Traders in Financial Futures- Futures Only Positions as of June 21, 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 87,905
Positions
6,776 36,908 60 11,073 6,498 250 13,148 22,159 3,645 9,121 0 0 43,832 18,385
Changes from: June 14, 2011 Total Change is: -54,267
-18,210 -42,220 -5,456 148 -98 19 -17,205 2,235 -9,670 -1,423 -1,042 0 -2,470 1,965
Percent of Open Interest Represented by Each Category of Trader
7.7 42.0 0.1 12.6 7.4 0.3 15.0 25.2 4.1 10.4 0.0 0.0 49.9 20.9
Number of Traders in Each Category Total Traders: 70
7 9 . 4 4 . 15 19 . 12 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 51,304
Positions
1,048 27,730 2 1,469 1,185 80 23,401 10,966 0 818 0 0 24,486 11,341
Changes from: June 14, 2011 Total Change is: -2,744
161 -2,587 2 54 -14 11 -2,137 -469 -16 400 0 0 -1,219 329
Percent of Open Interest Represented by Each Category of Trader
2.0 54.1 0.0 2.9 2.3 0.2 45.6 21.4 0.0 1.6 0.0 0.0 47.7 22.1
Number of Traders in Each Category Total Traders: 45
. 9 . . . . 21 6 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 92,824
Positions
24,600 6,497 286 7,035 26,755 943 34,679 31,722 1,176 1,883 3,993 0 22,222 21,452
Changes from: June 14, 2011 Total Change is: 2,105
17,058 -11,532 286 757 2,968 -193 -10,616 9,376 37 429 -8 0 -5,653 1,171
Percent of Open Interest Represented by Each Category of Trader
26.5 7.0 0.3 7.6 28.8 1.0 37.4 34.2 1.3 2.0 4.3 0.0 23.9 23.1
Number of Traders in Each Category Total Traders: 81
10 4 . 5 13 5 25 16 9 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 99,071
Positions
2,734 46,500 164 25,504 8,636 390 39,188 10,854 57 2,266 3,199 0 28,768 29,271
Changes from: June 14, 2011 Total Change is: 4,588
-3,533 7,112 54 29 71 37 6,637 1,339 -209 845 98 0 728 -3,914
Percent of Open Interest Represented by Each Category of Trader
2.8 46.9 0.2 25.7 8.7 0.4 39.6 11.0 0.1 2.3 3.2 0.0 29.0 29.5
Number of Traders in Each Category Total Traders: 90
5 15 . 8 7 . 29 17 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 189,190
Positions
26,697 58,092 850 32,294 26,404 2,287 57,942 44,490 553 14,438 13,305 162 53,967 43,047
Changes from: June 14, 2011 Total Change is: -1,183
9,738 -12,952 622 1,096 92 194 -10,298 2,362 209 -191 7,108 5 -2,558 1,177
Percent of Open Interest Represented by Each Category of Trader
14.1 30.7 0.4 17.1 14.0 1.2 30.6 23.5 0.3 7.6 7.0 0.1 28.5 22.8
Number of Traders in Each Category Total Traders: 159
18 16 4 14 19 11 34 42 9 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 100,079
Positions
2,148 66,711 16 3,708 3,371 158 64,159 13,527 8 1,449 467 0 28,433 15,821
Changes from: June 14, 2011 Total Change is: -15,040
468 -14,708 7 -295 -1 24 -7,630 -773 1 -5,137 -257 0 -2,478 667
Percent of Open Interest Represented by Each Category of Trader
2.1 66.7 0.0 3.7 3.4 0.2 64.1 13.5 0.0 1.4 0.5 0.0 28.4 15.8
Number of Traders in Each Category Total Traders: 69
4 14 . 4 4 . 22 16 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 98,785
Positions
24,164 40,858 40,352 0 0 0 29,092 14,387 475 1,645 0 0 3,057 2,713
Changes from: June 14, 2011 Total Change is: -11,955
6,990 6,543 -20,813 0 0 0 -144 321 27 0 0 0 1,985 1,967
Percent of Open Interest Represented by Each Category of Trader
24.5 41.4 40.8 0.0 0.0 0.0 29.4 14.6 0.5 1.7 0.0 0.0 3.1 2.7
Number of Traders in Each Category Total Traders: 24
6 11 12 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 98,383
Positions
14,470 64,107 248 14,665 802 54 60,789 28,136 326 1,726 2,181 0 6,105 2,529
Changes from: June 14, 2011 Total Change is: -11,848
808 -13,675 -106 651 400 -220 -11,273 2,326 -2 -822 -160 0 -884 -411
Percent of Open Interest Represented by Each Category of Trader
14.7 65.2 0.3 14.9 0.8 0.1 61.8 28.6 0.3 1.8 2.2 0.0 6.2 2.6
Number of Traders in Each Category Total Traders: 105
11 8 . 8 . . 49 17 . 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 38,505
Positions
27,060 25,474 2,483 2,111 0 0 2,581 133 11 433 7,816 2,417 1,409 171
Changes from: June 14, 2011 Total Change is: -91
0 -102 0 17 0 0 -101 3 -2 10 10 0 -15 0
Percent of Open Interest Represented by Each Category of Trader
70.3 66.2 6.4 5.5 0.0 0.0 6.7 0.3 0.0 1.1 20.3 6.3 3.7 0.4
Number of Traders in Each Category Total Traders: 20
. 5 . . 0 0 7 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 30,261
Positions
2,213 23,657 0 223 266 0 22,306 4,943 0 1,170 169 0 4,349 1,226
Changes from: June 14, 2011 Total Change is: -1,171
129 -688 0 -4 -51 0 -1,380 -509 0 140 -70 0 -56 147
Percent of Open Interest Represented by Each Category of Trader
7.3 78.2 0.0 0.7 0.9 0.0 73.7 16.3 0.0 3.9 0.6 0.0 14.4 4.1
Number of Traders in Each Category Total Traders: 45
. 7 0 . . 0 17 10 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 41,287
Positions
17,620 24,252 461 2,732 2,409 378 11,303 9,419 103 2,654 263 0 6,037 4,003
Changes from: June 14, 2011 Total Change is: -40,471
-6,970 -8,332 -12,773 -494 283 254 391 1,802 -11,210 843 135 0 -10,512 -10,630
Percent of Open Interest Represented by Each Category of Trader
42.7 58.7 1.1 6.6 5.8 0.9 27.4 22.8 0.2 6.4 0.6 0.0 14.6 9.7
Number of Traders in Each Category Total Traders: 84
19 12 5 4 5 . 21 20 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 82,573
Positions
35,240 48,504 922 5,463 4,818 756 22,606 18,838 205 5,307 525 0 12,074 8,005
Changes from: June 14, 2011 Total Change is: -28,494
-13,967 9,106 -9,848 410 566 507 250 -8,968 -5,033 1,686 270 0 -2,499 -15,094
Percent of Open Interest Represented by Each Category of Trader
42.7 58.7 1.1 6.6 5.8 0.9 27.4 22.8 0.2 6.4 0.6 0.0 14.6 9.7
Number of Traders in Each Category Total Traders: 84
19 12 5 4 5 . 21 20 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 771,574
Positions
36,162 198,745 24,957 403,084 128,875 61,069 68,814 165,447 20,575 23,130 74,926 7,956 125,827 89,024
Changes from: June 14, 2011 Total Change is: -301,164
-15,731 -39,441 -52,699 -4,441 3,332 -5,588 -16,706 -23,862 -76,002 -153 22,984 -36,155 -93,689 -93,733
Percent of Open Interest Represented by Each Category of Trader
4.7 25.8 3.2 52.2 16.7 7.9 8.9 21.4 2.7 3.0 9.7 1.0 16.3 11.5
Number of Traders in Each Category Total Traders: 518
28 50 18 116 58 62 74 134 58 31 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 263,980
Positions
15,411 103,357 1,854 128,305 36,997 9,918 27,171 27,711 1,356 2,863 34,592 7,748 69,354 40,447
Changes from: June 14, 2011 Total Change is: -123,693
-5,130 -30,553 -8,711 108 936 961 -6,391 -36,940 -11,524 -1,374 4,907 -8,349 -83,283 -34,420
Percent of Open Interest Represented by Each Category of Trader
5.8 39.2 0.7 48.6 14.0 3.8 10.3 10.5 0.5 1.1 13.1 2.9 26.3 15.3
Number of Traders in Each Category Total Traders: 113
9 15 . 31 12 14 12 26 5 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 2,537,969
Positions
146,583 519,766 72,688 1,389,527 475,022 240,122 271,504 751,970 32,807 101,336 201,671 1,038 282,364 242,885
Changes from: June 14, 2011 Total Change is: -887,353
-137,977 -129,415 -134,966 -28,432 6,294 -27,057 -269,584 -152,619 -104,383 -13,775 70,505 -119,148 -52,031 -296,564
Percent of Open Interest Represented by Each Category of Trader
5.8 20.5 2.9 54.7 18.7 9.5 10.7 29.6 1.3 4.0 7.9 0.0 11.1 9.6
Number of Traders in Each Category Total Traders: 479
26 48 10 97 54 55 78 121 49 28 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 106,838
Positions
12,509 40,773 102 64,784 39,999 2,998 15,889 13,689 714 1,473 3,655 0 8,369 4,908
Changes from: June 14, 2011 Total Change is: -16,644
-6,096 337 -8,259 2,637 -349 -2,241 -27 -2,505 -851 211 -1,436 0 -2,018 -1,340
Percent of Open Interest Represented by Each Category of Trader
11.7 38.2 0.1 60.6 37.4 2.8 14.9 12.8 0.7 1.4 3.4 0.0 7.8 4.6
Number of Traders in Each Category Total Traders: 91
9 13 . 34 12 10 10 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 54,132
Positions
18,195 19,040 103 13,040 14,703 1,296 12,806 15,423 1,044 2,934 2,281 0 4,712 242
Changes from: June 14, 2011 Total Change is: -46,419
-955 -9,233 -14,299 -770 -3,928 -749 -6,371 2,259 -10,909 10 708 -2,521 -9,856 -7,748
Percent of Open Interest Represented by Each Category of Trader
33.6 35.2 0.2 24.1 27.2 2.4 23.7 28.5 1.9 5.4 4.2 0.0 8.7 0.4
Number of Traders in Each Category Total Traders: 205
23 27 . 25 21 10 45 45 11 12 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 270,658
Positions
90,973 95,198 515 65,202 73,514 6,481 64,032 77,116 5,221 14,672 11,403 0 23,562 1,210
Changes from: June 14, 2011 Total Change is: -130,496
-11,318 -20,884 -33,625 152 -23,638 257 -34,117 -6,725 -19,059 -6,233 2,525 -2,882 -23,671 -26,465
Percent of Open Interest Represented by Each Category of Trader
33.6 35.2 0.2 24.1 27.2 2.4 23.7 28.5 1.9 5.4 4.2 0.0 8.7 0.4
Number of Traders in Each Category Total Traders: 205
23 27 . 25 21 10 45 45 11 12 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 436,525
Positions
213,297 36,044 14,501 112,175 169,387 32,935 34,345 136,748 8,105 2,556 16,897 0 18,611 21,908
Changes from: June 14, 2011 Total Change is: -44,677
211 -9,403 -36,121 -631 12,505 -734 -684 -911 -3,952 -174 -2,723 -473 -2,119 -2,865
Percent of Open Interest Represented by Each Category of Trader
48.9 8.3 3.3 25.7 38.8 7.5 7.9 31.3 1.9 0.6 3.9 0.0 4.3 5.0
Number of Traders in Each Category Total Traders: 255
18 18 . 49 49 26 32 71 18 4 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 28,718
Positions
3,315 8,133 51 8,809 1,343 1,717 7,110 6,456 0 1,223 3,692 0 6,493 7,326
Changes from: June 14, 2011 Total Change is: 1,077
386 246 0 539 0 80 -117 65 0 262 29 0 -73 657
Percent of Open Interest Represented by Each Category of Trader
11.5 28.3 0.2 30.7 4.7 6.0 24.8 22.5 0.0 4.3 12.9 0.0 22.6 25.5
Number of Traders in Each Category Total Traders: 49
8 6 . 10 . . 10 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 41,753
Positions
14,986 14,448 1,004 7,457 1,774 569 8,739 3,422 40 2,495 968 0 6,463 19,528
Changes from: June 14, 2011 Total Change is: 979
-145 1,977 30 445 25 0 -477 -1,838 -67 12 0 0 1,181 852
Percent of Open Interest Represented by Each Category of Trader
35.9 34.6 2.4 17.9 4.2 1.4 20.9 8.2 0.1 6.0 2.3 0.0 15.5 46.8
Number of Traders in Each Category Total Traders: 57
13 13 4 6 . . 10 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 31,991
Positions
277 5,516 429 21,536 13,669 4,093 1,762 6,842 3 415 0 0 3,476 1,439
Changes from: June 14, 2011 Total Change is: -14,309
277 55 -2,642 11,353 13,026 -21,464 1,418 2,333 -3,756 415 -4 -415 505 -1,442
Percent of Open Interest Represented by Each Category of Trader
0.9 17.2 1.3 67.3 42.7 12.8 5.5 21.4 0.0 1.3 0.0 0.0 10.9 4.5
Number of Traders in Each Category Total Traders: 43
. . . 18 14 8 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 39,265
Positions
7,687 12,772 1,096 15,474 7,834 1,210 5,812 12,762 493 1,153 1,158 181 6,159 1,759
Changes from: June 14, 2011 Total Change is: -2,775
4,796 10,666 -8,129 8,465 3,707 -8,102 4,954 8,933 -9,763 720 336 -144 4,428 -279
Percent of Open Interest Represented by Each Category of Trader
19.6 32.5 2.8 39.4 20.0 3.1 14.8 32.5 1.3 2.9 2.9 0.5 15.7 4.5
Number of Traders in Each Category Total Traders: 55
7 6 . 13 9 4 9 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 652,844
Positions
12,976 102,533 4,117 284,271 130,065 73,085 92,017 99,880 11,117 15,384 104,098 0 159,877 127,949
Changes from: June 14, 2011 Total Change is: -14,175
-14,752 9,487 -1,836 4,954 -8,870 1,027 4,865 -9,078 -5,859 -2,144 20,739 -4,000 3,570 -15,785
Percent of Open Interest Represented by Each Category of Trader
2.0 15.7 0.6 43.5 19.9 11.2 14.1 15.3 1.7 2.4 15.9 0.0 24.5 19.6
Number of Traders in Each Category Total Traders: 152
5 21 6 39 20 33 24 29 10 4 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 406,477
Positions
42,852 160,783 2,618 266,741 8,359 19,477 9,261 164,679 1,922 1,500 2,962 0 62,106 45,677
Changes from: June 14, 2011 Total Change is: 30,618
24,717 9,213 -1,695 4,128 62 -2,199 7,261 20,757 -2,413 0 922 0 819 5,971
Percent of Open Interest Represented by Each Category of Trader
10.5 39.6 0.6 65.6 2.1 4.8 2.3 40.5 0.5 0.4 0.7 0.0 15.3 11.2
Number of Traders in Each Category Total Traders: 75
4 11 4 35 . 15 . 18 . . . 0
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Traders in Financial Futures- Futures Only Positions as of June 21, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,049,964
Positions
84,412 152,250 7,491 306,827 409,864 77,733 343,812 110,271 32,827 69,310 94,621 13,633 113,919 151,274
Changes from: June 14, 2011 Total Change is: 41,500
11,708 34,730 482 114,428 -875 -16,789 -2,543 34,012 3,002 -58,226 -1,536 -607 -9,955 -10,919
Percent of Open Interest Represented by Each Category of Trader
8.0 14.5 0.7 29.2 39.0 7.4 32.7 10.5 3.1 6.6 9.0 1.3 10.8 14.4
Number of Traders in Each Category Total Traders: 261
14 43 9 29 58 42 46 36 21 9 26 5
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Traders in Financial Futures- Futures Only Positions as of June 21, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,857,069
Positions
285,467 161,405 21,689 571,859 503,189 200,626 404,263 468,343 33,166 35,784 115,869 14,127 290,088 338,655
Changes from: June 14, 2011 Total Change is: 26,493
19,670 -13,076 -837 3,240 40,766 -24,684 57,447 30,813 -3,497 -8,709 13,104 6,908 -23,045 -23,004
Percent of Open Interest Represented by Each Category of Trader
15.4 8.7 1.2 30.8 27.1 10.8 21.8 25.2 1.8 1.9 6.2 0.8 15.6 18.2
Number of Traders in Each Category Total Traders: 291
39 32 16 35 56 44 43 55 27 10 21 4
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Traders in Financial Futures- Futures Only Positions as of June 21, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,699,982
Positions
150,911 291,361 22,066 263,925 724,329 98,002 685,726 141,729 35,830 200,230 82,515 157 243,135 303,993
Changes from: June 14, 2011 Total Change is: 103,565
13,769 53,473 -4,867 13,500 29,837 -10,712 102,084 43,433 -1,747 31,207 7,555 0 -39,669 -13,407
Percent of Open Interest Represented by Each Category of Trader
8.9 17.1 1.3 15.5 42.6 5.8 40.3 8.3 2.1 11.8 4.9 0.0 14.3 17.9
Number of Traders in Each Category Total Traders: 221
17 28 8 17 50 34 42 41 23 6 20 .
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Traders in Financial Futures- Futures Only Positions as of June 21, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 758,735
Positions
234,492 196,350 261,434 2,602 12,717 13,361 71,070 72,887 115,389 6,039 16,158 11,346 43,002 59,093
Changes from: June 14, 2011 Total Change is: 30,222
4,564 15,821 3,344 -668 1,714 -927 1,204 -16,274 11,372 -2,583 2,306 4,845 9,071 8,021
Percent of Open Interest Represented by Each Category of Trader
30.9 25.9 34.5 0.3 1.7 1.8 9.4 9.6 15.2 0.8 2.1 1.5 5.7 7.8
Number of Traders in Each Category Total Traders: 141
23 40 55 . 8 6 24 23 34 . 8 .
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Traders in Financial Futures- Futures Only Positions as of June 21, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,901,104
Positions
775,674 3,812,539 1,703,499 3,361,428 470,003 163,226 1,457,823 871,418 1,333,923 40,735 412,222 161,628 903,168 972,646
Changes from: June 14, 2011 Total Change is: 17,008
136,680 -137,753 30,072 54,953 235,338 -16,258 -146,822 22,513 4,788 4,046 -61,213 17,265 -67,716 -77,744
Percent of Open Interest Represented by Each Category of Trader
7.8 38.5 17.2 34.0 4.7 1.6 14.7 8.8 13.5 0.4 4.2 1.6 9.1 9.8
Number of Traders in Each Category Total Traders: 283
32 61 87 7 21 19 58 65 93 8 20 19
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Traders in Financial Futures- Futures Only Positions as of June 21, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 13,299
Positions
5,208 5,773 0 1,561 866 7 2,627 6,023 11 3,526 550 0 359 69
Changes from: June 14, 2011 Total Change is: -876
32 144 0 250 228 -32 -1,127 -1,220 8 0 5 0 -7 -9
Percent of Open Interest Represented by Each Category of Trader
39.2 43.4 0.0 11.7 6.5 0.1 19.8 45.3 0.1 26.5 4.1 0.0 2.7 0.5
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 5 6 . . 4 0
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Traders in Financial Futures- Futures Only Positions as of June 21, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 22,857
Positions
16,323 9,583 0 1,199 2,261 58 4,826 5,410 0 119 5,446 0 332 99
Changes from: June 14, 2011 Total Change is: -2,759
-3,966 -705 0 0 -438 0 1,188 -1,595 0 40 -9 0 -21 -12
Percent of Open Interest Represented by Each Category of Trader
71.4 41.9 0.0 5.2 9.9 0.3 21.1 23.7 0.0 0.5 23.8 0.0 1.5 0.4
Number of Traders in Each Category Total Traders: 34
5 4 0 . 5 . 8 5 0 . . 0
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Traders in Financial Futures- Futures Only Positions as of June 21, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 46,279
Positions
12,763 14,404 0 143 840 1,064 19,658 24,802 1,000 4,479 1,544 0 7,172 2,625
Changes from: June 14, 2011 Total Change is: -7,494
-338 179 -190 143 -40 -2 -7,687 -6,049 73 383 -156 0 124 -1,309
Percent of Open Interest Represented by Each Category of Trader
27.6 31.1 0.0 0.3 1.8 2.3 42.5 53.6 2.2 9.7 3.3 0.0 15.5 5.7
Number of Traders in Each Category Total Traders: 105
. 6 0 . 5 . 27 29 5 27 6 0
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Traders in Financial Futures- Futures Only Positions as of June 21, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 215,571
Positions
74,536 74,084 31,439 9,151 2,056 6,155 8,022 25,617 25,877 12,107 4,427 23,056 25,228 22,860
Changes from: June 14, 2011 Total Change is: -33,405
-14,684 -6,152 -4,103 -1,318 -553 123 -5,472 -11,111 -2,815 4,153 378 -8,446 -843 -726
Percent of Open Interest Represented by Each Category of Trader
34.6 34.4 14.6 4.2 1.0 2.9 3.7 11.9 12.0 5.6 2.1 10.7 11.7 10.6
Number of Traders in Each Category Total Traders: 125
11 12 20 12 4 7 19 28 30 11 8 24
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Traders in Financial Futures- Futures Only Positions as of June 21, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 10,211
Positions
511 9,750 0 7,222 0 0 1,044 124 0 0 0 0 1,434 337
Changes from: June 14, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.0 95.5 0.0 70.7 0.0 0.0 10.2 1.2 0.0 0.0 0.0 0.0 14.0 3.3
Number of Traders in Each Category Total Traders: 21
. . 0 10 0 0 5 . 0 0 0 0
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Updated June 24, 2011