Traders in Financial Futures - Futures Only Positions as of April 24, 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 134,899
Positions
10,107 42,754 826 18,899 34,100 371 50,767 36,613 1,853 10,472 637 268 41,336 17,477
Changes from: April 17, 2012 Total Change is: 6,058
-195 7,473 92 4 -376 3 2,729 14 -162 824 -313 268 2,495 -941
Percent of Open Interest Represented by Each Category of Trader
7.5 31.7 0.6 14.0 25.3 0.3 37.6 27.1 1.4 7.8 0.5 0.2 30.6 13.0
Number of Traders in Each Category Total Traders: 83
4 11 5 7 4 . 27 16 7 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 40,155
Positions
12,741 10,099 397 676 1,911 305 13,275 12,575 120 537 0 0 12,104 14,748
Changes from: April 17, 2012 Total Change is: -1,203
-2,022 22 274 0 -7 0 -2,177 527 22 0 0 0 2,700 -2,041
Percent of Open Interest Represented by Each Category of Trader
31.7 25.2 1.0 1.7 4.8 0.8 33.1 31.3 0.3 1.3 0.0 0.0 30.1 36.7
Number of Traders in Each Category Total Traders: 32
6 4 . . 4 . 5 11 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 173,368
Positions
32,026 67,526 207 8,991 46,521 6,599 87,043 29,109 338 2,444 3,324 0 35,720 19,744
Changes from: April 17, 2012 Total Change is: 16,353
-11,277 32,977 -623 178 -9,466 592 16,781 -6,105 -321 398 0 0 10,625 -701
Percent of Open Interest Represented by Each Category of Trader
18.5 38.9 0.1 5.2 26.8 3.8 50.2 16.8 0.2 1.4 1.9 0.0 20.6 11.4
Number of Traders in Each Category Total Traders: 102
6 10 . 7 16 5 40 17 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 137,636
Positions
45,075 18,731 512 65,856 9,885 1,007 13,629 63,317 145 508 2,697 0 10,904 41,342
Changes from: April 17, 2012 Total Change is: -6,532
-4,807 1,779 19 -195 223 -16 -2,769 -6,649 9 -511 -235 0 1,738 -1,662
Percent of Open Interest Represented by Each Category of Trader
32.7 13.6 0.4 47.8 7.2 0.7 9.9 46.0 0.1 0.4 2.0 0.0 7.9 30.0
Number of Traders in Each Category Total Traders: 89
9 8 . 8 8 . 12 37 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 287,215
Positions
163,420 13,891 1,860 26,707 46,194 7,166 50,397 134,506 747 6,049 16,071 721 30,148 66,059
Changes from: April 17, 2012 Total Change is: -8,629
-6,201 -1,658 277 -532 -125 150 -3,924 -9,303 -52 -604 1,612 -74 2,331 544
Percent of Open Interest Represented by Each Category of Trader
56.9 4.8 0.6 9.3 16.1 2.5 17.5 46.8 0.3 2.1 5.6 0.3 10.5 23.0
Number of Traders in Each Category Total Traders: 177
26 9 6 14 18 11 25 63 9 5 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 146,739
Positions
36,843 30,853 1,026 2,638 42,808 984 78,241 49,136 231 1,618 630 72 25,086 20,999
Changes from: April 17, 2012 Total Change is: -2,057
4,236 -3,186 -147 -2 238 2 -3,734 -782 64 626 -268 72 -3,174 1,950
Percent of Open Interest Represented by Each Category of Trader
25.1 21.0 0.7 1.8 29.2 0.7 53.3 33.5 0.2 1.1 0.4 0.0 17.1 14.3
Number of Traders in Each Category Total Traders: 82
7 11 5 . 10 . 25 21 4 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 125,423
Positions
43,110 48,886 66,078 2,282 0 0 5,472 2,523 7,820 0 0 0 661 116
Changes from: April 17, 2012 Total Change is: 57
99 333 -186 364 0 0 -221 -122 0 0 0 0 1 32
Percent of Open Interest Represented by Each Category of Trader
34.4 39.0 52.7 1.8 0.0 0.0 4.4 2.0 6.2 0.0 0.0 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 27
8 12 12 . 0 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 162,405
Positions
56,001 121,193 0 30,067 106 2,014 66,950 33,412 487 1,699 1,935 0 5,187 3,258
Changes from: April 17, 2012 Total Change is: -5,213
1,567 -3,141 -119 1,983 0 -1,350 -6,407 -1,298 6 199 -349 0 -1,092 1,038
Percent of Open Interest Represented by Each Category of Trader
34.5 74.6 0.0 18.5 0.1 1.2 41.2 20.6 0.3 1.0 1.2 0.0 3.2 2.0
Number of Traders in Each Category Total Traders: 94
9 11 0 11 . . 28 22 4 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 20,616
Positions
14,627 2,989 1,277 1,102 0 0 1,921 1,345 737 530 13,433 0 422 835
Changes from: April 17, 2012 Total Change is: 2,917
836 -77 1,111 -74 0 0 1,540 816 716 -1,296 0 0 84 351
Percent of Open Interest Represented by Each Category of Trader
70.9 14.5 6.2 5.3 0.0 0.0 9.3 6.5 3.6 2.6 65.2 0.0 2.0 4.1
Number of Traders in Each Category Total Traders: 21
6 . . . 0 0 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 19,126
Positions
1,992 13,136 2 550 109 0 12,207 3,943 101 537 338 0 3,737 1,497
Changes from: April 17, 2012 Total Change is: -4,826
-34 -4,059 2 -18 -4 0 -4,730 -672 101 -82 0 0 -65 -194
Percent of Open Interest Represented by Each Category of Trader
10.4 68.7 0.0 2.9 0.6 0.0 63.8 20.6 0.5 2.8 1.8 0.0 19.5 7.8
Number of Traders in Each Category Total Traders: 47
. 8 . . . 0 16 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 50,342
Positions
12,478 32,992 926 4,076 2,240 503 21,637 8,531 50 3,134 615 0 7,539 4,487
Changes from: April 17, 2012 Total Change is: -1,394
-1,161 950 -38 -549 629 -109 -648 -2,062 -57 308 -241 0 859 -467
Percent of Open Interest Represented by Each Category of Trader
24.8 65.5 1.8 8.1 4.4 1.0 43.0 16.9 0.1 6.2 1.2 0.0 15.0 8.9
Number of Traders in Each Category Total Traders: 99
14 20 . 7 5 . 30 13 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 100,683
Positions
24,956 65,983 1,852 8,152 4,479 1,005 43,274 17,061 100 6,267 1,229 0 15,077 8,974
Changes from: April 17, 2012 Total Change is: -2,788
-2,322 1,900 -75 -1,098 1,257 -218 -1,295 -4,123 -114 616 -481 0 1,718 -934
Percent of Open Interest Represented by Each Category of Trader
24.8 65.5 1.8 8.1 4.4 1.0 43.0 16.9 0.1 6.2 1.2 0.0 15.0 8.9
Number of Traders in Each Category Total Traders: 99
14 20 . 7 5 . 30 13 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 805,068
Positions
51,584 197,706 22,464 370,066 175,325 42,910 83,360 174,887 39,372 39,077 27,740 4,768 151,467 119,896
Changes from: April 17, 2012 Total Change is: 8,933
7,814 -5,862 141 -4,249 4,382 -927 -8,968 -3,979 11,713 -479 -2,151 -580 4,467 6,195
Percent of Open Interest Represented by Each Category of Trader
6.4 24.6 2.8 46.0 21.8 5.3 10.4 21.7 4.9 4.9 3.4 0.6 18.8 14.9
Number of Traders in Each Category Total Traders: 537
35 57 32 119 63 63 83 114 69 32 34 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 241,126
Positions
23,811 70,566 3,781 107,422 31,659 8,005 19,466 41,721 2,349 8,760 6,882 1,280 66,252 74,883
Changes from: April 17, 2012 Total Change is: 5,866
2,008 -6,661 1,199 715 143 -465 332 6,203 973 -261 101 245 1,120 4,128
Percent of Open Interest Represented by Each Category of Trader
9.9 29.3 1.6 44.6 13.1 3.3 8.1 17.3 1.0 3.6 2.9 0.5 27.5 31.1
Number of Traders in Each Category Total Traders: 106
10 13 5 26 9 13 14 26 10 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 2,819,711
Positions
178,283 675,115 54,001 1,337,037 742,148 150,705 443,242 789,602 61,344 163,179 115,885 5,847 426,073 225,064
Changes from: April 17, 2012 Total Change is: 15,334
18,347 -6,685 5,391 -25,388 20,624 -1,740 7,373 2,961 -169 -4,827 -14,997 -387 16,734 10,336
Percent of Open Interest Represented by Each Category of Trader
6.3 23.9 1.9 47.4 26.3 5.3 15.7 28.0 2.2 5.8 4.1 0.2 15.1 8.0
Number of Traders in Each Category Total Traders: 509
35 54 23 104 59 55 84 109 52 31 33 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 100,884
Positions
14,450 19,402 411 59,032 57,305 2,266 14,126 12,934 53 1,744 4,573 0 8,802 3,940
Changes from: April 17, 2012 Total Change is: 863
5,215 -773 -9 -1,692 303 -223 332 1,252 48 -2,548 0 0 -260 265
Percent of Open Interest Represented by Each Category of Trader
14.3 19.2 0.4 58.5 56.8 2.2 14.0 12.8 0.1 1.7 4.5 0.0 8.7 3.9
Number of Traders in Each Category Total Traders: 97
14 8 . 35 11 11 14 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 98,447
Positions
5,088 54,979 5,328 33,430 7,958 1,337 34,958 11,082 5,066 1,620 5,960 470 11,150 6,267
Changes from: April 17, 2012 Total Change is: -2,581
346 -2,604 937 130 -132 -73 -6,835 -1,680 2,560 22 -794 -62 395 -732
Percent of Open Interest Represented by Each Category of Trader
5.2 55.8 5.4 34.0 8.1 1.4 35.5 11.3 5.1 1.6 6.1 0.5 11.3 6.4
Number of Traders in Each Category Total Traders: 234
20 34 10 35 22 13 61 36 12 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 15,220
Positions
4,855 11,224 474 1,036 0 0 3,132 2,458 0 329 0 0 5,394 1,064
Changes from: April 17, 2012 Total Change is: 2,231
735 494 474 0 0 0 985 1,413 0 329 -27 -358 66 235
Percent of Open Interest Represented by Each Category of Trader
31.9 73.7 3.1 6.8 0.0 0.0 20.6 16.1 0.0 2.2 0.0 0.0 35.4 7.0
Number of Traders in Each Category Total Traders: 21
4 10 . . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 416,133
Positions
24,605 242,214 833 161,968 39,790 6,684 182,680 66,668 1,781 8,099 31,443 705 28,778 26,015
Changes from: April 17, 2012 Total Change is: -24,059
891 -12,652 -522 649 -661 -367 -26,538 -2,903 240 108 -2,192 -165 1,645 -4,837
Percent of Open Interest Represented by Each Category of Trader
5.9 58.2 0.2 38.9 9.6 1.6 43.9 16.0 0.4 1.9 7.6 0.2 6.9 6.3
Number of Traders in Each Category Total Traders: 233
23 31 6 35 22 13 62 35 10 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 408,985
Positions
159,281 24,880 10,933 134,467 206,901 21,049 57,920 113,233 4,282 2,535 11,195 250 18,268 16,262
Changes from: April 17, 2012 Total Change is: 17,672
19,677 -2,274 1,104 1,363 6,737 661 1,008 10,780 2,455 -548 439 234 -8,282 -2,464
Percent of Open Interest Represented by Each Category of Trader
38.9 6.1 2.7 32.9 50.6 5.1 14.2 27.7 1.0 0.6 2.7 0.1 4.5 4.0
Number of Traders in Each Category Total Traders: 248
23 9 . 54 45 23 39 58 15 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 41,814
Positions
13,093 783 0 11,036 490 51 9,066 10,947 0 2,195 6,694 0 6,373 22,849
Changes from: April 17, 2012 Total Change is: -957
-300 15 0 -528 20 0 345 -568 0 49 0 0 -523 -424
Percent of Open Interest Represented by Each Category of Trader
31.3 1.9 0.0 26.4 1.2 0.1 21.7 26.2 0.0 5.2 16.0 0.0 15.2 54.6
Number of Traders in Each Category Total Traders: 44
7 . 0 12 . . 10 4 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 63,583
Positions
10,786 11,323 3,651 8,553 2,984 705 16,905 2,182 6,919 3,388 1,639 0 12,676 34,180
Changes from: April 17, 2012 Total Change is: 691
-703 1,676 565 -17 1,556 0 1,156 536 -24 -239 -131 0 -47 -3,487
Percent of Open Interest Represented by Each Category of Trader
17.0 17.8 5.7 13.5 4.7 1.1 26.6 3.4 10.9 5.3 2.6 0.0 19.9 53.8
Number of Traders in Each Category Total Traders: 50
9 12 6 5 . . 13 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 57,728
Positions
222 13,030 1,225 39,422 22,758 3,788 7,616 14,373 4 0 0 0 5,451 2,550
Changes from: April 17, 2012 Total Change is: 1,930
0 2,366 12 709 579 423 1,573 -1,002 -55 0 0 0 -732 -393
Percent of Open Interest Represented by Each Category of Trader
0.4 22.6 2.1 68.3 39.4 6.6 13.2 24.9 0.0 0.0 0.0 0.0 9.4 4.4
Number of Traders in Each Category Total Traders: 59
. 5 . 20 20 8 9 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 83,580
Positions
12,004 33,264 1,700 37,917 7,341 3,547 10,047 31,678 26 6,635 593 230 11,474 5,201
Changes from: April 17, 2012 Total Change is: 1,604
400 1,984 364 547 161 400 -410 -2,090 0 2 0 -31 332 816
Percent of Open Interest Represented by Each Category of Trader
14.4 39.8 2.0 45.4 8.8 4.2 12.0 37.9 0.0 7.9 0.7 0.3 13.7 6.2
Number of Traders in Each Category Total Traders: 87
10 16 6 21 11 8 12 7 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 578,534
Positions
17,365 96,772 1,286 245,510 146,058 72,400 69,255 60,391 7,531 18,145 47,906 1,577 145,465 144,613
Changes from: April 17, 2012 Total Change is: 12,971
2,810 11,542 -3,073 13,626 -3,435 -10,851 2,811 5,868 -833 4,445 1,409 848 3,188 11,496
Percent of Open Interest Represented by Each Category of Trader
3.0 16.7 0.2 42.4 25.2 12.5 12.0 10.4 1.3 3.1 8.3 0.3 25.1 25.0
Number of Traders in Each Category Total Traders: 170
10 17 6 42 25 31 28 30 17 5 13 .
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Traders in Financial Futures - Futures Only Positions as of April 24, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 364,099
Positions
2,476 150,257 534 260,657 16,099 27,840 5,315 113,984 56 12,078 4,691 0 55,143 50,638
Changes from: April 17, 2012 Total Change is: -2,346
0 4,254 383 -11,808 -734 -149 1,855 -5,854 0 5,911 0 0 1,462 -246
Percent of Open Interest Represented by Each Category of Trader
0.7 41.3 0.1 71.6 4.4 7.6 1.5 31.3 0.0 3.3 1.3 0.0 15.1 13.9
Number of Traders in Each Category Total Traders: 75
. 14 . 34 6 21 . 12 . . . 0
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Traders in Financial Futures - Futures Only Positions as of April 24, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 917,755
Positions
61,403 154,708 10,847 219,081 177,056 61,151 249,259 338,158 21,316 173,234 44,030 6,911 114,553 103,578
Changes from: April 17, 2012 Total Change is: 88,316
1,261 26,693 -303 24,325 -9,443 -1,234 29,336 57,030 12,128 21,759 -654 0 1,044 4,099
Percent of Open Interest Represented by Each Category of Trader
6.7 16.9 1.2 23.9 19.3 6.7 27.2 36.8 2.3 18.9 4.8 0.8 12.5 11.3
Number of Traders in Each Category Total Traders: 228
16 24 6 38 28 39 39 43 20 18 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,819,927
Positions
94,981 240,237 29,642 654,491 528,568 211,912 372,208 284,106 35,749 124,426 120,173 21,191 275,327 348,349
Changes from: April 17, 2012 Total Change is: 6,447
-20,109 64,351 -1,941 -40,306 -44,224 -10,406 14,159 -57,203 -307 49,994 28,940 10,218 5,145 17,019
Percent of Open Interest Represented by Each Category of Trader
5.2 13.2 1.6 36.0 29.0 11.6 20.5 15.6 2.0 6.8 6.6 1.2 15.1 19.1
Number of Traders in Each Category Total Traders: 285
20 44 18 32 58 48 40 61 37 10 20 8
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Traders in Financial Futures - Futures Only Positions as of April 24, 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 1,321,289
Positions
66,734 145,293 38,815 299,932 509,055 139,721 266,924 114,693 29,343 207,778 76,606 17,789 254,253 249,974
Changes from: April 17, 2012 Total Change is: 13,357
-1,304 680 651 -70,122 -23,471 5,853 18,862 5,955 5,167 12,164 -3,754 14,876 27,210 7,400
Percent of Open Interest Represented by Each Category of Trader
5.1 11.0 2.9 22.7 38.5 10.6 20.2 8.7 2.2 15.7 5.8 1.3 19.2 18.9
Number of Traders in Each Category Total Traders: 192
8 24 9 26 38 34 39 29 20 10 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 523,564
Positions
183,867 159,502 193,285 0 2,116 1,200 53,889 55,864 53,330 3,773 3,004 4,914 29,306 50,349
Changes from: April 17, 2012 Total Change is: 5,482
5,273 13,729 189 0 -4,000 0 -3,700 -5,947 687 430 -19 97 2,506 746
Percent of Open Interest Represented by Each Category of Trader
35.1 30.5 36.9 0.0 0.4 0.2 10.3 10.7 10.2 0.7 0.6 0.9 5.6 9.6
Number of Traders in Each Category Total Traders: 83
20 26 43 0 . . 13 15 21 . . .
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Traders in Financial Futures - Futures Only Positions as of April 24, 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 8,698,761
Positions
2,184,778 2,304,685 1,849,260 336,044 439,571 175,473 1,118,730 611,949 1,732,873 207,865 409,080 225,043 868,695 950,827
Changes from: April 17, 2012 Total Change is: 181,745
-3,879 63,205 31,029 -136,820 -71,996 -11,684 71,411 33,051 49,642 118,307 20,553 35,172 28,567 32,773
Percent of Open Interest Represented by Each Category of Trader
25.1 26.5 21.3 3.9 5.1 2.0 12.9 7.0 19.9 2.4 4.7 2.6 10.0 10.9
Number of Traders in Each Category Total Traders: 255
35 48 81 12 9 17 50 57 87 11 14 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 7,931
Positions
3,929 285 0 642 973 6 1,828 6,245 14 1,320 280 0 192 128
Changes from: April 17, 2012 Total Change is: -1,825
-28 -957 0 -17 0 0 -1,800 -858 -7 0 0 0 27 -3
Percent of Open Interest Represented by Each Category of Trader
49.5 3.6 0.0 8.1 12.3 0.1 23.0 78.7 0.2 16.6 3.5 0.0 2.4 1.6
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 8,662
Positions
5,628 3,659 0 1,127 1,898 45 1,533 2,619 0 70 371 0 259 70
Changes from: April 17, 2012 Total Change is: 62
663 125 0 -43 -133 0 -617 7 0 2 45 0 57 18
Percent of Open Interest Represented by Each Category of Trader
65.0 42.2 0.0 13.0 21.9 0.5 17.7 30.2 0.0 0.8 4.3 0.0 3.0 0.8
Number of Traders in Each Category Total Traders: 32
. 5 0 . 5 . 5 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 43,144
Positions
15,180 20,100 0 2,155 0 531 10,156 18,150 1,091 4,814 420 14 9,203 2,838
Changes from: April 17, 2012 Total Change is: -2,615
-350 -234 0 -373 0 171 -3,622 -4,330 590 1,136 137 14 -181 1,037
Percent of Open Interest Represented by Each Category of Trader
35.2 46.6 0.0 5.0 0.0 1.2 23.5 42.1 2.5 11.2 1.0 0.0 21.3 6.6
Number of Traders in Each Category Total Traders: 98
4 5 0 10 0 . 28 19 6 26 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 300,629
Positions
141,324 57,371 28,837 35,515 3,707 6,715 7,409 106,794 18,676 1,018 15,645 40,915 20,220 21,969
Changes from: April 17, 2012 Total Change is: -39,808
2,102 -2,589 -15,592 -2,847 28 843 2,314 3,884 -10,104 57 2,467 -10,945 -5,636 -7,800
Percent of Open Interest Represented by Each Category of Trader
47.0 19.1 9.6 11.8 1.2 2.2 2.5 35.5 6.2 0.3 5.2 13.6 6.7 7.3
Number of Traders in Each Category Total Traders: 126
12 14 19 10 7 9 15 44 39 5 11 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 7,433
Positions
844 1,344 291 3,320 949 0 2,011 3,708 594 290 527 0 83 20
Changes from: April 17, 2012 Total Change is: 21
0 430 291 0 10 0 0 -18 0 0 -401 -286 16 -5
Percent of Open Interest Represented by Each Category of Trader
11.4 18.1 3.9 44.7 12.8 0.0 27.1 49.9 8.0 3.9 7.1 0.0 1.1 0.3
Number of Traders in Each Category Total Traders: 23
. . . 5 . 0 4 5 . . . 0
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Updated April 27, 2012