Traders in Financial Futures- Futures Only Positions as of July 12, 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 111,624
Positions
7,161 55,680 440 11,581 6,498 278 33,116 28,606 3,400 7,639 0 0 48,009 16,722
Changes from: July 5, 2011 Total Change is: 5,657
-1,363 8,980 418 1,724 106 16 5,405 -1,797 17 578 -953 0 -1,138 -1,130
Percent of Open Interest Represented by Each Category of Trader
6.4 49.9 0.4 10.4 5.8 0.2 29.7 25.6 3.0 6.8 0.0 0.0 43.0 15.0
Number of Traders in Each Category Total Traders: 81
5 15 . 4 4 . 30 13 . 10 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 48,630
Positions
2,624 25,918 88 1,252 1,127 158 17,964 9,066 57 408 0 0 26,079 12,216
Changes from: July 5, 2011 Total Change is: 1,064
-1,023 983 56 6 5 0 370 -568 54 -10 0 0 1,611 534
Percent of Open Interest Represented by Each Category of Trader
5.4 53.3 0.2 2.6 2.3 0.3 36.9 18.6 0.1 0.8 0.0 0.0 53.6 25.1
Number of Traders in Each Category Total Traders: 43
. 10 . . . . 18 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 121,134
Positions
61,108 2,018 825 4,551 30,103 966 32,673 51,382 879 1,180 5,073 0 18,952 29,888
Changes from: July 5, 2011 Total Change is: 2,775
8,254 474 -322 75 811 10 -64 -2,734 2 -925 0 0 -4,255 4,534
Percent of Open Interest Represented by Each Category of Trader
50.4 1.7 0.7 3.8 24.9 0.8 27.0 42.4 0.7 1.0 4.2 0.0 15.6 24.7
Number of Traders in Each Category Total Traders: 87
15 4 . 4 13 4 21 23 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 115,846
Positions
8,886 52,840 773 26,849 8,145 428 45,700 17,361 83 1,438 4,118 0 31,689 32,098
Changes from: July 5, 2011 Total Change is: 20,945
-1,960 15,026 482 1,375 -1 4 12,588 4,241 49 -11 286 0 8,418 858
Percent of Open Interest Represented by Each Category of Trader
7.7 45.6 0.7 23.2 7.0 0.4 39.4 15.0 0.1 1.2 3.6 0.0 27.4 27.7
Number of Traders in Each Category Total Traders: 99
9 15 4 9 7 . 26 24 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 185,541
Positions
33,834 41,507 2,363 31,530 26,027 2,451 46,791 57,127 454 15,128 5,908 224 52,766 49,480
Changes from: July 5, 2011 Total Change is: -8,788
10,435 -24,246 1,224 1,459 -1,115 38 -17,764 9,831 -360 494 3 -49 -4,265 5,886
Percent of Open Interest Represented by Each Category of Trader
18.2 22.4 1.3 17.0 14.0 1.3 25.2 30.8 0.2 8.2 3.2 0.1 28.4 26.7
Number of Traders in Each Category Total Traders: 158
20 16 6 16 15 11 28 45 12 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 120,703
Positions
3,947 85,961 357 2,872 3,868 179 77,915 14,917 161 1,645 0 0 33,627 15,260
Changes from: July 5, 2011 Total Change is: -923
1,336 4,809 207 6 -59 0 -233 -3,848 56 -591 -2,028 0 -1,704 -60
Percent of Open Interest Represented by Each Category of Trader
3.3 71.2 0.3 2.4 3.2 0.1 64.6 12.4 0.1 1.4 0.0 0.0 27.9 12.6
Number of Traders in Each Category Total Traders: 69
5 15 . . 5 . 24 14 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 103,573
Positions
42,616 60,463 25,854 0 0 0 30,043 14,599 592 1,645 0 0 2,823 2,065
Changes from: July 5, 2011 Total Change is: 1,405
0 634 -677 0 0 0 816 386 116 0 0 0 1,150 946
Percent of Open Interest Represented by Each Category of Trader
41.1 58.4 25.0 0.0 0.0 0.0 29.0 14.1 0.6 1.6 0.0 0.0 2.7 2.0
Number of Traders in Each Category Total Traders: 26
7 12 13 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 145,774
Positions
6,901 94,651 450 13,782 1,302 111 111,324 44,951 247 4,447 1,929 0 8,512 2,133
Changes from: July 5, 2011 Total Change is: 20,545
-2,844 9,569 6 171 0 0 22,992 11,495 0 234 -235 0 -14 -290
Percent of Open Interest Represented by Each Category of Trader
4.7 64.9 0.3 9.5 0.9 0.1 76.4 30.8 0.2 3.1 1.3 0.0 5.8 1.5
Number of Traders in Each Category Total Traders: 110
6 13 . 10 . . 59 10 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 37,878
Positions
29,477 27,022 66 2,325 0 0 4,025 403 17 525 10,099 0 1,443 271
Changes from: July 5, 2011 Total Change is: -290
0 -511 0 14 0 0 -334 265 6 32 1 0 -8 -51
Percent of Open Interest Represented by Each Category of Trader
77.8 71.3 0.2 6.1 0.0 0.0 10.6 1.1 0.0 1.4 26.7 0.0 3.8 0.7
Number of Traders in Each Category Total Traders: 22
. 6 . . 0 0 8 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 29,745
Positions
2,157 24,145 1 259 232 0 22,147 4,142 0 961 0 0 4,220 1,225
Changes from: July 5, 2011 Total Change is: -775
-323 -744 0 44 3 0 -32 17 0 -193 -105 0 -271 54
Percent of Open Interest Represented by Each Category of Trader
7.3 81.2 0.0 0.9 0.8 0.0 74.5 13.9 0.0 3.2 0.0 0.0 14.2 4.1
Number of Traders in Each Category Total Traders: 41
. 6 . . . 0 17 9 0 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 73,447
Positions
19,907 47,308 2,492 3,731 2,021 625 28,654 9,276 4,450 2,805 1,216 731 10,054 5,330
Changes from: July 5, 2011 Total Change is: 23,690
4,377 17,642 2,282 543 148 -87 8,109 -2,535 4,192 -156 -82 731 3,701 1,399
Percent of Open Interest Represented by Each Category of Trader
27.1 64.4 3.4 5.1 2.8 0.9 39.0 12.6 6.1 3.8 1.7 1.0 13.7 7.3
Number of Traders in Each Category Total Traders: 101
20 15 5 7 4 . 26 20 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 14,630
Positions
6,261 12,194 0 706 218 0 4,341 259 31 731 499 0 2,560 1,429
Changes from: July 5, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
42.8 83.3 0.0 4.8 1.5 0.0 29.7 1.8 0.2 5.0 3.4 0.0 17.5 9.8
Number of Traders in Each Category Total Traders: 21
6 5 0 . . 0 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 117,634
Positions
31,774 74,711 501 6,049 3,605 1,249 57,376 26,783 87 5,610 2,896 0 14,988 7,802
Changes from: July 5, 2011 Total Change is: 18,119
714 15,378 80 -327 -140 -174 16,285 3,163 -428 -312 300 0 2,281 -60
Percent of Open Interest Represented by Each Category of Trader
27.0 63.5 0.4 5.1 3.1 1.1 48.8 22.8 0.1 4.8 2.5 0.0 12.7 6.6
Number of Traders in Each Category Total Traders: 96
20 14 . 6 . . 26 22 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 795,442
Positions
48,264 215,215 25,745 388,204 134,851 58,587 88,998 154,758 28,652 23,692 78,438 10,088 123,210 89,108
Changes from: July 5, 2011 Total Change is: 27,449
-324 -869 3,553 -1,380 19,575 559 12,322 -1,321 3,641 -269 -466 -657 10,003 3,432
Percent of Open Interest Represented by Each Category of Trader
6.1 27.1 3.2 48.8 17.0 7.4 11.2 19.5 3.6 3.0 9.9 1.3 15.5 11.2
Number of Traders in Each Category Total Traders: 558
28 56 20 110 61 65 81 143 65 41 38 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 275,156
Positions
22,712 114,032 2,232 123,749 36,028 10,484 26,581 29,682 1,742 5,369 34,581 7,748 74,539 38,627
Changes from: July 5, 2011 Total Change is: 6,001
1,678 -449 54 -1,990 -608 1,248 -588 2,980 450 261 -515 -463 5,351 3,304
Percent of Open Interest Represented by Each Category of Trader
8.3 41.4 0.8 45.0 13.1 3.8 9.7 10.8 0.6 2.0 12.6 2.8 27.1 14.0
Number of Traders in Each Category Total Traders: 119
9 16 5 29 12 12 17 23 8 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 2,601,431
Positions
171,309 549,464 74,018 1,331,879 503,717 230,915 401,528 714,819 45,107 93,837 221,507 9,481 243,357 252,403
Changes from: July 5, 2011 Total Change is: 107,241
-3,393 4,518 10,878 2,970 100,835 -3,362 72,312 -13,741 8,194 -2,136 762 -1,483 23,261 640
Percent of Open Interest Represented by Each Category of Trader
6.6 21.1 2.8 51.2 19.4 8.9 15.4 27.5 1.7 3.6 8.5 0.4 9.4 9.7
Number of Traders in Each Category Total Traders: 524
28 49 13 94 58 60 88 134 49 36 37 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 112,707
Positions
12,334 47,055 66 60,877 37,492 3,271 25,461 17,616 0 1,486 3,655 0 9,212 3,552
Changes from: July 5, 2011 Total Change is: 7,628
239 6,432 0 3,477 -93 281 3,920 3,200 0 -204 0 0 -85 -2,192
Percent of Open Interest Represented by Each Category of Trader
10.9 41.7 0.1 54.0 33.3 2.9 22.6 15.6 0.0 1.3 3.2 0.0 8.2 3.2
Number of Traders in Each Category Total Traders: 102
10 12 . 35 12 10 18 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 87,588
Positions
17,720 42,565 2,318 12,283 7,087 1,646 32,528 14,388 8,599 2,133 4,892 0 10,362 6,092
Changes from: July 5, 2011 Total Change is: 29,058
762 19,523 1,888 284 122 107 13,989 -4,359 7,497 -199 1,533 0 4,731 2,747
Percent of Open Interest Represented by Each Category of Trader
20.2 48.6 2.6 14.0 8.1 1.9 37.1 16.4 9.8 2.4 5.6 0.0 11.8 7.0
Number of Traders in Each Category Total Traders: 233
21 34 7 25 20 9 69 45 13 10 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 16,335
Positions
4,220 10,922 1 334 0 0 8,101 220 0 0 1,758 0 3,679 3,434
Changes from: July 5, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
25.8 66.9 0.0 2.0 0.0 0.0 49.6 1.3 0.0 0.0 10.8 0.0 22.5 21.0
Number of Traders in Each Category Total Traders: 21
7 6 . . 0 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 356,267
Positions
77,574 168,292 1,511 59,747 35,437 8,230 163,559 112,268 1,568 10,663 15,671 0 33,415 13,290
Changes from: July 5, 2011 Total Change is: 63,614
-7,216 53,078 -642 -252 610 537 70,867 18,531 -3,941 -997 -1,123 0 5,258 -3,436
Percent of Open Interest Represented by Each Category of Trader
21.8 47.2 0.4 16.8 9.9 2.3 45.9 31.5 0.4 3.0 4.4 0.0 9.4 3.7
Number of Traders in Each Category Total Traders: 231
20 34 . 25 20 9 70 44 9 10 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 418,916
Positions
176,233 44,373 10,674 113,304 157,107 31,699 60,508 132,009 3,995 2,332 21,875 105 20,066 17,079
Changes from: July 5, 2011 Total Change is: 2,907
-20,836 5,125 802 939 638 229 18,296 -5,118 22 -163 29 105 3,513 1,075
Percent of Open Interest Represented by Each Category of Trader
42.1 10.6 2.5 27.0 37.5 7.6 14.4 31.5 1.0 0.6 5.2 0.0 4.8 4.1
Number of Traders in Each Category Total Traders: 261
19 18 . 51 45 30 45 63 14 4 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 35,770
Positions
9,266 8,111 35 9,374 0 2,772 6,163 13,365 0 539 4,034 0 7,621 7,453
Changes from: July 5, 2011 Total Change is: 429
328 217 0 936 0 92 -1,363 608 -1 -623 -41 0 1,060 -446
Percent of Open Interest Represented by Each Category of Trader
25.9 22.7 0.1 26.2 0.0 7.7 17.2 37.4 0.0 1.5 11.3 0.0 21.3 20.8
Number of Traders in Each Category Total Traders: 54
11 6 . 10 0 . 8 14 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 48,971
Positions
9,594 31,054 1,581 6,484 4,210 569 16,753 3,467 30 602 2,174 0 13,358 5,886
Changes from: July 5, 2011 Total Change is: 1,265
-6,165 12,566 -121 -495 2,550 0 1,900 991 1 -399 969 0 6,544 -15,691
Percent of Open Interest Represented by Each Category of Trader
19.6 63.4 3.2 13.2 8.6 1.2 34.2 7.1 0.1 1.2 4.4 0.0 27.3 12.0
Number of Traders in Each Category Total Traders: 64
11 17 4 6 . . 16 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 33,283
Positions
0 5,816 493 20,330 13,342 4,818 3,893 7,998 4 415 0 0 3,330 812
Changes from: July 5, 2011 Total Change is: 2,015
0 -137 2 -30 1,317 645 896 94 1 0 0 0 501 93
Percent of Open Interest Represented by Each Category of Trader
0.0 17.5 1.5 61.1 40.1 14.5 11.7 24.0 0.0 1.2 0.0 0.0 10.0 2.4
Number of Traders in Each Category Total Traders: 50
0 . . 19 14 9 7 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 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 47,100
Positions
8,530 15,515 1,114 18,268 4,042 1,833 8,704 19,571 478 1,786 642 197 6,190 3,708
Changes from: July 5, 2011 Total Change is: 2,375
301 511 -27 585 -300 28 229 1,088 -50 630 -280 10 669 1,395
Percent of Open Interest Represented by Each Category of Trader
18.1 32.9 2.4 38.8 8.6 3.9 18.5 41.6 1.0 3.8 1.4 0.4 13.1 7.9
Number of Traders in Each Category Total Traders: 61
7 6 . 14 7 5 12 10 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 634,944
Positions
17,367 90,321 1,226 306,735 124,501 72,880 75,796 91,839 8,027 11,987 104,469 103 140,823 141,578
Changes from: July 5, 2011 Total Change is: 36,312
280 18,076 -560 29,277 -4,870 1,844 17,343 19,907 -8,385 -2,121 6,940 53 -1,419 3,307
Percent of Open Interest Represented by Each Category of Trader
2.7 14.2 0.2 48.3 19.6 11.5 11.9 14.5 1.3 1.9 16.5 0.0 22.2 22.3
Number of Traders in Each Category Total Traders: 160
10 18 5 42 19 34 24 33 17 . 10 .
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Traders in Financial Futures- Futures Only Positions as of July 12, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 368,760
Positions
8,058 146,524 30 269,530 11,336 21,099 9,858 137,782 30 1,500 6,402 0 58,655 45,557
Changes from: July 5, 2011 Total Change is: -11,645
-487 -12,304 30 -10,381 -1,054 201 0 -1,147 30 0 867 0 -1,038 1,732
Percent of Open Interest Represented by Each Category of Trader
2.2 39.7 0.0 73.1 3.1 5.7 2.7 37.4 0.0 0.4 1.7 0.0 15.9 12.4
Number of Traders in Each Category Total Traders: 72
. 9 . 35 4 15 . 17 . . . 0
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 996,320
Positions
47,719 118,845 1,437 304,559 372,245 93,176 358,770 118,457 44,564 39,696 100,293 6,433 99,966 140,870
Changes from: July 5, 2011 Total Change is: 8,666
-1,413 4,080 319 3,340 1,443 -5,899 10,562 20,439 1,971 4,749 -5,660 -116 -4,847 -7,911
Percent of Open Interest Represented by Each Category of Trader
4.8 11.9 0.1 30.6 37.4 9.4 36.0 11.9 4.5 4.0 10.1 0.6 10.0 14.1
Number of Traders in Each Category Total Traders: 266
16 41 6 28 59 42 46 39 20 7 30 4
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,814,745
Positions
177,180 217,631 26,541 661,645 503,467 201,930 381,075 427,218 24,202 47,115 96,802 4,307 290,750 312,647
Changes from: July 5, 2011 Total Change is: 50,262
-34,220 49,106 -4,548 74,447 45,071 -15,435 26,834 20,230 -13,692 21,943 -3,106 -6,565 1,498 -20,799
Percent of Open Interest Represented by Each Category of Trader
9.8 12.0 1.5 36.5 27.7 11.1 21.0 23.5 1.3 2.6 5.3 0.2 16.0 17.2
Number of Traders in Each Category Total Traders: 273
32 36 16 37 54 50 40 51 32 6 17 .
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,532,775
Positions
132,173 131,598 11,578 265,469 644,307 118,742 549,046 219,551 32,103 196,959 87,623 6,375 220,330 280,898
Changes from: July 5, 2011 Total Change is: 78,504
-9,944 -25,177 -328 -1,179 16,018 -4,695 74,219 77,076 10,966 5,858 12,076 1,043 2,564 -8,475
Percent of Open Interest Represented by Each Category of Trader
8.6 8.6 0.8 17.3 42.0 7.7 35.8 14.3 2.1 12.8 5.7 0.4 14.4 18.3
Number of Traders in Each Category Total Traders: 211
17 25 6 18 51 34 35 43 22 5 17 .
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 768,069
Positions
221,131 195,864 280,398 4,041 12,809 12,196 69,249 59,388 122,677 1,821 16,333 15,826 40,730 52,578
Changes from: July 5, 2011 Total Change is: 49,481
-4,885 1,620 34,518 468 0 -1,793 6,554 4,975 5,964 -517 526 -663 9,835 4,334
Percent of Open Interest Represented by Each Category of Trader
28.8 25.5 36.5 0.5 1.7 1.6 9.0 7.7 16.0 0.2 2.1 2.1 5.3 6.8
Number of Traders in Each Category Total Traders: 138
24 35 50 4 8 6 21 26 34 . 9 4
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,107,489
Positions
843,235 3,740,199 1,806,435 3,428,663 439,330 165,863 1,352,152 950,546 1,394,122 47,498 455,972 134,299 935,222 1,020,723
Changes from: July 5, 2011 Total Change is: 393,902
39,726 -54,589 177,255 11,814 -4,874 6,173 57,986 114,905 25,156 1,043 43,801 -10,121 84,870 96,196
Percent of Open Interest Represented by Each Category of Trader
8.3 37.0 17.9 33.9 4.3 1.6 13.4 9.4 13.8 0.5 4.5 1.3 9.3 10.1
Number of Traders in Each Category Total Traders: 277
37 59 87 12 16 19 56 58 88 11 14 18
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 14,369
Positions
7,239 6,377 0 1,632 859 12 1,627 6,510 17 3,528 537 0 314 57
Changes from: July 5, 2011 Total Change is: 458
-222 473 0 394 -2 0 225 -8 1 28 -13 0 32 7
Percent of Open Interest Represented by Each Category of Trader
50.4 44.4 0.0 11.4 6.0 0.1 11.3 45.3 0.1 24.6 3.7 0.0 2.2 0.4
Number of Traders in Each Category Total Traders: 30
4 . 0 . 4 . 5 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 22,659
Positions
15,187 8,965 0 1,244 2,041 58 5,860 6,079 3 40 5,446 0 267 67
Changes from: July 5, 2011 Total Change is: -2,749
-3,825 -1,600 0 0 -618 0 1,064 -531 3 0 0 0 9 -3
Percent of Open Interest Represented by Each Category of Trader
67.0 39.6 0.0 5.5 9.0 0.3 25.9 26.8 0.0 0.2 24.0 0.0 1.2 0.3
Number of Traders in Each Category Total Traders: 34
5 5 0 . 5 . 9 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 49,877
Positions
13,161 18,649 207 868 158 882 22,889 24,762 1,396 2,353 1,278 0 8,121 2,545
Changes from: July 5, 2011 Total Change is: 2,484
762 3,836 -123 554 -764 -36 1,051 -261 474 -1,454 19 0 1,256 -661
Percent of Open Interest Represented by Each Category of Trader
26.4 37.4 0.4 1.7 0.3 1.8 45.9 49.6 2.8 4.7 2.6 0.0 16.3 5.1
Number of Traders in Each Category Total Traders: 100
6 5 . . . . 34 26 8 19 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 230,043
Positions
81,409 56,919 37,301 8,579 3,007 5,344 10,167 49,003 27,896 9,245 2,968 20,302 29,800 27,303
Changes from: July 5, 2011 Total Change is: 17,748
10,144 711 6,227 -4,652 -22 -1,062 -4,481 800 4,531 1,177 -823 547 5,317 6,839
Percent of Open Interest Represented by Each Category of Trader
35.4 24.7 16.2 3.7 1.3 2.3 4.4 21.3 12.1 4.0 1.3 8.8 13.0 11.9
Number of Traders in Each Category Total Traders: 125
10 12 20 12 . 6 22 26 32 15 4 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,757
Positions
43 4,887 0 2,386 363 0 2,313 998 486 640 0 0 889 23
Changes from: July 5, 2011 Total Change is: 538
-55 567 0 34 0 0 591 85 0 0 0 0 -32 -114
Percent of Open Interest Represented by Each Category of Trader
0.6 72.3 0.0 35.3 5.4 0.0 34.2 14.8 7.2 9.5 0.0 0.0 13.2 0.3
Number of Traders in Each Category Total Traders: 21
. . 0 4 . 0 7 . . . 0 0
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Updated July 15, 2011