Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 143,387 Positions 9,753 42,525 5,002 18,899 34,100 371 50,636 36,336 3,985 10,250 401 1,020 43,471 19,647 Changes from: April 17, 2012 Total Change is: 6,617 -179 7,596 288 4 -376 3 2,834 27 233 839 -325 288 2,307 -1,116 Percent of Open Interest Represented by Each Category of Trader 6.8 29.7 3.5 13.2 23.8 0.3 35.3 25.3 2.8 7.1 0.3 0.7 30.3 13.7 Number of Traders in Each Category Total Traders: 85 . 12 8 7 4 . 27 17 14 13 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 41,069 Positions 12,733 10,099 614 676 1,911 305 13,275 12,575 120 537 0 0 12,809 15,445 Changes from: April 17, 2012 Total Change is: -1,157 -1,924 22 209 0 -7 0 -2,177 527 22 0 0 0 2,713 -1,930 Percent of Open Interest Represented by Each Category of Trader 31.0 24.6 1.5 1.6 4.7 0.7 32.3 30.6 0.3 1.3 0.0 0.0 31.2 37.6 Number of Traders in Each Category Total Traders: 32 6 4 . . 4 . 5 11 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 179,211 Positions 32,291 66,896 2,790 8,991 46,521 6,599 86,993 28,947 1,919 2,444 3,443 10 37,173 22,085 Changes from: April 17, 2012 Total Change is: 17,745 -11,378 32,564 166 178 -9,466 592 16,964 -6,336 191 398 139 -79 10,712 -27 Percent of Open Interest Represented by Each Category of Trader 18.0 37.3 1.6 5.0 26.0 3.7 48.5 16.2 1.1 1.4 1.9 0.0 20.7 12.3 Number of Traders in Each Category Total Traders: 102 6 10 7 7 16 5 39 18 12 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 151,106 Positions 46,450 18,223 5,274 65,856 10,565 1,219 13,276 62,554 5,336 506 3,237 257 12,931 44,442 Changes from: April 17, 2012 Total Change is: -5,903 -5,258 1,637 637 -195 229 -3 -2,780 -6,559 171 -479 -432 78 1,926 -1,661 Percent of Open Interest Represented by Each Category of Trader 30.7 12.1 3.5 43.6 7.0 0.8 8.8 41.4 3.5 0.3 2.1 0.2 8.6 29.4 Number of Traders in Each Category Total Traders: 98 12 7 8 8 10 5 16 34 19 . 9 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 331,121 Positions 164,011 11,277 11,654 26,607 47,480 7,982 49,628 132,731 28,437 5,987 15,827 3,570 33,245 72,163 Changes from: April 17, 2012 Total Change is: -10,356 -6,658 -2,298 707 -516 -399 -586 -3,460 -9,197 -1,717 -595 1,678 252 2,217 1,205 Percent of Open Interest Represented by Each Category of Trader 49.5 3.4 3.5 8.0 14.3 2.4 15.0 40.1 8.6 1.8 4.8 1.1 10.0 21.8 Number of Traders in Each Category Total Traders: 192 25 10 15 14 23 15 26 69 38 5 20 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 156,853 Positions 37,527 30,507 4,130 2,638 42,909 1,040 77,983 49,542 4,173 1,672 728 793 26,897 23,031 Changes from: April 17, 2012 Total Change is: -806 4,717 -3,164 247 -2 264 0 -3,765 -370 371 555 -24 9 -2,938 1,861 Percent of Open Interest Represented by Each Category of Trader 23.9 19.4 2.6 1.7 27.4 0.7 49.7 31.6 2.7 1.1 0.5 0.5 17.1 14.7 Number of Traders in Each Category Total Traders: 86 8 10 10 . 11 4 24 22 13 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 127,422 Positions 42,718 48,494 68,469 2,282 0 0 5,472 2,523 7,820 0 0 0 661 116 Changes from: April 17, 2012 Total Change is: 26 -24 210 -94 364 0 0 -221 -122 0 0 0 0 1 32 Percent of Open Interest Represented by Each Category of Trader 33.5 38.1 53.7 1.8 0.0 0.0 4.3 2.0 6.1 0.0 0.0 0.0 0.5 0.1 Number of Traders in Each Category Total Traders: 27 8 12 12 . 0 0 4 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 162,405 Positions 56,001 121,193 0 30,067 106 2,014 66,950 33,412 487 1,699 1,935 0 5,187 3,258 Changes from: April 17, 2012 Total Change is: -5,213 1,567 -3,141 -119 1,983 0 -1,350 -6,407 -1,298 6 199 -349 0 -1,092 1,038 Percent of Open Interest Represented by Each Category of Trader 34.5 74.6 0.0 18.5 0.1 1.2 41.2 20.6 0.3 1.0 1.2 0.0 3.2 2.0 Number of Traders in Each Category Total Traders: 94 9 11 0 11 . . 28 22 4 8 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 20,616 Positions 14,627 2,989 1,277 1,102 0 0 1,921 1,345 737 530 13,433 0 422 835 Changes from: April 17, 2012 Total Change is: 2,917 836 -77 1,111 -74 0 0 1,540 816 716 -1,296 0 0 84 351 Percent of Open Interest Represented by Each Category of Trader 70.9 14.5 6.2 5.3 0.0 0.0 9.3 6.5 3.6 2.6 65.2 0.0 2.0 4.1 Number of Traders in Each Category Total Traders: 21 6 . . . 0 0 4 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 19,126 Positions 1,992 13,136 2 550 109 0 12,207 3,943 101 537 338 0 3,737 1,497 Changes from: April 17, 2012 Total Change is: -4,826 -34 -4,059 2 -18 -4 0 -4,730 -672 101 -82 0 0 -65 -194 Percent of Open Interest Represented by Each Category of Trader 10.4 68.7 0.0 2.9 0.6 0.0 63.8 20.6 0.5 2.8 1.8 0.0 19.5 7.8 Number of Traders in Each Category Total Traders: 47 . 8 . . . 0 16 12 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 51,621 Positions 12,478 32,957 961 4,076 2,240 503 21,498 8,808 767 3,134 238 583 7,623 4,565 Changes from: April 17, 2012 Total Change is: -1,513 -1,161 954 -43 -549 629 -109 -542 -1,925 -249 308 -270 -18 850 -482 Percent of Open Interest Represented by Each Category of Trader 24.2 63.8 1.9 7.9 4.3 1.0 41.6 17.1 1.5 6.1 0.5 1.1 14.8 8.8 Number of Traders in Each Category Total Traders: 99 14 20 . 7 5 . 29 14 10 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 103,243 Positions 24,956 65,914 1,922 8,152 4,479 1,005 42,995 17,616 1,533 6,267 476 1,167 15,245 9,131 Changes from: April 17, 2012 Total Change is: -3,026 -2,322 1,907 -85 -1,098 1,257 -218 -1,085 -3,850 -497 616 -540 -37 1,700 -963 Percent of Open Interest Represented by Each Category of Trader 24.2 63.8 1.9 7.9 4.3 1.0 41.6 17.1 1.5 6.1 0.5 1.1 14.8 8.8 Number of Traders in Each Category Total Traders: 99 14 20 . 7 5 . 29 14 10 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 928,410 Positions 53,670 196,578 28,388 369,255 174,486 45,629 81,842 170,465 127,771 35,046 27,948 26,752 160,056 130,393 Changes from: April 17, 2012 Total Change is: -17,297 7,921 -6,234 -920 -4,380 4,785 -1,380 -5,639 613 -15,146 1,172 -1,514 -3,466 4,542 5,966 Percent of Open Interest Represented by Each Category of Trader 5.8 21.2 3.1 39.8 18.8 4.9 8.8 18.4 13.8 3.8 3.0 2.9 17.2 14.0 Number of Traders in Each Category Total Traders: 560 37 55 42 119 63 67 84 123 97 44 35 34 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 308,151 Positions 24,194 70,411 6,721 106,715 30,779 10,504 20,078 42,859 48,903 9,058 6,867 10,385 71,594 80,723 Changes from: April 17, 2012 Total Change is: -4,448 2,335 -6,666 690 630 567 -885 404 6,237 -9,324 -146 -115 -5 1,854 5,054 Percent of Open Interest Represented by Each Category of Trader 7.9 22.8 2.2 34.6 10.0 3.4 6.5 13.9 15.9 2.9 2.2 3.4 23.2 26.2 Number of Traders in Each Category Total Traders: 120 10 14 8 27 9 15 16 31 39 8 5 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 3,101,292 Positions 188,126 671,578 67,594 1,336,529 742,362 151,799 433,331 762,538 269,830 143,180 118,648 68,591 442,311 248,351 Changes from: April 17, 2012 Total Change is: -64,244 18,294 -7,472 1,582 -25,622 20,513 -1,902 7,785 9,884 -67,110 2,371 -11,217 -13,084 13,441 4,561 Percent of Open Interest Represented by Each Category of Trader 6.1 21.7 2.2 43.1 23.9 4.9 14.0 24.6 8.7 4.6 3.8 2.2 14.3 8.0 Number of Traders in Each Category Total Traders: 522 36 53 35 104 59 58 84 113 86 39 34 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 100,887 Positions 14,450 19,402 411 59,032 57,305 2,266 14,126 12,934 53 1,744 4,573 0 8,805 3,943 Changes from: April 17, 2012 Total Change is: 862 5,215 -773 -9 -1,692 303 -223 332 1,251 46 -2,548 0 0 -260 266 Percent of Open Interest Represented by Each Category of Trader 14.3 19.2 0.4 58.5 56.8 2.2 14.0 12.8 0.1 1.7 4.5 0.0 8.7 3.9 Number of Traders in Each Category Total Traders: 97 14 8 . 35 11 11 14 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 100,151 Positions 5,139 54,833 5,557 33,430 7,958 1,337 35,000 11,592 5,824 1,628 5,738 875 11,363 6,439 Changes from: April 17, 2012 Total Change is: -3,758 347 -2,379 647 130 -132 -73 -6,861 -1,882 1,897 24 -705 -309 441 -820 Percent of Open Interest Represented by Each Category of Trader 5.1 54.8 5.5 33.4 7.9 1.3 34.9 11.6 5.8 1.6 5.7 0.9 11.3 6.4 Number of Traders in Each Category Total Traders: 237 21 33 13 35 22 13 62 36 18 14 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 15,228 Positions 4,855 11,224 474 1,036 0 0 3,132 2,458 0 329 0 0 5,402 1,072 Changes from: April 17, 2012 Total Change is: 2,232 735 494 474 0 0 0 985 1,413 0 329 -27 -358 67 236 Percent of Open Interest Represented by Each Category of Trader 31.9 73.7 3.1 6.8 0.0 0.0 20.6 16.1 0.0 2.2 0.0 0.0 35.5 7.0 Number of Traders in Each Category Total Traders: 21 4 10 . . 0 0 . . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 424,617 Positions 24,859 241,483 1,974 161,968 39,790 6,684 182,890 69,219 5,568 8,141 30,334 2,728 29,805 26,836 Changes from: April 17, 2012 Total Change is: -29,946 899 -11,529 -1,975 649 -661 -367 -26,669 -3,915 -3,074 121 -1,745 -1,399 1,871 -5,279 Percent of Open Interest Represented by Each Category of Trader 5.9 56.9 0.5 38.1 9.4 1.6 43.1 16.3 1.3 1.9 7.1 0.6 7.0 6.3 Number of Traders in Each Category Total Traders: 236 24 30 9 35 22 13 63 35 16 14 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 411,399 Positions 159,281 24,878 10,936 134,467 206,901 21,049 58,886 113,404 5,140 2,067 11,380 838 18,735 16,872 Changes from: April 17, 2012 Total Change is: 17,370 19,677 -2,274 1,104 1,363 6,737 661 1,184 10,962 2,110 -1,009 -49 673 -8,393 -2,554 Percent of Open Interest Represented by Each Category of Trader 38.7 6.0 2.7 32.7 50.3 5.1 14.3 27.6 1.2 0.5 2.8 0.2 4.6 4.1 Number of Traders in Each Category Total Traders: 248 23 9 4 54 45 23 38 59 20 5 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 41,814 Positions 13,093 783 0 11,036 490 51 9,066 10,947 0 2,195 6,694 0 6,373 22,849 Changes from: April 17, 2012 Total Change is: -957 -300 15 0 -528 20 0 345 -568 0 49 0 0 -523 -424 Percent of Open Interest Represented by Each Category of Trader 31.3 1.9 0.0 26.4 1.2 0.1 21.7 26.2 0.0 5.2 16.0 0.0 15.2 54.6 Number of Traders in Each Category Total Traders: 44 7 . 0 12 . . 10 4 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 63,583 Positions 10,786 11,323 3,651 8,553 2,984 705 16,905 2,182 6,919 3,388 1,639 0 12,676 34,180 Changes from: April 17, 2012 Total Change is: 691 -703 1,676 565 -17 1,556 0 1,156 536 -24 -239 -131 0 -47 -3,487 Percent of Open Interest Represented by Each Category of Trader 17.0 17.8 5.7 13.5 4.7 1.1 26.6 3.4 10.9 5.3 2.6 0.0 19.9 53.8 Number of Traders in Each Category Total Traders: 50 9 12 6 5 . . 13 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 57,728 Positions 222 13,030 1,225 39,422 22,758 3,788 7,616 14,373 4 0 0 0 5,451 2,550 Changes from: April 17, 2012 Total Change is: 1,930 0 2,366 12 709 579 423 1,573 -1,002 -55 0 0 0 -732 -393 Percent of Open Interest Represented by Each Category of Trader 0.4 22.6 2.1 68.3 39.4 6.6 13.2 24.9 0.0 0.0 0.0 0.0 9.4 4.4 Number of Traders in Each Category Total Traders: 59 . 5 . 20 20 8 9 4 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 83,580 Positions 12,004 33,264 1,700 37,917 7,341 3,547 10,047 31,678 26 6,635 593 230 11,474 5,201 Changes from: April 17, 2012 Total Change is: 1,604 400 1,984 364 547 161 400 -410 -2,090 0 2 0 -31 332 816 Percent of Open Interest Represented by Each Category of Trader 14.4 39.8 2.0 45.4 8.8 4.2 12.0 37.9 0.0 7.9 0.7 0.3 13.7 6.2 Number of Traders in Each Category Total Traders: 87 10 16 6 21 11 8 12 7 . 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 681,867 Positions 14,343 97,253 31,062 248,525 144,902 76,421 67,951 59,456 55,311 18,638 47,551 9,294 160,321 160,614 Changes from: April 17, 2012 Total Change is: -18,038 2,373 21,667 -16,496 13,842 -4,139 -11,661 5,549 6,735 -17,842 4,510 -473 -391 2,077 4,561 Percent of Open Interest Represented by Each Category of Trader 2.1 14.3 4.6 36.4 21.3 11.2 10.0 8.7 8.1 2.7 7.0 1.4 23.5 23.6 Number of Traders in Each Category Total Traders: 173 8 19 20 42 25 35 28 33 46 8 10 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 365,116 Positions 2,476 150,257 534 260,657 16,099 27,840 4,888 113,984 650 12,078 4,691 0 55,994 51,062 Changes from: April 17, 2012 Total Change is: -2,419 0 4,254 383 -11,817 -734 -149 1,428 -5,854 594 5,911 0 0 1,231 -913 Percent of Open Interest Represented by Each Category of Trader 0.7 41.2 0.1 71.4 4.4 7.6 1.3 31.2 0.2 3.3 1.3 0.0 15.3 14.0 Number of Traders in Each Category Total Traders: 75 . 14 . 34 6 21 . 12 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 973,011 Positions 58,861 156,579 20,310 219,081 177,072 61,377 248,425 332,302 64,405 171,552 44,643 11,022 117,977 105,300 Changes from: April 17, 2012 Total Change is: 75,085 4,864 31,686 -11,252 24,325 -9,621 -1,214 30,044 57,467 5,943 22,149 26 -2,182 2,408 4,231 Percent of Open Interest Represented by Each Category of Trader 6.0 16.1 2.1 22.5 18.2 6.3 25.5 34.2 6.6 17.6 4.6 1.1 12.1 10.8 Number of Traders in Each Category Total Traders: 230 16 24 14 38 29 40 44 38 31 19 22 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 2,221,340 Positions 73,763 252,878 164,897 658,206 513,867 246,136 360,175 260,522 216,409 126,600 115,018 76,042 299,112 375,572 Changes from: April 17, 2012 Total Change is: -109,111 -19,606 35,788 -50,860 -28,694 -46,713 -31,206 19,935 -11,513 -67,164 49,950 34,774 10,953 7,581 16,829 Percent of Open Interest Represented by Each Category of Trader 3.3 11.4 7.4 29.6 23.1 11.1 16.2 11.7 9.7 5.7 5.2 3.4 13.5 16.9 Number of Traders in Each Category Total Traders: 291 16 48 54 31 60 53 38 66 73 11 21 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 1,506,376 Positions 50,671 150,340 99,874 300,195 512,866 147,549 277,946 92,558 126,759 198,648 74,828 41,249 263,485 260,354 Changes from: April 17, 2012 Total Change is: -49,346 -1,350 5,674 -7,612 -76,240 -21,617 2,669 24,524 -2,733 -42,320 10,929 -5,095 10,276 29,778 11,411 Percent of Open Interest Represented by Each Category of Trader 3.4 10.0 6.6 19.9 34.0 9.8 18.5 6.1 8.4 13.2 5.0 2.7 17.5 17.3 Number of Traders in Each Category Total Traders: 195 10 22 20 25 40 37 42 28 34 10 18 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 609,589 Positions 189,642 160,288 205,905 0 2,116 1,200 42,693 48,354 121,463 2,827 4,252 14,453 31,404 51,557 Changes from: April 17, 2012 Total Change is: -1,901 5,367 12,586 -2,333 0 -4,000 0 -6,162 -7,432 -396 190 241 -862 2,295 295 Percent of Open Interest Represented by Each Category of Trader 31.1 26.3 33.8 0.0 0.3 0.2 7.0 7.9 19.9 0.5 0.7 2.4 5.2 8.5 Number of Traders in Each Category Total Traders: 88 20 27 44 0 . . 11 17 23 4 5 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 is13,568,896 Positions 2,129,223 2,331,258 3,224,452 308,625 463,220 257,416 1,010,189 390,370 4,765,483 195,640 359,670 758,408 919,461 1,018,620 Changes from: April 17, 2012 Total Change is: 270,339 -10,014 58,051 56,763 -134,651 -96,205 -23,094 75,803 22,635 81,047 106,646 50,642 87,781 30,057 32,718 Percent of Open Interest Represented by Each Category of Trader 15.7 17.2 23.8 2.3 3.4 1.9 7.4 2.9 35.1 1.4 2.7 5.6 6.8 7.5 Number of Traders in Each Category Total Traders: 274 34 52 85 9 16 20 56 71 111 11 17 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 7,931 Positions 3,929 285 0 642 973 6 1,828 6,245 14 1,320 280 0 192 128 Changes from: April 17, 2012 Total Change is: -1,825 -28 -957 0 -17 0 0 -1,800 -858 -7 0 0 0 27 -3 Percent of Open Interest Represented by Each Category of Trader 49.5 3.6 0.0 8.1 12.3 0.1 23.0 78.7 0.2 16.6 3.5 0.0 2.4 1.6 Number of Traders in Each Category Total Traders: 29 . . 0 . 4 . 6 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 8,662 Positions 5,628 3,659 0 1,127 1,898 45 1,533 2,619 0 70 371 0 259 70 Changes from: April 17, 2012 Total Change is: 62 663 125 0 -43 -133 0 -617 7 0 2 45 0 57 18 Percent of Open Interest Represented by Each Category of Trader 65.0 42.2 0.0 13.0 21.9 0.5 17.7 30.2 0.0 0.8 4.3 0.0 3.0 0.8 Number of Traders in Each Category Total Traders: 32 . 5 0 . 5 . 5 8 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 43,473 Positions 15,180 20,120 1 2,155 0 531 10,135 18,128 1,335 4,791 420 37 9,308 2,901 Changes from: April 17, 2012 Total Change is: -2,526 -350 -234 -0 -373 0 171 -3,645 -4,347 687 1,140 137 11 -166 1,049 Percent of Open Interest Represented by Each Category of Trader 34.9 46.3 0.0 5.0 0.0 1.2 23.3 41.7 3.1 11.0 1.0 0.1 21.4 6.7 Number of Traders in Each Category Total Traders: 98 4 5 . 10 0 . 29 18 7 26 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 300,629 Positions 141,324 57,371 28,837 35,515 3,707 6,715 7,409 106,794 18,676 1,018 15,645 40,915 20,220 21,969 Changes from: April 17, 2012 Total Change is: -39,808 2,102 -2,589 -15,592 -2,847 28 843 2,314 3,884 -10,104 57 2,467 -10,945 -5,636 -7,800 Percent of Open Interest Represented by Each Category of Trader 47.0 19.1 9.6 11.8 1.2 2.2 2.5 35.5 6.2 0.3 5.2 13.6 6.7 7.3 Number of Traders in Each Category Total Traders: 126 12 14 19 10 7 9 15 44 39 5 11 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 7,433 Positions 844 1,344 291 3,320 949 0 2,011 3,708 594 290 527 0 83 20 Changes from: April 17, 2012 Total Change is: 21 0 430 291 0 10 0 0 -18 0 0 -401 -286 16 -5 Percent of Open Interest Represented by Each Category of Trader 11.4 18.1 3.9 44.7 12.8 0.0 27.1 49.9 8.0 3.9 7.1 0.0 1.1 0.3 Number of Traders in Each Category Total Traders: 23 . . . 5 . 0 4 5 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 27, 2012