Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 144,292
Positions
23,916 19,474 6,538 18,982 34,112 194 38,961 53,749 7,939 7,851 1,673 405 39,507 20,209
Changes from: February 21, 2012 Total Change is: 7,505
1,887 3,381 594 91 -6 -4 3,295 741 1,253 -29 1,664 -195 614 78
Percent of Open Interest Represented by Each Category of Trader
16.6 13.5 4.5 13.2 23.6 0.1 27.0 37.2 5.5 5.4 1.2 0.3 27.4 14.0
Number of Traders in Each Category Total Traders: 80
7 10 8 7 4 . 24 16 11 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 54,776
Positions
12,953 16,444 1,324 1,033 1,924 160 22,879 19,420 1,021 601 0 0 14,804 14,483
Changes from: February 21, 2012 Total Change is: 1,442
-325 2,706 -301 0 -11 0 -390 143 299 0 0 0 2,158 -1,394
Percent of Open Interest Represented by Each Category of Trader
23.6 30.0 2.4 1.9 3.5 0.3 41.8 35.5 1.9 1.1 0.0 0.0 27.0 26.4
Number of Traders in Each Category Total Traders: 50
6 12 6 . 4 . 11 15 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 182,738
Positions
116,740 13,385 3,313 10,702 75,279 3,078 23,763 54,249 2,691 1,612 2,199 60 20,779 28,484
Changes from: February 21, 2012 Total Change is: -8,805
-6,884 3,172 459 -471 -538 622 -2,404 -14,023 98 0 752 -86 -139 740
Percent of Open Interest Represented by Each Category of Trader
63.9 7.3 1.8 5.9 41.2 1.7 13.0 29.7 1.5 0.9 1.2 0.0 11.4 15.6
Number of Traders in Each Category Total Traders: 94
9 11 9 6 15 6 19 29 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 172,415
Positions
19,573 30,494 9,273 63,998 7,330 2,969 47,299 60,333 10,121 1,676 4,088 198 17,309 47,610
Changes from: February 21, 2012 Total Change is: 3,655
10,275 -9,837 2,065 -856 1,161 1,101 -10,793 1,526 3,625 496 504 167 -2,425 3,343
Percent of Open Interest Represented by Each Category of Trader
11.4 17.7 5.4 37.1 4.3 1.7 27.4 35.0 5.9 1.0 2.4 0.1 10.0 27.6
Number of Traders in Each Category Total Traders: 117
8 14 10 10 7 5 18 48 22 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 322,823
Positions
105,238 37,665 12,103 63,921 31,781 4,704 51,816 118,395 36,711 5,369 11,734 3,364 39,596 66,367
Changes from: February 21, 2012 Total Change is: -9,723
-21,090 4,773 189 -238 964 510 1,912 -23,024 7,167 -89 2,242 -45 1,961 -2,499
Percent of Open Interest Represented by Each Category of Trader
32.6 11.7 3.7 19.8 9.8 1.5 16.1 36.7 11.4 1.7 3.6 1.0 12.3 20.6
Number of Traders in Each Category Total Traders: 194
22 16 14 18 18 14 31 57 39 7 24 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 173,296
Positions
12,476 57,932 7,027 5,957 40,520 958 102,705 34,242 5,839 994 2,993 977 36,362 22,807
Changes from: February 21, 2012 Total Change is: 13,196
86 6,336 752 -10 82 207 11,118 6,180 923 55 499 131 -66 -1,916
Percent of Open Interest Represented by Each Category of Trader
7.2 33.4 4.1 3.4 23.4 0.6 59.3 19.8 3.4 0.6 1.7 0.6 21.0 13.2
Number of Traders in Each Category Total Traders: 103
5 14 9 6 10 4 39 18 17 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 132,469
Positions
40,996 45,810 75,769 0 0 0 7,894 3,542 7,140 102 120 0 568 88
Changes from: February 21, 2012 Total Change is: 3,187
-1,344 3,892 465 0 0 0 128 -4,889 3,735 102 0 0 101 -16
Percent of Open Interest Represented by Each Category of Trader
30.9 34.6 57.2 0.0 0.0 0.0 6.0 2.7 5.4 0.1 0.1 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 24
6 11 12 0 0 0 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 189,778
Positions
57,993 69,319 8,627 26,535 590 0 77,719 95,204 10,557 2,497 2,585 0 5,850 2,896
Changes from: February 21, 2012 Total Change is: 16,696
22 6,413 5,053 994 -5 0 10,145 5,360 -314 561 281 0 235 -92
Percent of Open Interest Represented by Each Category of Trader
30.6 36.5 4.5 14.0 0.3 0.0 41.0 50.2 5.6 1.3 1.4 0.0 3.1 1.5
Number of Traders in Each Category Total Traders: 110
5 15 . 11 . 0 42 18 6 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 35,159
Positions
1,648 22,324 230 541 399 0 26,994 9,861 213 908 342 0 4,625 1,790
Changes from: February 21, 2012 Total Change is: -1,730
57 -1,024 -15 1 49 0 -2,267 -847 0 206 0 0 288 107
Percent of Open Interest Represented by Each Category of Trader
4.7 63.5 0.7 1.5 1.1 0.0 76.8 28.0 0.6 2.6 1.0 0.0 13.2 5.1
Number of Traders in Each Category Total Traders: 53
. 13 . . . 0 22 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 57,994
Positions
15,007 35,617 84 3,981 2,230 711 26,047 11,021 1,375 2,943 743 958 6,889 5,256
Changes from: February 21, 2012 Total Change is: 2,865
235 1,834 12 355 64 144 1,697 158 355 -21 171 41 47 87
Percent of Open Interest Represented by Each Category of Trader
25.9 61.4 0.1 6.9 3.8 1.2 44.9 19.0 2.4 5.1 1.3 1.7 11.9 9.1
Number of Traders in Each Category Total Traders: 100
18 16 5 5 5 . 30 17 11 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 115,989
Positions
30,013 71,233 167 7,962 4,460 1,421 52,094 22,043 2,750 5,886 1,486 1,916 13,778 10,512
Changes from: February 21, 2012 Total Change is: 5,729
470 3,669 24 710 127 288 3,395 316 709 -43 341 82 93 173
Percent of Open Interest Represented by Each Category of Trader
25.9 61.4 0.1 6.9 3.8 1.2 44.9 19.0 2.4 5.1 1.3 1.7 11.9 9.1
Number of Traders in Each Category Total Traders: 100
18 16 5 5 5 . 30 17 11 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 953,654
Positions
42,847 193,848 51,715 385,833 166,949 58,839 93,658 167,119 139,346 26,594 36,043 31,409 123,414 108,387
Changes from: February 21, 2012 Total Change is: 15,095
-3,520 -5,326 2,439 4,323 1,898 -722 3,828 1,855 6,558 1,491 468 1,135 -437 6,790
Percent of Open Interest Represented by Each Category of Trader
4.5 20.3 5.4 40.5 17.5 6.2 9.8 17.5 14.6 2.8 3.8 3.3 12.9 11.4
Number of Traders in Each Category Total Traders: 584
35 54 44 119 61 64 99 135 114 42 39 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 325,683
Positions
28,590 102,260 8,847 104,828 40,364 14,267 23,564 30,292 54,380 3,468 12,189 13,376 74,363 49,708
Changes from: February 21, 2012 Total Change is: 4,453
-1,801 -4,041 413 -796 -1,052 -35 2,028 -289 3,473 1,247 202 747 -823 5,034
Percent of Open Interest Represented by Each Category of Trader
8.8 31.4 2.7 32.2 12.4 4.4 7.2 9.3 16.7 1.1 3.7 4.1 22.8 15.3
Number of Traders in Each Category Total Traders: 121
9 18 11 28 12 15 16 26 35 4 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,139,856
Positions
173,081 559,739 112,540 1,463,072 690,974 164,809 465,725 799,391 309,576 122,608 126,243 83,190 245,255 293,393
Changes from: February 21, 2012 Total Change is: 53,209
-8,294 -6,122 9,826 26,078 15,232 -3,919 10,023 11,738 14,405 1,106 1,213 2,056 1,928 8,781
Percent of Open Interest Represented by Each Category of Trader
5.5 17.8 3.6 46.6 22.0 5.2 14.8 25.5 9.9 3.9 4.0 2.6 7.8 9.3
Number of Traders in Each Category Total Traders: 549
33 54 36 104 58 58 101 124 105 40 35 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 112,257
Positions
20,245 29,436 53 55,313 59,251 6,188 16,988 9,791 5 2,098 3,814 0 11,367 3,719
Changes from: February 21, 2012 Total Change is: 3,543
319 2,102 53 423 555 762 918 163 1 133 -10 0 935 -82
Percent of Open Interest Represented by Each Category of Trader
18.0 26.2 0.0 49.3 52.8 5.5 15.1 8.7 0.0 1.9 3.4 0.0 10.1 3.3
Number of Traders in Each Category Total Traders: 95
10 9 . 32 12 11 16 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 116,603
Positions
7,003 65,701 9,056 33,208 9,498 1,609 46,938 11,720 7,635 1,713 5,624 529 8,911 5,232
Changes from: February 21, 2012 Total Change is: 4,512
687 3,965 -106 1,515 318 27 1,040 -893 586 290 42 28 445 547
Percent of Open Interest Represented by Each Category of Trader
6.0 56.3 7.8 28.5 8.1 1.4 40.3 10.1 6.5 1.5 4.8 0.5 7.6 4.5
Number of Traders in Each Category Total Traders: 255
21 30 13 38 23 12 68 40 26 17 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 18,552
Positions
9,313 13,606 20 0 300 0 5,943 2,824 0 200 979 0 3,076 823
Changes from: February 21, 2012 Total Change is: 352
-225 493 0 0 0 0 360 0 0 200 -246 0 17 105
Percent of Open Interest Represented by Each Category of Trader
50.2 73.3 0.1 0.0 1.6 0.0 32.0 15.2 0.0 1.1 5.3 0.0 16.6 4.4
Number of Traders in Each Category Total Traders: 25
9 8 . 0 . 0 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 490,254
Positions
29,879 301,900 3,755 166,042 45,989 8,046 233,303 72,809 9,844 7,567 23,224 2,644 29,173 22,042
Changes from: February 21, 2012 Total Change is: 20,799
3,525 16,325 504 7,575 1,588 137 3,954 -3,913 2,375 451 1,438 139 2,140 2,207
Percent of Open Interest Represented by Each Category of Trader
6.1 61.6 0.8 33.9 9.4 1.6 47.6 14.9 2.0 1.5 4.7 0.5 6.0 4.5
Number of Traders in Each Category Total Traders: 254
20 31 7 38 23 12 66 43 23 16 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 411,744
Positions
122,688 34,309 19,501 141,574 205,469 26,056 68,392 94,066 4,477 7,921 11,148 708 20,427 16,011
Changes from: February 21, 2012 Total Change is: 270
-5,324 3,995 -3,148 2,506 2,177 -76 5,432 -4,468 1,428 -233 1,228 23 -339 -890
Percent of Open Interest Represented by Each Category of Trader
29.8 8.3 4.7 34.4 49.9 6.3 16.6 22.8 1.1 1.9 2.7 0.2 5.0 3.9
Number of Traders in Each Category Total Traders: 252
21 13 5 50 41 25 49 55 21 8 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 36,664
Positions
8,985 1,711 471 11,750 440 180 4,710 8,765 500 2,895 5,878 0 7,173 18,719
Changes from: February 21, 2012 Total Change is: 5,054
3,519 -200 471 793 0 -2 663 878 0 66 16 0 -456 3,891
Percent of Open Interest Represented by Each Category of Trader
24.5 4.7 1.3 32.0 1.2 0.5 12.8 23.9 1.4 7.9 16.0 0.0 19.6 51.1
Number of Traders in Each Category Total Traders: 55
9 4 . 13 . . 11 8 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 45,261
Positions
7,257 13,789 1,699 9,958 4,238 702 10,795 7,209 2,898 2,910 3,857 0 9,042 10,869
Changes from: February 21, 2012 Total Change is: 1,507
-1,803 2,350 129 571 -255 0 729 3,280 603 6 1,305 0 1,272 -5,905
Percent of Open Interest Represented by Each Category of Trader
16.0 30.5 3.8 22.0 9.4 1.6 23.9 15.9 6.4 6.4 8.5 0.0 20.0 24.0
Number of Traders in Each Category Total Traders: 67
10 15 5 9 4 . 15 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 48,007
Positions
2,507 3,987 65 33,960 24,424 3,848 2,938 12,995 231 0 0 0 4,458 2,457
Changes from: February 21, 2012 Total Change is: -534
110 -434 -122 -770 -245 -145 113 246 66 0 0 0 214 100
Percent of Open Interest Represented by Each Category of Trader
5.2 8.3 0.1 70.7 50.9 8.0 6.1 27.1 0.5 0.0 0.0 0.0 9.3 5.1
Number of Traders in Each Category Total Traders: 58
. . . 21 20 10 . 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 81,302
Positions
11,639 27,723 861 34,354 25,298 3,081 11,294 20,639 212 8,687 0 669 10,505 2,819
Changes from: February 21, 2012 Total Change is: 317
-242 1,266 -37 14 480 -569 -490 -31 -396 1,674 -330 -1 364 -65
Percent of Open Interest Represented by Each Category of Trader
14.3 34.1 1.1 42.3 31.1 3.8 13.9 25.4 0.3 10.7 0.0 0.8 12.9 3.5
Number of Traders in Each Category Total Traders: 89
8 13 . 21 11 8 16 7 . 13 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 739,859
Positions
9,365 77,438 41,842 254,410 155,357 100,768 74,434 70,680 62,446 11,383 52,379 4,836 180,375 174,113
Changes from: February 21, 2012 Total Change is: 7,137
-194 4,166 -2,486 -1,099 23,024 7,326 9,208 -6,881 -20,779 -4,602 2,945 -5,628 25,391 5,451
Percent of Open Interest Represented by Each Category of Trader
1.3 10.5 5.7 34.4 21.0 13.6 10.1 9.6 8.4 1.5 7.1 0.7 24.4 23.5
Number of Traders in Each Category Total Traders: 159
6 17 19 42 23 38 33 23 35 6 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 406,239
Positions
4,644 133,704 41,110 247,388 23,223 33,360 3,762 112,242 10,007 1,545 2,635 1,108 63,316 48,850
Changes from: February 21, 2012 Total Change is: 28,838
67 -2,027 39,043 -18,100 -5,537 -3,556 1,957 -1,525 5,761 170 535 -837 4,333 -3,019
Percent of Open Interest Represented by Each Category of Trader
1.1 32.9 10.1 60.9 5.7 8.2 0.9 27.6 2.5 0.4 0.6 0.3 15.6 12.0
Number of Traders in Each Category Total Traders: 67
. 10 7 33 6 18 . 10 4 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 964,438
Positions
86,781 78,655 36,347 149,567 286,926 68,178 287,017 220,360 111,387 87,831 32,508 8,322 129,010 121,756
Changes from: February 21, 2012 Total Change is: 58,598
2,459 -8,793 19,925 -14,362 -2,827 -9,492 -12,070 -3,303 58,212 3,441 -5,195 -2,384 12,871 12,456
Percent of Open Interest Represented by Each Category of Trader
9.0 8.2 3.8 15.5 29.8 7.1 29.8 22.8 11.5 9.1 3.4 0.9 13.4 12.6
Number of Traders in Each Category Total Traders: 207
17 17 20 33 33 42 43 33 33 15 15 6
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 2,154,752
Positions
93,502 167,129 147,024 735,709 826,646 190,304 387,079 153,194 167,926 48,403 74,466 53,792 331,014 374,271
Changes from: February 21, 2012 Total Change is: -93,145
-58,319 44,139 -35,857 -13,069 -78,861 28,633 17,461 -3,520 -56,572 -4,177 -11,568 -1,361 30,117 21,823
Percent of Open Interest Represented by Each Category of Trader
4.3 7.8 6.8 34.1 38.4 8.8 18.0 7.1 7.8 2.2 3.5 2.5 15.4 17.4
Number of Traders in Each Category Total Traders: 266
18 35 42 26 61 55 55 45 65 10 16 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 1,503,458
Positions
103,981 158,687 67,094 383,171 668,063 159,561 293,663 57,908 61,695 171,130 63,777 18,963 244,200 247,710
Changes from: February 21, 2012 Total Change is: -51,510
-4,860 528 7,777 -25,727 -7,655 3,674 -6,363 -12,665 -38,105 -4,164 961 1,219 15,040 -7,243
Percent of Open Interest Represented by Each Category of Trader
6.9 10.6 4.5 25.5 44.4 10.6 19.5 3.9 4.1 11.4 4.2 1.3 16.2 16.5
Number of Traders in Each Category Total Traders: 181
13 24 22 22 40 41 40 18 31 10 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 660,796
Positions
160,831 202,983 231,117 1,109 1,105 2,014 85,427 44,462 116,522 14,548 4,540 16,078 33,151 41,976
Changes from: February 21, 2012 Total Change is: 26,114
5,125 8,631 8,581 569 12 -569 6,585 3,292 3,631 350 68 896 946 1,572
Percent of Open Interest Represented by Each Category of Trader
24.3 30.7 35.0 0.2 0.2 0.3 12.9 6.7 17.6 2.2 0.7 2.4 5.0 6.4
Number of Traders in Each Category Total Traders: 99
20 30 45 . . . 19 17 29 . 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 is14,510,738
Positions
1,819,997 2,004,293 3,524,955 833,964 710,534 157,269 804,601 391,516 5,641,334 72,959 303,392 766,059 889,599 1,011,386
Changes from: February 21, 2012 Total Change is: 190,743
235,167 -67,569 -9,756 -171,995 27,591 11,596 -49,327 -2,623 153,070 -5,158 27,158 16,130 11,016 35,146
Percent of Open Interest Represented by Each Category of Trader
12.5 13.8 24.3 5.7 4.9 1.1 5.5 2.7 38.9 0.5 2.1 5.3 6.1 7.0
Number of Traders in Each Category Total Traders: 292
35 56 88 10 15 19 68 68 119 12 19 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 10,650
Positions
5,005 3,626 0 1,393 877 6 2,442 5,829 110 1,410 100 0 284 102
Changes from: February 21, 2012 Total Change is: 96
-218 63 0 2 -29 0 210 25 100 -5 -60 0 7 -3
Percent of Open Interest Represented by Each Category of Trader
47.0 34.0 0.0 13.1 8.2 0.1 22.9 54.7 1.0 13.2 0.9 0.0 2.7 1.0
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 7 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 12,017
Positions
7,813 7,900 0 943 1,800 0 2,957 2,069 12 40 140 0 252 96
Changes from: February 21, 2012 Total Change is: -918
-1,239 -551 0 0 -147 0 323 -117 12 0 -165 0 -14 50
Percent of Open Interest Represented by Each Category of Trader
65.0 65.7 0.0 7.8 15.0 0.0 24.6 17.2 0.1 0.3 1.2 0.0 2.1 0.8
Number of Traders in Each Category Total Traders: 31
. 6 0 . 4 0 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 49,113
Positions
15,592 30,020 58 1,797 137 458 19,263 13,804 1,265 4,029 1,043 39 6,612 2,289
Changes from: February 21, 2012 Total Change is: -2,033
-2,446 -79 52 -293 0 -83 2,613 -2,656 125 273 521 14 -2,288 74
Percent of Open Interest Represented by Each Category of Trader
31.7 61.1 0.1 3.7 0.3 0.9 39.2 28.1 2.6 8.2 2.1 0.1 13.5 4.7
Number of Traders in Each Category Total Traders: 96
5 4 . 8 . . 27 23 5 20 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 236,528
Positions
124,908 57,423 19,938 27,283 4,724 2,648 10,482 85,847 5,321 1,113 15,350 23,584 21,251 21,693
Changes from: February 21, 2012 Total Change is: 31,950
19,728 6,164 -519 11,197 2,741 335 -1,409 14,626 1,637 -245 2,535 755 471 3,676
Percent of Open Interest Represented by Each Category of Trader
52.8 24.3 8.4 11.5 2.0 1.1 4.4 36.3 2.2 0.5 6.5 10.0 9.0 9.2
Number of Traders in Each Category Total Traders: 106
12 12 17 8 9 7 20 29 19 4 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 16,968
Positions
10,556 652 0 3,143 1,039 0 1,848 13,175 641 290 1,021 437 53 3
Changes from: February 21, 2012 Total Change is: 449
0 -183 0 412 30 0 31 712 13 0 0 0 -7 -123
Percent of Open Interest Represented by Each Category of Trader
62.2 3.8 0.0 18.5 6.1 0.0 10.9 77.6 3.8 1.7 6.0 2.6 0.3 0.0
Number of Traders in Each Category Total Traders: 26
. . 0 5 . 0 4 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 9,528
Positions
1,025 8,242 0 5,700 0 0 1,382 1,145 0 0 0 0 1,421 141
Changes from: February 21, 2012 Total Change is: -183
54 -155 0 -1,196 0 0 779 -14 0 0 0 0 180 -14
Percent of Open Interest Represented by Each Category of Trader
10.8 86.5 0.0 59.8 0.0 0.0 14.5 12.0 0.0 0.0 0.0 0.0 14.9 1.5
Number of Traders in Each Category Total Traders: 22
. . 0 11 0 0 4 . 0 0 0 0
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Updated March 2, 2012