Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 120,112
Positions
10,207 22,485 2,822 18,691 34,635 362 37,094 32,749 3,681 9,617 0 499 37,139 22,879
Changes from: April 3, 2012 Total Change is: -13,906
819 -7,399 -1,113 783 -150 0 -10,498 -7,659 -440 666 -586 -112 -4,012 3,554
Percent of Open Interest Represented by Each Category of Trader
8.5 18.7 2.3 15.6 28.8 0.3 30.9 27.3 3.1 8.0 0.0 0.4 30.9 19.0
Number of Traders in Each Category Total Traders: 76
. 9 7 7 4 . 22 18 12 13 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 40,839
Positions
12,320 10,469 640 766 1,914 220 15,055 9,575 168 993 0 0 10,677 17,852
Changes from: April 3, 2012 Total Change is: -3,755
-2,207 -4,256 433 0 417 5 925 -4,285 -267 0 0 0 -2,644 4,198
Percent of Open Interest Represented by Each Category of Trader
30.2 25.6 1.6 1.9 4.7 0.5 36.9 23.4 0.4 2.4 0.0 0.0 26.1 43.7
Number of Traders in Each Category Total Traders: 30
5 5 4 . 4 . 7 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 150,049
Positions
46,835 4,933 1,936 9,118 72,484 4,798 60,998 36,851 1,528 2,066 3,212 167 22,603 24,140
Changes from: April 3, 2012 Total Change is: -133
1,578 -4,345 -1,595 -326 370 -357 6,955 8,100 -1,094 -942 44 11 -4,363 -1,267
Percent of Open Interest Represented by Each Category of Trader
31.2 3.3 1.3 6.1 48.3 3.2 40.7 24.6 1.0 1.4 2.1 0.1 15.1 16.1
Number of Traders in Each Category Total Traders: 92
8 6 7 7 15 5 30 20 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 163,593
Positions
57,339 13,081 4,398 66,179 10,366 993 16,507 75,587 5,058 500 3,592 172 12,446 50,345
Changes from: April 3, 2012 Total Change is: -7,073
-1,077 -674 -3,449 1,886 803 -22 480 2,606 -3,474 -19 518 -148 -1,250 -3,234
Percent of Open Interest Represented by Each Category of Trader
35.1 8.0 2.7 40.5 6.3 0.6 10.1 46.2 3.1 0.3 2.2 0.1 7.6 30.8
Number of Traders in Each Category Total Traders: 101
13 6 7 8 10 5 16 38 18 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 319,203
Positions
144,416 12,985 10,086 27,496 33,496 18,598 46,156 128,192 28,289 7,212 12,358 3,277 33,672 71,920
Changes from: April 3, 2012 Total Change is: 31,387
27,800 -4,301 -637 -5,447 2,917 4,474 8,665 24,237 -1,947 1,033 -1,704 307 -2,862 8,041
Percent of Open Interest Represented by Each Category of Trader
45.2 4.1 3.2 8.6 10.5 5.8 14.5 40.2 8.9 2.3 3.9 1.0 10.5 22.5
Number of Traders in Each Category Total Traders: 180
25 7 12 15 21 13 24 64 33 8 16 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 163,660
Positions
42,838 30,585 4,293 2,841 41,856 858 77,625 56,972 3,847 1,234 753 300 29,825 24,196
Changes from: April 3, 2012 Total Change is: -2,800
9,319 -3,234 -1,534 -430 384 6 -5,763 3,274 -2,909 -699 150 -522 -269 1,586
Percent of Open Interest Represented by Each Category of Trader
26.2 18.7 2.6 1.7 25.6 0.5 47.4 34.8 2.4 0.8 0.5 0.2 18.2 14.8
Number of Traders in Each Category Total Traders: 85
8 9 9 . 10 . 20 29 12 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 127,094
Positions
41,949 46,632 69,567 851 0 0 6,817 3,502 7,384 0 0 0 526 9
Changes from: April 3, 2012 Total Change is: 655
758 1,128 -130 851 0 0 -625 -277 0 -155 0 0 -44 -66
Percent of Open Interest Represented by Each Category of Trader
33.0 36.7 54.7 0.7 0.0 0.0 5.4 2.8 5.8 0.0 0.0 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 25
8 11 12 . 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 174,230
Positions
48,476 127,071 0 25,467 106 3,364 87,950 37,699 688 2,166 2,450 0 6,119 2,852
Changes from: April 3, 2012 Total Change is: -1,462
1,702 -7,735 0 6,059 -196 71 -7,334 5,699 263 -1,538 228 0 -685 208
Percent of Open Interest Represented by Each Category of Trader
27.8 72.9 0.0 14.6 0.1 1.9 50.5 21.6 0.4 1.2 1.4 0.0 3.5 1.6
Number of Traders in Each Category Total Traders: 108
9 10 0 12 . . 36 25 5 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 21,802
Positions
2,027 15,180 0 544 379 10 15,257 4,118 143 430 338 0 3,391 1,634
Changes from: April 3, 2012 Total Change is: 1,049
167 1,225 0 38 124 10 1,217 -368 -7 -184 0 0 -192 65
Percent of Open Interest Represented by Each Category of Trader
9.3 69.6 0.0 2.5 1.7 0.0 70.0 18.9 0.7 2.0 1.6 0.0 15.6 7.5
Number of Traders in Each Category Total Traders: 51
4 9 0 . . . 20 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 51,151
Positions
11,900 31,462 1,036 4,027 1,938 450 21,363 10,238 692 3,013 149 495 8,176 4,693
Changes from: April 3, 2012 Total Change is: -2,630
61 -1,225 59 -452 728 -87 -2,277 791 -323 -134 -1,926 -40 564 -607
Percent of Open Interest Represented by Each Category of Trader
23.3 61.5 2.0 7.9 3.8 0.9 41.8 20.0 1.4 5.9 0.3 1.0 16.0 9.2
Number of Traders in Each Category Total Traders: 92
12 19 . 6 5 . 28 14 8 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 102,302
Positions
23,800 62,923 2,071 8,054 3,876 899 42,726 20,476 1,384 6,027 298 990 16,352 9,386
Changes from: April 3, 2012 Total Change is: -5,260
122 -2,449 118 -904 1,456 -174 -4,554 1,583 -646 -268 -3,853 -81 1,127 -1,214
Percent of Open Interest Represented by Each Category of Trader
23.3 61.5 2.0 7.9 3.8 0.9 41.8 20.0 1.4 5.9 0.3 1.0 16.0 9.2
Number of Traders in Each Category Total Traders: 92
12 19 . 6 5 . 28 14 8 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 952,269
Positions
45,768 194,076 28,892 374,664 171,624 51,739 81,398 175,828 151,368 33,155 27,407 31,059 154,226 120,275
Changes from: April 3, 2012 Total Change is: 31,772
2,483 -24,657 4,719 -5,088 14,643 1,962 -8,568 7,049 25,427 -780 -3,647 1,080 10,538 5,197
Percent of Open Interest Represented by Each Category of Trader
4.8 20.4 3.0 39.3 18.0 5.4 8.5 18.5 15.9 3.5 2.9 3.3 16.2 12.6
Number of Traders in Each Category Total Traders: 585
33 53 39 123 62 64 93 133 108 48 40 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 321,038
Positions
25,480 79,007 5,080 106,691 31,526 11,574 17,268 42,244 63,050 10,777 7,479 11,658 69,459 69,420
Changes from: April 3, 2012 Total Change is: 18,650
7,161 -5,774 1,129 130 2,722 -1,104 1,373 7,430 7,927 -1,550 508 902 2,684 4,911
Percent of Open Interest Represented by Each Category of Trader
7.9 24.6 1.6 33.2 9.8 3.6 5.4 13.2 19.6 3.4 2.3 3.6 21.6 21.6
Number of Traders in Each Category Total Traders: 135
12 15 7 28 10 16 18 35 46 13 4 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 3,156,154
Positions
159,672 633,578 60,831 1,367,845 728,475 172,840 426,093 773,363 336,147 128,554 116,304 80,341 423,832 254,276
Changes from: April 3, 2012 Total Change is: 65,609
-3,144 -74,170 -2,295 -24,980 60,720 14,220 6,560 54,360 31,237 5,796 -18,834 -1,055 39,269 1,426
Percent of Open Interest Represented by Each Category of Trader
5.1 20.1 1.9 43.3 23.1 5.5 13.5 24.5 10.7 4.1 3.7 2.5 13.4 8.1
Number of Traders in Each Category Total Traders: 541
30 53 30 108 59 55 97 116 94 40 38 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 101,356
Positions
10,095 19,906 372 60,774 55,219 5,726 11,238 12,384 917 4,055 3,251 0 8,179 3,581
Changes from: April 3, 2012 Total Change is: 1,085
1,355 178 -36 4,324 -2,958 150 -3,252 2,475 727 -684 172 0 -1,499 377
Percent of Open Interest Represented by Each Category of Trader
10.0 19.6 0.4 60.0 54.5 5.6 11.1 12.2 0.9 4.0 3.2 0.0 8.1 3.5
Number of Traders in Each Category Total Traders: 98
12 9 . 38 11 11 13 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 104,787
Positions
5,279 54,461 4,162 32,775 7,473 1,455 41,484 15,551 4,912 1,767 6,922 967 11,987 8,885
Changes from: April 3, 2012 Total Change is: 13,015
-2 3,783 3,391 1,032 197 226 -1,475 1,434 3,045 67 -499 275 6,457 1,163
Percent of Open Interest Represented by Each Category of Trader
5.0 52.0 4.0 31.3 7.1 1.4 39.6 14.8 4.7 1.7 6.6 0.9 11.4 8.5
Number of Traders in Each Category Total Traders: 264
21 31 11 33 22 10 70 46 23 19 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 12,366
Positions
3,627 8,388 0 1,036 0 0 1,317 2,274 0 0 313 261 6,125 1,130
Changes from: April 3, 2012 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
29.3 67.8 0.0 8.4 0.0 0.0 10.7 18.4 0.0 0.0 2.5 2.1 49.5 9.1
Number of Traders in Each Category Total Traders: 20
4 7 0 . 0 0 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 462,107
Positions
25,494 247,602 3,574 158,697 37,363 7,276 214,817 80,368 10,577 8,834 33,043 3,532 29,307 38,773
Changes from: April 3, 2012 Total Change is: 3,243
-911 -5,787 -279 -20 986 1,129 24 9,781 1,242 333 -4,062 69 1,657 165
Percent of Open Interest Represented by Each Category of Trader
5.5 53.6 0.8 34.3 8.1 1.6 46.5 17.4 2.3 1.9 7.2 0.8 6.3 8.4
Number of Traders in Each Category Total Traders: 263
22 30 8 33 22 10 72 44 20 19 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 399,012
Positions
143,985 26,782 6,713 134,475 204,314 21,838 55,594 104,088 4,787 4,395 10,009 191 27,035 20,290
Changes from: April 3, 2012 Total Change is: 17,258
14,808 -1,253 317 -3,192 6,042 -867 -524 5,812 467 -682 595 52 6,879 6,092
Percent of Open Interest Represented by Each Category of Trader
36.1 6.7 1.7 33.7 51.2 5.5 13.9 26.1 1.2 1.1 2.5 0.0 6.8 5.1
Number of Traders in Each Category Total Traders: 243
19 12 4 52 44 22 37 58 18 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 44,073
Positions
13,600 672 0 11,875 410 317 9,607 13,540 0 2,106 6,694 0 6,568 22,440
Changes from: April 3, 2012 Total Change is: -5,585
-3,159 212 -361 -2,230 50 -40 636 -3,244 0 -991 -210 0 560 -1,992
Percent of Open Interest Represented by Each Category of Trader
30.9 1.5 0.0 26.9 0.9 0.7 21.8 30.7 0.0 4.8 15.2 0.0 14.9 50.9
Number of Traders in Each Category Total Traders: 48
8 . 0 13 . 4 10 6 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 46,491
Positions
6,499 11,424 1,148 8,690 1,521 867 15,902 1,727 3,731 3,321 1,100 0 6,333 24,973
Changes from: April 3, 2012 Total Change is: -2,948
244 1,446 -111 20 451 194 -2,272 362 284 17 -1,486 0 -1,324 -4,088
Percent of Open Interest Represented by Each Category of Trader
14.0 24.6 2.5 18.7 3.3 1.9 34.2 3.7 8.0 7.1 2.4 0.0 13.6 53.7
Number of Traders in Each Category Total Traders: 53
10 12 7 6 4 . 12 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 53,618
Positions
222 8,903 1,197 36,429 21,030 4,333 6,214 15,666 41 0 0 0 5,182 2,448
Changes from: April 3, 2012 Total Change is: 1,864
2 -78 250 1,269 -1,153 921 -663 1,876 -210 0 0 0 295 258
Percent of Open Interest Represented by Each Category of Trader
0.4 16.6 2.2 67.9 39.2 8.1 11.6 29.2 0.1 0.0 0.0 0.0 9.7 4.6
Number of Traders in Each Category Total Traders: 60
. 4 . 20 20 8 6 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 83,728
Positions
12,165 29,732 1,335 36,821 7,246 3,244 11,117 36,858 58 7,781 903 256 10,951 4,096
Changes from: April 3, 2012 Total Change is: -975
-209 627 -203 -44 -690 286 -249 -1,463 32 -418 256 20 -190 160
Percent of Open Interest Represented by Each Category of Trader
14.5 35.5 1.6 44.0 8.7 3.9 13.3 44.0 0.1 9.3 1.1 0.3 13.1 4.9
Number of Traders in Each Category Total Traders: 95
9 14 5 22 12 10 13 12 . 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 729,886
Positions
17,894 56,045 43,163 218,596 157,988 104,074 89,651 56,156 77,274 13,935 71,705 9,297 156,003 154,185
Changes from: April 3, 2012 Total Change is: 27,967
-1,207 -4,993 371 -3,719 9,911 3,854 19,929 -4,476 6,119 -2,751 20,710 -2,156 7,527 -1,373
Percent of Open Interest Represented by Each Category of Trader
2.5 7.7 5.9 29.9 21.6 14.3 12.3 7.7 10.6 1.9 9.8 1.3 21.4 21.1
Number of Traders in Each Category Total Traders: 174
9 18 24 40 28 38 30 31 45 9 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 357,290
Positions
2,476 134,638 439 260,759 16,535 31,219 1,600 113,935 56 4,329 8,291 0 56,412 52,177
Changes from: April 3, 2012 Total Change is: 12,074
0 -1,911 -207 12,540 -3,146 -3,166 0 14,276 0 1,777 1,000 0 1,130 5,228
Percent of Open Interest Represented by Each Category of Trader
0.7 37.7 0.1 73.0 4.6 8.7 0.4 31.9 0.0 1.2 2.3 0.0 15.8 14.6
Number of Traders in Each Category Total Traders: 69
. 11 . 33 6 21 . 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 857,742
Positions
65,474 77,307 22,183 170,807 236,420 74,214 206,302 211,237 72,850 135,620 42,115 13,771 96,520 107,644
Changes from: April 3, 2012 Total Change is: 3,390
-29,342 27,296 5,934 42,392 -41,760 -7,421 -20,773 34,862 -571 14,122 -4,798 -4,880 3,930 -5,271
Percent of Open Interest Represented by Each Category of Trader
7.6 9.0 2.6 19.9 27.6 8.7 24.1 24.6 8.5 15.8 4.9 1.6 11.3 12.5
Number of Traders in Each Category Total Traders: 226
18 21 13 37 28 39 41 43 36 17 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 2,260,659
Positions
71,170 231,454 180,794 648,086 581,779 283,636 351,706 219,672 262,460 101,204 65,118 73,305 288,297 362,441
Changes from: April 3, 2012 Total Change is: 30,067
-44,993 59,925 18,363 38,702 -48,644 10,458 3,898 28,032 -12,945 -3,740 -7,826 11,056 9,267 -28,352
Percent of Open Interest Represented by Each Category of Trader
3.1 10.2 8.0 28.7 25.7 12.5 15.6 9.7 11.6 4.5 2.9 3.2 12.8 16.0
Number of Traders in Each Category Total Traders: 293
18 49 53 29 60 52 35 70 75 11 21 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 1,525,987
Positions
71,552 147,966 79,669 374,756 566,078 150,950 297,182 92,341 142,045 186,181 77,166 24,637 199,015 245,136
Changes from: April 3, 2012 Total Change is: 63,414
-33,468 41,891 15,833 2,633 -13,474 5,296 35,949 -3,406 24,705 -10,615 -1,154 3,232 19,848 -9,510
Percent of Open Interest Represented by Each Category of Trader
4.7 9.7 5.2 24.6 37.1 9.9 19.5 6.1 9.3 12.2 5.1 1.6 13.0 16.1
Number of Traders in Each Category Total Traders: 200
10 26 23 27 37 37 33 37 43 11 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 601,974
Positions
176,446 166,726 200,709 0 5,701 1,200 72,836 52,399 106,740 1,766 3,333 16,702 25,574 48,463
Changes from: April 3, 2012 Total Change is: 3,080
442 -5,929 2,573 0 1,085 0 -2,049 -249 3,467 -607 -662 312 -1,057 2,483
Percent of Open Interest Represented by Each Category of Trader
29.3 27.7 33.3 0.0 0.9 0.2 12.1 8.7 17.7 0.3 0.6 2.8 4.2 8.1
Number of Traders in Each Category Total Traders: 86
20 27 43 0 . . 13 14 24 . 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 is13,546,649
Positions
2,213,456 2,089,410 3,270,047 443,941 743,132 264,690 815,170 350,954 4,865,419 93,151 281,419 736,002 844,772 945,575
Changes from: April 3, 2012 Total Change is: -146,142
-8,373 161,333 -128,502 -22,059 -115,586 13,464 33,996 9,288 -111,806 13,831 -22,196 64,884 -1,577 -17,020
Percent of Open Interest Represented by Each Category of Trader
16.3 15.4 24.1 3.3 5.5 2.0 6.0 2.6 35.9 0.7 2.1 5.4 6.2 7.0
Number of Traders in Each Category Total Traders: 273
34 51 84 11 16 22 69 57 113 12 14 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 10,101
Positions
3,963 1,704 0 657 973 6 3,939 6,956 21 1,364 300 0 151 141
Changes from: April 3, 2012 Total Change is: -520
116 -701 0 11 106 0 -705 109 -3 44 -30 0 17 -1
Percent of Open Interest Represented by Each Category of Trader
39.2 16.9 0.0 6.5 9.6 0.1 39.0 68.9 0.2 13.5 3.0 0.0 1.5 1.4
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 6 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 7,922
Positions
5,112 3,424 0 1,170 1,837 45 1,330 2,138 0 66 381 0 199 97
Changes from: April 3, 2012 Total Change is: -222
-883 -114 0 0 -200 0 615 -203 0 0 281 0 46 14
Percent of Open Interest Represented by Each Category of Trader
64.5 43.2 0.0 14.8 23.2 0.6 16.8 27.0 0.0 0.8 4.8 0.0 2.5 1.2
Number of Traders in Each Category Total Traders: 33
4 4 0 . 5 . 5 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 46,892
Positions
15,749 20,894 2 2,319 81 360 15,302 22,643 660 3,996 377 39 8,465 1,836
Changes from: April 3, 2012 Total Change is: 1,715
112 369 0 406 25 -34 1,407 2,657 -677 25 -20 -2 478 -603
Percent of Open Interest Represented by Each Category of Trader
33.6 44.6 0.0 4.9 0.2 0.8 32.6 48.3 1.4 8.5 0.8 0.1 18.1 3.9
Number of Traders in Each Category Total Traders: 102
6 4 . 9 . . 31 18 4 25 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 322,529
Positions
148,479 66,984 37,214 37,677 4,521 6,521 2,569 100,848 25,567 664 12,918 40,684 23,154 27,272
Changes from: April 3, 2012 Total Change is: 12,017
4,953 5,752 3,472 2,289 -1,378 -1,965 -3,799 4,165 6,794 -591 -4,499 2,246 -1,382 -2,570
Percent of Open Interest Represented by Each Category of Trader
46.0 20.8 11.5 11.7 1.4 2.0 0.8 31.3 7.9 0.2 4.0 12.6 7.2 8.5
Number of Traders in Each Category Total Traders: 129
14 13 22 14 9 9 10 45 36 5 13 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 7,348
Positions
843 1,023 0 3,306 911 0 1,968 3,564 594 290 917 286 61 53
Changes from: April 3, 2012 Total Change is: 3
-1 88 0 0 -81 0 0 -3 0 0 4 2 2 -7
Percent of Open Interest Represented by Each Category of Trader
11.5 13.9 0.0 45.0 12.4 0.0 26.8 48.5 8.1 3.9 12.5 3.9 0.8 0.7
Number of Traders in Each Category Total Traders: 22
. . 0 5 . 0 . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 13, 2012