Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 131,919 Positions 16,237 82,137 4,910 9,891 7,038 240 37,521 13,325 5,255 7,451 566 414 50,002 18,035 Changes from: May 10, 2011 Total Change is: 3,318 5,016 -3,842 1,036 105 682 -20 -2,376 5,478 676 -435 4 45 -730 -741 Percent of Open Interest Represented by Each Category of Trader 12.3 62.3 3.7 7.5 5.3 0.2 28.4 10.1 4.0 5.6 0.4 0.3 37.9 13.7 Number of Traders in Each Category Total Traders: 84 10 11 7 4 4 . 25 19 11 9 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 70,929 Positions 13,015 40,053 1,128 1,002 1,204 69 25,076 16,294 650 418 0 0 29,570 11,530 Changes from: May 10, 2011 Total Change is: -3,694 -457 -63 101 169 82 -10 -4,526 -3,489 -199 0 0 0 1,229 -115 Percent of Open Interest Represented by Each Category of Trader 18.3 56.5 1.6 1.4 1.7 0.1 35.4 23.0 0.9 0.6 0.0 0.0 41.7 16.3 Number of Traders in Each Category Total Traders: 42 6 6 5 . . . 17 9 5 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 111,367 Positions 16,966 29,290 4,266 7,963 23,823 1,329 42,302 22,740 2,637 3,339 3,406 0 32,566 23,875 Changes from: May 10, 2011 Total Change is: -3,948 7,640 -14,439 75 2,051 766 -29 -8,685 5,763 312 -431 3 0 -4,879 3,602 Percent of Open Interest Represented by Each Category of Trader 15.2 26.3 3.8 7.2 21.4 1.2 38.0 20.4 2.4 3.0 3.1 0.0 29.2 21.4 Number of Traders in Each Category Total Traders: 96 11 10 11 6 14 5 27 22 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 116,280 Positions 16,478 32,769 8,642 27,094 8,300 348 31,158 18,134 5,302 900 2,642 81 26,277 40,062 Changes from: May 10, 2011 Total Change is: 564 -360 1,864 -362 770 835 -38 877 -1,502 291 -1 -261 -8 -606 -256 Percent of Open Interest Represented by Each Category of Trader 14.2 28.2 7.4 23.3 7.1 0.3 26.8 15.6 4.6 0.8 2.3 0.1 22.6 34.5 Number of Traders in Each Category Total Traders: 102 13 14 9 9 8 . 22 27 20 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 297,055 Positions 75,340 110,198 14,570 32,988 24,200 2,840 59,336 52,421 24,255 21,936 11,467 7,206 58,584 49,898 Changes from: May 10, 2011 Total Change is: 13,533 21,385 -7,679 1,127 1,149 815 94 -7,766 7,382 3,927 -509 6,208 1,144 -7,017 515 Percent of Open Interest Represented by Each Category of Trader 25.4 37.1 4.9 11.1 8.1 1.0 20.0 17.6 8.2 7.4 3.9 2.4 19.7 16.8 Number of Traders in Each Category Total Traders: 192 22 18 16 18 17 11 34 57 42 12 14 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 125,555 Positions 13,181 83,602 3,850 8,309 4,506 274 58,746 8,171 4,575 797 1,211 415 35,407 18,951 Changes from: May 10, 2011 Total Change is: -11,389 267 -7,671 281 -2,052 337 94 -11,349 -4,091 1,048 -440 520 38 724 -1,946 Percent of Open Interest Represented by Each Category of Trader 10.5 66.6 3.1 6.6 3.6 0.2 46.8 6.5 3.6 0.6 1.0 0.3 28.2 15.1 Number of Traders in Each Category Total Traders: 82 5 12 6 6 6 . 32 15 13 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 100,750 Positions 15,602 33,929 54,327 0 0 0 27,665 11,327 834 1,645 0 0 676 332 Changes from: May 10, 2011 Total Change is: 745 642 -123 1,092 0 0 0 -983 -199 -100 0 0 0 94 75 Percent of Open Interest Represented by Each Category of Trader 15.5 33.7 53.9 0.0 0.0 0.0 27.5 11.2 0.8 1.6 0.0 0.0 0.7 0.3 Number of Traders in Each Category Total Traders: 22 5 10 12 0 0 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 147,582 Positions 8,371 122,079 298 15,549 977 0 111,290 19,218 249 4,289 2,792 0 7,536 1,969 Changes from: May 10, 2011 Total Change is: -10,804 3,885 -5,873 -12 -781 -466 -45 -11,345 -4,153 -112 -1,513 -219 0 -881 76 Percent of Open Interest Represented by Each Category of Trader 5.7 82.7 0.2 10.5 0.7 0.0 75.4 13.0 0.2 2.9 1.9 0.0 5.1 1.3 Number of Traders in Each Category Total Traders: 123 8 15 . 9 . 0 56 14 . 14 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 29,636 Positions 1,612 17,814 24 409 356 0 23,434 10,004 0 866 139 0 3,291 1,299 Changes from: May 10, 2011 Total Change is: -868 21 -1,725 4 -168 206 0 -4 689 -5 -162 0 0 -554 -37 Percent of Open Interest Represented by Each Category of Trader 5.4 60.1 0.1 1.4 1.2 0.0 79.1 33.8 0.0 2.9 0.5 0.0 11.1 4.4 Number of Traders in Each Category Total Traders: 45 . 13 . . . 0 14 10 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 79,463 Positions 19,847 37,145 10,029 3,647 1,384 665 17,586 6,687 9,360 1,229 472 380 16,721 13,342 Changes from: May 10, 2011 Total Change is: 16,900 -153 2,432 9,754 -185 -123 192 -9,187 -9,460 7,511 40 -273 -26 8,954 6,893 Percent of Open Interest Represented by Each Category of Trader 25.0 46.7 12.6 4.6 1.7 0.8 22.1 8.4 11.8 1.5 0.6 0.5 21.0 16.8 Number of Traders in Each Category Total Traders: 102 21 17 10 7 4 . 31 13 15 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #124601 Open Interest is 24,381 Positions 7,265 20,233 263 459 0 0 6,955 1,055 8 0 350 0 9,431 2,472 Changes from: May 10, 2011 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 29.8 83.0 1.1 1.9 0.0 0.0 28.5 4.3 0.0 0.0 1.4 0.0 38.7 10.1 Number of Traders in Each Category Total Traders: 22 5 6 . . 0 0 5 4 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 110,163 Positions 44,184 52,844 511 6,376 2,767 1,330 36,106 26,109 3,859 2,458 243 760 14,579 21,740 Changes from: May 10, 2011 Total Change is: -14,963 4,185 -16,582 -38 -1,288 -246 383 -17,440 -6,185 162 79 -1,245 -52 -953 8,841 Percent of Open Interest Represented by Each Category of Trader 40.1 48.0 0.5 5.8 2.5 1.2 32.8 23.7 3.5 2.2 0.2 0.7 13.2 19.7 Number of Traders in Each Category Total Traders: 98 20 16 6 6 4 . 32 17 9 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 1,011,444 Positions 54,088 257,852 55,783 404,965 119,463 60,292 73,475 165,466 134,008 24,516 58,994 23,318 180,999 136,267 Changes from: May 10, 2011 Total Change is: 3,011 2,466 -9,077 2,892 2,499 7,621 110 -7,894 -916 1,584 1,978 -1,696 528 -1,152 1,965 Percent of Open Interest Represented by Each Category of Trader 5.3 25.5 5.5 40.0 11.8 6.0 7.3 16.4 13.2 2.4 5.8 2.3 17.9 13.5 Number of Traders in Each Category Total Traders: 584 37 53 36 124 54 67 103 133 114 45 33 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 419,894 Positions 17,631 153,481 20,806 130,331 35,142 11,708 27,420 32,828 65,810 4,146 36,476 14,008 128,035 49,636 Changes from: May 10, 2011 Total Change is: -963 3,234 -4,659 -464 -1,331 975 -271 -1,614 3,395 -3,178 -984 1,229 599 3,044 1,412 Percent of Open Interest Represented by Each Category of Trader 4.2 36.6 5.0 31.0 8.4 2.8 6.5 7.8 15.7 1.0 8.7 3.3 30.5 11.8 Number of Traders in Each Category Total Traders: 145 9 22 8 33 12 15 15 39 48 7 8 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 2,957,753 Positions 278,738 618,313 78,433 1,386,857 435,295 229,233 350,225 783,140 221,038 116,067 126,808 32,337 264,825 433,156 Changes from: May 10, 2011 Total Change is: 19,873 -450 -18,699 13,388 18,990 33,074 2,063 -14,562 -4,714 6,973 14,275 -15,154 178 -20,982 2,764 Percent of Open Interest Represented by Each Category of Trader 9.4 20.9 2.7 46.9 14.7 7.8 11.8 26.5 7.5 3.9 4.3 1.1 9.0 14.6 Number of Traders in Each Category Total Traders: 532 37 47 31 104 51 57 102 120 97 40 30 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 114,154 Positions 20,090 43,201 0 59,937 36,981 5,818 18,114 18,775 624 1,257 5,091 0 8,314 3,664 Changes from: May 10, 2011 Total Change is: -881 1,323 -3,468 0 2,261 1,249 109 -3,966 -22 620 -209 40 0 -1,019 591 Percent of Open Interest Represented by Each Category of Trader 17.6 37.8 0.0 52.5 32.4 5.1 15.9 16.4 0.5 1.1 4.5 0.0 7.3 3.2 Number of Traders in Each Category Total Traders: 98 8 11 0 33 14 11 17 13 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 95,595 Positions 14,800 41,665 6,356 16,901 13,392 2,450 28,313 10,379 12,570 3,286 3,445 1,034 9,884 4,304 Changes from: May 10, 2011 Total Change is: -11,117 1,566 -9,955 -688 687 3,449 170 -8,788 -171 -4,100 -49 -438 246 -162 369 Percent of Open Interest Represented by Each Category of Trader 15.5 43.6 6.6 17.7 14.0 2.6 29.6 10.9 13.1 3.4 3.6 1.1 10.3 4.5 Number of Traders in Each Category Total Traders: 245 22 31 14 33 20 12 74 40 31 18 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 20,863 Positions 4,300 16,335 321 1,600 0 0 10,078 465 48 216 2,718 0 4,300 975 Changes from: May 10, 2011 Total Change is: -3,751 60 -3,943 -2 0 0 0 -4,069 116 27 -29 28 0 262 24 Percent of Open Interest Represented by Each Category of Trader 20.6 78.3 1.5 7.7 0.0 0.0 48.3 2.2 0.2 1.0 13.0 0.0 20.6 4.7 Number of Traders in Each Category Total Traders: 31 7 10 . . 0 0 7 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 373,659 Positions 80,970 155,118 1,706 80,507 70,959 8,250 141,337 99,729 12,448 19,370 7,656 1,152 27,919 16,641 Changes from: May 10, 2011 Total Change is: -36,830 4,734 -32,853 -634 3,437 17,245 848 -45,715 -23,552 1,486 1,374 -851 -244 -2,117 1,726 Percent of Open Interest Represented by Each Category of Trader 21.7 41.5 0.5 21.5 19.0 2.2 37.8 26.7 3.3 5.2 2.0 0.3 7.5 4.5 Number of Traders in Each Category Total Traders: 242 22 29 7 33 20 12 69 46 27 17 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 417,918 Positions 180,601 42,747 16,167 111,160 139,664 33,789 49,882 139,642 3,247 2,761 22,407 119 20,192 20,135 Changes from: May 10, 2011 Total Change is: 17,735 14,515 6,211 2,776 1,399 2,910 405 1,306 7,775 -3,405 523 -1,143 -218 434 2,423 Percent of Open Interest Represented by Each Category of Trader 43.2 10.2 3.9 26.6 33.4 8.1 11.9 33.4 0.8 0.7 5.4 0.0 4.8 4.8 Number of Traders in Each Category Total Traders: 266 18 20 . 53 47 27 41 65 23 5 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 48,211 Positions 9,826 6,451 1,985 7,851 1,420 1,970 14,771 9,928 4,173 216 4,357 0 7,419 17,927 Changes from: May 10, 2011 Total Change is: -1,481 -3,323 3,441 1,700 1,333 -9,652 -6 -1,820 1,818 12 0 -64 0 623 1,270 Percent of Open Interest Represented by Each Category of Trader 20.4 13.4 4.1 16.3 2.9 4.1 30.6 20.6 8.7 0.4 9.0 0.0 15.4 37.2 Number of Traders in Each Category Total Traders: 62 9 8 . 9 . . 14 13 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 57,272 Positions 25,929 25,029 1,797 7,677 2,850 660 9,641 12,919 2,567 952 3,422 1,382 6,667 6,646 Changes from: May 10, 2011 Total Change is: -3,065 -1,066 443 -25 -87 26 45 -269 -3,381 737 0 -2,913 550 -2,950 1,453 Percent of Open Interest Represented by Each Category of Trader 45.3 43.7 3.1 13.4 5.0 1.2 16.8 22.6 4.5 1.7 6.0 2.4 11.6 11.6 Number of Traders in Each Category Total Traders: 75 15 16 4 9 . . 12 14 4 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 30,728 Positions 256 6,838 0 20,063 12,319 3,461 2,673 5,992 173 419 0 0 3,683 1,945 Changes from: May 10, 2011 Total Change is: -690 0 -494 0 46 683 49 -857 -714 169 0 0 0 -97 -383 Percent of Open Interest Represented by Each Category of Trader 0.8 22.3 0.0 65.3 40.1 11.3 8.7 19.5 0.6 1.4 0.0 0.0 12.0 6.3 Number of Traders in Each Category Total Traders: 50 . . 0 18 15 7 6 6 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50) CFTC Code #244742 Open Interest is 39,818 Positions 5,443 17,739 725 15,577 4,100 1,044 6,964 12,097 484 2,124 798 17 7,440 2,814 Changes from: May 10, 2011 Total Change is: -416 -531 -105 -17 1,231 -165 -6 -1,636 -431 0 606 0 0 -63 308 Percent of Open Interest Represented by Each Category of Trader 13.7 44.6 1.8 39.1 10.3 2.6 17.5 30.4 1.2 5.3 2.0 0.0 18.7 7.1 Number of Traders in Each Category Total Traders: 56 6 6 . 13 7 4 11 5 . 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 833,037 Positions 11,304 99,022 40,514 311,527 152,508 80,141 110,586 139,973 77,893 14,605 70,196 4,650 181,817 168,140 Changes from: May 10, 2011 Total Change is: 81,502 5,628 11,928 9,249 27,377 10,425 714 9,802 14,941 17,656 -233 7,871 895 10,414 7,824 Percent of Open Interest Represented by Each Category of Trader 1.4 11.9 4.9 37.4 18.3 9.6 13.3 16.8 9.4 1.8 8.4 0.6 21.8 20.2 Number of Traders in Each Category Total Traders: 176 11 20 18 42 23 40 28 36 33 4 12 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 351,709 Positions 5,473 153,251 3,376 248,892 3,414 16,953 2,000 123,279 2,156 1,700 2,015 0 71,159 47,264 Changes from: May 10, 2011 Total Change is: 26,262 2,981 17,569 1,776 13,778 -1,719 -1,288 0 9,273 447 0 -85 0 8,568 289 Percent of Open Interest Represented by Each Category of Trader 1.6 43.6 1.0 70.8 1.0 4.8 0.6 35.1 0.6 0.5 0.6 0.0 20.2 13.4 Number of Traders in Each Category Total Traders: 69 . 11 6 34 . 16 . 17 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 1,110,474 Positions 63,151 105,618 31,309 201,377 425,223 111,215 355,408 73,811 60,535 143,349 106,861 21,970 122,160 173,932 Changes from: May 10, 2011 Total Change is: 13,765 -9,273 5,056 6,856 -20,601 -16,872 11,604 21,849 -2,105 513 -9,744 -12,438 6,458 6,102 14,694 Percent of Open Interest Represented by Each Category of Trader 5.7 9.5 2.8 18.1 38.3 10.0 32.0 6.6 5.5 12.9 9.6 2.0 11.0 15.7 Number of Traders in Each Category Total Traders: 285 19 37 28 37 63 42 55 35 38 10 29 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 2,430,491 Positions 247,549 180,614 202,929 606,343 577,147 271,376 364,586 349,624 307,209 25,562 80,512 65,996 338,941 395,083 Changes from: May 10, 2011 Total Change is: 257,584 32,067 18,558 52,088 87,376 45,485 -3,159 -8,811 73,145 72,000 12,112 -4,037 9,171 4,739 -5,668 Percent of Open Interest Represented by Each Category of Trader 10.2 7.4 8.3 24.9 23.7 11.2 15.0 14.4 12.6 1.1 3.3 2.7 13.9 16.3 Number of Traders in Each Category Total Traders: 310 24 51 55 38 62 61 51 56 66 5 23 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 1,723,118 Positions 167,697 206,994 74,489 270,155 625,887 129,876 521,057 103,193 192,002 110,734 61,196 20,478 236,631 309,003 Changes from: May 10, 2011 Total Change is: 78,554 -16,567 29,324 9,050 43,799 30,489 -14,327 -19,867 -9,041 59,391 2,483 -27,759 7,248 7,345 -5,822 Percent of Open Interest Represented by Each Category of Trader 9.7 12.0 4.3 15.7 36.3 7.5 30.2 6.0 11.1 6.4 3.6 1.2 13.7 17.9 Number of Traders in Each Category Total Traders: 236 20 25 31 25 47 41 52 40 51 13 14 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 1,013,188 Positions 191,562 161,617 332,535 4,148 3,609 10,730 65,021 71,300 331,907 7,389 15,606 29,831 40,064 56,053 Changes from: May 10, 2011 Total Change is: 7,918 3,422 -10,634 17,597 -466 1,501 -188 -5,427 5,201 -4,033 -534 1,309 -2,831 379 -4 Percent of Open Interest Represented by Each Category of Trader 18.9 16.0 32.8 0.4 0.4 1.1 6.4 7.0 32.8 0.7 1.5 2.9 4.0 5.5 Number of Traders in Each Category Total Traders: 145 24 39 58 4 4 4 21 30 39 . 12 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 is16,229,431 Positions 970,472 4,103,119 3,067,853 3,155,226 505,066 304,389 1,664,167 779,790 4,921,851 80,694 380,174 1,016,254 1,048,525 1,150,935 Changes from: May 10, 2011 Total Change is: 215,605 -157,727 18,702 65,455 -67,791 -120,208 8,175 162,472 41,206 133,893 -1,361 24,752 68,868 3,620 -25,239 Percent of Open Interest Represented by Each Category of Trader 6.0 25.3 18.9 19.4 3.1 1.9 10.3 4.8 30.3 0.5 2.3 6.3 6.5 7.1 Number of Traders in Each Category Total Traders: 317 25 76 101 7 24 25 68 78 114 11 23 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 11,569 Positions 3,708 4,453 0 1,182 748 23 2,407 5,531 3 3,872 720 0 374 91 Changes from: May 10, 2011 Total Change is: 186 -270 -207 0 7 0 0 1,343 429 0 -1,000 -30 0 106 -6 Percent of Open Interest Represented by Each Category of Trader 32.1 38.5 0.0 10.2 6.5 0.2 20.8 47.8 0.0 33.5 6.2 0.0 3.2 0.8 Number of Traders in Each Category Total Traders: 32 . . 0 . 5 . 4 8 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 28,564 Positions 23,117 12,894 0 1,305 2,211 58 3,610 7,906 0 79 5,464 0 395 31 Changes from: May 10, 2011 Total Change is: 335 137 -1,043 0 0 -128 0 82 1,611 0 0 -73 0 116 -32 Percent of Open Interest Represented by Each Category of Trader 80.9 45.1 0.0 4.6 7.7 0.2 12.6 27.7 0.0 0.3 19.1 0.0 1.4 0.1 Number of Traders in Each Category Total Traders: 34 . 4 0 . 5 . 8 7 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 57,064 Positions 27,349 13,674 76 345 51 803 16,004 35,722 1,479 3,246 1,846 13 7,749 3,401 Changes from: May 10, 2011 Total Change is: 3,529 584 1,977 35 295 -94 -7 3,489 3,521 -281 -581 -357 -284 280 -980 Percent of Open Interest Represented by Each Category of Trader 47.9 24.0 0.1 0.6 0.1 1.4 28.0 62.6 2.6 5.7 3.2 0.0 13.6 6.0 Number of Traders in Each Category Total Traders: 112 8 6 . 4 . . 22 35 7 23 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 244,181 Positions 69,307 69,389 51,363 14,688 2,600 5,190 13,376 38,557 26,333 6,995 2,367 28,486 28,443 19,896 Changes from: May 10, 2011 Total Change is: 16,112 -2,349 -1,846 9,116 640 -209 301 1,532 -72 3,726 -49 -547 5,386 -2,191 257 Percent of Open Interest Represented by Each Category of Trader 28.4 28.4 21.0 6.0 1.1 2.1 5.5 15.8 10.8 2.9 1.0 11.7 11.6 8.1 Number of Traders in Each Category Total Traders: 127 13 11 22 14 4 6 24 23 30 8 8 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 8,001 Positions 492 4,596 0 2,457 200 0 2,529 2,456 672 730 77 0 1,121 0 Changes from: May 10, 2011 Total Change is: -83 0 -68 0 4 -67 0 23 98 -37 0 0 0 -73 -9 Percent of Open Interest Represented by Each Category of Trader 6.1 57.4 0.0 30.7 2.5 0.0 31.6 30.7 8.4 9.1 1.0 0.0 14.0 0.0 Number of Traders in Each Category Total Traders: 24 . 4 0 4 . 0 7 4 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 10,597 Positions 412 9,769 0 8,020 0 0 699 215 0 0 156 13 1,453 444 Changes from: May 10, 2011 Total Change is: -2,587 -333 -1,202 -993 -1 0 0 -806 -54 -19 0 0 0 -435 -319 Percent of Open Interest Represented by Each Category of Trader 3.9 92.2 0.0 75.7 0.0 0.0 6.6 2.0 0.0 0.0 1.5 0.1 13.7 4.2 Number of Traders in Each Category Total Traders: 20 . . 0 10 0 0 . . 0 0 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 20, 2011