Traders in Financial Futures - Futures Only Positions as of March 13, 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 172,856 Positions 22,170 27,652 18,029 18,311 34,588 168 47,590 57,507 16,343 8,088 217 0 42,157 18,352 Changes from: March 6, 2012 Total Change is: 26,085 -334 5,588 11,612 -490 482 -17 7,949 3,328 6,274 -2,163 217 0 3,254 -1,399 Percent of Open Interest Represented by Each Category of Trader 12.8 16.0 10.4 10.6 20.0 0.1 27.5 33.3 9.5 4.7 0.1 0.0 24.4 10.6 Number of Traders in Each Category Total Traders: 82 8 9 6 7 4 . 26 18 11 9 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 56,305 Positions 16,761 15,519 2,187 835 1,491 160 22,661 15,601 3,241 601 0 0 9,859 18,106 Changes from: March 6, 2012 Total Change is: 2,656 -1,119 -504 1,006 -42 2 0 1,644 -3,299 2,620 0 0 0 -1,453 2,831 Percent of Open Interest Represented by Each Category of Trader 29.8 27.6 3.9 1.5 2.6 0.3 40.2 27.7 5.8 1.1 0.0 0.0 17.5 32.2 Number of Traders in Each Category Total Traders: 44 5 9 4 . . . 10 13 9 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 202,880 Positions 125,625 10,819 2,685 9,792 73,704 2,809 25,585 63,475 17,477 2,059 3,697 0 16,848 28,214 Changes from: March 6, 2012 Total Change is: 18,776 7,098 -959 493 -1,046 -900 170 4,101 2,984 12,070 -1,785 2,104 0 -2,325 2,814 Percent of Open Interest Represented by Each Category of Trader 61.9 5.3 1.3 4.8 36.3 1.4 12.6 31.3 8.6 1.0 1.8 0.0 8.3 13.9 Number of Traders in Each Category Total Traders: 93 11 8 7 8 14 6 15 29 14 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 196,396 Positions 47,574 25,360 31,075 64,153 8,630 704 25,032 61,537 15,389 750 2,440 0 11,719 51,261 Changes from: March 6, 2012 Total Change is: 48,444 17,569 -1,057 22,404 809 -1,127 34 -4,546 8,214 12,172 0 19 -4 6 7,789 Percent of Open Interest Represented by Each Category of Trader 24.2 12.9 15.8 32.7 4.4 0.4 12.7 31.3 7.8 0.4 1.2 0.0 6.0 26.1 Number of Traders in Each Category Total Traders: 102 10 13 10 8 7 . 12 47 11 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 311,057 Positions 127,444 41,715 6,945 45,762 28,500 4,217 61,643 129,820 13,841 6,856 12,242 669 43,680 73,108 Changes from: March 6, 2012 Total Change is: 26,318 8,849 -4,247 2,231 -9,722 -364 557 4,621 7,166 8,659 900 -1,520 -345 10,568 14,181 Percent of Open Interest Represented by Each Category of Trader 41.0 13.4 2.2 14.7 9.2 1.4 19.8 41.7 4.4 2.2 3.9 0.2 14.0 23.5 Number of Traders in Each Category Total Traders: 177 24 16 12 17 14 12 21 62 21 6 17 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 200,719 Positions 15,988 45,119 31,580 3,962 40,647 737 100,252 45,001 15,875 975 756 36 31,314 20,968 Changes from: March 6, 2012 Total Change is: 36,712 385 4,504 21,878 -1,188 82 -4 5,245 1,703 12,673 -854 -2,493 24 -1,447 -1,655 Percent of Open Interest Represented by Each Category of Trader 8.0 22.5 15.7 2.0 20.3 0.4 49.9 22.4 7.9 0.5 0.4 0.0 15.6 10.4 Number of Traders in Each Category Total Traders: 97 6 15 10 4 8 . 37 22 10 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 133,461 Positions 41,387 44,474 76,288 0 0 0 7,909 5,236 7,140 150 0 0 587 323 Changes from: March 6, 2012 Total Change is: 277 3 -1,820 233 0 0 0 15 1,630 0 -5 0 0 31 234 Percent of Open Interest Represented by Each Category of Trader 31.0 33.3 57.2 0.0 0.0 0.0 5.9 3.9 5.3 0.1 0.0 0.0 0.4 0.2 Number of Traders in Each Category Total Traders: 23 6 11 12 0 0 0 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 247,777 Positions 52,445 81,492 19,560 19,718 209 3,142 90,368 85,909 51,462 2,835 2,212 0 8,247 3,791 Changes from: March 6, 2012 Total Change is: 39,783 -5,801 8,822 4,530 -2,220 -552 0 3,456 -9,712 37,092 113 -74 -114 2,727 -209 Percent of Open Interest Represented by Each Category of Trader 21.2 32.9 7.9 8.0 0.1 1.3 36.5 34.7 20.8 1.1 0.9 0.0 3.3 1.5 Number of Traders in Each Category Total Traders: 115 6 15 4 11 . . 51 16 11 7 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 32,911 Positions 1,614 11,192 3,920 848 325 0 18,199 11,409 3,983 393 338 0 3,954 1,744 Changes from: March 6, 2012 Total Change is: 2,961 30 -3,702 3,690 104 -76 0 -3,897 -258 3,558 -556 0 0 32 -251 Percent of Open Interest Represented by Each Category of Trader 4.9 34.0 11.9 2.6 1.0 0.0 55.3 34.7 12.1 1.2 1.0 0.0 12.0 5.3 Number of Traders in Each Category Total Traders: 51 . 13 5 . . 0 21 7 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 95,629 Positions 17,838 40,224 24,453 4,447 1,471 297 28,396 9,047 6,921 1,781 4,515 1,276 10,222 7,427 Changes from: March 6, 2012 Total Change is: 41,625 2,148 6,675 24,288 1,001 -1,096 -76 5,113 -290 5,743 -1,144 3,587 1,170 3,383 1,624 Percent of Open Interest Represented by Each Category of Trader 18.7 42.1 25.6 4.7 1.5 0.3 29.7 9.5 7.2 1.9 4.7 1.3 10.7 7.8 Number of Traders in Each Category Total Traders: 109 16 19 13 7 4 . 38 12 11 4 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #124601 Open Interest is 20,058 Positions 7,691 7,275 5,260 0 0 0 2,850 644 1,904 0 3,118 377 1,976 1,480 Changes from: March 6, 2012 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 38.3 36.3 26.2 0.0 0.0 0.0 14.2 3.2 9.5 0.0 15.5 1.9 9.9 7.4 Number of Traders in Each Category Total Traders: 20 5 5 5 0 0 0 4 . 4 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 151,141 Positions 28,948 74,552 29,731 8,894 2,941 593 56,784 22,499 4,340 5,359 4,591 0 16,492 11,894 Changes from: March 6, 2012 Total Change is: 43,134 -2,432 7,455 29,401 2,002 -2,191 -152 10,218 3,826 1,985 -489 2,736 -213 2,814 287 Percent of Open Interest Represented by Each Category of Trader 19.2 49.3 19.7 5.9 1.9 0.4 37.6 14.9 2.9 3.5 3.0 0.0 10.9 7.9 Number of Traders in Each Category Total Traders: 107 17 17 11 7 4 . 35 16 11 4 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 967,328 Positions 41,088 197,395 98,962 390,623 170,408 57,295 103,392 189,418 71,287 38,793 35,376 12,848 153,040 134,340 Changes from: March 6, 2012 Total Change is: 120,541 -3,259 20,840 43,779 12,665 -1,767 834 11,715 803 21,668 2,673 6,792 5,729 24,739 21,863 Percent of Open Interest Represented by Each Category of Trader 4.2 20.4 10.2 40.4 17.6 5.9 10.7 19.6 7.4 4.0 3.7 1.3 15.8 13.9 Number of Traders in Each Category Total Traders: 563 34 50 47 121 59 66 102 120 98 39 37 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 303,611 Positions 30,723 86,160 25,278 103,878 40,101 10,474 22,523 28,426 20,520 4,915 11,276 8,203 77,097 73,173 Changes from: March 6, 2012 Total Change is: 50,906 1,816 -2,515 19,389 965 -694 57 618 -7,642 16,705 1,346 261 5,063 4,947 20,282 Percent of Open Interest Represented by Each Category of Trader 10.1 28.4 8.3 34.2 13.2 3.4 7.4 9.4 6.8 1.6 3.7 2.7 25.4 24.1 Number of Traders in Each Category Total Traders: 108 9 17 12 25 11 16 15 21 25 4 5 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 3,318,585 Positions 143,818 648,166 276,426 1,493,681 711,488 174,150 524,465 925,081 133,716 173,460 124,570 19,153 379,716 305,835 Changes from: March 6, 2012 Total Change is: 348,176 -48,102 94,050 144,677 57,096 -6,767 5,285 37,644 24,387 42,652 2,013 28,035 7,952 98,959 7,905 Percent of Open Interest Represented by Each Category of Trader 4.3 19.5 8.3 45.0 21.4 5.2 15.8 27.9 4.0 5.2 3.8 0.6 11.4 9.2 Number of Traders in Each Category Total Traders: 537 30 52 42 107 55 57 101 117 82 36 37 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 126,548 Positions 18,650 30,592 10,904 58,619 58,207 5,146 18,330 13,218 295 4,224 3,119 0 10,380 5,067 Changes from: March 6, 2012 Total Change is: 14,058 299 4,302 10,845 3,025 -2,842 -258 -1,046 1,429 295 59 -463 0 839 750 Percent of Open Interest Represented by Each Category of Trader 14.7 24.2 8.6 46.3 46.0 4.1 14.5 10.4 0.2 3.3 2.5 0.0 8.2 4.0 Number of Traders in Each Category Total Traders: 96 11 9 14 33 12 13 16 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 140,207 Positions 6,086 67,041 18,376 32,914 10,223 3,436 49,314 10,865 14,147 2,414 6,017 1,558 11,961 8,544 Changes from: March 6, 2012 Total Change is: 24,477 -704 2,598 9,216 655 1,085 1,485 2,162 -894 7,299 648 -431 1,154 2,561 2,964 Percent of Open Interest Represented by Each Category of Trader 4.3 47.8 13.1 23.5 7.3 2.5 35.2 7.7 10.1 1.7 4.3 1.1 8.5 6.1 Number of Traders in Each Category Total Traders: 260 20 28 22 37 22 13 81 40 25 16 14 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 22,693 Positions 10,431 13,787 310 0 300 1,036 3,952 3,807 0 250 365 901 5,813 2,187 Changes from: March 6, 2012 Total Change is: 3,075 868 -187 287 0 0 800 -2,355 983 0 30 -614 629 2,816 1,177 Percent of Open Interest Represented by Each Category of Trader 46.0 60.8 1.4 0.0 1.3 4.6 17.4 16.8 0.0 1.1 1.6 4.0 25.6 9.6 Number of Traders in Each Category Total Traders: 24 8 8 . 0 . . . . 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 587,569 Positions 29,270 317,267 39,332 164,572 49,614 12,000 250,436 58,914 47,110 10,822 28,261 3,285 30,742 31,786 Changes from: March 6, 2012 Total Change is: 107,010 856 22,642 35,928 3,277 5,425 3,426 15,624 -16,347 43,458 3,091 915 2,627 -1,277 8,936 Percent of Open Interest Represented by Each Category of Trader 5.0 54.0 6.7 28.0 8.4 2.0 42.6 10.0 8.0 1.8 4.8 0.6 5.2 5.4 Number of Traders in Each Category Total Traders: 259 19 29 18 37 22 12 81 40 24 15 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 458,679 Positions 130,220 30,031 58,294 139,540 208,570 21,501 69,109 99,001 8,579 7,283 13,968 1,258 22,895 17,477 Changes from: March 6, 2012 Total Change is: 42,058 -548 -1,641 32,330 5,936 2,333 -2,735 -1,599 -2,556 6,661 -612 4,516 882 1,743 2,268 Percent of Open Interest Represented by Each Category of Trader 28.4 6.5 12.7 30.4 45.5 4.7 15.1 21.6 1.9 1.6 3.0 0.3 5.0 3.8 Number of Traders in Each Category Total Traders: 243 18 16 16 47 42 25 43 51 22 11 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 45,950 Positions 16,093 677 0 13,882 310 216 6,021 17,627 0 3,129 4,859 0 6,609 22,261 Changes from: March 6, 2012 Total Change is: -4,260 7,168 -544 -9,906 1,896 310 126 2,026 7,041 -4,095 40 -1,031 0 -1,515 3,839 Percent of Open Interest Represented by Each Category of Trader 35.0 1.5 0.0 30.2 0.7 0.5 13.1 38.4 0.0 6.8 10.6 0.0 14.4 48.4 Number of Traders in Each Category Total Traders: 52 10 . 0 11 . . 9 10 0 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 45,893 Positions 7,228 7,417 249 7,940 2,470 756 19,042 7,959 50 2,392 1,403 0 8,236 25,589 Changes from: March 6, 2012 Total Change is: -22,747 -845 -8,869 -2,152 -1,730 -1,808 -88 6,615 621 -8,525 -22 -1,374 -1,720 -14,280 1,168 Percent of Open Interest Represented by Each Category of Trader 15.7 16.2 0.5 17.3 5.4 1.6 41.5 17.3 0.1 5.2 3.1 0.0 17.9 55.8 Number of Traders in Each Category Total Traders: 56 10 10 . 5 . . 14 7 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 56,170 Positions 477 6,035 5,543 35,930 25,131 4,548 3,732 11,460 523 0 0 0 5,417 2,930 Changes from: March 6, 2012 Total Change is: 8,786 -1,920 1,852 5,478 3,688 -674 587 57 892 349 0 0 0 547 302 Percent of Open Interest Represented by Each Category of Trader 0.8 10.7 9.9 64.0 44.7 8.1 6.6 20.4 0.9 0.0 0.0 0.0 9.6 5.2 Number of Traders in Each Category Total Traders: 59 . . . 23 20 10 5 7 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 100,075 Positions 12,281 29,035 7,480 32,367 25,798 3,924 11,057 17,249 4,192 8,064 0 1,361 19,349 11,036 Changes from: March 6, 2012 Total Change is: 17,748 821 772 6,436 -675 583 222 -985 -2,064 3,452 -843 -240 672 8,648 7,915 Percent of Open Interest Represented by Each Category of Trader 12.3 29.0 7.5 32.3 25.8 3.9 11.0 17.2 4.2 8.1 0.0 1.4 19.3 11.0 Number of Traders in Each Category Total Traders: 91 9 15 7 21 11 9 17 6 6 11 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 593,501 Positions 27,484 63,697 5,883 243,818 166,836 90,336 73,743 62,071 8,147 7,436 44,885 0 136,654 151,646 Changes from: March 6, 2012 Total Change is: -11,673 19,162 -18,139 2,177 -22,521 4,556 615 -6,161 -1,814 2,288 -2,567 -5,466 0 -4,666 4,110 Percent of Open Interest Represented by Each Category of Trader 4.6 10.7 1.0 41.1 28.1 15.2 12.4 10.5 1.4 1.3 7.6 0.0 23.0 25.6 Number of Traders in Each Category Total Traders: 170 10 16 8 43 26 34 36 27 12 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 351,049 Positions 2,481 132,066 7,988 246,157 25,421 28,747 1,647 95,786 738 0 4,225 0 63,291 56,078 Changes from: March 6, 2012 Total Change is: -4,659 -2,033 -5,811 -8,079 978 9 -71 -24 3,030 -1,346 0 4,225 0 5,916 3,384 Percent of Open Interest Represented by Each Category of Trader 0.7 37.6 2.3 70.1 7.2 8.2 0.5 27.3 0.2 0.0 1.2 0.0 18.0 16.0 Number of Traders in Each Category Total Traders: 63 . 9 4 33 7 20 . 10 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 827,665 Positions 101,138 62,149 13,084 119,840 286,184 71,415 251,829 190,892 50,878 114,958 33,582 8,351 96,172 111,130 Changes from: March 6, 2012 Total Change is: -23,824 29,548 3,741 -9,817 -9,099 6,194 -1,936 -35,792 -17,647 -11,160 24,634 2,520 1,621 -11,823 2,660 Percent of Open Interest Represented by Each Category of Trader 12.2 7.5 1.6 14.5 34.6 8.6 30.4 23.1 6.1 13.9 4.1 1.0 11.6 13.4 Number of Traders in Each Category Total Traders: 205 18 16 11 34 33 44 36 37 19 14 17 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 1,795,780 Positions 89,741 165,721 23,649 713,715 747,745 169,392 422,914 221,774 33,087 54,202 78,239 13,017 276,063 343,156 Changes from: March 6, 2012 Total Change is: -62,687 -4,266 8,697 -22,218 -12,937 -93,666 25,090 -47,629 47,281 -2,067 3,237 -23,547 2,019 -3,916 -4,276 Percent of Open Interest Represented by Each Category of Trader 5.0 9.2 1.3 39.7 41.6 9.4 23.6 12.3 1.8 3.0 4.4 0.7 15.4 19.1 Number of Traders in Each Category Total Traders: 281 21 33 14 29 63 50 49 58 31 10 18 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 1,380,796 Positions 120,767 119,604 26,970 392,359 682,326 126,856 331,737 96,849 13,978 174,382 65,150 50 193,697 249,013 Changes from: March 6, 2012 Total Change is: 3,143 13,981 -30,211 -10,909 -19,037 12,331 -2,720 35,350 19,352 3,302 2,816 -1,962 -36 -19,604 13,996 Percent of Open Interest Represented by Each Category of Trader 8.7 8.7 2.0 28.4 49.4 9.2 24.0 7.0 1.0 12.6 4.7 0.0 14.0 18.0 Number of Traders in Each Category Total Traders: 187 17 21 13 24 39 33 35 27 15 9 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 530,754 Positions 164,513 174,634 201,972 1,420 1,105 1,703 80,049 55,668 45,097 3,784 3,850 4,341 27,875 42,384 Changes from: March 6, 2012 Total Change is: 17,925 3,203 -940 15,197 302 0 -302 5,690 5,780 -4,202 1,966 100 908 -4,837 1,384 Percent of Open Interest Represented by Each Category of Trader 31.0 32.9 38.1 0.3 0.2 0.3 15.1 10.5 8.5 0.7 0.7 0.8 5.3 8.0 Number of Traders in Each Category Total Traders: 87 19 26 42 . . . 14 15 21 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 8,870,995 Positions 2,182,252 2,086,678 2,045,488 629,170 626,542 135,995 923,519 616,000 1,918,923 70,552 352,410 186,291 778,805 902,668 Changes from: March 6, 2012 Total Change is: 148,056 97,634 -36,864 96,895 -45,866 -24,893 44,504 -48,299 13,065 33,912 -7,760 11,658 21,589 -44,553 -11,810 Percent of Open Interest Represented by Each Category of Trader 24.6 23.5 23.1 7.1 7.1 1.5 10.4 6.9 21.6 0.8 4.0 2.1 8.8 10.2 Number of Traders in Each Category Total Traders: 271 31 58 85 11 12 16 58 56 93 12 14 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 9,315 Positions 4,741 4,101 0 1,383 877 6 1,521 4,016 45 1,390 165 0 229 105 Changes from: March 6, 2012 Total Change is: -359 171 100 0 -7 25 -25 -162 -273 -270 -20 65 0 -46 19 Percent of Open Interest Represented by Each Category of Trader 50.9 44.0 0.0 14.8 9.4 0.1 16.3 43.1 0.5 14.9 1.8 0.0 2.5 1.1 Number of Traders in Each Category Total Traders: 28 . . 0 . 4 . 7 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 8,535 Positions 4,751 4,958 0 984 1,741 0 2,439 1,571 33 40 140 0 288 92 Changes from: March 6, 2012 Total Change is: -2,921 -1,549 -1,606 0 -7 171 0 -633 -373 -781 0 0 0 49 -332 Percent of Open Interest Represented by Each Category of Trader 55.7 58.1 0.0 11.5 20.4 0.0 28.6 18.4 0.4 0.5 1.6 0.0 3.4 1.1 Number of Traders in Each Category Total Traders: 31 . 6 0 . 4 0 6 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 62,925 Positions 15,920 30,678 0 3,149 22 484 28,203 26,863 2,645 3,654 535 0 8,870 1,698 Changes from: March 6, 2012 Total Change is: 9,940 112 680 -209 785 -182 69 8,132 8,471 605 -745 173 0 1,191 333 Percent of Open Interest Represented by Each Category of Trader 25.3 48.8 0.0 5.0 0.0 0.8 44.8 42.7 4.2 5.8 0.9 0.0 14.1 2.7 Number of Traders in Each Category Total Traders: 102 8 4 0 9 . . 39 13 7 23 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 308,953 Positions 147,154 64,098 29,004 39,234 5,522 3,586 9,968 104,097 16,002 3,059 24,744 39,170 21,776 22,730 Changes from: March 6, 2012 Total Change is: 37,879 2,692 909 1,542 8,076 520 204 3,502 7,329 6,942 1,652 7,725 12,854 415 -146 Percent of Open Interest Represented by Each Category of Trader 47.6 20.7 9.4 12.7 1.8 1.2 3.2 33.7 5.2 1.0 8.0 12.7 7.0 7.4 Number of Traders in Each Category Total Traders: 143 13 15 19 11 9 8 22 39 39 12 14 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 17,370 Positions 10,545 459 167 3,203 1,078 0 1,842 13,279 594 290 1,075 678 51 40 Changes from: March 6, 2012 Total Change is: 196 -4 -156 167 477 0 0 -130 -28 0 0 91 204 -518 -82 Percent of Open Interest Represented by Each Category of Trader 60.7 2.6 1.0 18.4 6.2 0.0 10.6 76.4 3.4 1.7 6.2 3.9 0.3 0.2 Number of Traders in Each Category Total Traders: 25 . . . 5 . 0 . 7 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 13, 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 11,692 Positions 966 8,296 980 6,981 0 0 1,140 2,003 0 0 0 0 1,625 413 Changes from: March 6, 2012 Total Change is: 1,342 -29 12 980 71 0 0 110 204 0 0 0 0 210 146 Percent of Open Interest Represented by Each Category of Trader 8.3 71.0 8.4 59.7 0.0 0.0 9.8 17.1 0.0 0.0 0.0 0.0 13.9 3.5 Number of Traders in Each Category Total Traders: 22 . . . 11 0 0 4 . 0 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 16, 2012