Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 125,654
Positions
18,467 81,465 2,679 8,756 6,864 249 34,782 14,098 4,134 8,387 895 0 48,200 15,270
Changes from: May 24, 2011 Total Change is: 5,409
-1,258 3,420 593 -907 -341 10 3,861 240 1,256 1,024 333 0 830 -102
Percent of Open Interest Represented by Each Category of Trader
14.7 64.8 2.1 7.0 5.5 0.2 27.7 11.2 3.3 6.7 0.7 0.0 38.4 12.2
Number of Traders in Each Category Total Traders: 83
10 10 7 . 4 . 27 16 5 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 67,713
Positions
11,241 37,591 884 1,020 1,200 69 28,708 14,598 11 418 0 0 25,362 13,360
Changes from: May 24, 2011 Total Change is: 937
-3,764 -581 835 18 -15 0 3,852 -834 8 0 0 0 -12 1,524
Percent of Open Interest Represented by Each Category of Trader
16.6 55.5 1.3 1.5 1.8 0.1 42.4 21.6 0.0 0.6 0.0 0.0 37.5 19.7
Number of Traders in Each Category Total Traders: 47
7 7 4 . . . 21 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 108,085
Positions
23,477 28,689 2,286 7,062 22,473 1,281 45,326 27,703 521 1,784 4,450 0 26,348 20,682
Changes from: May 24, 2011 Total Change is: -2,251
-9,981 5,376 -296 -71 -1,299 -50 5,214 -7,454 -22 -897 1,394 0 3,852 100
Percent of Open Interest Represented by Each Category of Trader
21.7 26.5 2.1 6.5 20.8 1.2 41.9 25.6 0.5 1.7 4.1 0.0 24.4 19.1
Number of Traders in Each Category Total Traders: 91
11 9 4 4 12 5 28 21 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 95,929
Positions
21,186 28,767 1,445 25,737 8,654 348 17,167 19,553 1,256 1,485 1,562 0 27,305 34,344
Changes from: May 24, 2011 Total Change is: -3,335
4,667 -5,220 -1,040 -999 140 0 -8,651 1,773 165 585 -407 0 1,938 1,254
Percent of Open Interest Represented by Each Category of Trader
22.1 30.0 1.5 26.8 9.0 0.4 17.9 20.4 1.3 1.5 1.6 0.0 28.5 35.8
Number of Traders in Each Category Total Traders: 97
10 16 5 9 8 . 23 24 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 270,101
Positions
103,939 115,616 1,084 34,004 24,352 2,539 56,010 60,973 3,998 16,614 15,945 122 51,791 45,472
Changes from: May 24, 2011 Total Change is: 11,438
2,025 5,273 231 -841 12 2 4,635 1,356 1,981 136 1,944 -5 3,274 644
Percent of Open Interest Represented by Each Category of Trader
38.5 42.8 0.4 12.6 9.0 0.9 20.7 22.6 1.5 6.2 5.9 0.0 19.2 16.8
Number of Traders in Each Category Total Traders: 176
23 17 9 17 17 11 37 46 14 7 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 117,502
Positions
6,518 87,004 511 4,784 3,301 134 66,545 9,890 1,397 4,246 76 0 33,367 15,189
Changes from: May 24, 2011 Total Change is: 6,534
-3,965 5,741 118 -1,474 -161 0 5,609 1,854 918 3,369 -494 0 1,959 -1,442
Percent of Open Interest Represented by Each Category of Trader
5.5 74.0 0.4 4.1 2.8 0.1 56.6 8.4 1.2 3.6 0.1 0.0 28.4 12.9
Number of Traders in Each Category Total Traders: 72
4 13 . 5 5 . 29 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 105,271
Positions
16,567 33,153 57,552 0 0 0 27,557 12,916 834 1,645 0 0 1,116 816
Changes from: May 24, 2011 Total Change is: 2,402
808 -583 1,711 0 0 0 135 889 0 0 0 0 -252 385
Percent of Open Interest Represented by Each Category of Trader
15.7 31.5 54.7 0.0 0.0 0.0 26.2 12.3 0.8 1.6 0.0 0.0 1.1 0.8
Number of Traders in Each Category Total Traders: 25
7 11 12 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 142,530
Positions
6,198 122,090 947 15,986 1,743 0 106,337 13,617 189 4,225 2,351 0 8,648 1,593
Changes from: May 24, 2011 Total Change is: -4,880
533 -3,572 560 538 75 0 -7,870 -1,196 -135 135 -214 0 1,359 -398
Percent of Open Interest Represented by Each Category of Trader
4.3 85.7 0.7 11.2 1.2 0.0 74.6 9.6 0.1 3.0 1.6 0.0 6.1 1.1
Number of Traders in Each Category Total Traders: 122
8 13 . 10 . 0 64 10 . 11 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 41,221
Positions
27,169 25,199 5,090 2,036 0 0 2,288 489 11 395 7,601 2,497 1,735 334
Changes from: May 24, 2011 Total Change is: 8,723
928 350 4,734 7 0 0 -7 113 0 25 824 2,497 539 205
Percent of Open Interest Represented by Each Category of Trader
65.9 61.1 12.3 4.9 0.0 0.0 5.6 1.2 0.0 1.0 18.4 6.1 4.2 0.8
Number of Traders in Each Category Total Traders: 21
. 6 6 . 0 0 7 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 30,915
Positions
1,612 21,161 0 108 200 0 23,937 7,798 154 873 244 0 4,231 1,358
Changes from: May 24, 2011 Total Change is: -15
0 1,621 0 -209 -4 0 -537 -1,815 154 19 105 0 558 -76
Percent of Open Interest Represented by Each Category of Trader
5.2 68.4 0.0 0.3 0.6 0.0 77.4 25.2 0.5 2.8 0.8 0.0 13.7 4.4
Number of Traders in Each Category Total Traders: 50
. 13 0 . . 0 21 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 78,430
Positions
20,454 36,464 9,883 4,114 1,539 686 17,423 7,324 8,685 1,459 400 0 15,727 13,450
Changes from: May 24, 2011 Total Change is: 753
688 -287 -20 450 -396 51 -214 535 454 -61 90 -1 -595 327
Percent of Open Interest Represented by Each Category of Trader
26.1 46.5 12.6 5.2 2.0 0.9 22.2 9.3 11.1 1.9 0.5 0.0 20.1 17.1
Number of Traders in Each Category Total Traders: 102
20 18 8 6 5 . 31 11 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 24,315
Positions
7,265 20,231 263 459 0 0 7,166 1,437 9 0 0 0 9,153 2,375
Changes from: May 24, 2011 Total Change is: -126
0 0 0 0 0 0 -54 -15 0 0 0 0 -72 -111
Percent of Open Interest Represented by Each Category of Trader
29.9 83.2 1.1 1.9 0.0 0.0 29.5 5.9 0.0 0.0 0.0 0.0 37.6 9.8
Number of Traders in Each Category Total Traders: 23
5 6 . . 0 0 6 5 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 108,229
Positions
45,160 51,248 456 7,309 3,078 1,372 36,937 28,196 929 2,918 800 0 13,148 22,150
Changes from: May 24, 2011 Total Change is: 1,758
1,365 -583 -29 900 -792 101 139 1,558 450 -121 180 -2 -1,045 875
Percent of Open Interest Represented by Each Category of Trader
41.7 47.4 0.4 6.8 2.8 1.3 34.1 26.1 0.9 2.7 0.7 0.0 12.1 20.5
Number of Traders in Each Category Total Traders: 98
19 17 4 5 5 . 34 13 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 905,541
Positions
62,578 254,276 42,420 405,706 116,769 60,703 87,112 184,285 30,153 23,653 65,074 14,444 178,771 137,417
Changes from: May 24, 2011 Total Change is: 9,284
5,174 2,306 -670 -4,908 -5,656 2,046 6,338 7,438 466 -1,223 3,291 1,775 285 -1,713
Percent of Open Interest Represented by Each Category of Trader
6.9 28.1 4.7 44.8 12.9 6.7 9.6 20.4 3.3 2.6 7.2 1.6 19.7 15.2
Number of Traders in Each Category Total Traders: 566
36 52 24 122 56 65 91 139 71 34 35 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 332,153
Positions
18,962 156,372 7,964 126,239 35,378 9,753 24,707 32,501 2,704 2,765 38,006 8,406 130,653 41,069
Changes from: May 24, 2011 Total Change is: -3,380
-2,661 305 1,900 -4,372 -198 126 29 -2,870 -70 -1,044 1,464 244 2,468 -4,281
Percent of Open Interest Represented by Each Category of Trader
5.7 47.1 2.4 38.0 10.7 2.9 7.4 9.8 0.8 0.8 11.4 2.5 39.3 12.4
Number of Traders in Each Category Total Traders: 119
8 22 6 30 13 14 8 30 11 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,866,938
Positions
338,080 609,519 52,282 1,417,836 427,456 234,247 412,056 858,948 37,216 131,245 162,147 3,385 240,591 481,738
Changes from: May 24, 2011 Total Change is: 63,320
35,891 6,720 -9,564 6,641 -17,967 278 25,946 45,941 8,281 9,027 19,056 -2,267 -10,913 12,842
Percent of Open Interest Represented by Each Category of Trader
11.8 21.3 1.8 49.5 14.9 8.2 14.4 30.0 1.3 4.6 5.7 0.1 8.4 16.8
Number of Traders in Each Category Total Traders: 532
37 46 17 103 53 56 97 129 54 32 34 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 113,869
Positions
19,248 45,298 143 58,580 37,410 5,383 20,195 16,662 0 1,551 5,091 0 8,769 3,882
Changes from: May 24, 2011 Total Change is: 3,858
-1,231 3,460 47 2,068 420 -410 3,018 327 0 294 0 0 72 14
Percent of Open Interest Represented by Each Category of Trader
16.9 39.8 0.1 51.4 32.9 4.7 17.7 14.6 0.0 1.4 4.5 0.0 7.7 3.4
Number of Traders in Each Category Total Traders: 100
8 11 . 35 13 10 17 13 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 88,383
Positions
14,537 37,092 6,693 14,600 13,557 2,138 28,590 10,989 7,677 3,134 4,407 1,029 9,986 4,802
Changes from: May 24, 2011 Total Change is: 801
-744 -559 893 -866 26 -396 1,615 435 78 216 111 -15 21 228
Percent of Open Interest Represented by Each Category of Trader
16.4 42.0 7.6 16.5 15.3 2.4 32.3 12.4 8.7 3.5 5.0 1.2 11.3 5.4
Number of Traders in Each Category Total Traders: 231
18 33 13 27 21 11 62 46 20 13 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 18,137
Positions
4,107 12,798 321 1,600 0 0 7,416 464 0 0 3,581 0 4,693 973
Changes from: May 24, 2011 Total Change is: -497
264 -370 1 0 0 0 -635 -5 0 0 0 0 -127 -123
Percent of Open Interest Represented by Each Category of Trader
22.6 70.6 1.8 8.8 0.0 0.0 40.9 2.6 0.0 0.0 19.7 0.0 25.9 5.4
Number of Traders in Each Category Total Traders: 27
6 9 . . 0 0 6 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 351,232
Positions
82,870 152,191 1,141 69,002 71,787 6,689 137,439 84,193 6,815 20,322 8,781 491 26,463 19,144
Changes from: May 24, 2011 Total Change is: 6,492
-695 3,399 116 -4,332 131 -1,982 8,868 -181 2,773 741 218 262 741 1,756
Percent of Open Interest Represented by Each Category of Trader
23.6 43.3 0.3 19.6 20.4 1.9 39.1 24.0 1.9 5.8 2.5 0.1 7.5 5.5
Number of Traders in Each Category Total Traders: 230
21 29 5 27 21 11 61 48 14 14 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 422,105
Positions
184,449 49,556 17,503 110,847 140,728 33,637 48,228 132,526 5,920 2,873 20,475 0 18,648 21,760
Changes from: May 24, 2011 Total Change is: 4,632
-348 8,073 178 3,464 -2,851 -287 84 -2,881 1,264 203 567 0 74 569
Percent of Open Interest Represented by Each Category of Trader
43.7 11.7 4.1 26.3 33.3 8.0 11.4 31.4 1.4 0.7 4.9 0.0 4.4 5.2
Number of Traders in Each Category Total Traders: 256
18 17 . 47 50 26 36 67 18 5 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,773
Positions
9,123 7,766 1,857 7,650 1,312 1,880 13,871 8,931 4,613 216 3,879 0 7,563 16,535
Changes from: May 24, 2011 Total Change is: 98
-453 141 99 468 189 -80 -618 -266 378 -220 -530 0 524 167
Percent of Open Interest Represented by Each Category of Trader
19.5 16.6 4.0 16.4 2.8 4.0 29.7 19.1 9.9 0.5 8.3 0.0 16.2 35.4
Number of Traders in Each Category Total Traders: 59
9 8 . 10 . . 12 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 59,936
Positions
22,117 27,005 2,006 8,006 2,945 569 9,012 13,338 2,827 2,125 4,148 409 12,865 6,689
Changes from: May 24, 2011 Total Change is: 4,559
-2,847 1,780 300 588 45 0 437 -501 302 325 273 0 5,454 2,360
Percent of Open Interest Represented by Each Category of Trader
36.9 45.1 3.3 13.4 4.9 0.9 15.0 22.3 4.7 3.5 6.9 0.7 21.5 11.2
Number of Traders in Each Category Total Traders: 76
16 19 4 7 . . 11 14 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 29,567
Positions
256 5,409 0 18,294 12,761 3,632 2,465 6,032 4 419 0 0 4,497 1,729
Changes from: May 24, 2011 Total Change is: -1,342
0 -681 0 -1,269 -135 -198 111 25 -175 0 0 0 189 -178
Percent of Open Interest Represented by Each Category of Trader
0.9 18.3 0.0 61.9 43.2 12.3 8.3 20.4 0.0 1.4 0.0 0.0 15.2 5.8
Number of Traders in Each Category Total Traders: 46
. . 0 17 14 7 5 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 39,853
Positions
5,299 17,546 603 15,683 4,098 1,103 6,604 12,498 536 1,940 798 17 8,068 2,654
Changes from: May 24, 2011 Total Change is: 788
-333 655 -20 1,413 306 194 -583 -177 115 -200 0 0 202 -285
Percent of Open Interest Represented by Each Category of Trader
13.3 44.0 1.5 39.4 10.3 2.8 16.6 31.4 1.3 4.9 2.0 0.0 20.2 6.7
Number of Traders in Each Category Total Traders: 57
5 7 . 15 6 4 11 5 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 740,953
Positions
13,362 104,533 15,830 292,181 145,982 71,178 117,541 130,111 38,518 17,309 85,167 1,602 173,432 148,032
Changes from: May 24, 2011 Total Change is: -33,750
-2,398 -4,701 -25,383 -7,295 -303 -3,485 1,267 -3,463 8,331 54 3,487 -2,350 -2,491 -5,883
Percent of Open Interest Represented by Each Category of Trader
1.8 14.1 2.1 39.4 19.7 9.6 15.9 17.6 5.2 2.3 11.5 0.2 23.4 20.0
Number of Traders in Each Category Total Traders: 158
8 16 11 40 22 35 24 33 10 4 11 .
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 378,832
Positions
2,613 150,835 8,229 259,675 4,216 17,902 2,000 129,592 15,048 1,700 0 0 71,665 53,010
Changes from: May 24, 2011 Total Change is: 15,472
113 -1,835 6,108 14,076 -1,423 -59 0 3,429 6,745 0 0 0 -11,511 2,507
Percent of Open Interest Represented by Each Category of Trader
0.7 39.8 2.2 68.5 1.1 4.7 0.5 34.2 4.0 0.4 0.0 0.0 18.9 14.0
Number of Traders in Each Category Total Traders: 67
. 10 4 35 . 18 . 16 4 . 0 0
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,046,815
Positions
54,922 112,486 18,401 178,011 421,317 95,506 401,710 75,183 39,021 124,881 110,150 13,608 120,755 161,143
Changes from: May 24, 2011 Total Change is: -56,957
-8,562 1,068 -14,569 -11,335 -22,118 -15,103 34,716 -1,057 6,705 -49,817 -9,916 -336 1,344 -1,631
Percent of Open Interest Represented by Each Category of Trader
5.2 10.7 1.8 17.0 40.2 9.1 38.4 7.2 3.7 11.9 10.5 1.3 11.5 15.4
Number of Traders in Each Category Total Traders: 260
15 36 13 33 58 42 51 32 32 8 27 7
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,973,136
Positions
208,336 144,316 70,061 621,053 507,594 232,434 360,546 405,085 80,904 17,194 98,398 34,899 347,709 399,445
Changes from: May 24, 2011 Total Change is: 29,783
-3,522 9,561 34,524 -17,099 -79,384 15,881 455 39,369 -9,242 4,497 8,188 1,204 3,085 9,682
Percent of Open Interest Represented by Each Category of Trader
10.6 7.3 3.6 31.5 25.7 11.8 18.3 20.5 4.1 0.9 5.0 1.8 17.6 20.2
Number of Traders in Each Category Total Traders: 274
26 38 25 38 55 44 43 49 33 6 19 7
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,555,969
Positions
147,528 228,213 65,323 282,646 642,177 102,499 532,910 89,686 61,032 114,924 65,302 1,188 247,919 300,549
Changes from: May 24, 2011 Total Change is: 40,108
-36,206 30,518 38,007 14,688 7,327 -13,929 29,374 -2,836 6,720 1,807 -2,588 99 -452 -23,210
Percent of Open Interest Represented by Each Category of Trader
9.5 14.7 4.2 18.2 41.3 6.6 34.2 5.8 3.9 7.4 4.2 0.1 15.9 19.3
Number of Traders in Each Category Total Traders: 215
17 23 15 24 48 38 46 32 29 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 751,787
Positions
217,350 167,943 296,907 1,962 6,863 11,943 68,595 87,175 97,219 9,998 15,141 6,104 41,709 62,492
Changes from: May 24, 2011 Total Change is: 37,552
21,984 -1,934 15,348 89 847 326 -5,749 10,546 4,672 -2,167 30 -60 3,109 7,777
Percent of Open Interest Represented by Each Category of Trader
28.9 22.3 39.5 0.3 0.9 1.6 9.1 11.6 12.9 1.3 2.0 0.8 5.5 8.3
Number of Traders in Each Category Total Traders: 146
19 43 54 . 7 5 19 30 35 . 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is10,202,720
Positions
976,358 4,130,511 1,568,875 3,215,387 239,914 214,520 1,710,623 1,052,170 1,322,807 39,842 453,819 135,887 1,018,421 1,084,217
Changes from: May 24, 2011 Total Change is: 34,458
53,524 125,876 -43,074 8,012 -54,445 -7,217 -45,267 -79,219 24,839 -4,865 17,968 15,347 33,159 34,383
Percent of Open Interest Represented by Each Category of Trader
9.6 40.5 15.4 31.5 2.4 2.1 16.8 10.3 13.0 0.4 4.4 1.3 10.0 10.6
Number of Traders in Each Category Total Traders: 295
29 68 93 11 14 17 57 72 86 9 25 19
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Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,823
Positions
4,807 4,907 142 1,278 722 23 3,339 7,412 8 3,826 534 0 400 75
Changes from: May 24, 2011 Total Change is: -84
273 -4 0 201 -26 0 -607 27 5 0 -70 0 44 -16
Percent of Open Interest Represented by Each Category of Trader
34.8 35.5 1.0 9.2 5.2 0.2 24.2 53.6 0.1 27.7 3.9 0.0 2.9 0.5
Number of Traders in Each Category Total Traders: 32
4 . . . 5 . 6 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 28,377
Positions
22,177 12,623 0 1,213 2,586 58 4,408 7,466 116 79 5,507 0 326 21
Changes from: May 24, 2011 Total Change is: -368
-1,292 -21 -249 -125 -310 0 1,274 105 78 0 59 0 -54 -30
Percent of Open Interest Represented by Each Category of Trader
78.2 44.5 0.0 4.3 9.1 0.2 15.5 26.3 0.4 0.3 19.4 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 35
4 4 0 . 5 . 9 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 55,794
Positions
27,587 14,146 148 500 0 840 14,826 34,719 865 3,800 1,668 0 7,228 3,408
Changes from: May 24, 2011 Total Change is: -6,039
157 87 148 -27 -57 93 -4,666 -6,522 -263 -669 145 -1 -811 331
Percent of Open Interest Represented by Each Category of Trader
49.4 25.4 0.3 0.9 0.0 1.5 26.6 62.2 1.6 6.8 3.0 0.0 13.0 6.1
Number of Traders in Each Category Total Traders: 98
7 6 . 4 0 . 19 32 7 22 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 242,356
Positions
79,194 71,096 41,941 17,430 3,014 5,369 10,695 39,818 27,440 6,592 5,517 29,961 23,734 18,200
Changes from: May 24, 2011 Total Change is: 6,721
-808 -1,867 1,363 3,902 266 -9 -1,386 3,139 2,430 -484 1,493 242 1,471 -336
Percent of Open Interest Represented by Each Category of Trader
32.7 29.3 17.3 7.2 1.2 2.2 4.4 16.4 11.3 2.7 2.3 12.4 9.8 7.5
Number of Traders in Each Category Total Traders: 130
14 13 21 14 4 6 23 23 33 8 11 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 7,957
Positions
578 4,483 0 2,423 234 0 2,431 2,448 672 640 0 0 1,213 120
Changes from: May 24, 2011 Total Change is: -100
86 -69 0 -9 34 0 -100 -60 0 -90 0 0 13 -5
Percent of Open Interest Represented by Each Category of Trader
7.3 56.3 0.0 30.5 2.9 0.0 30.6 30.8 8.4 8.0 0.0 0.0 15.2 1.5
Number of Traders in Each Category Total Traders: 23
. . 0 4 . 0 7 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 10,685
Positions
405 9,833 0 7,977 0 0 899 344 0 0 94 11 1,393 403
Changes from: May 24, 2011 Total Change is: 14
-1 35 0 53 0 0 11 3 0 0 2 -66 17 40
Percent of Open Interest Represented by Each Category of Trader
3.8 92.0 0.0 74.7 0.0 0.0 8.4 3.2 0.0 0.0 0.9 0.1 13.0 3.8
Number of Traders in Each Category Total Traders: 22
. . 0 10 0 0 5 . 0 0 . .
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Updated June 3, 2011