1,972 13,307 594 290 984 474 569 122 Changes from: February 28, 2012 Total Change is: 206 -7 -37 0 -417 39 0 124 132 -47 0 -37 37 516 119 Percent of Open Interest Represented by Each Category of Trader 61.4 3.6 0.0 15.9 6.3 0.0 11.5 77.5 3.5 1.7 5.7 2.8 3.3 0.7 Number of Traders in Each Category Total Traders: 26 . . 0 5 . 0 4 7 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 6, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 10,350 Positions 995 8,284 0 6,910 0 0 1,030 1,799 0 0 0 0 1,415 267 Changes from: February 28, 2012 Total Change is: 822 -30 42 0 1,210 0 0 -352 654 0 0 0 0 -6 126 Percent of Open Interest Represented by Each Category of Trader 9.6 80.0 0.0 66.8 0.0 0.0 10.0 17.4 0.0 0.0 0.0 0.0 13.7 2.6 Number of Traders in Each Category Total Traders: 22 . . 0 11 0 0 4 . 0 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 9, 2012