Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 135,323 Positions 18,204 81,005 6,260 8,756 6,864 249 33,924 14,753 7,523 8,186 895 415 51,807 17,360 Changes from: May 24, 2011 Total Change is: 5,987 -673 3,138 683 -907 -341 10 3,474 717 1,567 1,063 329 -22 792 -94 Percent of Open Interest Represented by Each Category of Trader 13.5 59.9 4.6 6.5 5.1 0.2 25.1 10.9 5.6 6.0 0.7 0.3 38.3 12.8 Number of Traders in Each Category Total Traders: 85 10 10 8 . 4 . 26 19 13 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 71,284 Positions 11,797 37,263 2,058 1,020 1,200 69 28,514 14,606 931 418 0 0 26,477 15,157 Changes from: May 24, 2011 Total Change is: 2,061 -3,106 -718 1,030 18 -15 0 3,587 -782 328 0 0 0 203 2,218 Percent of Open Interest Represented by Each Category of Trader 16.5 52.3 2.9 1.4 1.7 0.1 40.0 20.5 1.3 0.6 0.0 0.0 37.1 21.3 Number of Traders in Each Category Total Traders: 48 8 6 7 . . . 21 9 7 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 116,866 Positions 24,839 29,321 5,552 7,062 22,473 1,281 44,888 27,636 3,490 1,784 4,472 14 27,957 22,628 Changes from: May 24, 2011 Total Change is: -1,626 -8,968 5,925 -858 -71 -1,299 -50 5,118 -7,758 420 -897 1,416 14 3,666 563 Percent of Open Interest Represented by Each Category of Trader 21.3 25.1 4.8 6.0 19.2 1.1 38.4 23.6 3.0 1.5 3.8 0.0 23.9 19.4 Number of Traders in Each Category Total Traders: 95 10 11 11 4 12 5 28 23 14 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 108,872 Positions 21,706 27,814 6,807 25,737 8,654 348 17,410 19,722 6,208 1,487 1,746 72 29,097 37,502 Changes from: May 24, 2011 Total Change is: -3,629 4,028 -5,260 -865 -999 140 0 -8,774 780 691 578 -408 -36 1,748 1,328 Percent of Open Interest Represented by Each Category of Trader 19.9 25.5 6.3 23.6 7.9 0.3 16.0 18.1 5.7 1.4 1.6 0.1 26.7 34.4 Number of Traders in Each Category Total Traders: 107 12 15 11 9 8 . 30 23 23 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 319,959 Positions 104,061 112,409 15,716 34,188 24,802 2,805 53,821 60,652 29,429 16,664 14,480 7,320 55,956 52,349 Changes from: May 24, 2011 Total Change is: 10,793 3,854 3,754 -165 -481 299 -236 3,555 1,115 2,356 164 2,722 9 1,737 939 Percent of Open Interest Represented by Each Category of Trader 32.5 35.1 4.9 10.7 7.8 0.9 16.8 19.0 9.2 5.2 4.5 2.3 17.5 16.4 Number of Traders in Each Category Total Traders: 196 22 18 18 17 18 13 38 58 45 9 16 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 126,984 Positions 6,850 85,449 4,463 4,784 4,158 137 66,044 9,629 4,718 4,246 148 372 35,369 17,908 Changes from: May 24, 2011 Total Change is: 5,479 -4,559 5,704 326 -1,474 -522 -28 5,940 1,744 337 3,369 -600 -28 1,595 -1,455 Percent of Open Interest Represented by Each Category of Trader 5.4 67.3 3.5 3.8 3.3 0.1 52.0 7.6 3.7 3.3 0.1 0.3 27.9 14.1 Number of Traders in Each Category Total Traders: 79 5 12 6 5 6 . 31 14 11 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 106,230 Positions 17,475 34,061 57,603 0 0 0 27,557 12,916 834 1,645 0 0 1,116 816 Changes from: May 24, 2011 Total Change is: 2,385 773 -618 1,728 0 0 0 135 889 0 0 0 0 -252 385 Percent of Open Interest Represented by Each Category of Trader 16.5 32.1 54.2 0.0 0.0 0.0 25.9 12.2 0.8 1.5 0.0 0.0 1.1 0.8 Number of Traders in Each Category Total Traders: 25 7 11 14 0 0 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 142,530 Positions 6,198 122,090 947 15,986 1,743 0 106,337 13,617 189 4,225 2,351 0 8,648 1,593 Changes from: May 24, 2011 Total Change is: -4,880 533 -3,572 560 538 75 0 -7,870 -1,196 -135 135 -214 0 1,359 -398 Percent of Open Interest Represented by Each Category of Trader 4.3 85.7 0.7 11.2 1.2 0.0 74.6 9.6 0.1 3.0 1.6 0.0 6.1 1.1 Number of Traders in Each Category Total Traders: 122 8 13 . 10 . 0 64 10 . 11 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 41,221 Positions 27,169 25,199 5,090 2,036 0 0 2,288 489 11 395 7,601 2,497 1,735 334 Changes from: May 24, 2011 Total Change is: 8,723 928 350 4,734 7 0 0 -7 113 0 25 824 2,497 539 205 Percent of Open Interest Represented by Each Category of Trader 65.9 61.1 12.3 4.9 0.0 0.0 5.6 1.2 0.0 1.0 18.4 6.1 4.2 0.8 Number of Traders in Each Category Total Traders: 21 . 6 6 . 0 0 7 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 30,915 Positions 1,612 21,161 0 108 200 0 23,937 7,798 154 873 244 0 4,231 1,358 Changes from: May 24, 2011 Total Change is: -15 0 1,621 0 -209 -4 0 -537 -1,815 154 19 105 0 558 -76 Percent of Open Interest Represented by Each Category of Trader 5.2 68.4 0.0 0.3 0.6 0.0 77.4 25.2 0.5 2.8 0.8 0.0 13.7 4.4 Number of Traders in Each Category Total Traders: 50 . 13 0 . . 0 21 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 80,351 Positions 20,490 36,473 9,961 4,114 1,539 686 17,237 6,973 10,205 1,459 540 366 15,834 13,608 Changes from: May 24, 2011 Total Change is: 830 673 -274 -17 450 -396 51 -118 568 422 -61 82 40 -609 356 Percent of Open Interest Represented by Each Category of Trader 25.5 45.4 12.4 5.1 1.9 0.9 21.5 8.7 12.7 1.8 0.7 0.5 19.7 16.9 Number of Traders in Each Category Total Traders: 102 20 18 11 6 5 . 28 14 16 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 24,352 Positions 7,265 20,231 263 459 0 0 7,166 1,437 9 0 0 0 9,190 2,412 Changes from: May 24, 2011 Total Change is: -127 0 0 0 0 0 0 -54 -15 0 0 0 0 -73 -112 Percent of Open Interest Represented by Each Category of Trader 29.8 83.1 1.1 1.9 0.0 0.0 29.4 5.9 0.0 0.0 0.0 0.0 37.7 9.9 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 31, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 111,998 Positions 45,233 51,267 614 7,309 3,078 1,372 36,564 27,494 3,969 2,918 1,081 732 13,287 22,391 Changes from: May 24, 2011 Total Change is: 1,914 1,337 -558 -24 900 -792 101 329 1,624 385 -121 163 80 -1,073 934 Percent of Open Interest Represented by Each Category of Trader 40.4 45.8 0.5 6.5 2.7 1.2 32.6 24.5 3.5 2.6 1.0 0.7 11.9 20.0 Number of Traders in Each Category Total Traders: 98 19 17 7 5 5 . 31 16 11 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 1,014,762 Positions 59,834 254,824 54,744 404,971 115,403 63,419 85,383 178,514 106,567 23,523 65,437 27,463 188,859 148,391 Changes from: May 24, 2011 Total Change is: 2,761 5,427 1,907 -2,002 -4,454 -6,494 2,108 7,192 7,705 -3,471 -1,994 4,145 2,233 -2,278 -3,370 Percent of Open Interest Represented by Each Category of Trader 5.9 25.1 5.4 39.9 11.4 6.2 8.4 17.6 10.5 2.3 6.4 2.7 18.6 14.6 Number of Traders in Each Category Total Traders: 595 36 54 39 122 56 72 96 150 106 39 41 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 401,930 Positions 15,850 155,558 18,687 125,566 34,463 11,791 25,994 30,317 47,361 2,606 38,512 16,221 137,854 49,020 Changes from: May 24, 2011 Total Change is: -9,646 -2,092 36 453 -3,898 -599 -81 -737 -3,848 -3,272 -1,566 2,178 649 898 -5,162 Percent of Open Interest Represented by Each Category of Trader 3.9 38.7 4.6 31.2 8.6 2.9 6.5 7.5 11.8 0.6 9.6 4.0 34.3 12.2 Number of Traders in Each Category Total Traders: 133 7 23 10 30 13 17 13 33 40 5 9 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 3,064,160 Positions 334,657 611,069 65,546 1,417,700 425,378 237,462 402,224 846,264 190,753 131,928 161,969 28,865 255,025 496,854 Changes from: May 24, 2011 Total Change is: 62,037 34,500 6,261 -9,177 6,661 -20,031 1,502 25,649 43,769 13,004 8,320 20,290 -2,541 -15,880 8,961 Percent of Open Interest Represented by Each Category of Trader 10.9 19.9 2.1 46.3 13.9 7.7 13.1 27.6 6.2 4.3 5.3 0.9 8.3 16.2 Number of Traders in Each Category Total Traders: 549 37 48 32 103 53 61 97 139 96 35 36 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 113,871 Positions 19,248 45,298 143 58,580 37,410 5,383 20,195 16,664 0 1,551 5,091 0 8,771 3,882 Changes from: May 24, 2011 Total Change is: 3,856 -1,231 3,460 47 2,068 420 -410 3,018 328 -1 294 0 0 71 13 Percent of Open Interest Represented by Each Category of Trader 16.9 39.8 0.1 51.4 32.9 4.7 17.7 14.6 0.0 1.4 4.5 0.0 7.7 3.4 Number of Traders in Each Category Total Traders: 100 8 11 . 35 13 10 17 13 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 89,937 Positions 14,544 36,990 6,879 14,600 13,557 2,138 28,364 11,061 8,756 3,166 4,212 1,376 10,113 4,967 Changes from: May 24, 2011 Total Change is: 976 -750 -616 974 -866 26 -396 1,645 519 180 208 20 28 -45 242 Percent of Open Interest Represented by Each Category of Trader 16.2 41.1 7.6 16.2 15.1 2.4 31.5 12.3 9.7 3.5 4.7 1.5 11.2 5.5 Number of Traders in Each Category Total Traders: 234 19 32 14 27 21 11 61 48 25 15 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 18,146 Positions 4,107 12,798 321 1,600 0 0 7,416 464 0 0 3,581 0 4,702 982 Changes from: May 24, 2011 Total Change is: -504 264 -370 1 0 0 0 -635 1 -6 0 0 0 -128 -130 Percent of Open Interest Represented by Each Category of Trader 22.6 70.5 1.8 8.8 0.0 0.0 40.9 2.6 0.0 0.0 19.7 0.0 25.9 5.4 Number of Traders in Each Category Total Traders: 27 6 9 . . 0 0 6 . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 358,954 Positions 83,207 151,985 1,767 69,002 71,787 6,689 136,311 84,552 12,213 21,454 8,781 1,254 27,057 19,926 Changes from: May 24, 2011 Total Change is: 7,403 -403 3,436 196 -4,332 131 -1,982 9,048 237 3,282 1,157 218 21 416 1,863 Percent of Open Interest Represented by Each Category of Trader 23.2 42.3 0.5 19.2 20.0 1.9 38.0 23.6 3.4 6.0 2.4 0.3 7.5 5.6 Number of Traders in Each Category Total Traders: 233 22 28 8 27 21 11 60 50 22 16 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 423,402 Positions 184,449 49,556 17,503 110,847 140,728 33,637 48,417 132,657 6,696 2,989 20,482 10 18,854 22,133 Changes from: May 24, 2011 Total Change is: 4,574 -348 8,073 178 3,465 -2,851 -288 204 -3,247 1,450 -7 570 -5 -75 695 Percent of Open Interest Represented by Each Category of Trader 43.6 11.7 4.1 26.2 33.2 7.9 11.4 31.3 1.6 0.7 4.8 0.0 4.5 5.2 Number of Traders in Each Category Total Traders: 259 18 17 . 47 50 26 37 69 26 5 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 46,773 Positions 9,123 7,766 1,857 7,650 1,312 1,880 13,871 8,931 4,613 216 3,879 0 7,563 16,535 Changes from: May 24, 2011 Total Change is: 98 -453 141 99 468 189 -80 -618 -266 378 -220 -530 0 524 167 Percent of Open Interest Represented by Each Category of Trader 19.5 16.6 4.0 16.4 2.8 4.0 29.7 19.1 9.9 0.5 8.3 0.0 16.2 35.4 Number of Traders in Each Category Total Traders: 59 9 8 . 10 . . 12 14 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 59,936 Positions 22,117 27,005 2,006 8,006 2,945 569 9,012 13,338 2,827 2,125 4,148 409 12,865 6,689 Changes from: May 24, 2011 Total Change is: 4,559 -2,847 1,780 300 588 45 0 437 -501 302 325 273 0 5,454 2,360 Percent of Open Interest Represented by Each Category of Trader 36.9 45.1 3.3 13.4 4.9 0.9 15.0 22.3 4.7 3.5 6.9 0.7 21.5 11.2 Number of Traders in Each Category Total Traders: 76 16 19 4 7 . . 11 14 4 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 29,567 Positions 256 5,409 0 18,294 12,761 3,632 2,465 6,032 4 419 0 0 4,497 1,729 Changes from: May 24, 2011 Total Change is: -1,342 0 -681 0 -1,269 -135 -198 111 25 -175 0 0 0 189 -178 Percent of Open Interest Represented by Each Category of Trader 0.9 18.3 0.0 61.9 43.2 12.3 8.3 20.4 0.0 1.4 0.0 0.0 15.2 5.8 Number of Traders in Each Category Total Traders: 46 . . 0 17 14 7 5 5 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 39,853 Positions 5,299 17,546 603 15,683 4,098 1,103 6,604 12,498 536 1,940 798 17 8,068 2,654 Changes from: May 24, 2011 Total Change is: 788 -333 655 -20 1,413 306 194 -583 -177 115 -200 0 0 202 -285 Percent of Open Interest Represented by Each Category of Trader 13.3 44.0 1.5 39.4 10.3 2.8 16.6 31.4 1.3 4.9 2.0 0.0 20.2 6.7 Number of Traders in Each Category Total Traders: 57 5 7 . 15 6 4 11 5 . 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 805,914 Positions 9,155 103,943 37,367 299,087 146,696 76,266 116,591 127,620 66,246 16,040 85,994 5,337 179,825 156,446 Changes from: May 24, 2011 Total Change is: -22,658 -3,394 -6,008 -20,955 -4,709 -937 -2,132 739 -943 10,921 -163 3,738 -1,288 -1,678 -5,056 Percent of Open Interest Represented by Each Category of Trader 1.1 12.9 4.6 37.1 18.2 9.5 14.5 15.8 8.2 2.0 10.7 0.7 22.3 19.4 Number of Traders in Each Category Total Traders: 164 7 18 17 40 24 40 23 35 29 6 11 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 384,996 Positions 2,500 152,997 9,642 259,445 4,238 18,461 2,000 128,616 16,445 1,700 0 0 74,802 54,596 Changes from: May 24, 2011 Total Change is: 16,825 0 -1,673 7,303 13,846 -1,401 500 0 3,359 6,974 0 0 0 -11,799 1,762 Percent of Open Interest Represented by Each Category of Trader 0.6 39.7 2.5 67.4 1.1 4.8 0.5 33.4 4.3 0.4 0.0 0.0 19.4 14.2 Number of Traders in Each Category Total Traders: 67 . 11 6 34 . 19 . 16 6 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 1,070,611 Positions 52,761 112,036 24,028 175,886 422,010 97,631 403,764 71,488 55,393 124,881 110,758 14,886 121,379 162,380 Changes from: May 24, 2011 Total Change is: -56,843 -9,062 776 -14,493 -12,291 -21,425 -14,147 33,989 -3,409 8,292 -49,817 -9,968 -456 1,142 -2,012 Percent of Open Interest Represented by Each Category of Trader 4.9 10.5 2.2 16.4 39.4 9.1 37.7 6.7 5.2 11.7 10.3 1.4 11.3 15.2 Number of Traders in Each Category Total Traders: 268 16 36 22 33 58 43 59 31 39 8 27 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 2,272,080 Positions 204,983 149,600 174,202 619,627 528,783 255,566 360,529 377,618 218,061 20,742 94,895 49,476 368,895 423,879 Changes from: May 24, 2011 Total Change is: 115,340 -4,977 16,479 61,514 -15,170 -69,178 23,337 3,421 26,728 30,054 6,372 8,199 4,796 5,993 13,411 Percent of Open Interest Represented by Each Category of Trader 9.0 6.6 7.7 27.3 23.3 11.2 15.9 16.6 9.6 0.9 4.2 2.2 16.2 18.7 Number of Traders in Each Category Total Traders: 282 26 40 47 38 56 52 51 45 62 6 20 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 1,634,281 Positions 143,995 222,460 86,631 278,697 645,592 110,299 522,539 68,988 116,782 114,592 68,401 6,111 254,635 309,017 Changes from: May 24, 2011 Total Change is: 61,119 -36,160 29,929 41,569 11,355 4,280 -7,217 28,057 -8,844 20,608 903 1,258 1,080 923 -21,543 Percent of Open Interest Represented by Each Category of Trader 8.8 13.6 5.3 17.1 39.5 6.7 32.0 4.2 7.1 7.0 4.2 0.4 15.6 18.9 Number of Traders in Each Category Total Traders: 217 15 25 24 24 48 39 51 29 43 9 16 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 1,064,085 Positions 221,961 167,027 353,325 1,962 6,934 11,943 65,010 85,541 326,528 7,801 16,002 29,675 45,881 67,111 Changes from: May 24, 2011 Total Change is: 32,213 14,979 -1,370 14,937 89 918 326 -3,129 7,994 3,092 -480 175 -581 2,980 6,722 Percent of Open Interest Represented by Each Category of Trader 20.9 15.7 33.2 0.2 0.7 1.1 6.1 8.0 30.7 0.7 1.5 2.8 4.3 6.3 Number of Traders in Each Category Total Traders: 154 24 41 58 . 7 5 24 32 42 . 12 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 is16,788,951 Positions 958,019 4,297,132 3,213,209 3,208,755 320,987 305,342 1,635,041 686,438 5,300,365 41,670 442,338 1,033,530 1,093,021 1,189,611 Changes from: May 24, 2011 Total Change is: 249,363 38,782 138,817 -14,396 -72 -51,580 -533 -43,690 -91,628 192,353 -1,421 -3,390 43,433 34,906 36,286 Percent of Open Interest Represented by Each Category of Trader 5.7 25.6 19.1 19.1 1.9 1.8 9.7 4.1 31.6 0.2 2.6 6.2 6.5 7.1 Number of Traders in Each Category Total Traders: 319 26 74 99 7 22 22 68 78 117 12 27 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 13,823 Positions 4,807 4,907 142 1,278 722 23 3,339 7,412 8 3,826 534 0 400 75 Changes from: May 24, 2011 Total Change is: -84 273 -4 0 201 -26 0 -607 27 5 0 -70 0 44 -16 Percent of Open Interest Represented by Each Category of Trader 34.8 35.5 1.0 9.2 5.2 0.2 24.2 53.6 0.1 27.7 3.9 0.0 2.9 0.5 Number of Traders in Each Category Total Traders: 32 4 . . . 5 . 6 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 28,377 Positions 22,177 12,623 0 1,213 2,586 58 4,408 7,466 116 79 5,507 0 326 21 Changes from: May 24, 2011 Total Change is: -368 -1,292 -21 -249 -125 -310 0 1,274 105 78 0 59 0 -54 -30 Percent of Open Interest Represented by Each Category of Trader 78.2 44.5 0.0 4.3 9.1 0.2 15.5 26.3 0.4 0.3 19.4 0.0 1.1 0.1 Number of Traders in Each Category Total Traders: 35 4 4 0 . 5 . 9 6 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 56,948 Positions 27,504 14,146 258 500 0 840 14,995 34,715 1,582 3,800 1,815 5 7,464 3,587 Changes from: May 24, 2011 Total Change is: -6,172 74 -74 208 -27 -57 93 -4,888 -6,856 -59 -672 243 -37 -863 368 Percent of Open Interest Represented by Each Category of Trader 48.3 24.8 0.5 0.9 0.0 1.5 26.3 61.0 2.8 6.7 3.2 0.0 13.1 6.3 Number of Traders in Each Category Total Traders: 107 8 6 . 4 0 . 20 33 8 23 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 242,358 Positions 79,194 71,096 41,941 17,430 3,014 5,369 10,696 39,818 27,440 6,592 5,517 29,961 23,735 18,202 Changes from: May 24, 2011 Total Change is: 6,718 -808 -1,867 1,363 3,902 266 -9 -1,386 3,139 2,430 -484 1,493 242 1,468 -339 Percent of Open Interest Represented by Each Category of Trader 32.7 29.3 17.3 7.2 1.2 2.2 4.4 16.4 11.3 2.7 2.3 12.4 9.8 7.5 Number of Traders in Each Category Total Traders: 130 14 13 21 14 4 6 23 23 33 8 11 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 7,957 Positions 578 4,483 0 2,423 234 0 2,431 2,448 672 640 0 0 1,213 120 Changes from: May 24, 2011 Total Change is: -100 86 -69 0 -9 34 0 -100 -60 0 -90 0 0 13 -5 Percent of Open Interest Represented by Each Category of Trader 7.3 56.3 0.0 30.5 2.9 0.0 30.6 30.8 8.4 8.0 0.0 0.0 15.2 1.5 Number of Traders in Each Category Total Traders: 23 . . 0 4 . 0 7 4 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 10,685 Positions 405 9,833 0 7,977 0 0 899 344 0 0 94 11 1,393 403 Changes from: May 24, 2011 Total Change is: 14 -1 35 0 53 0 0 11 3 0 0 2 -66 17 40 Percent of Open Interest Represented by Each Category of Trader 3.8 92.0 0.0 74.7 0.0 0.0 8.4 3.2 0.0 0.0 0.9 0.1 13.0 3.8 Number of Traders in Each Category Total Traders: 22 . . 0 10 0 0 5 . 0 0 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 3, 2011