Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 134,018
Positions
9,388 29,884 3,935 17,908 34,785 362 47,592 40,408 4,121 8,950 586 611 41,150 19,325
Changes from: March 27, 2012 Total Change is: 4,415
-1,575 4,081 373 -601 -40 199 4,124 -2,131 186 121 586 207 1,382 955
Percent of Open Interest Represented by Each Category of Trader
7.0 22.3 2.9 13.4 26.0 0.3 35.5 30.2 3.1 6.7 0.4 0.5 30.7 14.4
Number of Traders in Each Category Total Traders: 79
. 9 8 7 4 . 27 16 15 11 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 44,594
Positions
14,527 14,725 208 766 1,497 215 14,130 13,860 435 993 0 0 13,321 13,655
Changes from: March 27, 2012 Total Change is: 786
-1,069 1,337 10 -102 -7 55 452 -132 -79 456 0 0 1,062 -398
Percent of Open Interest Represented by Each Category of Trader
32.6 33.0 0.5 1.7 3.4 0.5 31.7 31.1 1.0 2.2 0.0 0.0 29.9 30.6
Number of Traders in Each Category Total Traders: 34
4 6 . . . . 9 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 150,182
Positions
45,257 9,279 3,531 9,444 72,114 5,155 54,043 28,751 2,622 3,008 3,167 157 26,966 25,407
Changes from: March 27, 2012 Total Change is: 8,340
-2,143 7,239 43 421 -547 739 6,838 342 237 967 -883 157 1,081 1,013
Percent of Open Interest Represented by Each Category of Trader
30.1 6.2 2.4 6.3 48.0 3.4 36.0 19.1 1.7 2.0 2.1 0.1 18.0 16.9
Number of Traders in Each Category Total Traders: 88
8 8 8 8 14 7 25 17 10 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 170,666
Positions
58,416 13,755 7,848 64,293 9,563 1,015 16,027 72,981 8,532 519 3,074 320 13,696 53,579
Changes from: March 27, 2012 Total Change is: 5,879
245 4,454 386 540 -477 195 4,774 -2,187 446 -400 291 -46 -261 2,817
Percent of Open Interest Represented by Each Category of Trader
34.2 8.1 4.6 37.7 5.6 0.6 9.4 42.8 5.0 0.3 1.8 0.2 8.0 31.4
Number of Traders in Each Category Total Traders: 105
12 7 8 8 10 5 22 36 22 . 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 287,816
Positions
116,616 17,286 10,723 32,942 30,579 14,124 37,491 103,955 30,237 6,178 14,063 2,970 36,534 63,879
Changes from: March 27, 2012 Total Change is: 3,416
-5,205 3,745 1,004 -6,123 -338 6,193 7,438 -6,675 1,397 746 -279 234 -2,269 -1,865
Percent of Open Interest Represented by Each Category of Trader
40.5 6.0 3.7 11.4 10.6 4.9 13.0 36.1 10.5 2.1 4.9 1.0 12.7 22.2
Number of Traders in Each Category Total Traders: 181
23 7 10 17 20 15 30 57 36 6 21 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 166,461
Positions
33,519 33,819 5,827 3,271 41,472 852 83,389 53,699 6,755 1,932 603 822 30,093 22,611
Changes from: March 27, 2012 Total Change is: 8,903
13,102 -3,451 1,854 -632 1,051 109 -9,054 5,867 1,582 568 -71 183 1,192 1,779
Percent of Open Interest Represented by Each Category of Trader
20.1 20.3 3.5 2.0 24.9 0.5 50.1 32.3 4.1 1.2 0.4 0.5 18.1 13.6
Number of Traders in Each Category Total Traders: 96
8 9 10 . 10 . 25 31 17 8 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 126,439
Positions
41,191 45,504 69,697 0 0 0 7,442 3,779 7,384 155 0 0 570 75
Changes from: March 27, 2012 Total Change is: 303
291 446 -107 0 0 0 -129 -205 244 -10 0 0 13 -76
Percent of Open Interest Represented by Each Category of Trader
32.6 36.0 55.1 0.0 0.0 0.0 5.9 3.0 5.8 0.1 0.0 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 23
7 9 12 0 0 0 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 175,692
Positions
46,774 134,806 0 19,408 302 3,293 95,284 32,000 425 3,704 2,222 0 6,804 2,644
Changes from: March 27, 2012 Total Change is: -2,859
5 -945 0 -312 302 151 -1,351 -2,664 49 -354 -171 0 -1,047 419
Percent of Open Interest Represented by Each Category of Trader
26.6 76.7 0.0 11.0 0.2 1.9 54.2 18.2 0.2 2.1 1.3 0.0 3.9 1.5
Number of Traders in Each Category Total Traders: 110
8 9 0 11 . . 52 14 5 9 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 20,753
Positions
1,860 13,955 0 506 255 0 14,040 4,486 150 614 338 0 3,583 1,569
Changes from: March 27, 2012 Total Change is: 506
-74 1,999 0 -45 -50 0 312 -1,680 -2 187 0 0 128 239
Percent of Open Interest Represented by Each Category of Trader
9.0 67.2 0.0 2.4 1.2 0.0 67.7 21.6 0.7 3.0 1.6 0.0 17.3 7.6
Number of Traders in Each Category Total Traders: 47
. 8 0 . . 0 19 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 53,781
Positions
11,839 32,686 977 4,479 1,210 537 23,640 9,447 1,015 3,148 2,075 536 7,612 5,300
Changes from: March 27, 2012 Total Change is: -879
71 -835 18 -81 -241 -117 -1,023 -1,841 -106 51 1,484 14 296 746
Percent of Open Interest Represented by Each Category of Trader
22.0 60.8 1.8 8.3 2.2 1.0 44.0 17.6 1.9 5.9 3.9 1.0 14.2 9.9
Number of Traders in Each Category Total Traders: 101
14 18 . 8 4 . 35 11 11 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 107,562
Positions
23,678 65,372 1,953 8,958 2,420 1,073 47,280 18,893 2,030 6,295 4,150 1,071 15,224 10,600
Changes from: March 27, 2012 Total Change is: -1,757
141 -1,670 36 -161 -482 -234 -2,047 -3,682 -213 101 2,968 28 591 1,491
Percent of Open Interest Represented by Each Category of Trader
22.0 60.8 1.8 8.3 2.2 1.0 44.0 17.6 1.9 5.9 3.9 1.0 14.2 9.9
Number of Traders in Each Category Total Traders: 101
14 18 . 8 4 . 35 11 11 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 920,497
Positions
43,285 218,733 24,173 379,752 156,981 49,776 89,966 168,779 125,941 33,935 31,054 29,979 143,688 115,079
Changes from: March 27, 2012 Total Change is: 1,672
4,780 7,493 2,408 -13,337 453 730 6,757 -5,324 150 1,188 234 1,703 -2,706 -6,175
Percent of Open Interest Represented by Each Category of Trader
4.7 23.8 2.6 41.3 17.1 5.4 9.8 18.3 13.7 3.7 3.4 3.3 15.6 12.5
Number of Traders in Each Category Total Traders: 583
32 54 38 124 57 66 96 127 101 41 52 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 302,388
Positions
18,320 84,781 3,951 106,561 28,804 12,678 15,895 34,814 55,123 12,327 6,970 10,757 66,776 64,509
Changes from: March 27, 2012 Total Change is: -3,620
1,552 4,437 -610 -2,550 -469 -164 -1,424 -574 -2,138 1,420 -352 -44 337 -3,706
Percent of Open Interest Represented by Each Category of Trader
6.1 28.0 1.3 35.2 9.5 4.2 5.3 11.5 18.2 4.1 2.3 3.6 22.1 21.3
Number of Traders in Each Category Total Traders: 128
9 15 5 28 9 14 16 34 43 11 6 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 3,090,545
Positions
162,815 707,748 63,126 1,392,825 667,755 158,620 419,533 719,004 304,910 122,757 135,137 81,396 384,563 252,850
Changes from: March 27, 2012 Total Change is: 26,458
23,556 22,694 7,672 -55,804 2,739 6,341 41,886 -22,767 10,453 7,093 11,189 477 -15,217 -12,342
Percent of Open Interest Represented by Each Category of Trader
5.3 22.9 2.0 45.1 21.6 5.1 13.6 23.3 9.9 4.0 4.4 2.6 12.4 8.2
Number of Traders in Each Category Total Traders: 543
31 52 32 109 55 59 97 115 92 36 48 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 100,271
Positions
8,740 19,728 408 56,450 58,177 5,576 14,490 9,909 190 4,739 3,079 0 9,678 3,204
Changes from: March 27, 2012 Total Change is: -371
-620 160 321 -632 -1,726 223 574 169 140 98 -25 0 -475 367
Percent of Open Interest Represented by Each Category of Trader
8.7 19.7 0.4 56.3 58.0 5.6 14.5 9.9 0.2 4.7 3.1 0.0 9.7 3.2
Number of Traders in Each Category Total Traders: 99
11 10 . 35 12 12 15 9 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 91,773
Positions
5,281 50,678 771 31,743 7,275 1,229 42,959 14,117 1,867 1,700 7,421 693 5,530 7,722
Changes from: March 27, 2012 Total Change is: 2,238
1,129 2,903 -26 -278 -17 156 1,836 -1,351 -305 106 591 -131 -248 419
Percent of Open Interest Represented by Each Category of Trader
5.8 55.2 0.8 34.6 7.9 1.3 46.8 15.4 2.0 1.9 8.1 0.8 6.0 8.4
Number of Traders in Each Category Total Traders: 264
24 30 9 36 21 9 76 42 17 18 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 458,864
Positions
26,405 253,389 3,853 158,717 36,377 6,147 214,793 70,587 9,335 8,501 37,105 3,463 27,650 38,608
Changes from: March 27, 2012 Total Change is: 11,191
5,643 14,517 -132 -1,390 -86 781 9,181 -6,756 -1,524 529 2,953 -655 -1,242 2,093
Percent of Open Interest Represented by Each Category of Trader
5.8 55.2 0.8 34.6 7.9 1.3 46.8 15.4 2.0 1.9 8.1 0.8 6.0 8.4
Number of Traders in Each Category Total Traders: 264
24 30 9 36 21 9 76 42 17 18 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 381,755
Positions
129,177 28,035 6,396 137,667 198,272 22,705 56,118 98,276 4,320 5,077 9,414 138 20,156 14,199
Changes from: March 27, 2012 Total Change is: 7,244
6,984 -696 248 -1,846 6,035 1,980 -289 -434 1,474 -871 -1,725 38 -475 323
Percent of Open Interest Represented by Each Category of Trader
33.8 7.3 1.7 36.1 51.9 5.9 14.7 25.7 1.1 1.3 2.5 0.0 5.3 3.7
Number of Traders in Each Category Total Traders: 249
18 13 5 54 43 20 47 54 17 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 49,658
Positions
16,759 460 361 14,105 360 357 8,971 16,784 0 3,097 6,904 0 6,008 24,432
Changes from: March 27, 2012 Total Change is: 3,999
230 -220 346 -398 50 0 4,459 1,454 0 -222 109 0 -416 2,260
Percent of Open Interest Represented by Each Category of Trader
33.7 0.9 0.7 28.4 0.7 0.7 18.1 33.8 0.0 6.2 13.9 0.0 12.1 49.2
Number of Traders in Each Category Total Traders: 55
11 . . 14 . . 10 7 0 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 49,439
Positions
6,255 9,978 1,259 8,670 1,070 673 18,174 1,365 3,447 3,304 2,586 0 7,657 29,061
Changes from: March 27, 2012 Total Change is: 2,564
443 1,618 552 71 -1,325 -76 1,214 -102 335 140 310 0 -115 1,252
Percent of Open Interest Represented by Each Category of Trader
12.7 20.2 2.5 17.5 2.2 1.4 36.8 2.8 7.0 6.7 5.2 0.0 15.5 58.8
Number of Traders in Each Category Total Traders: 53
11 13 6 6 . . 13 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 51,754
Positions
220 8,981 947 35,160 22,183 3,412 6,877 13,790 251 0 0 0 4,887 2,190
Changes from: March 27, 2012 Total Change is: 1,898
0 309 -86 184 -267 -311 1,940 1,776 118 0 0 0 53 359
Percent of Open Interest Represented by Each Category of Trader
0.4 17.4 1.8 67.9 42.9 6.6 13.3 26.6 0.5 0.0 0.0 0.0 9.4 4.2
Number of Traders in Each Category Total Traders: 60
. 4 . 20 21 9 7 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 84,703
Positions
12,374 29,105 1,538 36,865 7,936 2,958 11,366 38,321 26 8,199 647 236 11,141 3,936
Changes from: March 27, 2012 Total Change is: 411
-55 463 521 3,346 -4,830 -941 705 5,387 0 601 647 0 -3,766 -836
Percent of Open Interest Represented by Each Category of Trader
14.6 34.4 1.8 43.5 9.4 3.5 13.4 45.2 0.0 9.7 0.8 0.3 13.2 4.6
Number of Traders in Each Category Total Traders: 97
9 13 5 24 12 9 13 14 . 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 701,920
Positions
19,101 61,037 42,793 222,315 148,077 100,220 69,723 60,632 71,154 16,686 50,995 11,453 148,475 155,558
Changes from: March 27, 2012 Total Change is: 15,923
-1,395 7,010 3,674 -23,114 -3,475 4,920 6,717 -5,192 4,765 7,270 6,174 5,794 7,292 -7,747
Percent of Open Interest Represented by Each Category of Trader
2.7 8.7 6.1 31.7 21.1 14.3 9.9 8.6 10.1 2.4 7.3 1.6 21.2 22.2
Number of Traders in Each Category Total Traders: 165
9 15 21 39 27 38 25 34 43 7 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 345,215
Positions
2,476 136,549 646 248,219 19,681 34,385 1,600 99,659 56 2,552 7,291 0 55,281 46,948
Changes from: March 27, 2012 Total Change is: -6,522
-5 -10,535 -173 -4,014 99 1,920 -47 -882 -682 -448 3,600 0 -3,073 131
Percent of Open Interest Represented by Each Category of Trader
0.7 39.6 0.2 71.9 5.7 10.0 0.5 28.9 0.0 0.7 2.1 0.0 16.0 13.6
Number of Traders in Each Category Total Traders: 70
. 11 . 32 9 23 . 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 854,351
Positions
94,816 50,011 16,249 128,415 278,180 81,636 227,075 176,376 73,420 121,498 46,913 18,652 92,591 112,915
Changes from: March 27, 2012 Total Change is: -27,257
-18,586 -8,915 -2,590 -8,877 -57,964 6,122 14,225 40,584 -7,272 -23,761 361 4,223 9,258 -1,807
Percent of Open Interest Represented by Each Category of Trader
11.1 5.9 1.9 15.0 32.6 9.6 26.6 20.6 8.6 14.2 5.5 2.2 10.8 13.2
Number of Traders in Each Category Total Traders: 215
20 13 12 36 31 38 38 37 33 16 24 9
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Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,230,592
Positions
116,163 171,528 162,431 609,384 630,423 273,178 347,808 191,640 275,405 104,944 72,944 62,250 279,029 390,793
Changes from: March 27, 2012 Total Change is: 82,045
5,027 19,438 26,606 -47,641 -75,147 48,434 -53,972 -19,472 53,634 24,914 1,311 16,231 8,813 11,011
Percent of Open Interest Represented by Each Category of Trader
5.2 7.7 7.3 27.3 28.3 12.2 15.6 8.6 12.3 4.7 3.3 2.8 12.5 17.5
Number of Traders in Each Category Total Traders: 294
21 39 50 30 63 56 43 65 77 16 17 17
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Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,462,573
Positions
105,020 106,075 63,835 372,123 579,552 145,654 261,233 95,747 117,340 196,796 78,320 21,405 179,167 254,645
Changes from: March 27, 2012 Total Change is: -91,640
-19,053 -47,766 4,193 18,191 -39,565 -2,278 -120,531 -26,740 2,369 3,156 11,669 8,060 14,254 -1,582
Percent of Open Interest Represented by Each Category of Trader
7.2 7.3 4.4 25.4 39.6 10.0 17.9 6.5 8.0 13.5 5.4 1.5 12.3 17.4
Number of Traders in Each Category Total Traders: 195
15 21 21 28 36 37 28 37 40 11 19 9
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Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 598,894
Positions
176,004 172,655 198,137 0 4,616 1,200 74,885 52,648 103,274 2,373 3,995 16,390 26,631 45,979
Changes from: March 27, 2012 Total Change is: -62,733
-9,862 -18,878 -33,892 -1,700 70 -223 -5,792 648 -8,560 -3,273 -2,133 34 535 202
Percent of Open Interest Represented by Each Category of Trader
29.4 28.8 33.1 0.0 0.8 0.2 12.5 8.8 17.2 0.4 0.7 2.7 4.4 7.7
Number of Traders in Each Category Total Traders: 84
18 27 41 0 . . 11 15 23 4 5 6
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Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is13,692,790
Positions
2,221,829 1,928,077 3,398,549 466,000 858,719 251,226 781,174 341,666 4,977,226 79,320 303,615 671,118 846,349 962,595
Changes from: March 27, 2012 Total Change is: 293,658
79,759 92,370 127,200 -15,829 22,345 -6,296 65,670 7,671 89,822 7,413 18,698 -44,586 -9,495 -13,566
Percent of Open Interest Represented by Each Category of Trader
16.2 14.1 24.8 3.4 6.3 1.8 5.7 2.5 36.3 0.6 2.2 4.9 6.2 7.0
Number of Traders in Each Category Total Traders: 275
36 50 85 10 18 22 65 60 112 12 15 20
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Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,621
Positions
3,847 2,405 0 646 867 6 4,644 6,847 24 1,320 330 0 134 142
Changes from: March 27, 2012 Total Change is: 461
-568 -255 0 50 0 0 990 557 0 0 155 0 -11 4
Percent of Open Interest Represented by Each Category of Trader
36.2 22.6 0.0 6.1 8.2 0.1 43.7 64.5 0.2 12.4 3.1 0.0 1.3 1.3
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 6 6 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 8,144
Positions
5,995 3,538 0 1,170 2,037 45 715 2,341 0 66 100 0 153 83
Changes from: March 27, 2012 Total Change is: 585
1,335 87 0 191 331 0 -972 181 0 1 0 0 30 -14
Percent of Open Interest Represented by Each Category of Trader
73.6 43.4 0.0 14.4 25.0 0.6 8.8 28.7 0.0 0.8 1.2 0.0 1.9 1.0
Number of Traders in Each Category Total Traders: 30
. 5 0 . 5 . . 11 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 45,177
Positions
15,637 20,525 2 1,913 56 394 13,895 19,986 1,337 3,971 397 41 7,987 2,438
Changes from: March 27, 2012 Total Change is: -7,283
-616 -506 -0 -757 56 -152 -5,515 -7,313 215 170 18 16 -646 382
Percent of Open Interest Represented by Each Category of Trader
34.6 45.4 0.0 4.2 0.1 0.9 30.8 44.2 3.0 8.8 0.9 0.1 17.7 5.4
Number of Traders in Each Category Total Traders: 97
6 4 . 8 . . 29 18 7 23 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 310,512
Positions
143,526 61,232 33,742 35,388 5,899 8,486 6,368 96,683 18,773 1,255 17,417 38,438 24,536 29,842
Changes from: March 27, 2012 Total Change is: 6,173
-10,896 -2,809 6,953 4,056 -442 4,339 -623 -4,647 4,883 -653 -1,346 -3,583 1,697 2,825
Percent of Open Interest Represented by Each Category of Trader
46.2 19.7 10.9 11.4 1.9 2.7 2.1 31.1 6.0 0.4 5.6 12.4 7.9 9.6
Number of Traders in Each Category Total Traders: 125
14 13 24 10 9 7 13 44 38 7 9 10
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Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 7,345
Positions
844 935 0 3,306 992 0 1,968 3,567 594 290 913 284 59 60
Changes from: March 27, 2012 Total Change is: -190
-162 -29 0 -41 -40 0 338 189 -330 0 0 0 5 20
Percent of Open Interest Represented by Each Category of Trader
11.5 12.7 0.0 45.0 13.5 0.0 26.8 48.6 8.1 3.9 12.4 3.9 0.8 0.8
Number of Traders in Each Category Total Traders: 22
. . 0 5 . 0 . 5 . . . .
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Updated April 6, 2012