Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 113,687
Positions
28,603 7,485 6,280 20,914 34,469 264 8,896 25,176 8,215 8,488 976 1,116 30,911 29,705
Changes from: July 10, 2012 Total Change is: 4,571
4,297 -1,402 1,081 46 166 -30 -1,946 3,654 565 34 435 423 100 -322
Percent of Open Interest Represented by Each Category of Trader
25.2 6.6 5.5 18.4 30.3 0.2 7.8 22.1 7.2 7.5 0.9 1.0 27.2 26.1
Number of Traders in Each Category Total Traders: 73
7 7 7 6 5 4 15 20 12 8 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 63,746
Positions
26,759 8,550 0 1,954 1,543 183 24,356 27,398 78 1,171 0 0 9,244 25,994
Changes from: July 10, 2012 Total Change is: 4,752
4,483 -236 0 0 4 0 394 5,811 -3 0 0 0 -122 -824
Percent of Open Interest Represented by Each Category of Trader
42.0 13.4 0.0 3.1 2.4 0.3 38.2 43.0 0.1 1.8 0.0 0.0 14.5 40.8
Number of Traders in Each Category Total Traders: 42
5 4 0 . . . 7 18 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 122,439
Positions
32,878 3,690 3,200 8,859 33,584 10,955 33,552 32,329 2,907 11,480 2,867 813 17,795 32,094
Changes from: July 10, 2012 Total Change is: -342
3,514 395 -222 27 4 859 -3,290 -640 117 -469 -402 312 -1,190 -765
Percent of Open Interest Represented by Each Category of Trader
26.9 3.0 2.6 7.2 27.4 8.9 27.4 26.4 2.4 9.4 2.3 0.7 14.5 26.2
Number of Traders in Each Category Total Traders: 91
12 . 7 5 17 6 15 31 14 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 129,479
Positions
9,040 28,586 3,043 61,307 8,362 829 33,162 30,429 2,015 503 17,608 864 18,717 37,743
Changes from: July 10, 2012 Total Change is: 6,469
-968 4,813 267 2,124 432 103 3,795 1,263 -219 -35 -2 3 1,400 -190
Percent of Open Interest Represented by Each Category of Trader
7.0 22.1 2.4 47.3 6.5 0.6 25.6 23.5 1.6 0.4 13.6 0.7 14.5 29.2
Number of Traders in Each Category Total Traders: 90
5 13 7 9 9 6 20 25 11 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 371,186
Positions
121,729 9,312 11,275 32,333 39,094 6,789 67,533 187,180 26,308 60,214 9,096 4,646 40,359 77,485
Changes from: July 10, 2012 Total Change is: -4,001
7,928 1,531 693 -7,295 815 1,836 -5,463 -5,768 862 -1,194 -2,076 -198 -1,171 -1,696
Percent of Open Interest Represented by Each Category of Trader
32.8 2.5 3.0 8.7 10.5 1.8 18.2 50.4 7.1 16.2 2.5 1.3 10.9 20.9
Number of Traders in Each Category Total Traders: 203
27 10 12 17 26 19 24 71 29 12 16 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 133,344
Positions
34,441 15,536 4,940 2,416 43,859 1,246 60,417 33,601 3,655 2,755 3,136 1,205 22,267 26,166
Changes from: July 10, 2012 Total Change is: 2,577
2,051 -58 104 12 204 43 -3,030 1,437 599 187 76 -267 2,878 437
Percent of Open Interest Represented by Each Category of Trader
25.8 11.7 3.7 1.8 32.9 0.9 45.3 25.2 2.7 2.1 2.4 0.9 16.7 19.6
Number of Traders in Each Category Total Traders: 83
9 6 6 . 10 5 18 28 12 . 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 105,123
Positions
51,889 58,736 35,372 2,443 0 0 3,069 1,385 6,050 3,227 0 2,855 218 725
Changes from: July 10, 2012 Total Change is: -114
-126 758 -771 684 0 -144 0 61 0 263 0 0 -20 -18
Percent of Open Interest Represented by Each Category of Trader
49.4 55.9 33.6 2.3 0.0 0.0 2.9 1.3 5.8 3.1 0.0 2.7 0.2 0.7
Number of Traders in Each Category Total Traders: 23
7 11 11 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 159,971
Positions
62,979 61,666 5 25,146 560 1,558 63,976 73,525 703 1,179 17,656 99 4,326 4,199
Changes from: July 10, 2012 Total Change is: 17,502
-274 9,725 -6 1,542 -204 3 15,711 8,887 -325 297 -534 0 554 -44
Percent of Open Interest Represented by Each Category of Trader
39.4 38.5 0.0 15.7 0.4 1.0 40.0 46.0 0.4 0.7 11.0 0.1 2.7 2.6
Number of Traders in Each Category Total Traders: 98
4 12 . 8 . . 31 28 5 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 16,330
Positions
14,419 1,394 65 404 427 183 735 1,197 26 100 12,228 0 398 810
Changes from: July 10, 2012 Total Change is: -1,146
-1,252 38 0 0 -101 101 0 -44 -3 0 -1,200 0 8 63
Percent of Open Interest Represented by Each Category of Trader
88.3 8.5 0.4 2.5 2.6 1.1 4.5 7.3 0.2 0.6 74.9 0.0 2.4 5.0
Number of Traders in Each Category Total Traders: 21
6 4 . . . . . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 23,328
Positions
6,376 16,266 0 100 205 0 12,962 3,788 134 297 840 0 3,459 2,095
Changes from: July 10, 2012 Total Change is: 972
1,365 2,631 0 -110 -27 0 -11 -1,895 0 0 -224 0 -272 487
Percent of Open Interest Represented by Each Category of Trader
27.3 69.7 0.0 0.4 0.9 0.0 55.6 16.2 0.6 1.3 3.6 0.0 14.8 9.0
Number of Traders in Each Category Total Traders: 42
5 8 0 . . 0 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 43,136
Positions
14,826 27,571 110 3,242 511 578 13,646 9,512 807 2,484 214 145 7,298 3,687
Changes from: July 10, 2012 Total Change is: -1,606
1,313 -2,322 40 -557 -63 139 -2,176 1,152 -115 3 -180 -12 -241 -245
Percent of Open Interest Represented by Each Category of Trader
34.4 63.9 0.3 7.5 1.2 1.3 31.6 22.1 1.9 5.8 0.5 0.3 16.9 8.5
Number of Traders in Each Category Total Traders: 82
17 16 . 4 4 . 24 10 9 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 86,272
Positions
29,652 55,142 221 6,483 1,022 1,156 27,292 19,024 1,615 4,968 428 290 14,596 7,375
Changes from: July 10, 2012 Total Change is: -3,213
2,625 -4,643 79 -1,113 -125 277 -4,351 2,304 -230 6 -361 -24 -482 -491
Percent of Open Interest Represented by Each Category of Trader
34.4 63.9 0.3 7.5 1.2 1.3 31.6 22.1 1.9 5.8 0.5 0.3 16.9 8.5
Number of Traders in Each Category Total Traders: 82
17 16 . 4 4 . 24 10 9 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 947,233
Positions
52,004 127,436 51,684 360,146 185,435 57,938 65,607 185,572 145,882 26,203 32,474 23,424 164,343 137,387
Changes from: July 10, 2012 Total Change is: 5,078
1,556 -1,694 3,953 -953 -2,639 2,236 -2,137 31 -1,974 -1,045 2,087 -1,022 4,465 4,101
Percent of Open Interest Represented by Each Category of Trader
5.5 13.5 5.5 38.0 19.6 6.1 6.9 19.6 15.4 2.8 3.4 2.5 17.3 14.5
Number of Traders in Each Category Total Traders: 590
38 47 44 120 60 66 81 147 113 42 54 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 313,028
Positions
30,072 59,880 10,612 102,872 29,934 9,971 14,251 37,367 56,765 7 7,682 14,206 74,273 86,611
Changes from: July 10, 2012 Total Change is: 2,207
2,117 767 181 1,946 -408 506 129 1,078 -1,898 -1,133 -554 -1,031 1,391 3,567
Percent of Open Interest Represented by Each Category of Trader
9.6 19.1 3.4 32.9 9.6 3.2 4.6 11.9 18.1 0.0 2.5 4.5 23.7 27.7
Number of Traders in Each Category Total Traders: 120
12 10 10 27 8 14 16 32 42 4 10 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 3,171,020
Positions
267,277 495,395 47,748 1,314,116 805,245 212,093 345,805 830,048 356,559 131,065 124,046 46,005 450,353 253,880
Changes from: July 10, 2012 Total Change is: 14,355
11,941 2,444 4,112 -13,759 -10,423 7,915 -11,581 -5,489 -127 -674 12,091 1,161 15,367 2,671
Percent of Open Interest Represented by Each Category of Trader
8.4 15.6 1.5 41.4 25.4 6.7 10.9 26.2 11.2 4.1 3.9 1.5 14.2 8.0
Number of Traders in Each Category Total Traders: 548
36 46 39 104 57 58 81 137 101 39 48 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 107,750
Positions
17,064 24,392 0 61,581 60,787 2,107 14,954 13,174 93 2,517 2,831 0 9,433 4,365
Changes from: July 10, 2012 Total Change is: 2,610
37 2,302 0 956 308 248 1,227 536 -876 -231 21 0 1,249 71
Percent of Open Interest Represented by Each Category of Trader
15.8 22.6 0.0 57.2 56.4 2.0 13.9 12.2 0.1 2.3 2.6 0.0 8.8 4.1
Number of Traders in Each Category Total Traders: 96
10 10 0 34 12 10 13 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 69,332
Positions
5,652 43,940 303 34,835 8,899 1,288 17,756 7,779 1,400 1,925 2,832 236 5,935 2,653
Changes from: July 10, 2012 Total Change is: -1,841
1,104 -693 -50 -1,842 43 72 -1,336 -773 -29 -22 -81 6 256 -336
Percent of Open Interest Represented by Each Category of Trader
8.2 63.4 0.4 50.2 12.8 1.9 25.6 11.2 2.0 2.8 4.1 0.3 8.6 3.8
Number of Traders in Each Category Total Traders: 216
17 33 6 31 23 13 55 35 19 12 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 346,658
Positions
28,259 219,702 1,517 174,176 44,496 6,442 88,781 38,893 6,999 9,626 14,162 1,182 29,675 13,265
Changes from: July 10, 2012 Total Change is: -9,205
5,520 -3,463 -248 -9,209 214 359 -6,678 -3,866 -145 -111 -404 28 1,278 -1,681
Percent of Open Interest Represented by Each Category of Trader
8.2 63.4 0.4 50.2 12.8 1.9 25.6 11.2 2.0 2.8 4.1 0.3 8.6 3.8
Number of Traders in Each Category Total Traders: 216
17 33 6 31 23 13 55 35 19 12 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 435,821
Positions
173,641 32,735 12,786 137,297 226,958 25,211 60,515 103,932 3,462 3,014 16,006 233 19,663 14,499
Changes from: July 10, 2012 Total Change is: -935
-1,774 -316 -248 -996 -1,523 1,648 395 1,092 126 -512 -549 9 417 -1,173
Percent of Open Interest Represented by Each Category of Trader
39.8 7.5 2.9 31.5 52.1 5.8 13.9 23.8 0.8 0.7 3.7 0.1 4.5 3.3
Number of Traders in Each Category Total Traders: 240
21 13 4 52 41 28 43 49 17 5 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 29,531
Positions
9,233 220 0 8,987 854 447 2,954 7,468 0 1,662 6,255 0 6,248 14,287
Changes from: July 10, 2012 Total Change is: -149
-58 0 0 -278 100 -26 -24 367 0 0 0 0 237 -590
Percent of Open Interest Represented by Each Category of Trader
31.3 0.7 0.0 30.4 2.9 1.5 10.0 25.3 0.0 5.6 21.2 0.0 21.2 48.4
Number of Traders in Each Category Total Traders: 35
6 . 0 11 . . 5 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 44,945
Positions
17,295 8,315 1,871 6,107 2,570 687 7,837 1,848 651 5,452 4,034 0 5,045 24,969
Changes from: July 10, 2012 Total Change is: 3,878
2,352 1,522 -7 359 -30 -142 276 -59 -158 808 503 0 390 2,249
Percent of Open Interest Represented by Each Category of Trader
38.5 18.5 4.2 13.6 5.7 1.5 17.4 4.1 1.4 12.1 9.0 0.0 11.2 55.6
Number of Traders in Each Category Total Traders: 53
15 12 4 5 . . 10 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 67,127
Positions
1,134 13,238 2,105 47,518 29,926 5,722 6,021 13,263 4 208 0 0 4,415 2,869
Changes from: July 10, 2012 Total Change is: 334
-200 -57 -21 94 458 2 -280 -37 0 0 0 0 739 -11
Percent of Open Interest Represented by Each Category of Trader
1.7 19.7 3.1 70.8 44.6 8.5 9.0 19.8 0.0 0.3 0.0 0.0 6.6 4.3
Number of Traders in Each Category Total Traders: 63
. . . 23 21 8 7 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 116,891
Positions
13,304 57,825 1,859 69,020 12,163 4,749 10,816 31,177 411 4,950 1,431 267 11,515 7,009
Changes from: July 10, 2012 Total Change is: -339
-414 -656 52 -871 210 486 123 1,284 42 985 -275 27 -769 -1,509
Percent of Open Interest Represented by Each Category of Trader
11.4 49.5 1.6 59.0 10.4 4.1 9.3 26.7 0.4 4.2 1.2 0.2 9.9 6.0
Number of Traders in Each Category Total Traders: 98
9 19 5 24 11 11 15 8 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 743,543
Positions
5,753 136,071 36,697 276,534 147,103 72,905 64,289 88,899 74,279 25,134 37,654 6,216 181,735 143,719
Changes from: July 10, 2012 Total Change is: -14,708
-918 -21,727 2,572 -6,167 3,882 817 -7,458 -6,590 3,640 -1,206 5,634 1,172 -7,160 -4,108
Percent of Open Interest Represented by Each Category of Trader
0.8 18.3 4.9 37.2 19.8 9.8 8.6 12.0 10.0 3.4 5.1 0.8 24.4 19.3
Number of Traders in Each Category Total Traders: 166
7 19 22 42 22 32 32 25 42 9 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 349,450
Positions
2,484 130,446 323 231,344 14,229 35,493 4,096 98,010 1,233 8,594 20,116 0 65,883 49,600
Changes from: July 10, 2012 Total Change is: -4,561
0 -1,304 0 -1,036 347 -232 -1,834 -2,602 -182 0 -240 0 -1,277 -348
Percent of Open Interest Represented by Each Category of Trader
0.7 37.3 0.1 66.2 4.1 10.2 1.2 28.0 0.4 2.5 5.8 0.0 18.9 14.2
Number of Traders in Each Category Total Traders: 67
. 10 . 32 6 19 . 10 5 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,149,082
Positions
55,964 133,698 76,408 179,773 84,529 73,249 295,041 526,268 115,379 200,364 39,596 19,964 132,941 79,991
Changes from: July 10, 2012 Total Change is: 219,345
5,095 67,261 49,857 -7,921 -8,094 11,103 46,469 35,308 70,197 34,279 211 4,336 5,930 -10,835
Percent of Open Interest Represented by Each Category of Trader
4.9 11.6 6.6 15.6 7.4 6.4 25.7 45.8 10.0 17.4 3.4 1.7 11.6 7.0
Number of Traders in Each Category Total Traders: 239
16 25 18 44 26 35 49 38 35 27 14 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,196,933
Positions
90,853 204,742 182,031 685,081 503,428 223,741 299,872 355,691 279,145 80,626 106,141 39,740 315,845 302,274
Changes from: July 10, 2012 Total Change is: 8,241
1,342 9,756 -3,174 -29,943 1,706 7,818 27,373 -15,282 16,760 -14,588 11,272 -2,112 4,765 -18,503
Percent of Open Interest Represented by Each Category of Trader
4.1 9.3 8.3 31.2 22.9 10.2 13.6 16.2 12.7 3.7 4.8 1.8 14.4 13.8
Number of Traders in Each Category Total Traders: 280
21 35 49 25 54 50 45 64 72 14 22 16
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,228,802
Positions
128,315 71,403 22,473 258,987 503,584 85,443 354,383 139,835 71,993 61,961 83,294 8,904 236,342 241,872
Changes from: July 10, 2012 Total Change is: -1,523
-13,148 -5,106 -293 8,000 -1,108 -9,003 7,913 811 -1,720 1,677 7,275 1,427 3,624 6,193
Percent of Open Interest Represented by Each Category of Trader
10.4 5.8 1.8 21.1 41.0 7.0 28.8 11.4 5.9 5.0 6.8 0.7 19.2 19.7
Number of Traders in Each Category Total Traders: 201
12 22 16 30 36 38 43 31 37 8 19 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 526,608
Positions
203,507 153,923 165,317 530 1,663 3,999 25,131 43,862 90,859 427 13,672 11,623 25,214 41,690
Changes from: July 10, 2012 Total Change is: -489
2,297 8,781 1,902 -1,644 -536 0 -8,494 -16,226 1,783 427 113 -12 3,252 3,707
Percent of Open Interest Represented by Each Category of Trader
38.6 29.2 31.4 0.1 0.3 0.8 4.8 8.3 17.3 0.1 2.6 2.2 4.8 7.9
Number of Traders in Each Category Total Traders: 97
24 26 44 . . . 15 19 29 . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,064,154
Positions
1,491,148 2,706,732 2,711,134 520,408 59,417 236,536 1,314,784 280,221 3,683,537 128,629 341,983 997,382 980,595 1,047,212
Changes from: July 10, 2012 Total Change is: -176,386
-80,662 81,923 -29,202 -4,486 1,109 18,996 119,774 -35,918 -106,207 -753 12,297 -160,232 66,386 40,849
Percent of Open Interest Represented by Each Category of Trader
12.4 22.4 22.5 4.3 0.5 2.0 10.9 2.3 30.5 1.1 2.8 8.3 8.1 8.7
Number of Traders in Each Category Total Traders: 252
27 52 78 10 13 21 57 54 88 13 19 22
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,005
Positions
6,519 247 0 587 802 6 1,221 8,627 25 1,339 255 0 308 43
Changes from: July 10, 2012 Total Change is: -127
-298 30 0 1 0 0 183 -131 -25 0 0 0 12 -1
Percent of Open Interest Represented by Each Category of Trader
65.2 2.5 0.0 5.9 8.0 0.1 12.2 86.2 0.2 13.4 2.5 0.0 3.1 0.4
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 6 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 12,098
Positions
9,231 6,296 0 1,028 695 48 1,433 4,888 0 0 146 0 358 25
Changes from: July 10, 2012 Total Change is: 14
-26 -11 0 0 -363 2 56 377 0 0 46 0 -18 -37
Percent of Open Interest Represented by Each Category of Trader
76.3 52.0 0.0 8.5 5.7 0.4 11.8 40.4 0.0 0.0 1.2 0.0 3.0 0.2
Number of Traders in Each Category Total Traders: 32
. 6 0 . 4 . 4 12 0 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 69,197
Positions
13,993 37,744 1,454 6,626 69 217 32,773 27,042 1,069 6,216 403 21 6,828 1,178
Changes from: July 10, 2012 Total Change is: 3,785
585 4,398 926 723 9 -11 890 -1,627 182 640 33 6 -156 -131
Percent of Open Interest Represented by Each Category of Trader
20.2 54.5 2.1 9.6 0.1 0.3 47.4 39.1 1.5 9.0 0.6 0.0 9.9 1.7
Number of Traders in Each Category Total Traders: 118
4 4 . 8 . . 58 8 5 28 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 350,768
Positions
124,268 37,972 36,077 39,844 8,719 6,334 29,119 117,503 35,953 2,467 31,899 51,329 25,377 24,982
Changes from: July 10, 2012 Total Change is: 16,425
-3,552 -9,362 832 -2,444 223 -533 5,185 5,697 3,873 -202 4,246 9,515 3,751 1,934
Percent of Open Interest Represented by Each Category of Trader
35.4 10.8 10.3 11.4 2.5 1.8 8.3 33.5 10.2 0.7 9.1 14.6 7.2 7.1
Number of Traders in Each Category Total Traders: 147
18 11 21 9 9 11 26 43 48 10 14 15
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,343
Positions
2,842 1,224 0 2,472 722 0 2,029 5,460 900 0 30 0 100 7
Changes from: July 10, 2012 Total Change is: 353
-395 3 0 361 -101 0 330 489 53 0 -87 0 4 -4
Percent of Open Interest Represented by Each Category of Trader
34.1 14.7 0.0 29.6 8.7 0.0 24.3 65.4 10.8 0.0 0.4 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 21
. 4 0 5 . 0 . 5 . 0 . 0
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Updated July 20, 2012