Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 178,558 Positions 21,558 28,072 20,527 18,311 34,588 168 47,942 57,142 17,906 8,117 5 378 43,651 19,772 Changes from: March 6, 2012 Total Change is: 21,359 15 4,706 9,753 -490 482 -17 7,324 3,478 4,947 -2,077 5 -117 2,022 -1,878 Percent of Open Interest Represented by Each Category of Trader 12.1 15.7 11.5 10.3 19.4 0.1 26.8 32.0 10.0 4.5 0.0 0.2 24.4 11.1 Number of Traders in Each Category Total Traders: 84 7 10 8 7 4 . 29 16 16 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 56,989 Positions 16,747 15,535 2,327 835 1,491 160 22,663 15,731 3,314 601 0 0 10,342 18,431 Changes from: March 6, 2012 Total Change is: 734 -979 -678 358 -42 2 0 1,162 -3,187 1,793 0 0 0 -1,558 2,446 Percent of Open Interest Represented by Each Category of Trader 29.4 27.3 4.1 1.5 2.6 0.3 39.8 27.6 5.8 1.1 0.0 0.0 18.1 32.3 Number of Traders in Each Category Total Traders: 44 5 9 6 . . . 10 13 10 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 207,505 Positions 125,431 11,214 4,439 9,742 73,870 2,859 25,585 62,774 19,014 2,059 3,697 0 18,376 29,637 Changes from: March 6, 2012 Total Change is: 17,133 6,989 -1,049 -7 -1,225 -734 -85 4,101 2,253 12,169 -1,785 2,232 -128 -2,896 2,482 Percent of Open Interest Represented by Each Category of Trader 60.4 5.4 2.1 4.7 35.6 1.4 12.3 30.3 9.2 1.0 1.8 0.0 8.9 14.3 Number of Traders in Each Category Total Traders: 94 11 9 10 7 15 7 15 29 17 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 213,010 Positions 48,882 25,139 36,704 64,153 8,901 804 25,098 61,697 21,318 750 3,491 302 14,999 54,653 Changes from: March 6, 2012 Total Change is: 38,899 16,868 -1,491 20,219 638 -691 -2,290 -4,129 7,906 8,451 0 492 -15 -843 6,318 Percent of Open Interest Represented by Each Category of Trader 22.9 11.8 17.2 30.1 4.2 0.4 11.8 29.0 10.0 0.4 1.6 0.1 7.0 25.7 Number of Traders in Each Category Total Traders: 111 10 13 12 8 9 5 17 46 24 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 352,838 Positions 128,034 39,390 16,032 45,699 29,593 5,327 61,138 129,256 39,230 6,920 12,524 3,059 47,397 78,427 Changes from: March 6, 2012 Total Change is: 9,666 12,242 -3,459 -4,245 -10,094 -35 116 4,071 7,514 -780 966 -587 -1,647 9,037 12,790 Percent of Open Interest Represented by Each Category of Trader 36.3 11.2 4.5 13.0 8.4 1.5 17.3 36.6 11.1 2.0 3.5 0.9 13.4 22.2 Number of Traders in Each Category Total Traders: 193 25 16 18 17 17 13 26 64 43 7 21 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 208,030 Positions 16,260 44,552 34,218 3,962 40,647 737 99,575 45,119 18,486 1,227 698 576 32,989 22,997 Changes from: March 6, 2012 Total Change is: 30,315 495 3,664 20,679 -1,188 267 -487 5,056 2,580 9,328 -726 -2,305 -349 -2,493 -3,061 Percent of Open Interest Represented by Each Category of Trader 7.8 21.4 16.4 1.9 19.5 0.4 47.9 21.7 8.9 0.6 0.3 0.3 15.9 11.1 Number of Traders in Each Category Total Traders: 101 7 14 13 4 8 . 37 23 15 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 137,641 Positions 42,132 45,219 79,724 0 0 0 7,909 5,236 7,140 150 0 0 587 323 Changes from: March 6, 2012 Total Change is: 342 -61 -1,884 362 0 0 0 15 1,630 0 -5 0 0 31 234 Percent of Open Interest Represented by Each Category of Trader 30.6 32.9 57.9 0.0 0.0 0.0 5.7 3.8 5.2 0.1 0.0 0.0 0.4 0.2 Number of Traders in Each Category Total Traders: 23 6 11 12 0 0 0 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 247,777 Positions 52,445 81,492 19,560 19,718 209 3,142 90,368 85,909 51,462 2,835 2,212 0 8,247 3,791 Changes from: March 6, 2012 Total Change is: 39,783 -5,801 8,822 4,530 -2,220 -552 0 3,456 -9,712 37,092 113 -74 -114 2,727 -209 Percent of Open Interest Represented by Each Category of Trader 21.2 32.9 7.9 8.0 0.1 1.3 36.5 34.7 20.8 1.1 0.9 0.0 3.3 1.5 Number of Traders in Each Category Total Traders: 115 6 15 4 11 . . 51 16 11 7 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 32,911 Positions 1,614 11,192 3,920 848 325 0 18,199 11,409 3,983 393 338 0 3,954 1,744 Changes from: March 6, 2012 Total Change is: 2,961 30 -3,702 3,690 104 -76 0 -3,897 -258 3,558 -556 0 0 32 -251 Percent of Open Interest Represented by Each Category of Trader 4.9 34.0 11.9 2.6 1.0 0.0 55.3 34.7 12.1 1.2 1.0 0.0 12.0 5.3 Number of Traders in Each Category Total Traders: 51 . 13 5 . . 0 21 7 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 97,989 Positions 17,872 40,224 24,466 4,447 1,471 297 28,399 9,834 8,012 1,781 3,718 2,421 10,296 7,547 Changes from: March 6, 2012 Total Change is: 42,187 2,155 6,676 24,286 1,001 -1,096 -76 5,147 -81 5,995 -1,144 3,360 1,448 3,374 1,674 Percent of Open Interest Represented by Each Category of Trader 18.2 41.0 25.0 4.5 1.5 0.3 29.0 10.0 8.2 1.8 3.8 2.5 10.5 7.7 Number of Traders in Each Category Total Traders: 109 16 19 15 7 4 . 38 12 14 4 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #124601 Open Interest is 20,082 Positions 7,691 7,275 5,260 0 0 0 2,851 644 1,913 0 3,123 377 1,990 1,490 Changes from: March 6, 2012 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 38.3 36.2 26.2 0.0 0.0 0.0 14.2 3.2 9.5 0.0 15.6 1.9 9.9 7.4 Number of Traders in Each Category Total Traders: 20 5 5 5 0 0 0 4 . 4 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 155,815 Positions 29,016 74,554 29,757 8,894 2,941 593 56,794 24,079 6,500 5,359 2,989 2,289 16,613 12,113 Changes from: March 6, 2012 Total Change is: 44,210 -2,418 7,457 29,398 2,002 -2,191 -152 10,290 4,248 2,467 -489 2,272 343 2,769 368 Percent of Open Interest Represented by Each Category of Trader 18.6 47.8 19.1 5.7 1.9 0.4 36.4 15.5 4.2 3.4 1.9 1.5 10.7 7.8 Number of Traders in Each Category Total Traders: 107 17 17 13 7 4 . 35 16 14 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 1,147,669 Positions 41,766 197,106 108,229 389,859 168,317 61,565 100,284 176,857 207,981 30,987 35,564 42,702 164,294 149,347 Changes from: March 6, 2012 Total Change is: 146,827 -2,071 21,054 44,969 12,723 -3,178 1,521 10,205 -2,729 45,234 590 5,910 9,287 24,369 24,759 Percent of Open Interest Represented by Each Category of Trader 3.6 17.2 9.4 34.0 14.7 5.4 8.7 15.4 18.1 2.7 3.1 3.7 14.3 13.0 Number of Traders in Each Category Total Traders: 593 35 49 55 120 61 71 101 136 133 44 47 38 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 403,574 Positions 30,633 86,587 30,182 103,305 37,918 14,328 26,765 32,985 89,059 4,849 10,776 20,116 84,338 81,624 Changes from: March 6, 2012 Total Change is: 64,604 1,035 -2,529 21,145 1,118 -1,714 749 3,454 -4,313 25,968 1,347 -1,525 4,822 4,965 22,002 Percent of Open Interest Represented by Each Category of Trader 7.6 21.5 7.5 25.6 9.4 3.6 6.6 8.2 22.1 1.2 2.7 5.0 20.9 20.2 Number of Traders in Each Category Total Traders: 126 9 18 14 26 11 18 20 26 40 8 7 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,720,471 Positions 149,186 646,115 296,718 1,492,886 712,109 176,072 514,851 866,613 447,356 134,796 128,045 108,828 399,778 338,614 Changes from: March 6, 2012 Total Change is: 411,117 -40,697 92,748 144,291 56,732 -8,613 5,152 18,048 -7,779 112,034 -8,351 32,611 26,891 97,017 13,783 Percent of Open Interest Represented by Each Category of Trader 4.0 17.4 8.0 40.1 19.1 4.7 13.8 23.3 12.0 3.6 3.4 2.9 10.7 9.1 Number of Traders in Each Category Total Traders: 555 31 51 51 106 57 61 98 128 124 39 44 31 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 126,556 Positions 18,650 30,592 10,904 58,619 58,207 5,146 18,330 13,215 301 4,224 3,119 0 10,382 5,073 Changes from: March 6, 2012 Total Change is: 14,059 299 4,302 10,845 3,025 -2,842 -258 -1,046 1,428 296 59 -463 0 839 751 Percent of Open Interest Represented by Each Category of Trader 14.7 24.2 8.6 46.3 46.0 4.1 14.5 10.4 0.2 3.3 2.5 0.0 8.2 4.0 Number of Traders in Each Category Total Traders: 96 11 9 14 33 12 13 16 9 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 142,663 Positions 6,007 66,790 18,960 32,914 10,223 3,436 49,072 10,740 15,646 2,446 5,901 2,067 12,115 8,902 Changes from: March 6, 2012 Total Change is: 24,957 -724 2,577 9,341 655 1,085 1,485 1,942 -1,307 7,812 656 -403 1,254 2,535 3,112 Percent of Open Interest Represented by Each Category of Trader 4.2 46.8 13.3 23.1 7.2 2.4 34.4 7.5 11.0 1.7 4.1 1.4 8.5 6.2 Number of Traders in Each Category Total Traders: 264 21 27 24 37 22 13 80 41 31 18 16 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 22,702 Positions 10,431 13,787 310 0 300 1,036 3,952 3,807 0 250 365 901 5,822 2,196 Changes from: March 6, 2012 Total Change is: 3,077 868 -187 287 0 0 800 -2,355 983 0 30 -614 629 2,818 1,179 Percent of Open Interest Represented by Each Category of Trader 45.9 60.7 1.4 0.0 1.3 4.6 17.4 16.8 0.0 1.1 1.6 4.0 25.6 9.7 Number of Traders in Each Category Total Traders: 24 8 8 . 0 . . . . 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 599,805 Positions 28,877 316,010 42,252 164,572 49,614 12,000 249,228 58,289 54,602 10,980 27,680 5,830 31,465 33,528 Changes from: March 6, 2012 Total Change is: 109,399 754 22,533 36,556 3,277 5,425 3,426 14,524 -18,411 46,021 3,130 1,055 3,127 -1,416 9,667 Percent of Open Interest Represented by Each Category of Trader 4.8 52.7 7.0 27.4 8.3 2.0 41.6 9.7 9.1 1.8 4.6 1.0 5.2 5.6 Number of Traders in Each Category Total Traders: 263 20 28 21 37 22 12 80 41 30 17 16 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 461,614 Positions 130,220 30,032 58,297 139,540 208,570 21,501 69,960 99,228 9,898 7,284 14,324 1,648 23,266 18,117 Changes from: March 6, 2012 Total Change is: 42,160 -548 -1,643 32,329 5,936 2,333 -2,735 -1,075 -2,411 6,380 -636 4,394 913 1,596 2,599 Percent of Open Interest Represented by Each Category of Trader 28.2 6.5 12.6 30.2 45.2 4.7 15.2 21.5 2.1 1.6 3.1 0.4 5.0 3.9 Number of Traders in Each Category Total Traders: 244 18 16 16 47 42 25 42 52 28 11 14 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 45,950 Positions 16,093 677 0 13,882 310 216 6,021 17,627 0 3,129 4,859 0 6,609 22,261 Changes from: March 6, 2012 Total Change is: -4,260 7,168 -544 -9,906 1,896 310 126 2,026 7,041 -4,095 40 -1,031 0 -1,515 3,839 Percent of Open Interest Represented by Each Category of Trader 35.0 1.5 0.0 30.2 0.7 0.5 13.1 38.4 0.0 6.8 10.6 0.0 14.4 48.4 Number of Traders in Each Category Total Traders: 52 10 . 0 11 . . 9 10 0 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 45,893 Positions 7,228 7,417 249 7,940 2,470 756 19,042 7,959 50 2,392 1,403 0 8,236 25,589 Changes from: March 6, 2012 Total Change is: -22,747 -845 -8,869 -2,152 -1,730 -1,808 -88 6,615 621 -8,525 -22 -1,374 -1,720 -14,280 1,168 Percent of Open Interest Represented by Each Category of Trader 15.7 16.2 0.5 17.3 5.4 1.6 41.5 17.3 0.1 5.2 3.1 0.0 17.9 55.8 Number of Traders in Each Category Total Traders: 56 10 10 . 5 . . 14 7 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 56,170 Positions 477 6,035 5,543 35,930 25,131 4,548 3,732 11,460 523 0 0 0 5,417 2,930 Changes from: March 6, 2012 Total Change is: 8,786 -1,920 1,852 5,478 3,688 -674 587 57 892 349 0 0 0 547 302 Percent of Open Interest Represented by Each Category of Trader 0.8 10.7 9.9 64.0 44.7 8.1 6.6 20.4 0.9 0.0 0.0 0.0 9.6 5.2 Number of Traders in Each Category Total Traders: 59 . . . 23 20 10 5 7 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 100,075 Positions 12,281 29,035 7,480 32,367 25,798 3,924 11,057 17,249 4,192 8,064 0 1,361 19,349 11,036 Changes from: March 6, 2012 Total Change is: 17,748 821 772 6,436 -675 583 222 -985 -2,064 3,452 -843 -240 672 8,648 7,915 Percent of Open Interest Represented by Each Category of Trader 12.3 29.0 7.5 32.3 25.8 3.9 11.0 17.2 4.2 8.1 0.0 1.4 19.3 11.0 Number of Traders in Each Category Total Traders: 91 9 15 7 21 11 9 17 6 6 11 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 732,277 Positions 26,516 62,548 47,750 249,116 165,763 93,421 61,144 61,738 85,564 10,171 43,370 6,728 151,868 165,397 Changes from: March 6, 2012 Total Change is: 13,665 19,986 -17,058 8,398 -20,479 5,568 -1,864 -12,698 -1,738 23,019 -1,267 -5,593 1,059 -2,489 1,873 Percent of Open Interest Represented by Each Category of Trader 3.6 8.5 6.5 34.0 22.6 12.8 8.3 8.4 11.7 1.4 5.9 0.9 20.7 22.6 Number of Traders in Each Category Total Traders: 174 11 15 23 44 27 38 40 25 44 6 6 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 352,500 Positions 2,481 132,066 7,988 245,743 25,421 29,312 1,647 95,786 738 0 4,225 0 64,591 56,964 Changes from: March 6, 2012 Total Change is: -4,271 -2,033 -5,811 -8,079 748 9 248 -24 3,030 -1,346 0 4,225 0 6,215 3,453 Percent of Open Interest Represented by Each Category of Trader 0.7 37.5 2.3 69.7 7.2 8.3 0.5 27.2 0.2 0.0 1.2 0.0 18.3 16.2 Number of Traders in Each Category Total Traders: 63 . 9 4 33 7 20 . 10 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 874,011 Positions 100,933 61,086 23,638 119,840 286,786 72,065 243,315 180,931 90,543 115,173 34,725 10,301 98,202 113,935 Changes from: March 6, 2012 Total Change is: -26,317 28,863 3,392 -9,326 -9,099 6,381 -1,693 -39,526 -21,513 -8,883 23,861 2,392 1,544 -12,057 1,389 Percent of Open Interest Represented by Each Category of Trader 11.5 7.0 2.7 13.7 32.8 8.2 27.8 20.7 10.4 13.2 4.0 1.2 11.2 13.0 Number of Traders in Each Category Total Traders: 207 18 16 16 34 33 45 40 33 30 16 17 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,176,397 Positions 91,097 185,425 125,038 716,221 740,503 208,406 418,797 216,243 197,653 64,084 70,254 51,553 303,546 381,320 Changes from: March 6, 2012 Total Change is: -812 670 5,068 -8,620 -10,077 -84,918 24,441 -40,720 58,019 11,195 8,468 -23,329 12,960 872 4,373 Percent of Open Interest Represented by Each Category of Trader 4.2 8.5 5.7 32.9 34.0 9.6 19.2 9.9 9.1 2.9 3.2 2.4 13.9 17.5 Number of Traders in Each Category Total Traders: 292 17 38 46 30 64 55 49 64 76 11 19 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,498,138 Positions 120,331 126,583 53,737 392,595 682,384 130,512 333,684 90,451 78,583 174,603 64,176 10,556 203,537 261,155 Changes from: March 6, 2012 Total Change is: 33,930 16,752 -25,382 -3,897 -19,069 11,217 -627 37,805 20,595 15,314 3,295 -2,038 2,345 -17,987 16,404 Percent of Open Interest Represented by Each Category of Trader 8.0 8.4 3.6 26.2 45.5 8.7 22.3 6.0 5.2 11.7 4.3 0.7 13.6 17.4 Number of Traders in Each Category Total Traders: 192 14 24 27 24 39 35 39 27 35 9 16 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 617,826 Positions 164,580 177,332 220,785 1,420 1,105 1,703 75,977 51,766 100,896 8,842 4,832 14,489 29,134 44,918 Changes from: March 6, 2012 Total Change is: 42,184 4,652 1,087 20,665 302 0 -302 5,833 3,745 9,914 1,567 569 4,528 -4,976 1,978 Percent of Open Interest Represented by Each Category of Trader 26.6 28.7 35.7 0.2 0.2 0.3 12.3 8.4 16.3 1.4 0.8 2.3 4.7 7.3 Number of Traders in Each Category Total Traders: 93 20 28 44 . . . 17 13 23 4 6 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is15,024,023 Positions 2,132,558 2,141,163 3,629,259 658,897 696,207 220,434 858,193 379,621 5,859,866 66,429 358,510 756,683 841,705 982,281 Changes from: March 6, 2012 Total Change is: 341,430 61,727 -59,032 189,008 -38,621 -1,158 55,889 -35,749 -15,373 177,122 -9,287 20,949 -23,579 -35,079 -2,396 Percent of Open Interest Represented by Each Category of Trader 14.2 14.3 24.2 4.4 4.6 1.5 5.7 2.5 39.0 0.4 2.4 5.0 5.6 6.5 Number of Traders in Each Category Total Traders: 301 33 59 92 8 20 21 67 72 120 13 20 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 9,315 Positions 4,741 4,101 0 1,383 877 6 1,521 4,016 45 1,390 165 0 229 105 Changes from: March 6, 2012 Total Change is: -359 171 100 0 -7 25 -25 -162 -273 -270 -20 65 0 -46 19 Percent of Open Interest Represented by Each Category of Trader 50.9 44.0 0.0 14.8 9.4 0.1 16.3 43.1 0.5 14.9 1.8 0.0 2.5 1.1 Number of Traders in Each Category Total Traders: 28 . . 0 . 4 . 7 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 8,535 Positions 4,751 4,958 0 984 1,741 0 2,439 1,571 33 40 140 0 288 92 Changes from: March 6, 2012 Total Change is: -2,921 -1,549 -1,606 0 -7 171 0 -633 -373 -781 0 0 0 49 -332 Percent of Open Interest Represented by Each Category of Trader 55.7 58.1 0.0 11.5 20.4 0.0 28.6 18.4 0.4 0.5 1.6 0.0 3.4 1.1 Number of Traders in Each Category Total Traders: 31 . 6 0 . 4 0 6 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 63,369 Positions 15,920 30,724 2 3,149 22 484 28,056 26,681 3,158 3,620 536 34 8,946 1,727 Changes from: March 6, 2012 Total Change is: 9,613 112 683 -211 785 -182 69 8,135 8,489 309 -781 175 33 1,161 247 Percent of Open Interest Represented by Each Category of Trader 25.1 48.5 0.0 5.0 0.0 0.8 44.3 42.1 5.0 5.7 0.8 0.1 14.1 2.7 Number of Traders in Each Category Total Traders: 102 8 4 . 9 . . 38 14 9 22 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 308,953 Positions 147,154 64,098 29,004 39,234 5,522 3,586 9,968 104,097 16,002 3,059 24,744 39,170 21,776 22,730 Changes from: March 6, 2012 Total Change is: 37,879 2,692 909 1,542 8,076 520 204 3,502 7,329 6,942 1,652 7,725 12,854 415 -146 Percent of Open Interest Represented by Each Category of Trader 47.6 20.7 9.4 12.7 1.8 1.2 3.2 33.7 5.2 1.0 8.0 12.7 7.0 7.4 Number of Traders in Each Category Total Traders: 143 13 15 19 11 9 8 22 39 39 12 14 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 17,370 Positions 10,545 459 167 3,203 1,078 0 1,842 13,279 594 290 1,075 678 51 40 Changes from: March 6, 2012 Total Change is: 196 -4 -156 167 477 0 0 -130 -28 0 0 91 204 -518 -82 Percent of Open Interest Represented by Each Category of Trader 60.7 2.6 1.0 18.4 6.2 0.0 10.6 76.4 3.4 1.7 6.2 3.9 0.3 0.2 Number of Traders in Each Category Total Traders: 25 . . . 5 . 0 . 7 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 13, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 11,692 Positions 966 8,296 980 6,981 0 0 1,140 2,003 0 0 0 0 1,625 413 Changes from: March 6, 2012 Total Change is: 1,342 -29 12 980 71 0 0 110 204 0 0 0 0 210 146 Percent of Open Interest Represented by Each Category of Trader 8.3 71.0 8.4 59.7 0.0 0.0 9.8 17.1 0.0 0.0 0.0 0.0 13.9 3.5 Number of Traders in Each Category Total Traders: 22 . . . 11 0 0 4 . 0 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 16, 2012