Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 135,859 Positions 23,387 73,119 6,568 10,048 6,740 244 34,322 23,264 4,220 10,373 0 195 46,502 21,509 Changes from: May 31, 2011 Total Change is: 535 5,183 -7,886 307 1,292 -124 -5 398 8,512 -3,303 2,188 -895 -219 -5,306 4,149 Percent of Open Interest Represented by Each Category of Trader 17.2 53.8 4.8 7.4 5.0 0.2 25.3 17.1 3.1 7.6 0.0 0.1 34.2 15.8 Number of Traders in Each Category Total Traders: 85 11 10 10 4 4 . 24 19 11 13 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 76,101 Positions 13,570 36,477 5,322 1,893 1,202 84 26,930 17,790 828 418 0 0 27,056 14,398 Changes from: May 31, 2011 Total Change is: 4,817 1,773 -786 3,264 873 2 15 -1,584 3,183 -103 0 0 0 580 -758 Percent of Open Interest Represented by Each Category of Trader 17.8 47.9 7.0 2.5 1.6 0.1 35.4 23.4 1.1 0.5 0.0 0.0 35.6 18.9 Number of Traders in Each Category Total Traders: 49 10 5 9 . . . 20 8 6 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 118,988 Positions 22,498 29,837 8,767 7,258 23,830 1,289 45,002 27,849 2,936 2,178 4,428 6 29,055 20,046 Changes from: May 31, 2011 Total Change is: 2,122 -2,340 517 3,215 196 1,357 8 114 213 -554 394 -44 -8 1,098 -2,581 Percent of Open Interest Represented by Each Category of Trader 18.9 25.1 7.4 6.1 20.0 1.1 37.8 23.4 2.5 1.8 3.7 0.0 24.4 16.8 Number of Traders in Each Category Total Traders: 95 10 10 9 4 13 5 29 21 14 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 113,688 Positions 16,811 38,078 4,976 27,208 8,748 348 28,322 17,121 3,487 1,400 3,907 0 31,136 37,022 Changes from: May 31, 2011 Total Change is: 4,816 -4,895 10,265 -1,831 1,471 94 0 10,912 -2,601 -2,721 -87 2,161 -72 2,038 -480 Percent of Open Interest Represented by Each Category of Trader 14.8 33.5 4.4 23.9 7.7 0.3 24.9 15.1 3.1 1.2 3.4 0.0 27.4 32.6 Number of Traders in Each Category Total Traders: 101 14 15 10 9 8 . 26 20 11 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 326,041 Positions 87,205 121,392 24,144 34,324 24,209 2,422 70,906 63,434 18,989 16,038 4,550 3,949 68,064 62,952 Changes from: May 31, 2011 Total Change is: 6,082 -16,856 8,984 8,429 136 -593 -383 17,085 2,782 -10,441 -626 -9,930 -3,371 12,109 10,604 Percent of Open Interest Represented by Each Category of Trader 26.7 37.2 7.4 10.5 7.4 0.7 21.7 19.5 5.8 4.9 1.4 1.2 20.9 19.3 Number of Traders in Each Category Total Traders: 182 23 18 20 17 17 13 38 53 42 7 9 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 150,041 Positions 6,075 94,029 14,407 4,877 3,733 134 78,821 9,901 6,198 4,453 969 171 34,904 20,499 Changes from: May 31, 2011 Total Change is: 23,057 -774 8,580 9,944 93 -425 -3 12,777 272 1,480 207 820 -201 -465 2,591 Percent of Open Interest Represented by Each Category of Trader 4.0 62.7 9.6 3.3 2.5 0.1 52.5 6.6 4.1 3.0 0.6 0.1 23.3 13.7 Number of Traders in Each Category Total Traders: 86 6 13 10 5 5 . 35 13 14 5 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 109,993 Positions 17,203 34,210 61,076 0 0 0 28,624 13,568 565 1,645 0 0 880 574 Changes from: May 31, 2011 Total Change is: 3,763 -272 149 3,473 0 0 0 1,067 652 -269 0 0 0 -236 -242 Percent of Open Interest Represented by Each Category of Trader 15.6 31.1 55.5 0.0 0.0 0.0 26.0 12.3 0.5 1.5 0.0 0.0 0.8 0.5 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 June 7, 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 150,067 Positions 6,910 116,090 8,104 15,805 1,855 0 98,969 11,684 6,938 4,047 2,299 0 9,294 3,097 Changes from: May 31, 2011 Total Change is: 7,537 712 -6,000 7,157 -181 112 0 -7,368 -1,933 6,749 -178 -52 0 646 1,504 Percent of Open Interest Represented by Each Category of Trader 4.6 77.4 5.4 10.5 1.2 0.0 65.9 7.8 4.6 2.7 1.5 0.0 6.2 2.1 Number of Traders in Each Category Total Traders: 119 7 13 4 8 . 0 59 13 10 8 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 37,227 Positions 1,777 22,419 4,830 223 166 0 24,133 7,450 446 883 510 0 4,935 1,406 Changes from: May 31, 2011 Total Change is: 6,312 165 1,258 4,830 115 -34 0 196 -348 292 10 266 0 704 48 Percent of Open Interest Represented by Each Category of Trader 4.8 60.2 13.0 0.6 0.4 0.0 64.8 20.0 1.2 2.4 1.4 0.0 13.3 3.8 Number of Traders in Each Category Total Traders: 55 . 14 4 . . 0 19 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 72,264 Positions 24,952 32,363 4,740 3,057 2,216 268 12,107 9,456 9,408 1,705 351 271 15,757 13,192 Changes from: May 31, 2011 Total Change is: -8,088 4,462 -4,110 -5,221 -1,057 677 -419 -5,130 2,483 -797 246 -190 -95 -77 -416 Percent of Open Interest Represented by Each Category of Trader 34.5 44.8 6.6 4.2 3.1 0.4 16.8 13.1 13.0 2.4 0.5 0.4 21.8 18.3 Number of Traders in Each Category Total Traders: 105 21 18 11 5 5 . 29 18 18 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 20,628 Positions 3,571 16,469 21 459 0 0 7,315 1,419 16 0 0 0 9,246 2,703 Changes from: May 31, 2011 Total Change is: -3,724 -3,694 -3,762 -242 0 0 0 149 -18 7 0 0 0 56 291 Percent of Open Interest Represented by Each Category of Trader 17.3 79.8 0.1 2.2 0.0 0.0 35.5 6.9 0.1 0.0 0.0 0.0 44.8 13.1 Number of Traders in Each Category Total Traders: 22 5 5 . . 0 0 6 5 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 103,272 Positions 51,646 40,672 555 5,196 4,432 535 24,743 31,233 3,623 3,410 701 541 13,022 20,979 Changes from: May 31, 2011 Total Change is: -8,726 6,413 -10,595 -59 -2,113 1,354 -837 -11,821 3,739 -345 492 -380 -191 -265 -1,412 Percent of Open Interest Represented by Each Category of Trader 50.0 39.4 0.5 5.0 4.3 0.5 24.0 30.2 3.5 3.3 0.7 0.5 12.6 20.3 Number of Traders in Each Category Total Traders: 103 22 17 5 4 5 . 31 20 16 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 1,103,967 Positions 54,914 239,797 60,599 399,432 122,607 68,087 81,301 190,619 174,166 24,768 52,790 35,857 204,845 159,446 Changes from: May 31, 2011 Total Change is: 89,205 -4,920 -15,027 5,855 -5,539 7,204 4,668 -4,082 12,105 67,599 1,245 -12,646 8,393 15,986 11,055 Percent of Open Interest Represented by Each Category of Trader 5.0 21.7 5.5 36.2 11.1 6.2 7.4 17.3 15.8 2.2 4.8 3.2 18.6 14.4 Number of Traders in Each Category Total Traders: 599 36 52 45 117 57 72 104 149 116 47 37 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 446,469 Positions 17,077 135,867 19,386 124,399 34,340 12,077 30,326 60,394 70,573 3,500 32,667 18,412 150,719 62,754 Changes from: May 31, 2011 Total Change is: 44,539 1,227 -19,691 699 -1,167 -123 286 4,332 30,076 23,212 894 -5,844 2,190 12,865 13,733 Percent of Open Interest Represented by Each Category of Trader 3.8 30.4 4.3 27.9 7.7 2.7 6.8 13.5 15.8 0.8 7.3 4.1 33.8 14.1 Number of Traders in Each Category Total Traders: 134 9 20 9 30 11 17 18 32 44 9 5 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 3,287,490 Positions 302,408 632,878 92,837 1,399,659 465,828 255,555 512,689 908,939 260,151 138,169 132,447 55,394 270,629 483,461 Changes from: May 31, 2011 Total Change is: 223,330 -32,249 21,809 27,291 -18,041 40,450 18,093 110,465 62,675 69,398 6,240 -29,522 26,529 15,604 -13,394 Percent of Open Interest Represented by Each Category of Trader 9.2 19.3 2.8 42.6 14.2 7.8 15.6 27.6 7.9 4.2 4.0 1.7 8.2 14.7 Number of Traders in Each Category Total Traders: 555 39 44 37 97 57 61 108 135 101 41 34 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 111,689 Positions 19,032 39,353 238 59,132 39,109 5,277 16,101 17,478 1,347 1,262 5,091 0 9,301 3,796 Changes from: May 31, 2011 Total Change is: -2,182 -216 -5,945 95 552 1,699 -106 -4,094 814 1,347 -289 0 0 530 -86 Percent of Open Interest Represented by Each Category of Trader 17.0 35.2 0.2 52.9 35.0 4.7 14.4 15.6 1.2 1.1 4.6 0.0 8.3 3.4 Number of Traders in Each Category Total Traders: 97 8 12 . 34 13 10 15 13 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 87,851 Positions 17,124 30,218 7,045 15,586 15,137 1,926 22,155 11,378 9,216 3,018 4,267 2,254 9,528 6,410 Changes from: May 31, 2011 Total Change is: -2,086 2,580 -6,773 166 986 1,579 -212 -6,209 318 459 -148 55 878 -585 1,443 Percent of Open Interest Represented by Each Category of Trader 19.5 34.4 8.0 17.7 17.2 2.2 25.2 13.0 10.5 3.4 4.9 2.6 10.8 7.3 Number of Traders in Each Category Total Traders: 230 21 27 14 29 22 12 62 45 26 15 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 17,726 Positions 4,632 10,587 321 1,600 0 0 6,395 1,514 0 0 3,656 0 4,778 1,648 Changes from: May 31, 2011 Total Change is: -420 525 -2,211 0 0 0 0 -1,021 1,050 0 0 75 0 76 666 Percent of Open Interest Represented by Each Category of Trader 26.1 59.7 1.8 9.0 0.0 0.0 36.1 8.5 0.0 0.0 20.6 0.0 27.0 9.3 Number of Traders in Each Category Total Traders: 27 5 11 . . 0 0 5 . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 350,623 Positions 90,371 126,067 5,708 73,930 79,684 5,629 105,636 76,156 19,244 21,643 9,609 4,714 23,749 23,812 Changes from: May 31, 2011 Total Change is: -8,330 7,164 -25,917 3,940 4,928 7,897 -1,060 -30,675 -8,395 7,031 189 828 3,460 -3,308 3,886 Percent of Open Interest Represented by Each Category of Trader 25.8 36.0 1.6 21.1 22.7 1.6 30.1 21.7 5.5 6.2 2.7 1.3 6.8 6.8 Number of Traders in Each Category Total Traders: 229 21 26 8 29 22 12 60 48 23 16 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 432,773 Positions 210,398 50,420 16,457 107,039 150,049 32,181 42,250 139,370 3,386 2,821 20,026 401 17,840 20,483 Changes from: May 31, 2011 Total Change is: 9,370 25,949 864 -1,046 -3,808 9,321 -1,456 -6,167 6,714 -3,311 -168 -456 391 -1,014 -1,651 Percent of Open Interest Represented by Each Category of Trader 48.6 11.7 3.8 24.7 34.7 7.4 9.8 32.2 0.8 0.7 4.6 0.1 4.1 4.7 Number of Traders in Each Category Total Traders: 269 20 17 4 47 53 26 41 72 23 4 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 61,071 Positions 9,105 8,600 4,486 7,709 1,499 1,780 15,242 8,658 13,062 216 4,112 281 9,190 18,593 Changes from: May 31, 2011 Total Change is: 14,298 -18 834 2,629 59 187 -100 1,371 -273 8,449 0 233 281 1,627 2,058 Percent of Open Interest Represented by Each Category of Trader 14.9 14.1 7.3 12.6 2.5 2.9 25.0 14.2 21.4 0.4 6.7 0.5 15.0 30.4 Number of Traders in Each Category Total Traders: 60 11 6 4 10 . . 10 15 9 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 81,827 Positions 24,559 22,290 3,834 7,965 3,984 919 10,020 12,422 9,215 1,816 3,812 818 22,681 24,533 Changes from: May 31, 2011 Total Change is: 21,891 2,442 -4,715 1,828 -41 1,039 350 1,008 -916 6,388 -309 -336 409 9,816 17,844 Percent of Open Interest Represented by Each Category of Trader 30.0 27.2 4.7 9.7 4.9 1.1 12.2 15.2 11.3 2.2 4.7 1.0 27.7 30.0 Number of Traders in Each Category Total Traders: 77 19 16 8 7 . . 15 11 9 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 30,660 Positions 256 5,840 0 19,597 13,782 3,619 2,108 5,485 315 419 0 0 4,346 1,619 Changes from: May 31, 2011 Total Change is: 1,093 0 431 0 1,303 1,021 -13 -357 -547 311 0 0 0 -151 -110 Percent of Open Interest Represented by Each Category of Trader 0.8 19.0 0.0 63.9 45.0 11.8 6.9 17.9 1.0 1.4 0.0 0.0 14.2 5.3 Number of Traders in Each Category Total Traders: 47 . . 0 17 16 9 4 5 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 38,800 Positions 5,860 15,167 649 14,948 5,826 1,210 6,093 12,304 449 1,721 829 17 7,853 2,349 Changes from: May 31, 2011 Total Change is: -1,053 561 -2,379 46 -735 1,728 107 -511 -194 -87 -219 31 0 -215 -305 Percent of Open Interest Represented by Each Category of Trader 15.1 39.1 1.7 38.5 15.0 3.1 15.7 31.7 1.2 4.4 2.1 0.0 20.2 6.1 Number of Traders in Each Category Total Traders: 60 7 7 . 13 9 4 10 7 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 773,657 Positions 10,509 104,393 31,555 293,522 142,251 82,753 101,139 114,385 57,589 13,528 80,831 10,532 172,529 149,369 Changes from: May 31, 2011 Total Change is: -32,257 1,354 450 -5,812 -5,564 -4,445 6,487 -15,452 -13,235 -8,657 -2,512 -5,163 5,195 -7,296 -7,077 Percent of Open Interest Represented by Each Category of Trader 1.4 13.5 4.1 37.9 18.4 10.7 13.1 14.8 7.4 1.7 10.4 1.4 22.3 19.3 Number of Traders in Each Category Total Traders: 168 6 22 17 40 24 41 27 34 30 6 9 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 372,645 Positions 3,153 146,902 5,857 269,507 7,628 16,765 2,000 138,148 8,574 1,500 0 0 65,290 48,772 Changes from: May 31, 2011 Total Change is: -12,350 653 -6,095 -3,786 10,062 3,390 -1,697 0 9,532 -7,871 -200 0 0 -9,512 -5,824 Percent of Open Interest Represented by Each Category of Trader 0.8 39.4 1.6 72.3 2.0 4.5 0.5 37.1 2.3 0.4 0.0 0.0 17.5 13.1 Number of Traders in Each Category Total Traders: 68 . 8 7 33 5 17 . 17 5 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 1,043,201 Positions 41,618 110,046 14,466 197,379 377,716 100,366 363,544 83,102 62,579 130,439 117,237 15,478 117,332 162,210 Changes from: May 31, 2011 Total Change is: -27,409 -11,143 -1,990 -9,562 21,492 -44,293 2,736 -40,220 11,613 7,186 5,558 6,479 592 -4,048 -170 Percent of Open Interest Represented by Each Category of Trader 4.0 10.5 1.4 18.9 36.2 9.6 34.8 8.0 6.0 12.5 11.2 1.5 11.2 15.5 Number of Traders in Each Category Total Traders: 272 16 41 22 33 56 42 51 34 37 10 31 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 2,229,377 Positions 210,417 123,157 179,392 572,636 528,591 254,343 344,151 389,700 255,417 38,590 94,796 24,832 349,599 379,149 Changes from: May 31, 2011 Total Change is: -42,704 5,433 -26,443 5,190 -46,992 -192 -1,223 -16,377 12,082 37,356 17,849 -99 -24,644 -19,296 -44,730 Percent of Open Interest Represented by Each Category of Trader 9.4 5.5 8.0 25.7 23.7 11.4 15.4 17.5 11.5 1.7 4.3 1.1 15.7 17.0 Number of Traders in Each Category Total Traders: 289 29 35 50 35 60 54 58 44 68 10 18 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 1,626,454 Positions 137,894 195,401 75,096 270,504 653,899 120,531 521,358 70,374 116,829 115,530 71,509 9,178 259,532 313,636 Changes from: May 31, 2011 Total Change is: -7,827 -6,101 -27,059 -11,534 -8,193 8,307 10,233 -1,181 1,385 47 938 3,108 3,068 4,897 4,619 Percent of Open Interest Represented by Each Category of Trader 8.5 12.0 4.6 16.6 40.2 7.4 32.1 4.3 7.2 7.1 4.4 0.6 16.0 19.3 Number of Traders in Each Category Total Traders: 214 17 24 30 22 49 41 49 30 44 8 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 968,939 Positions 236,938 176,409 286,115 1,363 11,075 11,858 64,209 95,475 292,582 7,835 10,478 27,680 40,359 57,268 Changes from: May 31, 2011 Total Change is: -95,146 14,977 9,382 -67,211 -599 4,141 -85 -801 9,934 -33,946 35 -5,524 -1,995 -5,522 -9,842 Percent of Open Interest Represented by Each Category of Trader 24.5 18.2 29.5 0.1 1.1 1.2 6.6 9.9 30.2 0.8 1.1 2.9 4.2 5.9 Number of Traders in Each Category Total Traders: 149 21 45 54 . 7 5 27 30 44 . 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 is17,433,600 Positions 958,409 4,394,125 3,437,871 3,281,240 341,547 278,351 1,608,063 652,910 5,621,608 44,338 431,115 1,151,246 1,052,472 1,124,826 Changes from: May 31, 2011 Total Change is: 644,649 391 96,993 224,662 72,485 20,560 -26,990 -26,978 -33,527 321,243 2,668 -11,223 117,716 -40,549 -64,785 Percent of Open Interest Represented by Each Category of Trader 5.5 25.2 19.7 18.8 2.0 1.6 9.2 3.7 32.2 0.3 2.5 6.6 6.0 6.5 Number of Traders in Each Category Total Traders: 330 30 71 101 7 23 23 78 74 124 11 30 31 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 14,948 Positions 4,807 5,092 1,101 1,289 722 23 3,791 7,410 3 3,526 496 0 408 101 Changes from: May 31, 2011 Total Change is: 1,125 0 185 959 11 0 0 452 -2 -5 -300 -38 0 8 26 Percent of Open Interest Represented by Each Category of Trader 32.2 34.1 7.4 8.6 4.8 0.2 25.4 49.6 0.0 23.6 3.3 0.0 2.7 0.7 Number of Traders in Each Category Total Traders: 30 4 . . . 5 . 5 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 28,683 Positions 22,239 11,800 0 1,210 2,989 58 3,320 6,942 1,393 175 5,455 0 288 46 Changes from: May 31, 2011 Total Change is: 306 62 -823 0 -3 403 0 -1,088 -524 1,277 96 -52 0 -38 25 Percent of Open Interest Represented by Each Category of Trader 77.5 41.1 0.0 4.2 10.4 0.2 11.6 24.2 4.9 0.6 19.0 0.0 1.0 0.2 Number of Traders in Each Category Total Traders: 35 4 4 0 . 5 . 10 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 63,201 Positions 27,379 11,229 510 419 555 917 19,551 40,509 2,812 4,027 2,079 432 7,155 4,159 Changes from: May 31, 2011 Total Change is: 6,253 -126 -2,917 252 -81 555 77 4,556 5,794 1,229 227 264 427 -309 572 Percent of Open Interest Represented by Each Category of Trader 43.3 17.8 0.8 0.7 0.9 1.5 30.9 64.1 4.4 6.4 3.3 0.7 11.3 6.6 Number of Traders in Each Category Total Traders: 114 6 5 . . . . 23 38 10 25 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 244,663 Positions 81,680 77,914 38,880 16,417 3,160 5,617 12,025 34,627 31,104 6,828 3,687 29,486 22,626 20,188 Changes from: May 31, 2011 Total Change is: 2,305 2,486 6,818 -3,061 -1,013 146 248 1,329 -5,191 3,664 236 -1,830 -475 -1,109 1,986 Percent of Open Interest Represented by Each Category of Trader 33.4 31.8 15.9 6.7 1.3 2.3 4.9 14.2 12.7 2.8 1.5 12.1 9.2 8.3 Number of Traders in Each Category Total Traders: 134 14 12 21 14 4 7 25 24 34 8 9 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 7,966 Positions 598 4,429 8 2,400 275 0 2,439 2,491 672 640 0 0 1,209 91 Changes from: May 31, 2011 Total Change is: 9 20 -54 8 -23 41 0 8 43 0 0 0 0 -4 -29 Percent of Open Interest Represented by Each Category of Trader 7.5 55.6 0.1 30.1 3.5 0.0 30.6 31.3 8.4 8.0 0.0 0.0 15.2 1.1 Number of Traders in Each Category Total Traders: 22 . . . 4 . 0 6 4 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 10, 2011