Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 196,138
Positions
19,685 30,424 29,628 18,456 34,788 166 51,059 52,995 23,705 8,769 1 388 44,282 24,044
Changes from: March 13, 2012 Total Change is: 17,580
-1,873 2,351 9,101 145 200 -2 3,117 -4,147 5,799 653 -4 10 631 4,273
Percent of Open Interest Represented by Each Category of Trader
10.0 15.5 15.1 9.4 17.7 0.1 26.0 27.0 12.1 4.5 0.0 0.2 22.6 12.3
Number of Traders in Each Category Total Traders: 86
7 10 11 7 4 . 30 16 19 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 44,583
Positions
17,295 10,800 282 868 1,513 160 14,988 14,348 515 537 0 0 9,938 16,965
Changes from: March 13, 2012 Total Change is: -12,406
548 -4,735 -2,045 33 22 0 -7,675 -1,384 -2,799 -64 0 0 -404 -1,466
Percent of Open Interest Represented by Each Category of Trader
38.8 24.2 0.6 1.9 3.4 0.4 33.6 32.2 1.2 1.2 0.0 0.0 22.3 38.1
Number of Traders in Each Category Total Traders: 33
6 5 . . . . 5 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 147,315
Positions
63,287 870 3,201 9,369 73,177 3,624 43,049 33,448 1,945 2,069 4,926 0 20,771 26,124
Changes from: March 13, 2012 Total Change is: -60,189
-62,144 -10,344 -1,238 -373 -693 765 17,464 -29,326 -17,069 10 1,229 0 2,395 -3,514
Percent of Open Interest Represented by Each Category of Trader
43.0 0.6 2.2 6.4 49.7 2.5 29.2 22.7 1.3 1.4 3.3 0.0 14.1 17.7
Number of Traders in Each Category Total Traders: 88
10 4 9 7 14 7 22 23 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 158,978
Positions
27,865 17,244 7,162 63,494 9,286 826 35,402 64,535 7,806 1,081 2,805 160 15,182 49,154
Changes from: March 13, 2012 Total Change is: -54,032
-21,017 -7,896 -29,543 -659 385 22 10,304 2,839 -13,512 331 -685 -142 184 -5,500
Percent of Open Interest Represented by Each Category of Trader
17.5 10.8 4.5 39.9 5.8 0.5 22.3 40.6 4.9 0.7 1.8 0.1 9.5 30.9
Number of Traders in Each Category Total Traders: 108
9 7 9 8 10 5 17 47 21 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 301,280
Positions
124,422 23,589 9,528 44,805 31,009 4,584 47,947 122,507 27,198 6,297 13,634 2,938 33,560 66,294
Changes from: March 13, 2012 Total Change is: -51,558
-3,612 -15,800 -6,505 -894 1,416 -743 -13,191 -6,749 -12,032 -623 1,110 -121 -13,837 -12,134
Percent of Open Interest Represented by Each Category of Trader
41.3 7.8 3.2 14.9 10.3 1.5 15.9 40.7 9.0 2.1 4.5 1.0 11.1 22.0
Number of Traders in Each Category Total Traders: 181
23 7 12 17 19 13 25 61 33 7 22 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 170,004
Positions
26,697 41,632 4,013 4,015 40,608 757 96,978 55,910 3,611 1,376 696 591 31,966 22,186
Changes from: March 13, 2012 Total Change is: -38,026
10,437 -2,920 -30,205 53 -39 20 -2,597 10,791 -14,875 149 -2 15 -1,022 -810
Percent of Open Interest Represented by Each Category of Trader
15.7 24.5 2.4 2.4 23.9 0.4 57.0 32.9 2.1 0.8 0.4 0.3 18.8 13.1
Number of Traders in Each Category Total Traders: 98
7 11 10 4 9 . 30 28 12 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 126,240
Positions
40,849 45,233 69,693 0 0 0 7,868 3,985 7,140 165 0 0 525 189
Changes from: March 13, 2012 Total Change is: -11,401
-1,282 15 -10,031 0 0 0 -41 -1,251 0 15 0 0 -62 -134
Percent of Open Interest Represented by Each Category of Trader
32.4 35.8 55.2 0.0 0.0 0.0 6.2 3.2 5.7 0.1 0.0 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 22
7 9 12 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 174,691
Positions
47,317 75,419 0 20,388 201 3,142 92,560 87,808 278 3,573 2,733 0 7,433 5,110
Changes from: March 13, 2012 Total Change is: -73,086
-5,128 -6,073 -19,560 670 -8 0 2,192 1,899 -51,184 738 521 0 -814 1,319
Percent of Open Interest Represented by Each Category of Trader
27.1 43.2 0.0 11.7 0.1 1.8 53.0 50.3 0.2 2.0 1.6 0.0 4.3 2.9
Number of Traders in Each Category Total Traders: 111
5 9 0 12 . . 51 19 . 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 20,288
Positions
1,826 11,058 0 626 388 0 14,135 6,449 216 399 338 0 3,086 1,839
Changes from: March 13, 2012 Total Change is: -12,623
212 -134 -3,920 -222 63 0 -4,064 -4,960 -3,767 6 0 0 -868 95
Percent of Open Interest Represented by Each Category of Trader
9.0 54.5 0.0 3.1 1.9 0.0 69.7 31.8 1.1 2.0 1.7 0.0 15.2 9.1
Number of Traders in Each Category Total Traders: 42
. 7 0 . . 0 18 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 54,497
Positions
11,874 33,537 982 4,551 1,349 567 25,687 11,304 730 2,809 704 510 6,787 4,813
Changes from: March 13, 2012 Total Change is: -43,492
-5,997 -6,687 -23,484 104 -122 271 -2,712 1,470 -7,282 1,028 -3,014 -1,910 -3,509 -2,734
Percent of Open Interest Represented by Each Category of Trader
21.8 61.5 1.8 8.4 2.5 1.0 47.1 20.7 1.3 5.2 1.3 0.9 12.5 8.8
Number of Traders in Each Category Total Traders: 99
13 19 . 8 4 . 31 16 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 108,994
Positions
23,749 67,074 1,963 9,102 2,698 1,134 51,373 22,608 1,461 5,617 1,409 1,021 13,574 9,626
Changes from: March 13, 2012 Total Change is: -46,821
-5,267 -7,479 -27,794 208 -243 541 -5,421 -1,471 -5,040 258 -1,580 -1,268 -3,039 -2,487
Percent of Open Interest Represented by Each Category of Trader
21.8 61.5 1.8 8.4 2.5 1.0 47.1 20.7 1.3 5.2 1.3 0.9 12.5 8.8
Number of Traders in Each Category Total Traders: 99
13 19 . 8 4 . 31 16 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 896,569
Positions
38,183 201,327 19,776 388,182 161,047 52,643 84,701 171,449 114,130 34,221 30,412 25,391 139,341 120,394
Changes from: March 13, 2012 Total Change is: -251,100
-3,583 4,221 -88,454 -1,677 -7,270 -8,922 -15,583 -5,407 -93,851 3,234 -5,152 -17,311 -24,952 -28,953
Percent of Open Interest Represented by Each Category of Trader
4.3 22.5 2.2 43.3 18.0 5.9 9.4 19.1 12.7 3.8 3.4 2.8 15.5 13.4
Number of Traders in Each Category Total Traders: 575
28 56 36 122 63 61 91 133 100 41 41 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 296,263
Positions
14,975 78,591 4,988 110,522 30,176 13,094 14,153 31,474 52,517 12,167 7,494 9,784 64,064 68,145
Changes from: March 13, 2012 Total Change is: -107,311
-15,658 -7,995 -25,194 7,216 -7,742 -1,234 -12,612 -1,511 -36,542 7,319 -3,282 -10,332 -20,274 -13,479
Percent of Open Interest Represented by Each Category of Trader
5.1 26.5 1.7 37.3 10.2 4.4 4.8 10.6 17.7 4.1 2.5 3.3 21.6 23.0
Number of Traders in Each Category Total Traders: 119
9 14 6 29 9 14 16 28 35 9 5 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 3,001,528
Positions
144,433 642,070 45,545 1,421,455 687,507 164,594 388,847 735,981 271,962 111,520 115,840 76,783 376,389 261,247
Changes from: March 13, 2012 Total Change is: -718,943
-4,753 -4,045 -251,172 -71,431 -24,602 -11,479 -126,004 -130,632 -175,394 -23,276 -12,206 -32,045 -23,389 -77,367
Percent of Open Interest Represented by Each Category of Trader
4.8 21.4 1.5 47.4 22.9 5.5 13.0 24.5 9.1 3.7 3.9 2.6 12.5 8.7
Number of Traders in Each Category Total Traders: 535
28 50 29 107 61 53 93 121 93 34 41 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 98,948
Positions
7,470 20,441 87 56,200 57,233 5,498 15,048 8,892 27 4,492 3,119 0 10,127 3,652
Changes from: March 13, 2012 Total Change is: -27,608
-11,180 -10,151 -10,817 -2,419 -974 352 -3,282 -4,323 -274 268 0 0 -256 -1,421
Percent of Open Interest Represented by Each Category of Trader
7.5 20.7 0.1 56.8 57.8 5.6 15.2 9.0 0.0 4.5 3.2 0.0 10.2 3.7
Number of Traders in Each Category Total Traders: 90
10 10 . 32 11 13 15 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 90,316
Positions
3,910 50,297 778 32,049 8,209 1,061 43,381 15,740 1,460 1,540 6,028 757 5,379 5,986
Changes from: March 13, 2012 Total Change is: -52,347
-2,097 -16,493 -18,182 -865 -2,014 -2,375 -5,691 5,000 -14,186 -906 127 -1,310 -6,736 -2,916
Percent of Open Interest Represented by Each Category of Trader
4.3 55.7 0.9 35.5 9.1 1.2 48.0 17.4 1.6 1.7 6.7 0.8 6.0 6.6
Number of Traders in Each Category Total Traders: 256
19 33 6 35 23 10 71 41 18 15 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 451,580
Positions
19,549 251,485 3,888 160,246 41,043 5,307 216,907 78,701 7,300 7,701 30,142 3,785 26,896 29,930
Changes from: March 13, 2012 Total Change is: -148,225
-9,327 -64,525 -38,364 -4,326 -8,571 -6,693 -32,320 20,411 -47,302 -3,278 2,462 -2,045 -4,569 -3,598
Percent of Open Interest Represented by Each Category of Trader
4.3 55.7 0.9 35.5 9.1 1.2 48.0 17.4 1.6 1.7 6.7 0.8 6.0 6.6
Number of Traders in Each Category Total Traders: 256
19 33 6 35 23 10 71 41 18 15 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 378,253
Positions
129,109 25,433 7,610 136,249 194,434 20,721 56,388 99,392 2,047 6,068 14,968 222 19,838 13,424
Changes from: March 13, 2012 Total Change is: -83,362
-1,111 -4,599 -50,687 -3,291 -14,136 -780 -13,572 165 -7,851 -1,216 645 -1,426 -3,428 -4,693
Percent of Open Interest Represented by Each Category of Trader
34.1 6.7 2.0 36.0 51.4 5.5 14.9 26.3 0.5 1.6 4.0 0.1 5.2 3.5
Number of Traders in Each Category Total Traders: 239
19 12 4 45 42 23 45 51 16 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 44,910
Positions
16,443 460 7 14,560 310 216 3,836 15,794 0 3,027 5,785 0 6,821 22,338
Changes from: March 13, 2012 Total Change is: -1,040
350 -217 7 678 0 0 -2,185 -1,833 0 -102 926 0 212 77
Percent of Open Interest Represented by Each Category of Trader
36.6 1.0 0.0 32.4 0.7 0.5 8.5 35.2 0.0 6.7 12.9 0.0 15.2 49.7
Number of Traders in Each Category Total Traders: 49
11 . . 12 . . 9 7 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 45,172
Positions
8,258 5,187 758 8,403 2,450 842 16,895 1,410 617 2,858 1,266 0 6,541 32,642
Changes from: March 13, 2012 Total Change is: -721
1,030 -2,230 509 463 -20 86 -2,147 -6,549 567 466 -137 0 -1,695 7,053
Percent of Open Interest Represented by Each Category of Trader
18.3 11.5 1.7 18.6 5.4 1.9 37.4 3.1 1.4 6.3 2.8 0.0 14.5 72.3
Number of Traders in Each Category Total Traders: 50
14 8 4 6 . . 11 . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 49,260
Positions
220 7,899 1,030 35,874 23,585 3,854 3,444 10,704 115 0 0 0 4,723 2,073
Changes from: March 13, 2012 Total Change is: -6,910
-257 1,864 -4,513 -56 -1,546 -694 -288 -756 -408 0 0 0 -694 -857
Percent of Open Interest Represented by Each Category of Trader
0.4 16.0 2.1 72.8 47.9 7.8 7.0 21.7 0.2 0.0 0.0 0.0 9.6 4.2
Number of Traders in Each Category Total Traders: 56
. 4 . 21 21 9 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 81,535
Positions
12,651 27,019 921 32,696 24,144 3,908 11,462 21,745 26 9,175 330 236 10,460 3,206
Changes from: March 13, 2012 Total Change is: -18,540
370 -2,016 -6,559 329 -1,654 -16 405 4,496 -4,166 1,111 330 -1,125 -8,889 -7,830
Percent of Open Interest Represented by Each Category of Trader
15.5 33.1 1.1 40.1 29.6 4.8 14.1 26.7 0.0 11.3 0.4 0.3 12.8 3.9
Number of Traders in Each Category Total Traders: 92
10 13 . 22 12 8 16 7 . 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 776,031
Positions
27,230 56,453 59,139 234,780 144,256 102,017 55,600 80,959 122,135 12,690 40,143 13,927 148,513 157,002
Changes from: March 13, 2012 Total Change is: 43,754
714 -6,095 11,389 -14,336 -21,506 8,596 -5,544 19,221 36,571 2,519 -3,227 7,199 -3,355 -8,395
Percent of Open Interest Represented by Each Category of Trader
3.5 7.3 7.6 30.3 18.6 13.1 7.2 10.4 15.7 1.6 5.2 1.8 19.1 20.2
Number of Traders in Each Category Total Traders: 179
11 18 25 45 27 41 28 36 47 7 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 359,145
Positions
2,481 149,000 5,090 255,366 24,163 28,765 1,647 94,869 738 3,000 1,500 0 62,058 55,020
Changes from: March 13, 2012 Total Change is: 6,644
0 16,934 -2,898 9,623 -1,258 -548 0 -917 0 3,000 -2,725 0 -2,533 -1,944
Percent of Open Interest Represented by Each Category of Trader
0.7 41.5 1.4 71.1 6.7 8.0 0.5 26.4 0.2 0.8 0.4 0.0 17.3 15.3
Number of Traders in Each Category Total Traders: 65
. 12 4 32 7 22 . 10 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 920,875
Positions
132,554 47,830 29,076 123,017 332,898 80,337 193,709 144,591 107,910 140,528 39,923 16,294 97,450 122,016
Changes from: March 13, 2012 Total Change is: 46,865
31,621 -13,256 5,438 3,177 46,112 8,272 -49,606 -36,340 17,367 25,355 5,197 5,992 -752 8,081
Percent of Open Interest Represented by Each Category of Trader
14.4 5.2 3.2 13.4 36.2 8.7 21.0 15.7 11.7 15.3 4.3 1.8 10.6 13.3
Number of Traders in Each Category Total Traders: 203
19 16 19 34 32 44 33 36 34 16 17 7
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 2,459,446
Positions
117,278 123,922 212,695 652,059 751,671 242,742 443,033 219,699 333,648 71,764 85,205 110,734 275,491 379,130
Changes from: March 13, 2012 Total Change is: 283,049
26,181 -61,504 87,657 -64,162 11,167 34,336 24,237 3,456 135,995 7,679 14,951 59,181 -28,055 -2,191
Percent of Open Interest Represented by Each Category of Trader
4.8 5.0 8.6 26.5 30.6 9.9 18.0 8.9 13.6 2.9 3.5 4.5 11.2 15.4
Number of Traders in Each Category Total Traders: 306
35 28 51 33 69 61 54 60 81 14 13 16
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 1,636,384
Positions
133,790 142,925 71,864 355,473 647,492 146,765 398,542 136,376 132,494 196,624 64,842 16,735 184,096 276,889
Changes from: March 13, 2012 Total Change is: 138,245
13,459 16,343 18,126 -37,122 -34,892 16,253 64,858 45,925 53,911 22,021 666 6,179 -19,440 15,734
Percent of Open Interest Represented by Each Category of Trader
8.2 8.7 4.4 21.7 39.6 9.0 24.4 8.3 8.1 12.0 4.0 1.0 11.3 16.9
Number of Traders in Each Category Total Traders: 198
15 24 27 27 39 38 32 37 40 10 14 4
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 647,628
Positions
181,985 192,205 222,159 1,695 4,046 1,428 83,006 51,571 108,921 5,030 6,295 17,667 25,738 43,337
Changes from: March 13, 2012 Total Change is: 29,802
17,405 14,873 1,374 275 2,941 -275 7,029 -196 8,024 -3,811 1,464 3,178 -3,396 -1,581
Percent of Open Interest Represented by Each Category of Trader
28.1 29.7 34.3 0.3 0.6 0.2 12.8 8.0 16.8 0.8 1.0 2.7 4.0 6.7
Number of Traders in Each Category Total Traders: 93
21 28 43 . . . 19 11 24 4 6 6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 is13,379,012
Positions
2,169,605 1,776,077 3,250,343 506,597 790,298 235,354 635,570 336,477 4,958,527 65,062 305,339 755,784 802,171 970,813
Changes from: March 13, 2012 Total Change is:-1,645,011
37,046 -365,086 -378,916 -152,299 94,091 14,920 -222,624 -43,143 -901,339 -1,367 -53,171 -899 -39,534 -11,468
Percent of Open Interest Represented by Each Category of Trader
16.2 13.3 24.3 3.8 5.9 1.8 4.8 2.5 37.1 0.5 2.3 5.6 6.0 7.3
Number of Traders in Each Category Total Traders: 268
31 53 83 8 18 21 65 60 109 11 14 20
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 8,643
Positions
4,268 2,528 0 594 867 6 2,234 4,870 41 1,340 180 0 160 151
Changes from: March 13, 2012 Total Change is: -672
-473 -1,573 0 -789 -10 0 713 854 -4 -50 15 0 -69 46
Percent of Open Interest Represented by Each Category of Trader
49.4 29.2 0.0 6.9 10.0 0.1 25.8 56.3 0.5 15.5 2.1 0.0 1.9 1.7
Number of Traders in Each Category Total Traders: 27
. 4 0 . 4 . 4 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 7,047
Positions
3,917 3,300 0 984 1,932 0 1,910 1,615 0 65 100 0 171 100
Changes from: March 13, 2012 Total Change is: -1,488
-834 -1,658 0 0 191 0 -529 44 -33 25 -40 0 -117 8
Percent of Open Interest Represented by Each Category of Trader
55.6 46.8 0.0 14.0 27.4 0.0 27.1 22.9 0.0 0.9 1.4 0.0 2.4 1.4
Number of Traders in Each Category Total Traders: 26
. 4 0 . 4 0 . 8 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 60,975
Positions
17,006 21,244 2 3,633 22 476 25,613 36,530 923 4,120 234 31 9,171 1,513
Changes from: March 13, 2012 Total Change is: -2,394
1,086 -9,480 0 484 0 -8 -2,443 9,849 -2,235 500 -302 -3 226 -214
Percent of Open Interest Represented by Each Category of Trader
27.9 34.8 0.0 6.0 0.0 0.8 42.0 59.9 1.5 6.8 0.4 0.1 15.0 2.5
Number of Traders in Each Category Total Traders: 94
6 . . 8 . . 31 15 5 26 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 363,883
Positions
175,665 74,767 30,737 44,295 8,322 5,081 7,325 118,684 22,696 2,617 26,099 44,312 31,155 33,185
Changes from: March 13, 2012 Total Change is: 54,930
28,511 10,669 1,733 5,061 2,800 1,495 -2,643 14,587 6,694 -442 1,355 5,142 9,379 10,455
Percent of Open Interest Represented by Each Category of Trader
48.3 20.5 8.4 12.2 2.3 1.4 2.0 32.6 6.2 0.7 7.2 12.2 8.6 9.1
Number of Traders in Each Category Total Traders: 147
11 17 20 9 11 10 17 49 43 9 14 18
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 18,831
Positions
10,541 467 1,698 3,203 1,093 0 1,630 13,165 944 290 949 472 53 43
Changes from: March 13, 2012 Total Change is: 1,461
-4 8 1,531 0 15 0 -212 -114 350 0 -126 -206 2 3
Percent of Open Interest Represented by Each Category of Trader
56.0 2.5 9.0 17.0 5.8 0.0 8.7 69.9 5.0 1.5 5.0 2.5 0.3 0.2
Number of Traders in Each Category Total Traders: 24
. . . 5 . 0 . 6 . . . .
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Updated March 23, 2012