Traders in Financial Futures- Futures Only Positions as of June 14, 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 142,172 Positions 24,986 79,128 5,516 10,925 6,596 231 30,353 19,924 13,315 10,544 1,042 0 46,302 16,420 Changes from: June 7, 2011 Total Change is: 13,062 648 6,031 1,601 877 -144 -13 -4,253 -2,854 10,837 107 1,042 -1 3,259 -3,437 Percent of Open Interest Represented by Each Category of Trader 17.6 55.7 3.9 7.7 4.6 0.2 21.3 14.0 9.4 7.4 0.7 0.0 32.6 11.5 Number of Traders in Each Category Total Traders: 84 11 10 8 4 4 . 28 12 7 14 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 54,048 Positions 887 30,317 0 1,415 1,199 69 25,538 11,435 16 418 0 0 25,705 11,012 Changes from: June 7, 2011 Total Change is: -20,291 -12,244 -6,160 -5,085 -478 -3 -15 -1,394 -6,141 -656 0 0 0 -419 -2,231 Percent of Open Interest Represented by Each Category of Trader 1.6 56.1 0.0 2.6 2.2 0.1 47.3 21.2 0.0 0.8 0.0 0.0 47.6 20.4 Number of Traders in Each Category Total Traders: 43 . 10 0 . . . 20 6 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 90,719 Positions 7,542 18,029 0 6,278 23,787 1,136 45,295 22,346 1,139 1,454 4,001 0 27,875 20,281 Changes from: June 7, 2011 Total Change is: -22,922 -14,748 -11,565 -6,281 -980 -43 -153 246 -5,498 -282 -724 -427 -6 6 1,333 Percent of Open Interest Represented by Each Category of Trader 8.3 19.9 0.0 6.9 26.2 1.3 49.9 24.6 1.3 1.6 4.4 0.0 30.7 22.4 Number of Traders in Each Category Total Traders: 77 7 7 0 4 12 5 23 17 5 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 94,483 Positions 6,267 39,388 110 25,475 8,565 353 32,551 9,515 266 1,421 3,101 0 28,040 33,185 Changes from: June 7, 2011 Total Change is: -11,716 -9,149 1,315 -2,560 -1,733 -183 5 4,515 -7,020 -1,636 21 -433 0 -1,179 -1,204 Percent of Open Interest Represented by Each Category of Trader 6.6 41.7 0.1 27.0 9.1 0.4 34.5 10.1 0.3 1.5 3.3 0.0 29.7 35.1 Number of Traders in Each Category Total Traders: 84 6 14 . 8 7 . 27 14 . . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 190,373 Positions 16,959 71,044 228 31,198 26,312 2,093 68,240 42,128 344 14,629 6,197 157 56,525 41,870 Changes from: June 7, 2011 Total Change is: -105,753 -69,303 -50,907 -16,001 -3,044 2,405 -192 -3,179 -21,752 -4,550 -1,553 490 117 -8,048 -15,363 Percent of Open Interest Represented by Each Category of Trader 8.9 37.3 0.1 16.4 13.8 1.1 35.8 22.1 0.2 7.7 3.3 0.1 29.7 22.0 Number of Traders in Each Category Total Traders: 158 17 15 5 13 19 11 38 41 10 6 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 115,119 Positions 1,680 81,419 9 4,003 3,372 134 71,789 14,300 7 6,586 724 0 30,911 15,154 Changes from: June 7, 2011 Total Change is: -30,227 -3,552 -12,880 -13,146 -874 68 0 -7,274 4,470 -4,495 2,132 -119 -1 -3,017 -4,124 Percent of Open Interest Represented by Each Category of Trader 1.5 70.7 0.0 3.5 2.9 0.1 62.4 12.4 0.0 5.7 0.6 0.0 26.9 13.2 Number of Traders in Each Category Total Traders: 69 . 14 . 4 4 . 24 14 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 110,740 Positions 17,174 34,315 61,165 0 0 0 29,236 14,066 448 1,645 0 0 1,072 746 Changes from: June 7, 2011 Total Change is: 1,580 760 894 133 0 0 0 612 498 -117 0 0 0 192 172 Percent of Open Interest Represented by Each Category of Trader 15.5 31.0 55.2 0.0 0.0 0.0 26.4 12.7 0.4 1.5 0.0 0.0 1.0 0.7 Number of Traders in Each Category Total Traders: 25 7 11 13 0 0 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 110,231 Positions 13,662 77,782 354 14,014 402 274 72,062 25,810 328 2,548 2,341 0 6,989 2,940 Changes from: June 7, 2011 Total Change is: -39,836 6,752 -38,308 -7,750 -1,791 -1,453 274 -26,907 14,126 -6,610 -1,499 42 0 -2,305 -157 Percent of Open Interest Represented by Each Category of Trader 12.4 70.6 0.3 12.7 0.4 0.2 65.4 23.4 0.3 2.3 2.1 0.0 6.3 2.7 Number of Traders in Each Category Total Traders: 103 8 10 . 7 . . 46 19 . 6 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 38,596 Positions 27,060 25,576 2,483 2,094 0 0 2,682 130 13 423 7,806 2,417 1,424 171 Changes from: June 7, 2011 Total Change is: -2,625 -109 377 -2,607 58 0 0 394 -359 2 28 205 -80 -311 -163 Percent of Open Interest Represented by Each Category of Trader 70.1 66.3 6.4 5.4 0.0 0.0 6.9 0.3 0.0 1.1 20.2 6.3 3.7 0.4 Number of Traders in Each Category Total Traders: 21 . 5 . . 0 0 8 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 31,432 Positions 2,084 24,345 0 227 317 0 23,686 5,452 0 1,030 239 0 4,405 1,079 Changes from: June 7, 2011 Total Change is: -5,795 307 1,926 -4,830 4 151 0 -447 -1,998 -446 147 -271 0 -530 -327 Percent of Open Interest Represented by Each Category of Trader 6.6 77.5 0.0 0.7 1.0 0.0 75.4 17.3 0.0 3.3 0.8 0.0 14.0 3.4 Number of Traders in Each Category Total Traders: 50 . 10 0 . . 0 18 10 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 81,758 Positions 24,590 32,584 13,234 3,226 2,126 125 10,913 7,618 11,313 1,811 128 0 16,549 14,633 Changes from: June 7, 2011 Total Change is: 11,309 -270 221 8,546 169 -90 -143 -1,437 -2,104 3,343 106 -52 0 996 1,588 Percent of Open Interest Represented by Each Category of Trader 30.1 39.9 16.2 3.9 2.6 0.2 13.3 9.3 13.8 2.2 0.2 0.0 20.2 17.9 Number of Traders in Each Category Total Traders: 97 19 17 16 4 5 . 32 10 21 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 26,224 Positions 3,740 16,638 4,095 699 0 0 7,189 1,169 1,239 0 0 0 9,262 3,083 Changes from: June 7, 2011 Total Change is: 5,639 169 169 4,074 240 0 0 -126 -250 1,223 0 0 0 59 423 Percent of Open Interest Represented by Each Category of Trader 14.3 63.4 15.6 2.7 0.0 0.0 27.4 4.5 4.7 0.0 0.0 0.0 35.3 11.8 Number of Traders in Each Category Total Traders: 25 6 7 5 . 0 0 6 5 6 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 111,067 Positions 49,207 39,398 10,770 5,053 4,252 249 22,356 27,806 5,238 3,621 255 0 14,573 23,099 Changes from: June 7, 2011 Total Change is: 11,340 -2,254 -1,274 10,321 -143 -180 -286 -2,873 -3,958 4,490 211 -103 0 1,874 2,330 Percent of Open Interest Represented by Each Category of Trader 44.3 35.5 9.7 4.5 3.8 0.2 20.1 25.0 4.7 3.3 0.2 0.0 13.1 20.8 Number of Traders in Each Category Total Traders: 96 20 16 11 . 5 . 33 15 19 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 1,072,737 Positions 51,893 238,186 77,656 407,525 125,543 66,657 85,520 189,310 96,577 23,283 51,942 44,110 219,516 182,757 Changes from: June 7, 2011 Total Change is: 123,820 -4,838 243 30,093 6,702 2,528 1,351 2,203 -5,521 35,272 -404 -1,594 24,431 29,010 37,016 Percent of Open Interest Represented by Each Category of Trader 4.8 22.2 7.2 38.0 11.7 6.2 8.0 17.6 9.0 2.2 4.8 4.1 20.5 17.0 Number of Traders in Each Category Total Traders: 563 35 49 50 119 58 73 97 138 101 35 32 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 387,673 Positions 20,541 133,910 10,565 128,197 36,061 8,957 33,562 64,651 12,880 4,237 29,685 16,097 152,637 74,867 Changes from: June 7, 2011 Total Change is: 40,570 714 -2,120 2,059 2,439 1,605 -954 6,657 4,995 9,573 1,554 -2,759 7,083 11,445 21,088 Percent of Open Interest Represented by Each Category of Trader 5.3 34.5 2.7 33.1 9.3 2.3 8.7 16.7 3.3 1.1 7.7 4.2 39.4 19.3 Number of Traders in Each Category Total Traders: 129 10 21 9 31 11 14 11 34 22 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 3,425,322 Positions 284,560 649,181 207,654 1,417,959 468,728 267,179 541,088 904,589 137,190 115,111 131,166 120,186 334,395 539,449 Changes from: June 7, 2011 Total Change is: 416,251 -19,649 19,926 132,062 18,141 1,445 14,699 9,228 -21,084 96,999 -21,058 -5,441 98,006 87,823 79,639 Percent of Open Interest Represented by Each Category of Trader 8.3 19.0 6.1 41.4 13.7 7.8 15.8 26.4 4.0 3.4 3.8 3.5 9.8 15.7 Number of Traders in Each Category Total Traders: 526 36 44 42 101 55 66 101 127 87 32 30 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 123,482 Positions 18,605 40,436 8,361 62,147 40,348 5,239 15,916 16,194 1,565 1,262 5,091 0 10,387 6,248 Changes from: June 7, 2011 Total Change is: 11,802 -427 1,083 8,123 3,015 1,239 -38 -185 -1,279 220 0 0 0 1,094 2,454 Percent of Open Interest Represented by Each Category of Trader 15.1 32.7 6.8 50.3 32.7 4.2 12.9 13.1 1.3 1.0 4.1 0.0 8.4 5.1 Number of Traders in Each Category Total Traders: 90 7 15 9 31 13 10 12 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 100,551 Positions 19,149 28,272 14,402 13,810 18,630 2,045 19,177 13,164 11,953 2,924 1,573 2,521 14,569 7,990 Changes from: June 7, 2011 Total Change is: 14,688 2,067 -1,951 7,466 -1,776 3,494 119 -3,139 1,811 4,091 -51 -2,720 638 5,274 1,741 Percent of Open Interest Represented by Each Category of Trader 19.0 28.1 14.3 13.7 18.5 2.0 19.1 13.1 11.9 2.9 1.6 2.5 14.5 7.9 Number of Traders in Each Category Total Traders: 222 22 26 23 26 22 13 61 42 29 14 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 20,320 Positions 4,948 11,313 1,317 1,600 0 0 6,532 3,380 113 688 1,742 0 5,122 2,455 Changes from: June 7, 2011 Total Change is: 2,605 316 726 996 0 0 0 137 1,866 113 688 -1,914 0 355 818 Percent of Open Interest Represented by Each Category of Trader 24.4 55.7 6.5 7.9 0.0 0.0 32.1 16.6 0.6 3.4 8.6 0.0 25.2 12.1 Number of Traders in Each Category Total Traders: 26 4 10 4 . 0 0 5 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 401,154 Positions 102,291 116,082 34,140 65,050 97,152 6,224 98,149 83,841 24,280 20,905 8,878 2,882 47,233 27,675 Changes from: June 7, 2011 Total Change is: 60,417 12,000 -10,139 29,104 -8,880 17,468 595 -8,294 7,815 11,800 -395 -730 -109 24,596 4,613 Percent of Open Interest Represented by Each Category of Trader 25.5 28.9 8.5 16.2 24.2 1.6 24.5 20.9 6.1 5.2 2.2 0.7 11.8 6.9 Number of Traders in Each Category Total Traders: 222 25 23 20 26 22 13 59 45 24 15 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 481,202 Positions 213,086 45,447 50,622 112,806 156,882 33,669 35,029 137,659 12,057 2,730 19,620 473 20,730 24,773 Changes from: June 7, 2011 Total Change is: 49,901 2,688 -4,973 34,165 5,767 6,833 1,488 -7,206 -1,251 9,373 210 -393 115 3,301 4,544 Percent of Open Interest Represented by Each Category of Trader 44.3 9.4 10.5 23.4 32.6 7.0 7.3 28.6 2.5 0.6 4.1 0.1 4.3 5.1 Number of Traders in Each Category Total Traders: 267 18 18 10 48 52 28 38 73 20 6 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 27,641 Positions 2,929 7,887 51 8,270 1,343 1,637 7,227 6,391 0 961 3,663 0 6,566 6,669 Changes from: June 7, 2011 Total Change is: -33,430 -6,176 -713 -4,435 561 -156 -143 -8,015 -2,267 -13,062 745 -449 -281 -2,624 -11,924 Percent of Open Interest Represented by Each Category of Trader 10.6 28.5 0.2 29.9 4.9 5.9 26.1 23.1 0.0 3.5 13.3 0.0 23.8 24.1 Number of Traders in Each Category Total Traders: 48 7 6 . 9 . . 12 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 40,774 Positions 15,131 12,471 974 7,012 1,749 569 9,216 5,260 107 2,483 968 0 5,282 18,676 Changes from: June 7, 2011 Total Change is: -41,053 -9,428 -9,819 -2,860 -953 -2,235 -350 -804 -7,162 -9,108 667 -2,844 -818 -17,399 -5,857 Percent of Open Interest Represented by Each Category of Trader 37.1 30.6 2.4 17.2 4.3 1.4 22.6 12.9 0.3 6.1 2.4 0.0 13.0 45.8 Number of Traders in Each Category Total Traders: 59 15 11 4 6 . . 10 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 46,300 Positions 0 5,461 3,071 10,183 643 25,557 344 4,509 3,759 0 4 415 2,971 2,881 Changes from: June 7, 2011 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 0.0 11.8 6.6 22.0 1.4 55.2 0.7 9.7 8.1 0.0 0.0 0.9 6.4 6.2 Number of Traders in Each Category Total Traders: 44 0 . 4 17 4 20 . 4 4 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 42,040 Positions 2,891 2,106 9,225 7,009 4,127 9,312 858 3,829 10,256 433 822 325 1,731 2,038 Changes from: June 7, 2011 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 6.9 5.0 21.9 16.7 9.8 22.2 2.0 9.1 24.4 1.0 2.0 0.8 4.1 4.8 Number of Traders in Each Category Total Traders: 42 7 4 8 6 4 4 . 7 7 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 21,786 Positions 355 988 123 12,778 14,014 1,328 2,693 3,434 3 419 0 0 4,087 1,896 Changes from: June 7, 2011 Total Change is: -8,874 99 -4,852 123 -6,819 232 -2,291 585 -2,051 -312 0 0 0 -259 277 Percent of Open Interest Represented by Each Category of Trader 1.6 4.5 0.6 58.7 64.3 6.1 12.4 15.8 0.0 1.9 0.0 0.0 18.8 8.7 Number of Traders in Each Category Total Traders: 35 . . . 9 11 . 6 5 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 28,269 Positions 4,971 10,979 544 8,666 3,674 923 6,540 9,459 437 464 250 0 5,724 2,003 Changes from: June 7, 2011 Total Change is: -10,531 -889 -4,188 -105 -6,282 -2,152 -287 447 -2,845 -12 -1,257 -579 -17 -2,129 -346 Percent of Open Interest Represented by Each Category of Trader 17.6 38.8 1.9 30.7 13.0 3.3 23.1 33.5 1.5 1.6 0.9 0.0 20.2 7.1 Number of Traders in Each Category Total Traders: 39 5 6 . 6 5 . 11 4 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 667,019 Positions 27,728 93,046 5,953 279,317 138,935 72,058 87,152 108,958 16,976 17,528 83,359 4,000 156,307 143,734 Changes from: June 7, 2011 Total Change is: -24,881 12,834 -11,764 -2,040 -4,836 -2,753 -3,534 -14,513 -8,689 -3,680 220 3,016 0 -9,332 4,563 Percent of Open Interest Represented by Each Category of Trader 4.2 13.9 0.9 41.9 20.8 10.8 13.1 16.3 2.5 2.6 12.5 0.6 23.4 21.5 Number of Traders in Each Category Total Traders: 160 10 16 8 39 20 32 24 37 14 . 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 375,859 Positions 18,135 151,570 4,313 262,613 8,297 21,676 2,000 143,922 4,335 1,500 2,040 0 61,287 39,706 Changes from: June 7, 2011 Total Change is: 10,446 15,471 7,638 392 -7,124 692 5,416 0 4,500 -2,549 0 2,040 0 -1,160 -7,683 Percent of Open Interest Represented by Each Category of Trader 4.8 40.3 1.1 69.9 2.2 5.8 0.5 38.3 1.2 0.4 0.5 0.0 16.3 10.6 Number of Traders in Each Category Total Traders: 73 . 10 5 33 6 18 . 18 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,008,464 Positions 72,704 117,520 7,009 192,399 410,739 94,522 346,355 76,259 29,825 127,536 96,157 14,240 123,874 162,193 Changes from: June 7, 2011 Total Change is: -6,446 28,279 7,559 -1,444 -8,015 34,029 -2,809 -16,221 -13,431 -11,038 -2,916 -20,795 331 7,387 1,152 Percent of Open Interest Represented by Each Category of Trader 7.2 11.7 0.7 19.1 40.7 9.4 34.3 7.6 3.0 12.6 9.5 1.4 12.3 16.1 Number of Traders in Each Category Total Traders: 257 13 43 8 29 58 41 48 31 24 9 26 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,830,576 Positions 265,797 174,481 22,526 568,619 462,423 225,310 346,816 437,530 36,663 44,493 102,765 7,219 313,133 361,659 Changes from: June 7, 2011 Total Change is: 11,327 34,894 47,071 -5,411 -7,414 -25,994 1,797 8,829 -10 -18,888 10,606 3,113 -687 -12,399 10,336 Percent of Open Interest Represented by Each Category of Trader 14.5 9.5 1.2 31.1 25.3 12.3 18.9 23.9 2.0 2.4 5.6 0.4 17.1 19.8 Number of Traders in Each Category Total Traders: 274 35 24 18 37 55 46 40 57 26 10 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,596,417 Positions 137,142 237,888 26,933 250,425 694,492 108,714 583,642 98,296 37,577 169,023 74,960 157 282,804 317,400 Changes from: June 7, 2011 Total Change is: 75,391 -6,286 39,122 -18,216 -22,914 46,116 -3,408 54,623 3,891 -10,119 52,335 3,880 -331 29,707 14,456 Percent of Open Interest Represented by Each Category of Trader 8.6 14.9 1.7 15.7 43.5 6.8 36.6 6.2 2.4 10.6 4.7 0.0 17.7 19.9 Number of Traders in Each Category Total Traders: 211 15 28 15 17 51 35 42 34 26 7 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 728,513 Positions 229,928 180,529 258,090 3,270 11,003 14,288 69,866 89,161 104,017 8,622 13,852 6,501 33,931 51,072 Changes from: June 7, 2011 Total Change is: 29,240 -1,938 9,175 18,671 1,907 -1 2,430 8,605 -4,569 1,510 158 4,172 323 -2,426 -2,471 Percent of Open Interest Represented by Each Category of Trader 31.6 24.8 35.4 0.4 1.5 2.0 9.6 12.2 14.3 1.2 1.9 0.9 4.7 7.0 Number of Traders in Each Category Total Traders: 145 22 43 55 4 7 7 22 27 35 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 9,884,096 Positions 638,994 3,950,292 1,673,427 3,306,475 234,665 179,484 1,604,645 848,905 1,329,135 36,689 473,435 144,363 970,884 1,050,390 Changes from: June 7, 2011 Total Change is: -623,852 -361,123 -259,317 -58,066 7,972 -21,342 7,076 -89,600 -218,419 -84,341 -7,217 10,583 -29,917 -8,636 29,891 Percent of Open Interest Represented by Each Category of Trader 6.5 40.0 16.9 33.5 2.4 1.8 16.2 8.6 13.4 0.4 4.8 1.5 9.8 10.6 Number of Traders in Each Category Total Traders: 275 33 54 81 11 15 17 56 62 88 8 23 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 14,175 Positions 5,176 5,629 0 1,311 638 39 3,754 7,243 3 3,526 545 0 366 78 Changes from: June 7, 2011 Total Change is: -773 369 537 -1,101 22 -84 16 -37 -167 0 0 49 0 -42 -23 Percent of Open Interest Represented by Each Category of Trader 36.5 39.7 0.0 9.2 4.5 0.3 26.5 51.1 0.0 24.9 3.8 0.0 2.6 0.6 Number of Traders in Each Category Total Traders: 31 . . 0 . 4 . 6 7 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 25,616 Positions 20,289 10,288 0 1,199 2,699 58 3,638 7,005 0 79 5,455 0 353 111 Changes from: June 7, 2011 Total Change is: -3,067 -1,950 -1,512 0 -11 -290 0 318 63 -1,393 -96 0 0 65 65 Percent of Open Interest Represented by Each Category of Trader 79.2 40.2 0.0 4.7 10.5 0.2 14.2 27.3 0.0 0.3 21.3 0.0 1.4 0.4 Number of Traders in Each Category Total Traders: 32 4 4 0 . 5 . 7 6 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 53,773 Positions 13,101 14,225 190 0 880 1,066 27,345 30,851 927 4,096 1,700 0 7,048 3,934 Changes from: June 7, 2011 Total Change is: -9,052 -14,282 2,996 -295 -419 325 149 7,794 -9,709 -1,613 69 -369 -432 -23 -104 Percent of Open Interest Represented by Each Category of Trader 24.4 26.5 0.4 0.0 1.6 2.0 50.9 57.4 1.7 7.6 3.2 0.0 13.1 7.3 Number of Traders in Each Category Total Traders: 102 5 5 . 0 5 . 23 31 7 26 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 248,976 Positions 89,220 80,236 35,542 10,469 2,609 6,032 13,494 36,728 28,692 7,954 4,049 31,502 26,071 23,586 Changes from: June 7, 2011 Total Change is: 4,314 7,540 2,322 -3,338 -5,948 -551 415 1,469 2,101 -2,412 1,126 362 2,016 3,446 3,399 Percent of Open Interest Represented by Each Category of Trader 35.8 32.2 14.3 4.2 1.0 2.4 5.4 14.8 11.5 3.2 1.6 12.7 10.5 9.5 Number of Traders in Each Category Total Traders: 137 14 12 20 12 4 7 28 25 36 12 9 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of June 14, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 9,072 Positions 617 4,384 531 2,400 324 10 2,410 2,474 487 640 0 0 1,977 862 Changes from: June 7, 2011 Total Change is: 1,106 19 -45 523 0 49 10 -29 -17 -185 0 0 0 768 771 Percent of Open Interest Represented by Each Category of Trader 6.8 48.3 5.9 26.5 3.6 0.1 26.6 27.3 5.4 7.1 0.0 0.0 21.8 9.5 Number of Traders in Each Category Total Traders: 21 . . . 4 . . 6 4 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated Jun 17, 2011