Traders in Financial Futures - Futures Only Positions as of April 10, 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 113,833
Positions
10,300 21,532 761 18,691 34,635 362 37,089 32,726 2,494 9,669 99 0 34,467 21,224
Changes from: April 3, 2012 Total Change is: -12,500
401 -7,819 78 783 -150 0 -10,514 -8,648 1,002 608 -762 0 -4,858 3,799
Percent of Open Interest Represented by Each Category of Trader
9.0 18.9 0.7 16.4 30.4 0.3 32.6 28.7 2.2 8.5 0.1 0.0 30.3 18.6
Number of Traders in Each Category Total Traders: 73
4 8 4 7 4 . 20 18 8 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 39,995
Positions
12,340 10,378 439 766 1,914 220 15,055 9,575 168 993 0 0 10,014 17,301
Changes from: April 3, 2012 Total Change is: -3,629
-2,174 -4,327 399 0 417 5 933 -4,394 -61 0 0 0 -2,731 4,332
Percent of Open Interest Represented by Each Category of Trader
30.9 25.9 1.1 1.9 4.8 0.6 37.6 23.9 0.4 2.5 0.0 0.0 25.0 43.3
Number of Traders in Each Category Total Traders: 30
5 5 . . 4 . 7 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 145,522
Positions
46,670 5,042 308 9,118 72,484 4,798 60,999 36,693 352 2,066 3,324 0 21,211 22,521
Changes from: April 3, 2012 Total Change is: 2,862
1,618 -5,145 -147 -849 370 389 6,901 8,369 127 -942 0 0 -4,235 -1,101
Percent of Open Interest Represented by Each Category of Trader
32.1 3.5 0.2 6.3 49.8 3.3 41.9 25.2 0.2 1.4 2.3 0.0 14.6 15.5
Number of Traders in Each Category Total Traders: 92
9 5 4 7 15 5 30 20 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 150,875
Positions
55,399 13,528 493 66,179 9,721 792 16,904 76,439 189 569 2,923 0 10,350 46,790
Changes from: April 3, 2012 Total Change is: 493
-2,322 -628 352 1,886 554 -77 994 3,288 43 69 343 0 -452 -3,382
Percent of Open Interest Represented by Each Category of Trader
36.7 9.0 0.3 43.9 6.4 0.5 11.2 50.7 0.1 0.4 1.9 0.0 6.9 31.0
Number of Traders in Each Category Total Traders: 93
10 7 . 8 8 . 17 36 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 274,830
Positions
142,997 14,675 1,488 27,614 32,196 16,855 47,765 129,486 473 7,165 12,499 692 29,781 66,466
Changes from: April 3, 2012 Total Change is: 33,824
27,695 -4,783 503 -5,661 3,181 4,462 9,491 23,881 -395 921 -1,495 318 -3,510 8,152
Percent of Open Interest Represented by Each Category of Trader
52.0 5.3 0.5 10.0 11.7 6.1 17.4 47.1 0.2 2.6 4.5 0.3 10.8 24.2
Number of Traders in Each Category Total Traders: 165
26 6 4 15 16 9 19 61 7 7 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 154,070
Positions
42,402 31,160 1,173 2,841 41,856 858 77,962 56,100 236 978 720 0 27,620 21,967
Changes from: April 3, 2012 Total Change is: 2,245
9,283 -4,363 845 -430 482 7 -6,058 4,165 -856 -538 24 -12 4 1,953
Percent of Open Interest Represented by Each Category of Trader
27.5 20.2 0.8 1.8 27.2 0.6 50.6 36.4 0.2 0.6 0.5 0.0 17.9 14.3
Number of Traders in Each Category Total Traders: 81
7 10 5 . 10 . 23 25 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 124,330
Positions
42,624 47,307 66,128 851 0 0 6,817 3,502 7,384 0 0 0 526 9
Changes from: April 3, 2012 Total Change is: 561
534 904 0 851 0 0 -625 -277 0 -155 0 0 -44 -66
Percent of Open Interest Represented by Each Category of Trader
34.3 38.0 53.2 0.7 0.0 0.0 5.5 2.8 5.9 0.0 0.0 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 25
8 11 12 . 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 174,230
Positions
48,476 127,071 0 25,467 106 3,364 87,950 37,699 688 2,166 2,450 0 6,119 2,852
Changes from: April 3, 2012 Total Change is: -1,462
1,702 -7,735 0 6,059 -196 71 -7,334 5,699 263 -1,538 228 0 -685 208
Percent of Open Interest Represented by Each Category of Trader
27.8 72.9 0.0 14.6 0.1 1.9 50.5 21.6 0.4 1.2 1.4 0.0 3.5 1.6
Number of Traders in Each Category Total Traders: 108
9 10 0 12 . . 36 25 5 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 21,802
Positions
2,027 15,180 0 544 379 10 15,257 4,118 143 430 338 0 3,391 1,634
Changes from: April 3, 2012 Total Change is: 1,049
167 1,225 0 38 124 10 1,217 -368 -7 -184 0 0 -192 65
Percent of Open Interest Represented by Each Category of Trader
9.3 69.6 0.0 2.5 1.7 0.0 70.0 18.9 0.7 2.0 1.6 0.0 15.6 7.5
Number of Traders in Each Category Total Traders: 51
4 9 0 . . . 20 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 49,867
Positions
11,900 31,462 1,036 4,027 1,938 450 21,475 9,931 27 2,966 394 0 7,987 4,630
Changes from: April 3, 2012 Total Change is: -2,599
61 -1,224 59 -452 728 -87 -2,233 743 -250 -182 -1,960 0 485 -608
Percent of Open Interest Represented by Each Category of Trader
23.9 63.1 2.1 8.1 3.9 0.9 43.1 19.9 0.1 5.9 0.8 0.0 16.0 9.3
Number of Traders in Each Category Total Traders: 92
12 19 . 6 5 . 28 14 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 99,733
Positions
23,800 62,923 2,071 8,054 3,876 899 42,949 19,862 54 5,932 788 0 15,974 9,260
Changes from: April 3, 2012 Total Change is: -5,197
122 -2,447 118 -904 1,456 -174 -4,465 1,486 -500 -363 -3,920 0 969 -1,216
Percent of Open Interest Represented by Each Category of Trader
23.9 63.1 2.1 8.1 3.9 0.9 43.1 19.9 0.1 5.9 0.8 0.0 16.0 9.3
Number of Traders in Each Category Total Traders: 92
12 19 . 6 5 . 28 14 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 790,586
Positions
44,258 194,865 22,043 375,351 172,751 48,494 84,439 180,624 29,766 37,782 27,305 5,450 143,003 109,289
Changes from: April 3, 2012 Total Change is: 14,518
3,576 -25,175 5,261 -5,101 13,178 3,316 -7,937 6,351 9,164 -2,157 -2,996 542 7,855 4,877
Percent of Open Interest Represented by Each Category of Trader
5.6 24.6 2.8 47.5 21.9 6.1 10.7 22.8 3.8 4.8 3.5 0.7 18.1 13.8
Number of Traders in Each Category Total Traders: 556
33 53 27 122 63 60 91 126 68 33 35 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 235,498
Positions
25,514 79,025 2,041 107,232 32,646 8,712 15,753 39,870 1,054 10,405 6,867 1,004 63,783 64,279
Changes from: April 3, 2012 Total Change is: 10,116
7,443 -5,977 1,419 127 1,278 224 614 8,039 116 -1,762 61 67 1,868 4,889
Percent of Open Interest Represented by Each Category of Trader
10.8 33.6 0.9 45.5 13.9 3.7 6.7 16.9 0.4 4.4 2.9 0.4 27.1 27.3
Number of Traders in Each Category Total Traders: 116
13 13 4 27 10 14 15 29 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 2,775,438
Positions
152,199 637,676 41,531 1,368,559 728,489 170,944 428,693 789,031 58,297 151,369 116,673 7,747 396,099 225,050
Changes from: April 3, 2012 Total Change is: 22,011
2,402 -74,254 -2,524 -24,944 60,698 14,262 4,082 38,399 -1,599 -599 -13,910 998 29,933 -59
Percent of Open Interest Represented by Each Category of Trader
5.5 23.0 1.5 49.3 26.2 6.2 15.4 28.4 2.1 5.5 4.2 0.3 14.3 8.1
Number of Traders in Each Category Total Traders: 526
30 53 16 107 60 52 94 117 53 30 35 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 101,351
Positions
10,095 19,906 372 60,774 55,219 5,726 11,238 12,384 917 4,055 3,251 0 8,174 3,576
Changes from: April 3, 2012 Total Change is: 1,082
1,355 178 -36 4,324 -2,958 150 -3,252 2,475 727 -684 172 0 -1,502 374
Percent of Open Interest Represented by Each Category of Trader
10.0 19.6 0.4 60.0 54.5 5.6 11.1 12.2 0.9 4.0 3.2 0.0 8.1 3.5
Number of Traders in Each Category Total Traders: 98
12 9 . 38 11 11 13 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 102,199
Positions
5,194 54,831 3,671 32,775 7,473 1,455 41,479 14,835 3,675 1,751 7,249 372 11,827 8,638
Changes from: April 3, 2012 Total Change is: 12,776
-78 3,765 3,427 1,032 197 226 -1,476 1,250 2,883 57 -507 294 6,411 1,241
Percent of Open Interest Represented by Each Category of Trader
5.1 53.7 3.6 32.1 7.3 1.4 40.6 14.5 3.6 1.7 7.1 0.4 11.6 8.5
Number of Traders in Each Category Total Traders: 259
20 32 8 33 22 10 70 45 13 16 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 12,359
Positions
3,627 8,388 0 1,036 0 0 1,317 2,274 0 0 313 261 6,118 1,123
Changes from: April 3, 2012 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
29.3 67.9 0.0 8.4 0.0 0.0 10.7 18.4 0.0 0.0 2.5 2.1 49.5 9.1
Number of Traders in Each Category Total Traders: 20
4 7 0 . 0 0 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 449,201
Positions
25,072 249,453 1,119 158,697 37,363 7,276 214,794 76,787 4,390 8,755 34,681 555 28,543 37,577
Changes from: April 3, 2012 Total Change is: 2,083
-1,289 -5,881 -102 -20 986 1,129 18 8,863 433 285 -4,100 164 1,465 591
Percent of Open Interest Represented by Each Category of Trader
5.6 55.5 0.2 35.3 8.3 1.6 47.8 17.1 1.0 1.9 7.7 0.1 6.4 8.4
Number of Traders in Each Category Total Traders: 258
21 31 5 33 22 10 72 43 10 16 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 396,218
Positions
143,985 26,784 6,710 134,475 204,314 21,838 54,852 103,932 3,569 4,395 9,304 59 26,335 19,708
Changes from: April 3, 2012 Total Change is: 16,924
14,808 -1,252 317 -3,192 6,042 -867 30 6,062 -123 -682 535 43 6,590 6,167
Percent of Open Interest Represented by Each Category of Trader
36.3 6.8 1.7 33.9 51.6 5.5 13.8 26.2 0.9 1.1 2.3 0.0 6.6 5.0
Number of Traders in Each Category Total Traders: 243
19 12 . 52 44 22 38 57 13 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 44,073
Positions
13,600 672 0 11,875 410 317 9,607 13,540 0 2,106 6,694 0 6,568 22,440
Changes from: April 3, 2012 Total Change is: -5,585
-3,159 212 -361 -2,230 50 -40 636 -3,244 0 -991 -210 0 560 -1,992
Percent of Open Interest Represented by Each Category of Trader
30.9 1.5 0.0 26.9 0.9 0.7 21.8 30.7 0.0 4.8 15.2 0.0 14.9 50.9
Number of Traders in Each Category Total Traders: 48
8 . 0 13 . 4 10 6 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 46,491
Positions
6,499 11,424 1,148 8,690 1,521 867 15,902 1,727 3,731 3,321 1,100 0 6,333 24,973
Changes from: April 3, 2012 Total Change is: -2,948
244 1,446 -111 20 451 194 -2,272 362 284 17 -1,486 0 -1,324 -4,088
Percent of Open Interest Represented by Each Category of Trader
14.0 24.6 2.5 18.7 3.3 1.9 34.2 3.7 8.0 7.1 2.4 0.0 13.6 53.7
Number of Traders in Each Category Total Traders: 53
10 12 7 6 4 . 12 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 53,618
Positions
222 8,903 1,197 36,429 21,030 4,333 6,214 15,666 41 0 0 0 5,182 2,448
Changes from: April 3, 2012 Total Change is: 1,864
2 -78 250 1,269 -1,153 921 -663 1,876 -210 0 0 0 295 258
Percent of Open Interest Represented by Each Category of Trader
0.4 16.6 2.2 67.9 39.2 8.1 11.6 29.2 0.1 0.0 0.0 0.0 9.7 4.6
Number of Traders in Each Category Total Traders: 60
. 4 . 20 20 8 6 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 83,728
Positions
12,165 29,732 1,335 36,821 7,246 3,244 11,117 36,858 58 7,781 903 256 10,951 4,096
Changes from: April 3, 2012 Total Change is: -975
-209 627 -203 -44 -690 286 -249 -1,463 32 -418 256 20 -190 160
Percent of Open Interest Represented by Each Category of Trader
14.5 35.5 1.6 44.0 8.7 3.9 13.3 44.0 0.1 9.3 1.1 0.3 13.1 4.9
Number of Traders in Each Category Total Traders: 95
9 14 5 22 12 10 13 12 . 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 596,803
Positions
18,788 62,805 6,025 216,900 157,575 98,731 91,773 60,476 9,031 13,609 71,001 82 141,864 131,077
Changes from: April 3, 2012 Total Change is: 23,167
-1,553 -1,438 2,594 -3,243 7,912 4,487 12,788 -1,421 2,343 -1,875 18,260 -2,223 9,849 -7,347
Percent of Open Interest Represented by Each Category of Trader
3.1 10.5 1.0 36.3 26.4 16.5 15.4 10.1 1.5 2.3 11.9 0.0 23.8 22.0
Number of Traders in Each Category Total Traders: 167
11 16 7 40 26 33 28 29 13 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 356,434
Positions
2,476 134,638 439 260,759 16,535 31,219 1,600 113,935 56 4,329 8,291 0 55,556 51,321
Changes from: April 3, 2012 Total Change is: 12,112
0 -1,911 -207 12,540 -3,146 -3,166 0 14,276 0 1,777 1,000 0 1,168 5,266
Percent of Open Interest Represented by Each Category of Trader
0.7 37.8 0.1 73.2 4.6 8.8 0.4 32.0 0.0 1.2 2.3 0.0 15.6 14.4
Number of Traders in Each Category Total Traders: 69
. 11 . 33 6 21 . 12 . . . 0
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Traders in Financial Futures - Futures Only Positions as of April 10, 2012
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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 :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 790,264
Positions
69,147 77,953 4,536 170,807 236,134 73,887 208,516 219,760 23,016 138,413 42,052 6,762 95,180 106,164
Changes from: April 3, 2012 Total Change is: 4,849
-23,141 28,864 3,938 42,392 -41,345 -7,084 -24,846 30,913 36 9,499 -5,114 -3 4,058 -5,356
Percent of Open Interest Represented by Each Category of Trader
8.7 9.9 0.6 21.6 29.9 9.3 26.4 27.8 2.9 17.5 5.3 0.9 12.0 13.4
Number of Traders in Each Category Total Traders: 224
19 20 . 37 27 38 38 46 24 15 22 .
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Traders in Financial Futures - Futures Only Positions as of April 10, 2012
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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 :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,773,855
Positions
82,163 179,856 28,888 654,753 591,879 223,550 362,539 276,398 44,034 99,458 79,331 12,769 265,701 337,150
Changes from: April 3, 2012 Total Change is: 38,435
-30,146 25,869 7,702 42,853 -36,143 -14,708 15,887 62,388 4,990 -6,006 -212 -1,759 19,622 -9,692
Percent of Open Interest Represented by Each Category of Trader
4.6 10.1 1.6 36.9 33.4 12.6 20.4 15.6 2.5 5.6 4.5 0.7 15.0 19.0
Number of Traders in Each Category Total Traders: 279
23 44 17 30 58 47 35 60 34 10 19 8
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Traders in Financial Futures - Futures Only Positions as of April 10, 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 :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,307,839
Positions
71,324 142,759 32,925 368,788 565,692 143,756 288,298 91,938 16,066 194,001 75,671 191 192,490 238,841
Changes from: April 3, 2012 Total Change is: 32,967
-38,230 35,528 9,963 -259 -8,673 2,150 40,693 762 1,344 -4,394 -1,783 6 21,694 -6,330
Percent of Open Interest Represented by Each Category of Trader
5.5 10.9 2.5 28.2 43.3 11.0 22.0 7.0 1.2 14.8 5.8 0.0 14.7 18.3
Number of Traders in Each Category Total Traders: 190
9 26 8 28 35 34 29 34 16 12 17 .
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Traders in Financial Futures - Futures Only Positions as of April 10, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 520,321
Positions
169,565 164,362 187,662 0 5,701 1,200 74,248 51,683 54,660 3,098 2,448 5,598 24,290 47,007
Changes from: April 3, 2012 Total Change is: 361
-494 -5,247 2,945 0 1,085 0 -893 -279 -175 -153 -780 190 -1,059 2,622
Percent of Open Interest Represented by Each Category of Trader
32.6 31.6 36.1 0.0 1.1 0.2 14.3 9.9 10.5 0.6 0.5 1.1 4.7 9.0
Number of Traders in Each Category Total Traders: 82
20 25 42 0 . . 13 14 23 . . .
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Traders in Financial Futures - Futures Only Positions as of April 10, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,548,758
Positions
2,261,688 2,052,278 1,891,718 431,220 693,962 174,343 918,018 521,580 1,763,912 91,593 350,906 228,522 787,744 871,537
Changes from: April 3, 2012 Total Change is: 110,746
-32,412 137,937 44,287 -27,884 -114,410 20,736 46,361 -16,776 1,345 12,277 5,237 46,153 -117 -13,763
Percent of Open Interest Represented by Each Category of Trader
26.5 24.0 22.1 5.0 8.1 2.0 10.7 6.1 20.6 1.1 4.1 2.7 9.2 10.2
Number of Traders in Each Category Total Traders: 251
33 49 81 15 8 17 58 47 91 11 11 16
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Traders in Financial Futures - Futures Only Positions as of April 10, 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 :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,101
Positions
3,963 1,704 0 657 973 6 3,939 6,956 21 1,364 300 0 151 141
Changes from: April 3, 2012 Total Change is: -520
116 -701 0 11 106 0 -705 109 -3 44 -30 0 17 -1
Percent of Open Interest Represented by Each Category of Trader
39.2 16.9 0.0 6.5 9.6 0.1 39.0 68.9 0.2 13.5 3.0 0.0 1.5 1.4
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 6 6 . . . 0
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Traders in Financial Futures - Futures Only Positions as of April 10, 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 :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 7,922
Positions
5,112 3,424 0 1,170 1,837 45 1,330 2,138 0 66 381 0 199 97
Changes from: April 3, 2012 Total Change is: -222
-883 -114 0 0 -200 0 615 -203 0 0 281 0 46 14
Percent of Open Interest Represented by Each Category of Trader
64.5 43.2 0.0 14.8 23.2 0.6 16.8 27.0 0.0 0.8 4.8 0.0 2.5 1.2
Number of Traders in Each Category Total Traders: 33
4 4 0 . 5 . 5 9 0 . . 0
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Traders in Financial Futures - Futures Only Positions as of April 10, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 46,655
Positions
15,749 20,875 0 2,319 81 360 15,302 22,674 500 4,035 377 0 8,390 1,788
Changes from: April 3, 2012 Total Change is: 2,061
112 371 0 406 25 -34 1,392 2,662 -319 39 -17 -6 471 -621
Percent of Open Interest Represented by Each Category of Trader
33.8 44.7 0.0 5.0 0.2 0.8 32.8 48.6 1.1 8.6 0.8 0.0 18.0 3.8
Number of Traders in Each Category Total Traders: 102
6 4 0 9 . . 31 18 . 26 6 0
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Traders in Financial Futures - Futures Only Positions as of April 10, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 322,529
Positions
148,479 66,984 37,214 37,677 4,521 6,521 2,569 100,848 25,567 664 12,918 40,684 23,154 27,272
Changes from: April 3, 2012 Total Change is: 12,017
4,953 5,752 3,472 2,289 -1,378 -1,965 -3,799 4,165 6,794 -591 -4,499 2,246 -1,382 -2,570
Percent of Open Interest Represented by Each Category of Trader
46.0 20.8 11.5 11.7 1.4 2.0 0.8 31.3 7.9 0.2 4.0 12.6 7.2 8.5
Number of Traders in Each Category Total Traders: 129
14 13 22 14 9 9 10 45 36 5 13 13
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Traders in Financial Futures - Futures Only Positions as of April 10, 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 :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 7,348
Positions
843 1,023 0 3,306 911 0 1,968 3,564 594 290 917 286 61 53
Changes from: April 3, 2012 Total Change is: 3
-1 88 0 0 -81 0 0 -3 0 0 4 2 2 -7
Percent of Open Interest Represented by Each Category of Trader
11.5 13.9 0.0 45.0 12.4 0.0 26.8 48.5 8.1 3.9 12.5 3.9 0.8 0.7
Number of Traders in Each Category Total Traders: 22
. . 0 5 . 0 . 5 . . . .
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Updated April 13, 2012