Traders in Financial Futures - Futures Only Positions as of April 3, 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 126,333 Positions 9,899 29,351 683 17,908 34,785 362 47,603 41,374 1,492 9,061 861 0 39,325 17,425 Changes from: March 27, 2012 Total Change is: 3,712 -1,644 4,024 -57 -601 -40 199 4,447 -1,529 -382 270 647 0 1,480 850 Percent of Open Interest Represented by Each Category of Trader 7.8 23.2 0.5 14.2 27.5 0.3 37.7 32.7 1.2 7.2 0.7 0.0 31.1 13.8 Number of Traders in Each Category Total Traders: 77 4 8 4 7 4 . 25 17 8 10 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 43,624 Positions 14,514 14,705 40 766 1,497 215 14,122 13,969 229 993 0 0 12,745 12,969 Changes from: March 27, 2012 Total Change is: 772 -1,057 1,313 0 -102 -7 55 444 -201 8 456 0 0 968 -396 Percent of Open Interest Represented by Each Category of Trader 33.3 33.7 0.1 1.8 3.4 0.5 32.4 32.0 0.5 2.3 0.0 0.0 29.2 29.7 Number of Traders in Each Category Total Traders: 34 4 6 . . . . 8 10 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 142,660 Positions 45,052 10,187 455 9,967 72,114 4,409 54,098 28,324 225 3,008 3,324 0 25,446 23,622 Changes from: March 27, 2012 Total Change is: 7,513 -1,489 7,418 -424 343 -547 666 6,560 -62 12 967 -726 0 878 1,176 Percent of Open Interest Represented by Each Category of Trader 31.6 7.1 0.3 7.0 50.5 3.1 37.9 19.9 0.2 2.1 2.3 0.0 17.8 16.6 Number of Traders in Each Category Total Traders: 87 7 8 4 8 14 6 25 17 4 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 150,382 Positions 57,721 14,156 141 64,293 9,167 869 15,910 73,151 146 500 2,580 0 10,802 50,172 Changes from: March 27, 2012 Total Change is: 4,885 364 4,238 1 543 -621 173 4,738 -1,520 88 -410 242 0 -612 2,284 Percent of Open Interest Represented by Each Category of Trader 38.4 9.4 0.1 42.8 6.1 0.6 10.6 48.6 0.1 0.3 1.7 0.0 7.2 33.4 Number of Traders in Each Category Total Traders: 93 10 7 . 8 8 . 16 39 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 241,006 Positions 115,302 19,458 985 33,275 29,015 12,393 38,274 105,605 868 6,244 13,994 374 33,291 58,314 Changes from: March 27, 2012 Total Change is: 1,560 -3,356 3,675 -269 -6,341 -803 6,184 7,350 -6,800 341 698 678 -309 -2,738 -1,137 Percent of Open Interest Represented by Each Category of Trader 47.8 8.1 0.4 13.8 12.0 5.1 15.9 43.8 0.4 2.6 5.8 0.2 13.8 24.2 Number of Traders in Each Category Total Traders: 163 24 6 6 17 15 10 24 55 11 6 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 151,825 Positions 33,119 35,523 328 3,271 41,374 851 84,020 51,935 1,092 1,516 696 12 27,616 20,014 Changes from: March 27, 2012 Total Change is: 4,452 12,974 -2,456 74 -632 999 114 -9,002 4,217 210 470 -12 0 244 1,306 Percent of Open Interest Represented by Each Category of Trader 21.8 23.4 0.2 2.2 27.3 0.6 55.3 34.2 0.7 1.0 0.5 0.0 18.2 13.2 Number of Traders in Each Category Total Traders: 88 6 10 4 . 9 . 28 26 4 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 123,769 Positions 42,090 46,403 66,128 0 0 0 7,442 3,779 7,384 155 0 0 570 75 Changes from: March 27, 2012 Total Change is: 207 89 244 0 0 0 0 -129 -205 244 -10 0 0 13 -76 Percent of Open Interest Represented by Each Category of Trader 34.0 37.5 53.4 0.0 0.0 0.0 6.0 3.1 6.0 0.1 0.0 0.0 0.5 0.1 Number of Traders in Each Category Total Traders: 23 7 9 12 0 0 0 . 4 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 175,692 Positions 46,774 134,806 0 19,408 302 3,293 95,284 32,000 425 3,704 2,222 0 6,804 2,644 Changes from: March 27, 2012 Total Change is: -2,859 5 -945 0 -312 302 151 -1,351 -2,664 49 -354 -171 0 -1,047 419 Percent of Open Interest Represented by Each Category of Trader 26.6 76.7 0.0 11.0 0.2 1.9 54.2 18.2 0.2 2.1 1.3 0.0 3.9 1.5 Number of Traders in Each Category Total Traders: 110 8 9 0 11 . . 52 14 5 9 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 20,753 Positions 1,860 13,955 0 506 255 0 14,040 4,486 150 614 338 0 3,583 1,569 Changes from: March 27, 2012 Total Change is: 506 -74 1,999 0 -45 -50 0 312 -1,680 -2 187 0 0 128 239 Percent of Open Interest Represented by Each Category of Trader 9.0 67.2 0.0 2.4 1.2 0.0 67.7 21.6 0.7 3.0 1.6 0.0 17.3 7.6 Number of Traders in Each Category Total Traders: 47 . 8 0 . . 0 19 9 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 52,465 Positions 11,839 32,685 977 4,479 1,210 537 23,707 9,188 277 3,148 2,354 0 7,503 5,238 Changes from: March 27, 2012 Total Change is: -904 71 -837 20 -81 -241 -117 -1,022 -1,861 -113 51 1,496 0 287 749 Percent of Open Interest Represented by Each Category of Trader 22.6 62.3 1.9 8.5 2.3 1.0 45.2 17.5 0.5 6.0 4.5 0.0 14.3 10.0 Number of Traders in Each Category Total Traders: 101 14 18 . 8 4 . 35 11 5 6 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 104,930 Positions 23,678 65,370 1,953 8,958 2,420 1,073 47,414 18,376 554 6,295 4,708 0 15,005 10,476 Changes from: March 27, 2012 Total Change is: -1,807 141 -1,673 40 -161 -482 -234 -2,043 -3,721 -225 101 2,991 0 574 1,497 Percent of Open Interest Represented by Each Category of Trader 22.6 62.3 1.9 8.5 2.3 1.0 45.2 17.5 0.5 6.0 4.5 0.0 14.3 10.0 Number of Traders in Each Category Total Traders: 101 14 18 . 8 4 . 35 11 5 6 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 776,067 Positions 40,682 220,039 16,782 380,452 159,573 45,178 92,376 174,273 20,602 39,939 30,301 4,908 135,148 104,412 Changes from: March 27, 2012 Total Change is: 3,339 2,620 7,205 3,125 -13,287 503 700 8,770 -7,082 2,588 715 1,161 1,529 -3,420 -6,390 Percent of Open Interest Represented by Each Category of Trader 5.2 28.4 2.2 49.0 20.6 5.8 11.9 22.5 2.7 5.1 3.9 0.6 17.4 13.5 Number of Traders in Each Category Total Traders: 555 30 56 25 124 57 62 97 117 64 34 40 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 225,382 Positions 18,071 85,002 622 107,105 31,368 8,488 15,139 31,831 938 12,167 6,806 937 61,915 59,390 Changes from: March 27, 2012 Total Change is: -797 1,481 4,290 -176 -2,530 -427 -179 -312 575 -430 1,198 -812 198 -47 -3,836 Percent of Open Interest Represented by Each Category of Trader 8.0 37.7 0.3 47.5 13.9 3.8 6.7 14.1 0.4 5.4 3.0 0.4 27.5 26.4 Number of Traders in Each Category Total Traders: 108 8 15 . 27 9 12 14 26 9 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 2,753,427 Positions 149,797 711,930 44,055 1,393,503 667,791 156,682 424,611 750,632 59,896 151,968 130,583 6,749 366,166 225,109 Changes from: March 27, 2012 Total Change is: 20,681 12,757 21,639 9,443 -55,660 2,774 6,272 50,676 -33,015 9,820 3,509 15,789 731 -16,867 -12,772 Percent of Open Interest Represented by Each Category of Trader 5.4 25.9 1.6 50.6 24.3 5.7 15.4 27.3 2.2 5.5 4.7 0.2 13.3 8.2 Number of Traders in Each Category Total Traders: 528 29 54 17 109 55 55 102 107 53 32 40 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 100,269 Positions 8,740 19,728 408 56,450 58,177 5,576 14,490 9,909 190 4,739 3,079 0 9,676 3,202 Changes from: March 27, 2012 Total Change is: -371 -620 160 321 -632 -1,726 223 574 171 140 98 -25 0 -475 365 Percent of Open Interest Represented by Each Category of Trader 8.7 19.7 0.4 56.3 58.0 5.6 14.5 9.9 0.2 4.7 3.1 0.0 9.7 3.2 Number of Traders in Each Category Total Traders: 99 11 10 . 35 12 12 15 9 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 89,424 Positions 5,272 51,067 244 31,743 7,275 1,229 42,955 13,585 791 1,694 7,756 78 5,416 7,397 Changes from: March 27, 2012 Total Change is: 2,289 1,146 2,930 -7 -278 -17 156 1,858 -1,264 -397 111 553 -54 -246 389 Percent of Open Interest Represented by Each Category of Trader 5.9 57.1 0.3 35.5 8.1 1.4 48.0 15.2 0.9 1.9 8.7 0.1 6.1 8.3 Number of Traders in Each Category Total Traders: 260 23 31 6 36 21 9 76 42 8 15 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 447,118 Positions 26,361 255,334 1,221 158,717 36,377 6,147 214,776 67,924 3,957 8,470 38,781 391 27,078 36,986 Changes from: March 27, 2012 Total Change is: 11,444 5,729 14,650 -36 -1,390 -86 781 9,288 -6,318 -1,984 555 2,763 -270 -1,229 1,944 Percent of Open Interest Represented by Each Category of Trader 5.9 57.1 0.3 35.5 8.1 1.4 48.0 15.2 0.9 1.9 8.7 0.1 6.1 8.3 Number of Traders in Each Category Total Traders: 260 23 31 6 36 21 9 76 42 8 15 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 379,294 Positions 129,177 28,036 6,393 137,667 198,272 22,705 54,822 97,870 3,692 5,077 8,769 16 19,745 13,541 Changes from: March 27, 2012 Total Change is: 7,090 6,984 -696 248 -1,846 6,035 1,980 -186 -314 1,329 -871 -1,692 -8 -540 208 Percent of Open Interest Represented by Each Category of Trader 34.1 7.4 1.7 36.3 52.3 6.0 14.5 25.8 1.0 1.3 2.3 0.0 5.2 3.6 Number of Traders in Each Category Total Traders: 249 18 13 4 54 43 20 48 53 12 10 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 49,658 Positions 16,759 460 361 14,105 360 357 8,971 16,784 0 3,097 6,904 0 6,008 24,432 Changes from: March 27, 2012 Total Change is: 3,999 230 -220 346 -398 50 0 4,459 1,454 0 -222 109 0 -416 2,260 Percent of Open Interest Represented by Each Category of Trader 33.7 0.9 0.7 28.4 0.7 0.7 18.1 33.8 0.0 6.2 13.9 0.0 12.1 49.2 Number of Traders in Each Category Total Traders: 55 11 . . 14 . . 10 7 0 6 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 49,439 Positions 6,255 9,978 1,259 8,670 1,070 673 18,174 1,365 3,447 3,304 2,586 0 7,657 29,061 Changes from: March 27, 2012 Total Change is: 2,564 443 1,618 552 71 -1,325 -76 1,214 -102 335 140 310 0 -115 1,252 Percent of Open Interest Represented by Each Category of Trader 12.7 20.2 2.5 17.5 2.2 1.4 36.8 2.8 7.0 6.7 5.2 0.0 15.5 58.8 Number of Traders in Each Category Total Traders: 53 11 13 6 6 . . 13 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 51,754 Positions 220 8,981 947 35,160 22,183 3,412 6,877 13,790 251 0 0 0 4,887 2,190 Changes from: March 27, 2012 Total Change is: 1,898 0 309 -86 184 -267 -311 1,940 1,776 118 0 0 0 53 359 Percent of Open Interest Represented by Each Category of Trader 0.4 17.4 1.8 67.9 42.9 6.6 13.3 26.6 0.5 0.0 0.0 0.0 9.4 4.2 Number of Traders in Each Category Total Traders: 60 . 4 . 20 21 9 7 7 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 84,703 Positions 12,374 29,105 1,538 36,865 7,936 2,958 11,366 38,321 26 8,199 647 236 11,141 3,936 Changes from: March 27, 2012 Total Change is: 411 -55 463 521 3,346 -4,830 -941 705 5,387 0 601 647 0 -3,766 -836 Percent of Open Interest Represented by Each Category of Trader 14.6 34.4 1.8 43.5 9.4 3.5 13.4 45.2 0.0 9.7 0.8 0.3 13.2 4.6 Number of Traders in Each Category Total Traders: 97 9 13 5 24 12 9 13 14 . 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 573,636 Positions 20,341 64,243 3,431 220,143 149,663 94,244 78,985 61,897 6,688 15,484 52,741 2,305 132,015 138,424 Changes from: March 27, 2012 Total Change is: 2,296 -1,199 5,471 -1,087 -22,655 -1,914 3,741 10,270 -6,216 -134 6,408 7,465 2,305 4,647 -7,335 Percent of Open Interest Represented by Each Category of Trader 3.5 11.2 0.6 38.4 26.1 16.4 13.8 10.8 1.2 2.7 9.2 0.4 23.0 24.1 Number of Traders in Each Category Total Traders: 158 10 14 6 39 26 31 27 27 11 5 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 344,322 Positions 2,476 136,549 646 248,219 19,681 34,385 1,600 99,659 56 2,552 7,291 0 54,388 46,055 Changes from: March 27, 2012 Total Change is: -6,855 -5 -10,535 -173 -4,014 99 1,920 -47 -882 -682 -448 3,600 0 -3,406 -202 Percent of Open Interest Represented by Each Category of Trader 0.7 39.7 0.2 72.1 5.7 10.0 0.5 28.9 0.0 0.7 2.1 0.0 15.8 13.4 Number of Traders in Each Category Total Traders: 70 . 11 . 32 9 23 . 12 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 785,415 Positions 92,288 49,089 598 128,415 277,479 80,971 233,362 188,847 22,980 128,914 47,166 6,765 91,122 111,520 Changes from: March 27, 2012 Total Change is: -31,309 -16,651 -9,111 -2,648 -8,877 -58,173 6,077 13,711 44,190 -11,723 -20,757 1,205 85 9,474 -1,211 Percent of Open Interest Represented by Each Category of Trader 11.8 6.3 0.1 16.3 35.3 10.3 29.7 24.0 2.9 16.4 6.0 0.9 11.6 14.2 Number of Traders in Each Category Total Traders: 213 20 13 4 36 30 37 38 37 21 17 21 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 1,735,420 Positions 112,309 153,987 21,186 611,900 628,022 238,258 346,652 214,010 39,044 105,464 79,543 14,528 246,079 346,842 Changes from: March 27, 2012 Total Change is: -22,125 -1,772 14,400 -1,304 -47,939 -84,266 50,644 -56,363 -9,826 571 24,324 4,110 7,114 2,600 -3,568 Percent of Open Interest Represented by Each Category of Trader 6.5 8.9 1.2 35.3 36.2 13.7 20.0 12.3 2.2 6.1 4.6 0.8 14.2 20.0 Number of Traders in Each Category Total Traders: 284 24 35 15 29 63 49 34 68 34 13 18 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 1,274,872 Positions 109,554 107,231 22,962 369,047 574,365 141,606 247,605 91,176 14,722 198,395 77,454 185 170,796 245,171 Changes from: March 27, 2012 Total Change is: -105,813 -16,309 -45,657 -1,238 20,418 -41,373 823 -120,055 -22,420 -5,349 2,249 11,385 135 13,513 -2,119 Percent of Open Interest Represented by Each Category of Trader 8.6 8.4 1.8 28.9 45.1 11.1 19.4 7.2 1.2 15.6 6.1 0.0 13.4 19.2 Number of Traders in Each Category Total Traders: 188 15 21 6 28 35 34 28 32 18 13 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 519,960 Positions 170,059 169,609 184,717 0 4,616 1,200 75,141 51,962 54,835 3,251 3,228 5,408 25,349 44,385 Changes from: March 27, 2012 Total Change is: -51,479 -9,738 -19,065 -30,447 -1,700 70 -223 -9,648 -1,249 506 -1,779 -2,076 950 600 55 Percent of Open Interest Represented by Each Category of Trader 32.7 32.6 35.5 0.0 0.9 0.2 14.5 10.0 10.5 0.6 0.6 1.0 4.9 8.5 Number of Traders in Each Category Total Traders: 80 17 27 40 0 . . 11 15 21 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 8,438,012 Positions 2,294,100 1,914,341 1,847,431 459,104 808,372 153,607 871,657 538,356 1,762,567 79,316 345,669 182,369 787,861 885,300 Changes from: March 27, 2012 Total Change is: 178,796 93,272 94,609 22,997 -7,273 26,788 -5,953 73,262 30,268 19,759 7,436 18,527 -13,261 -11,443 -14,938 Percent of Open Interest Represented by Each Category of Trader 27.2 22.7 21.9 5.4 9.6 1.8 10.3 6.4 20.9 0.9 4.1 2.2 9.3 10.5 Number of Traders in Each Category Total Traders: 256 36 48 82 14 10 17 56 54 87 11 11 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 10,621 Positions 3,847 2,405 0 646 867 6 4,644 6,847 24 1,320 330 0 134 142 Changes from: March 27, 2012 Total Change is: 461 -568 -255 0 50 0 0 990 557 0 0 155 0 -11 4 Percent of Open Interest Represented by Each Category of Trader 36.2 22.6 0.0 6.1 8.2 0.1 43.7 64.5 0.2 12.4 3.1 0.0 1.3 1.3 Number of Traders in Each Category Total Traders: 29 . . 0 . 4 . 6 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 8,144 Positions 5,995 3,538 0 1,170 2,037 45 715 2,341 0 66 100 0 153 83 Changes from: March 27, 2012 Total Change is: 585 1,335 87 0 191 331 0 -972 181 0 1 0 0 30 -14 Percent of Open Interest Represented by Each Category of Trader 73.6 43.4 0.0 14.4 25.0 0.6 8.8 28.7 0.0 0.8 1.2 0.0 1.9 1.0 Number of Traders in Each Category Total Traders: 30 . 5 0 . 5 . . 11 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 44,594 Positions 15,637 20,504 0 1,913 56 394 13,910 20,012 819 3,996 394 6 7,919 2,409 Changes from: March 27, 2012 Total Change is: -7,332 -616 -506 0 -757 56 -152 -5,654 -7,441 296 171 15 6 -626 394 Percent of Open Interest Represented by Each Category of Trader 35.1 46.0 0.0 4.3 0.1 0.9 31.2 44.9 1.8 9.0 0.9 0.0 17.8 5.4 Number of Traders in Each Category Total Traders: 96 6 4 0 8 . . 29 18 5 23 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 310,512 Positions 143,526 61,232 33,742 35,388 5,899 8,486 6,368 96,683 18,773 1,255 17,417 38,438 24,536 29,842 Changes from: March 27, 2012 Total Change is: 6,173 -10,896 -2,809 6,953 4,056 -442 4,339 -623 -4,647 4,883 -653 -1,346 -3,583 1,697 2,825 Percent of Open Interest Represented by Each Category of Trader 46.2 19.7 10.9 11.4 1.9 2.7 2.1 31.1 6.0 0.4 5.6 12.4 7.9 9.6 Number of Traders in Each Category Total Traders: 125 14 13 24 10 9 7 13 44 38 7 9 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 3, 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 7,345 Positions 844 935 0 3,306 992 0 1,968 3,567 594 290 913 284 59 60 Changes from: March 27, 2012 Total Change is: -190 -162 -29 0 -41 -40 0 338 189 -330 0 0 0 5 20 Percent of Open Interest Represented by Each Category of Trader 11.5 12.7 0.0 45.0 13.5 0.0 26.8 48.6 8.1 3.9 12.4 3.9 0.8 0.8 Number of Traders in Each Category Total Traders: 22 . . 0 5 . 0 . 5 . . . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 6, 2012