Traders in Financial Futures - Options and Futures Combined Positions as of July 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 122,423
Positions
30,279 6,972 5,973 20,784 34,363 331 14,801 31,794 9,441 9,217 2,341 1,611 29,986 29,598
Changes from: July 17, 2012 Total Change is: 8,736
1,676 -513 -307 -130 -106 67 5,905 6,618 1,226 730 1,365 494 -925 -107
Percent of Open Interest Represented by Each Category of Trader
24.7 5.7 4.9 17.0 28.1 0.3 12.1 26.0 7.7 7.5 1.9 1.3 24.5 24.2
Number of Traders in Each Category Total Traders: 84
9 7 7 6 5 4 17 24 12 11 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 65,613
Positions
29,059 8,562 128 1,954 1,552 183 23,249 28,935 117 1,171 0 0 9,752 26,136
Changes from: July 17, 2012 Total Change is: 1,867
2,300 12 128 0 9 0 -1,107 1,537 39 0 0 0 507 142
Percent of Open Interest Represented by Each Category of Trader
44.3 13.0 0.2 3.0 2.4 0.3 35.4 44.1 0.2 1.8 0.0 0.0 14.9 39.8
Number of Traders in Each Category Total Traders: 38
6 4 . . . . 5 15 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 122,273
Positions
36,684 3,340 2,654 8,844 33,518 11,281 28,746 31,190 4,181 10,991 2,992 2,163 16,728 30,955
Changes from: July 17, 2012 Total Change is: -166
3,807 -350 -546 -15 -66 325 -4,805 -1,139 1,274 -489 124 1,350 -1,067 -1,139
Percent of Open Interest Represented by Each Category of Trader
30.0 2.7 2.2 7.2 27.4 9.2 23.5 25.5 3.4 9.0 2.4 1.8 13.7 25.3
Number of Traders in Each Category Total Traders: 89
11 4 6 5 17 5 13 30 16 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 148,712
Positions
4,966 45,355 2,891 62,709 8,432 873 48,240 30,974 2,450 636 18,794 3,229 22,718 35,714
Changes from: July 17, 2012 Total Change is: 19,234
-4,074 16,769 -153 1,402 70 44 15,078 545 436 133 1,186 2,365 4,002 -2,030
Percent of Open Interest Represented by Each Category of Trader
3.3 30.5 1.9 42.2 5.7 0.6 32.4 20.8 1.6 0.4 12.6 2.2 15.3 24.0
Number of Traders in Each Category Total Traders: 94
. 16 5 10 9 6 26 20 11 . 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 390,696
Positions
113,732 10,251 11,445 30,192 39,621 9,764 73,837 183,368 36,233 63,848 11,247 11,102 40,544 77,664
Changes from: July 17, 2012 Total Change is: 19,510
-7,997 939 170 -2,142 528 2,975 6,304 -3,812 9,925 3,634 2,151 6,456 185 179
Percent of Open Interest Represented by Each Category of Trader
29.1 2.6 2.9 7.7 10.1 2.5 18.9 46.9 9.3 16.3 2.9 2.8 10.4 19.9
Number of Traders in Each Category Total Traders: 221
24 11 12 18 25 20 35 72 33 18 18 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 144,286
Positions
25,416 23,453 4,018 2,755 44,174 1,320 75,612 34,542 4,790 4,028 4,806 2,321 24,027 24,864
Changes from: July 17, 2012 Total Change is: 10,942
-9,026 7,917 -922 339 315 74 15,195 941 1,135 1,272 1,669 1,116 1,759 -1,302
Percent of Open Interest Represented by Each Category of Trader
17.6 16.3 2.8 1.9 30.6 0.9 52.4 23.9 3.3 2.8 3.3 1.6 16.7 17.2
Number of Traders in Each Category Total Traders: 97
7 8 6 . 11 6 23 32 15 6 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 103,916
Positions
51,969 59,249 34,127 2,358 0 0 3,069 1,017 6,050 3,227 0 2,855 261 618
Changes from: July 17, 2012 Total Change is: -1,207
80 513 -1,245 -85 0 0 0 -368 0 0 0 0 43 -107
Percent of Open Interest Represented by Each Category of Trader
50.0 57.0 32.8 2.3 0.0 0.0 3.0 1.0 5.8 3.1 0.0 2.7 0.3 0.6
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 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 164,597
Positions
64,158 64,466 5 27,526 112 1,558 64,781 68,716 882 1,806 24,317 99 3,782 4,442
Changes from: July 17, 2012 Total Change is: 4,626
1,179 2,800 0 2,380 -448 0 805 -4,809 179 627 6,661 0 -544 243
Percent of Open Interest Represented by Each Category of Trader
39.0 39.2 0.0 16.7 0.1 0.9 39.4 41.7 0.5 1.1 14.8 0.1 2.3 2.7
Number of Traders in Each Category Total Traders: 90
4 11 . 9 . . 29 21 7 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 16,393
Positions
14,418 1,386 65 404 427 183 735 1,274 30 120 12,228 0 438 800
Changes from: July 17, 2012 Total Change is: 63
-1 -8 0 0 0 0 0 77 4 20 0 0 40 -10
Percent of Open Interest Represented by Each Category of Trader
88.0 8.5 0.4 2.5 2.6 1.1 4.5 7.8 0.2 0.7 74.6 0.0 2.7 4.9
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 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 23,206
Positions
6,529 15,727 0 0 101 0 13,000 3,473 134 556 1,662 0 2,987 2,109
Changes from: July 17, 2012 Total Change is: -122
153 -539 0 -100 -104 0 38 -315 0 259 822 0 -472 14
Percent of Open Interest Represented by Each Category of Trader
28.1 67.8 0.0 0.0 0.4 0.0 56.0 15.0 0.6 2.4 7.2 0.0 12.9 9.1
Number of Traders in Each Category Total Traders: 45
5 7 0 0 . 0 12 13 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 40,795
Positions
13,931 25,237 128 3,102 671 517 13,227 9,000 556 1,826 421 144 7,364 4,123
Changes from: July 17, 2012 Total Change is: -2,341
-895 -2,335 17 -140 160 -61 -419 -512 -251 -658 206 -1 66 435
Percent of Open Interest Represented by Each Category of Trader
34.1 61.9 0.3 7.6 1.6 1.3 32.4 22.1 1.4 4.5 1.0 0.4 18.1 10.1
Number of Traders in Each Category Total Traders: 82
17 15 . 4 . . 23 15 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 81,591
Positions
27,861 50,473 256 6,204 1,341 1,034 26,454 18,000 1,112 3,653 841 289 14,728 8,245
Changes from: July 17, 2012 Total Change is: -4,682
-1,791 -4,669 35 -279 319 -122 -838 -1,024 -503 -1,315 413 -1 132 871
Percent of Open Interest Represented by Each Category of Trader
34.1 61.9 0.3 7.6 1.6 1.3 32.4 22.1 1.4 4.5 1.0 0.4 18.1 10.1
Number of Traders in Each Category Total Traders: 82
17 15 . 4 . . 23 15 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 947,833
Positions
65,304 119,129 54,770 356,404 192,523 58,162 57,966 191,529 143,760 28,033 30,628 19,936 163,499 137,395
Changes from: July 17, 2012 Total Change is: 601
13,300 -8,308 3,086 -3,743 7,089 224 -7,641 5,956 -2,122 1,830 -1,845 -3,488 -845 8
Percent of Open Interest Represented by Each Category of Trader
6.9 12.6 5.8 37.6 20.3 6.1 6.1 20.2 15.2 3.0 3.2 2.1 17.2 14.5
Number of Traders in Each Category Total Traders: 571
38 48 44 121 57 64 71 144 103 44 46 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 316,327
Positions
38,087 53,753 12,583 99,621 30,982 10,187 15,390 49,754 52,122 94 5,941 13,445 74,799 87,561
Changes from: July 17, 2012 Total Change is: 3,299
8,016 -6,127 1,971 -3,250 1,048 216 1,139 12,387 -4,643 87 -1,741 -761 526 950
Percent of Open Interest Represented by Each Category of Trader
12.0 17.0 4.0 31.5 9.8 3.2 4.9 15.7 16.5 0.0 1.9 4.3 23.6 27.7
Number of Traders in Each Category Total Traders: 109
14 9 9 26 8 13 17 26 33 5 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 3,157,529
Positions
305,304 496,098 41,718 1,314,397 838,194 209,392 359,561 855,556 311,508 139,692 123,436 32,457 443,500 249,170
Changes from: July 17, 2012 Total Change is: -13,492
38,027 702 -6,030 281 32,949 -2,701 13,757 25,508 -45,051 8,627 -610 -13,548 -6,852 -4,710
Percent of Open Interest Represented by Each Category of Trader
9.7 15.7 1.3 41.6 26.5 6.6 11.4 27.1 9.9 4.4 3.9 1.0 14.0 7.9
Number of Traders in Each Category Total Traders: 538
36 48 37 105 55 56 73 136 94 40 45 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 105,667
Positions
18,369 21,070 0 60,605 63,060 2,083 13,074 10,690 789 2,511 2,851 0 8,236 5,124
Changes from: July 17, 2012 Total Change is: -2,083
1,305 -3,322 0 -976 2,273 -24 -1,880 -2,484 696 -6 20 0 -1,198 758
Percent of Open Interest Represented by Each Category of Trader
17.4 19.9 0.0 57.4 59.7 2.0 12.4 10.1 0.7 2.4 2.7 0.0 7.8 4.8
Number of Traders in Each Category Total Traders: 93
10 9 0 34 12 10 14 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 82,426
Positions
7,054 48,361 3,362 36,073 9,056 1,078 19,550 7,981 4,226 1,243 2,965 779 9,060 4,618
Changes from: July 17, 2012 Total Change is: 13,095
1,402 4,421 3,059 1,238 157 -211 1,794 203 2,826 -682 132 543 3,125 1,965
Percent of Open Interest Represented by Each Category of Trader
8.6 58.7 4.1 43.8 11.0 1.3 23.7 9.7 5.1 1.5 3.6 0.9 11.0 5.6
Number of Traders in Each Category Total Traders: 217
18 31 13 30 24 14 55 38 30 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 10,492
Positions
4,410 7,466 0 300 0 0 2,278 1,647 0 0 554 0 3,504 825
Changes from: July 17, 2012 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
42.0 71.2 0.0 2.9 0.0 0.0 21.7 15.7 0.0 0.0 5.3 0.0 33.4 7.9
Number of Traders in Each Category Total Traders: 20
7 4 0 . 0 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 359,674
Positions
28,423 219,682 1,607 178,866 45,279 5,388 101,219 46,528 6,274 8,987 14,823 1,127 27,783 18,966
Changes from: July 17, 2012 Total Change is: 13,016
164 -20 90 4,690 783 -1,054 12,438 7,636 -726 -639 661 -55 -1,893 5,701
Percent of Open Interest Represented by Each Category of Trader
7.9 61.1 0.4 49.7 12.6 1.5 28.1 12.9 1.7 2.5 4.1 0.3 7.7 5.3
Number of Traders in Each Category Total Traders: 217
18 31 7 30 24 14 55 39 24 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 444,390
Positions
181,062 34,800 12,555 137,071 229,154 25,923 62,514 105,627 4,803 2,501 17,282 169 17,791 14,077
Changes from: July 17, 2012 Total Change is: 8,568
7,421 2,065 -231 -226 2,196 712 1,999 1,694 1,341 -513 1,276 -63 -1,872 -422
Percent of Open Interest Represented by Each Category of Trader
40.7 7.8 2.8 30.8 51.6 5.8 14.1 23.8 1.1 0.6 3.9 0.0 4.0 3.2
Number of Traders in Each Category Total Traders: 242
19 16 4 53 43 30 41 50 17 5 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 29,035
Positions
8,132 220 0 9,041 1,054 444 3,375 6,848 1 1,662 6,252 0 6,380 14,216
Changes from: July 17, 2012 Total Change is: -496
-1,101 0 0 54 200 -3 421 -620 1 0 -3 0 132 -71
Percent of Open Interest Represented by Each Category of Trader
28.0 0.8 0.0 31.1 3.6 1.5 11.6 23.6 0.0 5.7 21.5 0.0 22.0 49.0
Number of Traders in Each Category Total Traders: 35
6 . 0 12 . . 6 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 45,414
Positions
19,135 8,875 1,646 5,003 2,969 1,174 7,396 1,881 316 6,491 3,734 0 4,253 24,819
Changes from: July 17, 2012 Total Change is: 469
1,840 560 -225 -1,104 399 487 -441 33 -335 1,039 -300 0 -792 -150
Percent of Open Interest Represented by Each Category of Trader
42.1 19.5 3.6 11.0 6.5 2.6 16.3 4.1 0.7 14.3 8.2 0.0 9.4 54.7
Number of Traders in Each Category Total Traders: 56
17 12 4 4 . . 8 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 69,679
Positions
1,204 13,663 2,157 48,842 31,650 5,890 6,022 13,197 238 208 0 0 5,118 2,884
Changes from: July 17, 2012 Total Change is: 2,552
70 425 52 1,324 1,724 168 1 -66 234 0 0 0 703 15
Percent of Open Interest Represented by Each Category of Trader
1.7 19.6 3.1 70.1 45.4 8.5 8.6 18.9 0.3 0.3 0.0 0.0 7.3 4.1
Number of Traders in Each Category Total Traders: 62
. . . 23 21 8 7 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 117,861
Positions
12,631 59,494 1,939 69,263 12,255 4,830 12,022 29,733 411 5,464 1,884 197 11,104 7,118
Changes from: July 17, 2012 Total Change is: 970
-673 1,669 80 243 92 81 1,206 -1,444 0 514 453 -70 -411 109
Percent of Open Interest Represented by Each Category of Trader
10.7 50.5 1.6 58.8 10.4 4.1 10.2 25.2 0.3 4.6 1.6 0.2 9.4 6.0
Number of Traders in Each Category Total Traders: 101
9 19 5 25 11 11 16 7 . 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 784,397
Positions
13,320 159,773 40,262 285,441 143,802 77,983 68,158 75,377 81,865 27,163 39,298 10,123 180,083 155,914
Changes from: July 17, 2012 Total Change is: 40,855
7,566 23,701 3,565 8,907 -3,301 5,078 3,869 -13,522 7,585 2,029 1,644 3,907 -1,652 12,196
Percent of Open Interest Represented by Each Category of Trader
1.7 20.4 5.1 36.4 18.3 9.9 8.7 9.6 10.4 3.5 5.0 1.3 23.0 19.9
Number of Traders in Each Category Total Traders: 167
6 22 21 43 21 32 24 30 38 7 14 10
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Traders in Financial Futures - Options and Futures Combined Positions as of July 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 :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 350,205
Positions
2,484 130,856 116 225,359 15,820 34,210 2,006 93,417 3,124 9,574 20,116 0 73,332 52,545
Changes from: July 17, 2012 Total Change is: 755
0 410 -207 -5,985 1,591 -1,283 -2,090 -4,592 1,891 980 0 0 7,449 2,945
Percent of Open Interest Represented by Each Category of Trader
0.7 37.4 0.0 64.4 4.5 9.8 0.6 26.7 0.9 2.7 5.7 0.0 20.9 15.0
Number of Traders in Each Category Total Traders: 64
. 10 . 29 7 18 . 10 5 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 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 :
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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 1,206,757
Positions
47,230 165,574 97,900 187,315 77,683 69,622 306,590 518,194 134,263 208,241 43,674 20,893 134,703 78,955
Changes from: July 17, 2012 Total Change is: 57,675
-8,734 31,877 21,492 7,542 -6,847 -3,627 11,549 -8,074 18,885 7,877 4,077 929 1,762 -1,037
Percent of Open Interest Represented by Each Category of Trader
3.9 13.7 8.1 15.5 6.4 5.8 25.4 42.9 11.1 17.3 3.6 1.7 11.2 6.5
Number of Traders in Each Category Total Traders: 246
17 29 19 44 25 36 49 41 38 24 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 :
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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 2,259,544
Positions
99,555 228,045 202,564 649,158 532,418 228,136 309,311 300,053 308,036 95,187 101,882 37,535 330,063 320,875
Changes from: July 17, 2012 Total Change is: 62,611
8,702 23,304 20,532 -35,923 28,990 4,395 9,439 -55,638 28,892 14,561 -4,259 -2,205 14,217 18,600
Percent of Open Interest Represented by Each Category of Trader
4.4 10.1 9.0 28.7 23.6 10.1 13.7 13.3 13.6 4.2 4.5 1.7 14.6 14.2
Number of Traders in Each Category Total Traders: 275
26 30 45 25 56 50 44 59 69 10 25 16
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Traders in Financial Futures - Options and Futures Combined Positions as of July 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 :
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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 1,254,676
Positions
124,959 75,835 36,500 265,788 516,629 81,073 319,476 135,641 88,977 64,759 65,515 11,239 261,905 243,267
Changes from: July 17, 2012 Total Change is: 25,875
-3,356 4,432 14,027 6,801 13,045 -4,371 -34,907 -4,194 16,984 2,798 -17,779 2,335 25,563 1,395
Percent of Open Interest Represented by Each Category of Trader
10.0 6.0 2.9 21.2 41.2 6.5 25.5 10.8 7.1 5.2 5.2 0.9 20.9 19.4
Number of Traders in Each Category Total Traders: 196
12 20 19 29 38 38 41 31 38 7 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 533,408
Positions
210,068 172,031 163,846 0 1,663 4,091 21,598 36,891 93,510 677 12,579 12,023 27,595 36,774
Changes from: July 17, 2012 Total Change is: 6,800
6,561 18,109 -1,471 -530 0 92 -3,533 -6,971 2,652 250 -1,093 399 2,381 -4,917
Percent of Open Interest Represented by Each Category of Trader
39.4 32.3 30.7 0.0 0.3 0.8 4.0 6.9 17.5 0.1 2.4 2.3 5.2 6.9
Number of Traders in Each Category Total Traders: 93
24 24 43 0 . . 14 18 28 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,332,223
Positions
1,497,019 2,749,384 2,782,272 530,272 60,183 238,972 1,363,719 271,991 3,845,119 137,816 384,893 1,002,850 934,184 996,558
Changes from: July 17, 2012 Total Change is: 268,069
5,871 42,652 71,138 9,864 766 2,436 48,935 -8,230 161,582 9,187 42,910 5,467 -46,411 -50,654
Percent of Open Interest Represented by Each Category of Trader
12.1 22.3 22.6 4.3 0.5 1.9 11.1 2.2 31.2 1.1 3.1 8.1 7.6 8.1
Number of Traders in Each Category Total Traders: 258
28 55 82 11 12 21 55 56 88 15 18 25
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Traders in Financial Futures - Options and Futures Combined Positions as of July 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 :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,370
Positions
6,879 336 0 588 802 6 1,207 7,374 26 1,339 295 0 325 1,531
Changes from: July 17, 2012 Total Change is: 365
360 89 0 1 0 0 -14 -1,253 1 0 40 0 17 1,488
Percent of Open Interest Represented by Each Category of Trader
66.3 3.2 0.0 5.7 7.7 0.1 11.6 71.1 0.3 12.9 2.8 0.0 3.1 14.8
Number of Traders in Each Category Total Traders: 30
. . 0 . 4 . 6 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 14,214
Positions
11,279 6,401 0 1,025 695 48 1,544 6,899 0 0 146 0 318 25
Changes from: July 17, 2012 Total Change is: 2,116
2,048 105 0 -3 0 0 111 2,011 0 0 0 0 -40 0
Percent of Open Interest Represented by Each Category of Trader
79.4 45.0 0.0 7.2 4.9 0.3 10.9 48.5 0.0 0.0 1.0 0.0 2.2 0.2
Number of Traders in Each Category Total Traders: 34
4 6 0 . 4 . 4 13 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 70,165
Positions
13,982 37,956 1,472 6,695 84 210 34,510 27,881 1,228 4,830 184 31 7,206 1,119
Changes from: July 17, 2012 Total Change is: 968
-11 212 17 69 15 -7 1,738 839 159 -1,386 -219 11 379 -59
Percent of Open Interest Represented by Each Category of Trader
19.9 54.1 2.1 9.5 0.1 0.3 49.2 39.7 1.8 6.9 0.3 0.0 10.3 1.6
Number of Traders in Each Category Total Traders: 115
4 4 . 8 . . 57 9 7 27 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 324,056
Positions
127,515 34,917 25,974 40,138 8,376 5,311 18,789 121,314 39,471 2,366 25,711 38,861 25,631 24,121
Changes from: July 17, 2012 Total Change is: -26,712
3,247 -3,055 -10,103 294 -343 -1,023 -10,330 3,811 3,518 -101 -6,188 -12,468 254 -861
Percent of Open Interest Represented by Each Category of Trader
39.3 10.8 8.0 12.4 2.6 1.6 5.8 37.4 12.2 0.7 7.9 12.0 7.9 7.4
Number of Traders in Each Category Total Traders: 138
16 14 20 9 10 9 21 37 40 8 17 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 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 :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,339
Positions
2,842 1,314 0 2,428 367 0 2,059 5,720 900 0 30 0 110 8
Changes from: July 17, 2012 Total Change is: -4
0 90 0 -44 -355 0 30 260 0 0 0 0 10 1
Percent of Open Interest Represented by Each Category of Trader
34.1 15.8 0.0 29.1 4.4 0.0 24.7 68.6 10.8 0.0 0.4 0.0 1.3 0.1
Number of Traders in Each Category Total Traders: 21
. 4 0 5 . 0 . 5 . 0 . 0
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Updated July 27, 2012