Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 129,337 Positions 18,877 77,867 5,578 9,663 7,205 239 30,450 14,036 5,955 7,123 566 436 51,016 17,455 Changes from: May 17, 2011 Total Change is: -2,583 2,640 -4,270 668 -228 167 -1 -7,071 711 700 -328 0 23 1,014 -581 Percent of Open Interest Represented by Each Category of Trader 14.6 60.2 4.3 7.5 5.6 0.2 23.5 10.9 4.6 5.5 0.4 0.3 39.4 13.5 Number of Traders in Each Category Total Traders: 79 10 10 8 4 4 . 23 17 13 9 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 69,223 Positions 14,903 37,981 1,028 1,002 1,215 69 24,927 15,388 603 418 0 0 26,273 12,939 Changes from: May 17, 2011 Total Change is: -1,706 1,887 -2,072 -100 0 11 0 -149 -906 -47 0 0 0 -3,296 1,409 Percent of Open Interest Represented by Each Category of Trader 21.5 54.9 1.5 1.4 1.8 0.1 36.0 22.2 0.9 0.6 0.0 0.0 38.0 18.7 Number of Traders in Each Category Total Traders: 43 7 6 6 . . . 18 8 6 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 118,492 Positions 33,807 23,395 6,409 7,133 23,772 1,331 39,770 35,394 3,070 2,681 3,056 0 24,291 22,064 Changes from: May 17, 2011 Total Change is: 7,125 16,842 -5,895 2,143 -830 -51 2 -2,532 12,654 433 -658 -350 0 -8,275 -1,811 Percent of Open Interest Represented by Each Category of Trader 28.5 19.7 5.4 6.0 20.1 1.1 33.6 29.9 2.6 2.3 2.6 0.0 20.5 18.6 Number of Traders in Each Category Total Traders: 91 11 10 11 4 13 5 27 20 13 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 112,501 Positions 17,678 33,073 7,672 26,736 8,514 348 26,184 18,941 5,517 909 2,154 108 27,349 36,174 Changes from: May 17, 2011 Total Change is: -3,779 1,200 305 -971 -358 214 0 -4,974 807 215 9 -488 27 1,072 -3,888 Percent of Open Interest Represented by Each Category of Trader 15.7 29.4 6.8 23.8 7.6 0.3 23.3 16.8 4.9 0.8 1.9 0.1 24.3 32.2 Number of Traders in Each Category Total Traders: 107 12 15 10 9 8 . 26 27 19 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 309,166 Positions 100,207 108,654 15,881 34,669 24,503 3,041 50,265 59,537 27,073 16,501 11,757 7,310 54,219 51,410 Changes from: May 17, 2011 Total Change is: 12,111 24,867 -1,544 1,311 1,682 303 201 -9,070 7,116 2,818 -5,435 290 104 -4,365 1,513 Percent of Open Interest Represented by Each Category of Trader 32.4 35.1 5.1 11.2 7.9 1.0 16.3 19.3 8.8 5.3 3.8 2.4 17.5 16.6 Number of Traders in Each Category Total Traders: 199 22 21 17 18 18 12 41 54 44 12 13 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 121,505 Positions 11,408 79,745 4,137 6,258 4,680 165 60,104 7,885 4,381 877 748 401 33,774 19,363 Changes from: May 17, 2011 Total Change is: -4,051 -1,773 -3,857 288 -2,051 174 -109 1,357 -286 -195 80 -463 -15 -1,633 412 Percent of Open Interest Represented by Each Category of Trader 9.4 65.6 3.4 5.2 3.9 0.1 49.5 6.5 3.6 0.7 0.6 0.3 27.8 15.9 Number of Traders in Each Category Total Traders: 75 6 12 6 5 6 . 26 15 11 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 103,845 Positions 16,702 34,679 55,875 0 0 0 27,422 12,027 834 1,645 0 0 1,368 431 Changes from: May 17, 2011 Total Change is: 3,096 1,099 749 1,547 0 0 0 -243 700 0 0 0 0 692 99 Percent of Open Interest Represented by Each Category of Trader 16.1 33.4 53.8 0.0 0.0 0.0 26.4 11.6 0.8 1.6 0.0 0.0 1.3 0.4 Number of Traders in Each Category Total Traders: 23 5 11 13 0 0 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 147,410 Positions 5,665 125,662 387 15,448 1,668 0 114,207 14,813 324 4,090 2,565 0 7,289 1,991 Changes from: May 17, 2011 Total Change is: -172 -2,706 3,583 89 -101 691 0 2,917 -4,405 75 -199 -227 0 -247 22 Percent of Open Interest Represented by Each Category of Trader 3.8 85.2 0.3 10.5 1.1 0.0 77.5 10.0 0.2 2.8 1.7 0.0 4.9 1.4 Number of Traders in Each Category Total Traders: 122 8 15 4 10 . 0 59 11 4 11 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 32,498 Positions 26,241 24,849 356 2,029 0 0 2,295 376 11 370 6,777 0 1,196 129 Changes from: May 17, 2011 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 80.7 76.5 1.1 6.2 0.0 0.0 7.1 1.2 0.0 1.1 20.9 0.0 3.7 0.4 Number of Traders in Each Category Total Traders: 21 . 6 . . 0 0 7 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 30,930 Positions 1,612 19,540 0 317 204 0 24,474 9,613 0 854 139 0 3,673 1,434 Changes from: May 17, 2011 Total Change is: 1,294 0 1,726 -24 -92 -152 0 1,040 -391 0 -12 0 0 382 135 Percent of Open Interest Represented by Each Category of Trader 5.2 63.2 0.0 1.0 0.7 0.0 79.1 31.1 0.0 2.8 0.4 0.0 11.9 4.6 Number of Traders in Each Category Total Traders: 43 . 11 0 . . 0 15 10 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 79,521 Positions 19,817 36,747 9,978 3,664 1,935 636 17,355 6,405 9,783 1,520 459 326 16,443 13,252 Changes from: May 17, 2011 Total Change is: 59 -30 -398 -50 17 552 -30 -231 -282 423 291 -13 -54 -277 -89 Percent of Open Interest Represented by Each Category of Trader 24.9 46.2 12.5 4.6 2.4 0.8 21.8 8.1 12.3 1.9 0.6 0.4 20.7 16.7 Number of Traders in Each Category Total Traders: 106 21 19 10 7 6 . 29 14 18 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 24,479 Positions 7,265 20,231 263 459 0 0 7,220 1,452 9 0 0 0 9,263 2,524 Changes from: May 17, 2011 Total Change is: 98 0 -2 0 0 0 0 265 397 1 0 -350 0 -168 52 Percent of Open Interest Represented by Each Category of Trader 29.7 82.6 1.1 1.9 0.0 0.0 29.5 5.9 0.0 0.0 0.0 0.0 37.8 10.3 Number of Traders in Each Category Total Traders: 23 5 6 . . 0 0 6 5 4 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 110,084 Positions 43,896 51,825 638 6,409 3,870 1,271 36,235 25,871 3,583 3,039 917 653 14,361 21,457 Changes from: May 17, 2011 Total Change is: -78 -287 -1,019 127 33 1,103 -59 129 -238 -276 581 674 -107 -219 -283 Percent of Open Interest Represented by Each Category of Trader 39.9 47.1 0.6 5.8 3.5 1.2 32.9 23.5 3.3 2.8 0.8 0.6 13.0 19.5 Number of Traders in Each Category Total Traders: 102 20 18 6 6 6 . 31 17 14 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 1,012,001 Positions 54,407 252,917 56,746 409,425 121,897 61,310 78,191 170,809 110,038 25,516 61,292 25,230 191,137 151,762 Changes from: May 17, 2011 Total Change is: 557 319 -4,935 963 4,461 2,434 1,018 4,716 5,343 -23,970 1,000 2,298 1,912 10,137 15,494 Percent of Open Interest Represented by Each Category of Trader 5.4 25.0 5.6 40.5 12.0 6.1 7.7 16.9 10.9 2.5 6.1 2.5 18.9 15.0 Number of Traders in Each Category Total Traders: 578 36 54 34 127 52 67 99 137 102 42 30 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 411,576 Positions 17,943 155,523 18,234 129,464 35,061 11,872 26,731 34,165 50,633 4,171 36,333 15,572 136,956 54,183 Changes from: May 17, 2011 Total Change is: -8,317 312 2,042 -2,572 -867 -81 165 -689 1,337 -15,177 25 -143 1,564 8,921 4,547 Percent of Open Interest Represented by Each Category of Trader 4.4 37.8 4.4 31.5 8.5 2.9 6.5 8.3 12.3 1.0 8.8 3.8 33.3 13.2 Number of Traders in Each Category Total Traders: 135 8 22 9 31 13 15 14 33 40 8 6 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,002,123 Positions 300,157 604,808 74,723 1,411,039 445,409 235,960 376,575 802,496 177,749 123,608 141,679 31,406 270,905 487,894 Changes from: May 17, 2011 Total Change is: 44,370 21,419 -13,505 -3,710 24,182 10,114 6,727 26,350 19,356 -43,288 7,542 14,871 -932 6,080 54,737 Percent of Open Interest Represented by Each Category of Trader 10.0 20.1 2.5 47.0 14.8 7.9 12.5 26.7 5.9 4.1 4.7 1.0 9.0 16.3 Number of Traders in Each Category Total Traders: 530 38 47 28 107 49 58 103 122 90 36 28 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 110,015 Positions 20,479 41,838 96 56,512 36,990 5,793 17,177 16,336 1 1,257 5,091 0 8,700 3,869 Changes from: May 17, 2011 Total Change is: -4,139 389 -1,363 96 -3,425 9 -25 -937 -2,439 -623 0 0 0 386 205 Percent of Open Interest Represented by Each Category of Trader 18.6 38.0 0.1 51.4 33.6 5.3 15.6 14.8 0.0 1.1 4.6 0.0 7.9 3.5 Number of Traders in Each Category Total Traders: 93 9 10 . 32 14 10 15 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 88,960 Positions 15,294 37,607 5,905 15,467 13,531 2,534 26,719 10,541 8,577 2,958 4,192 1,348 10,158 4,725 Changes from: May 17, 2011 Total Change is: -6,634 494 -4,058 -451 -1,435 139 84 -1,594 163 -3,993 -328 747 314 275 421 Percent of Open Interest Represented by Each Category of Trader 17.2 42.3 6.6 17.4 15.2 2.8 30.0 11.8 9.6 3.3 4.7 1.5 11.4 5.3 Number of Traders in Each Category Total Traders: 236 19 34 14 29 22 12 64 43 30 14 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 18,650 Positions 3,843 13,168 320 1,600 0 0 8,051 463 6 0 3,581 0 4,830 1,112 Changes from: May 17, 2011 Total Change is: -2,213 -457 -3,167 -1 0 0 0 -2,027 -2 -42 -216 863 0 530 137 Percent of Open Interest Represented by Each Category of Trader 20.6 70.6 1.7 8.6 0.0 0.0 43.2 2.5 0.0 0.0 19.2 0.0 25.9 6.0 Number of Traders in Each Category Total Traders: 28 5 10 . . 0 0 7 . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 351,551 Positions 83,610 148,548 1,571 73,334 71,656 8,671 127,263 84,314 8,931 20,297 8,563 1,232 26,640 18,063 Changes from: May 17, 2011 Total Change is: -22,109 2,640 -6,569 -135 -7,173 697 421 -14,074 -15,415 -3,517 926 907 80 -1,278 1,422 Percent of Open Interest Represented by Each Category of Trader 23.8 42.3 0.4 20.9 20.4 2.5 36.2 24.0 2.5 5.8 2.4 0.4 7.6 5.1 Number of Traders in Each Category Total Traders: 235 21 31 7 29 22 12 62 47 25 15 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 418,829 Positions 184,797 41,483 17,325 107,381 143,579 33,926 48,213 135,904 5,247 2,996 19,912 15 18,929 21,438 Changes from: May 17, 2011 Total Change is: 911 4,196 -1,264 1,158 -3,779 3,915 137 -1,669 -3,738 2,000 236 -2,495 -105 -1,263 1,303 Percent of Open Interest Represented by Each Category of Trader 44.1 9.9 4.1 25.6 34.3 8.1 11.5 32.4 1.3 0.7 4.8 0.0 4.5 5.1 Number of Traders in Each Category Total Traders: 262 19 17 . 49 51 26 44 62 25 4 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 46,675 Positions 9,576 7,625 1,758 7,182 1,123 1,960 14,489 9,197 4,235 436 4,409 0 7,039 16,368 Changes from: May 17, 2011 Total Change is: -1,536 -250 1,174 -227 -669 -297 -10 -282 -731 62 220 52 0 -380 -1,559 Percent of Open Interest Represented by Each Category of Trader 20.5 16.3 3.8 15.4 2.4 4.2 31.0 19.7 9.1 0.9 9.4 0.0 15.1 35.1 Number of Traders in Each Category Total Traders: 59 8 7 . 9 . . 13 13 4 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 55,377 Positions 24,964 25,225 1,706 7,418 2,900 569 8,575 13,839 2,525 1,800 3,875 409 7,411 4,329 Changes from: May 17, 2011 Total Change is: -1,895 -965 196 -91 -259 50 -91 -1,066 920 -42 848 453 -973 744 -2,317 Percent of Open Interest Represented by Each Category of Trader 45.1 45.6 3.1 13.4 5.2 1.0 15.5 25.0 4.6 3.3 7.0 0.7 13.4 7.8 Number of Traders in Each Category Total Traders: 74 16 16 4 8 . . 11 14 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 30,909 Positions 256 6,090 0 19,563 12,896 3,830 2,354 6,007 179 419 0 0 4,308 1,907 Changes from: May 17, 2011 Total Change is: 181 0 -748 0 -500 577 369 -319 15 6 0 0 0 625 -38 Percent of Open Interest Represented by Each Category of Trader 0.8 19.7 0.0 63.3 41.7 12.4 7.6 19.4 0.6 1.4 0.0 0.0 13.9 6.2 Number of Traders in Each Category Total Traders: 47 . . 0 18 14 7 5 5 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 39,065 Positions 5,632 16,891 623 14,270 3,792 909 7,187 12,675 421 2,140 798 17 7,866 2,939 Changes from: May 17, 2011 Total Change is: -753 189 -848 -102 -1,307 -308 -135 223 578 -63 16 0 0 426 125 Percent of Open Interest Represented by Each Category of Trader 14.4 43.2 1.6 36.5 9.7 2.3 18.4 32.4 1.1 5.5 2.0 0.0 20.1 7.5 Number of Traders in Each Category Total Traders: 58 6 7 . 14 6 . 12 5 . 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 828,573 Positions 12,549 109,950 58,322 303,796 147,633 78,398 115,852 128,563 55,325 16,203 82,255 6,625 181,502 161,502 Changes from: May 17, 2011 Total Change is: -4,464 1,245 10,928 17,808 -7,731 -4,876 -1,743 5,267 -11,410 -22,568 1,598 12,059 1,975 -314 -6,638 Percent of Open Interest Represented by Each Category of Trader 1.5 13.3 7.0 36.7 17.8 9.5 14.0 15.5 6.7 2.0 9.9 0.8 21.9 19.5 Number of Traders in Each Category Total Traders: 162 8 20 16 40 22 39 25 31 32 4 12 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 368,171 Positions 2,500 154,670 2,339 245,599 5,639 17,961 2,000 125,257 9,471 1,700 0 0 86,600 52,834 Changes from: May 17, 2011 Total Change is: 16,462 -2,973 1,419 -1,037 -3,293 2,225 1,008 0 1,978 7,315 0 -2,015 0 15,442 5,569 Percent of Open Interest Represented by Each Category of Trader 0.7 42.0 0.6 66.7 1.5 4.9 0.5 34.0 2.6 0.5 0.0 0.0 23.5 14.4 Number of Traders in Each Category Total Traders: 60 . 9 4 28 . 15 . 17 6 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 1,127,454 Positions 61,823 111,260 38,522 188,177 443,435 111,778 369,775 74,897 47,102 174,698 120,726 15,343 120,237 164,392 Changes from: May 17, 2011 Total Change is: 16,980 -1,328 5,641 7,213 -13,199 18,212 563 14,366 1,086 -13,433 31,349 13,865 -6,627 -1,923 -9,539 Percent of Open Interest Represented by Each Category of Trader 5.5 9.9 3.4 16.7 39.3 9.9 32.8 6.6 4.2 15.5 10.7 1.4 10.7 14.6 Number of Traders in Each Category Total Traders: 267 14 40 22 32 60 42 52 33 34 8 28 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 2,156,740 Positions 209,960 133,121 112,688 634,797 597,961 232,229 357,108 350,890 188,008 14,370 86,696 44,680 362,901 410,468 Changes from: May 17, 2011 Total Change is: -273,751 -37,589 -47,493 -90,242 28,454 20,814 -39,148 -7,478 1,266 -119,201 -11,192 6,184 -21,316 23,961 15,385 Percent of Open Interest Represented by Each Category of Trader 9.7 6.2 5.2 29.4 27.7 10.8 16.6 16.3 8.7 0.7 4.0 2.1 16.8 19.0 Number of Traders in Each Category Total Traders: 258 25 30 41 36 57 48 38 48 56 6 18 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 1,573,161 Positions 180,156 192,531 45,061 267,342 641,312 117,515 494,481 77,833 96,174 113,689 67,143 5,031 253,712 330,560 Changes from: May 17, 2011 Total Change is: -149,957 12,459 -14,463 -29,427 -2,812 15,425 -12,361 -26,576 -25,360 -95,827 2,955 5,947 -15,448 17,081 21,557 Percent of Open Interest Represented by Each Category of Trader 11.5 12.2 2.9 17.0 40.8 7.5 31.4 4.9 6.1 7.2 4.3 0.3 16.1 21.0 Number of Traders in Each Category Total Traders: 204 16 22 26 22 46 39 43 29 34 11 15 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 1,031,872 Positions 206,981 168,397 338,388 1,873 6,016 11,617 68,139 77,547 323,436 8,281 15,827 30,255 42,901 60,388 Changes from: May 17, 2011 Total Change is: 18,685 15,419 6,780 5,853 -2,275 2,407 887 3,119 6,247 -8,471 891 221 424 2,837 4,336 Percent of Open Interest Represented by Each Category of Trader 20.1 16.3 32.8 0.2 0.6 1.1 6.6 7.5 31.3 0.8 1.5 2.9 4.2 5.9 Number of Traders in Each Category Total Traders: 152 25 39 59 . 5 5 26 31 40 . 11 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 is16,539,588 Positions 919,237 4,158,315 3,227,605 3,208,827 372,567 305,874 1,678,730 778,065 5,108,012 43,091 445,728 990,097 1,058,115 1,153,324 Changes from: May 17, 2011 Total Change is: 310,157 -51,235 55,195 159,752 53,601 -132,499 1,486 14,564 -1,724 186,161 -37,603 65,554 -26,157 9,590 2,390 Percent of Open Interest Represented by Each Category of Trader 5.6 25.1 19.5 19.4 2.3 1.8 10.1 4.7 30.9 0.3 2.7 6.0 6.4 7.0 Number of Traders in Each Category Total Traders: 323 25 77 101 8 23 25 62 84 117 10 27 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 13,907 Positions 4,534 4,911 142 1,077 748 23 3,946 7,385 3 3,826 604 0 356 91 Changes from: May 17, 2011 Total Change is: 2,338 826 458 142 -105 0 0 1,539 1,854 0 -46 -116 0 -18 0 Percent of Open Interest Represented by Each Category of Trader 32.6 35.3 1.0 7.7 5.4 0.2 28.4 53.1 0.0 27.5 4.3 0.0 2.6 0.7 Number of Traders in Each Category Total Traders: 32 . . . . 5 . 6 8 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 28,745 Positions 23,469 12,644 249 1,338 2,896 58 3,134 7,361 38 79 5,448 0 380 51 Changes from: May 17, 2011 Total Change is: 181 352 -250 249 33 685 0 -476 -545 38 0 -16 0 -15 20 Percent of Open Interest Represented by Each Category of Trader 81.6 44.0 0.9 4.7 10.1 0.2 10.9 25.6 0.1 0.3 19.0 0.0 1.3 0.2 Number of Traders in Each Category Total Traders: 35 4 4 . . 5 . 9 6 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 63,120 Positions 27,430 14,220 49 527 57 747 19,883 41,571 1,642 4,472 1,572 43 8,327 3,219 Changes from: May 17, 2011 Total Change is: 6,055 81 546 -27 182 6 -56 3,879 5,849 162 1,226 -274 30 578 -182 Percent of Open Interest Represented by Each Category of Trader 43.5 22.5 0.1 0.8 0.1 1.2 31.5 65.9 2.6 7.1 2.5 0.1 13.2 5.1 Number of Traders in Each Category Total Traders: 108 7 5 . . . . 23 31 8 26 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 235,640 Positions 80,002 72,963 40,578 13,528 2,748 5,378 12,082 36,679 25,010 7,076 4,024 29,719 22,266 18,541 Changes from: May 17, 2011 Total Change is: -8,541 10,695 3,574 -10,785 -1,160 148 188 -1,294 -1,878 -1,322 81 1,657 1,233 -6,177 -1,355 Percent of Open Interest Represented by Each Category of Trader 34.0 31.0 17.2 5.7 1.2 2.3 5.1 15.6 10.6 3.0 1.7 12.6 9.4 7.9 Number of Traders in Each Category Total Traders: 124 11 13 20 13 4 5 22 22 29 8 10 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 8,057 Positions 492 4,552 0 2,432 200 0 2,531 2,508 672 730 0 0 1,200 125 Changes from: May 17, 2011 Total Change is: 56 0 -44 0 -25 0 0 2 52 0 0 -77 0 79 125 Percent of Open Interest Represented by Each Category of Trader 6.1 56.5 0.0 30.2 2.5 0.0 31.4 31.1 8.3 9.1 0.0 0.0 14.9 1.6 Number of Traders in Each Category Total Traders: 22 . . 0 4 . 0 7 4 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 10,671 Positions 406 9,798 0 7,924 0 0 888 341 0 0 92 77 1,376 363 Changes from: May 17, 2011 Total Change is: 74 -6 29 0 -96 0 0 189 126 0 0 -64 64 -77 -81 Percent of Open Interest Represented by Each Category of Trader 3.8 91.8 0.0 74.3 0.0 0.0 8.3 3.2 0.0 0.0 0.9 0.7 12.9 3.4 Number of Traders in Each Category Total Traders: 21 . . 0 10 0 0 4 . 0 0 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 27, 2011