Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 95,694
Positions
6,444 37,307 2,850 11,073 6,498 250 12,703 21,901 6,369 9,050 3 264 46,692 20,253
Changes from: June 14, 2011 Total Change is: -53,125
-18,028 -41,806 -5,224 148 -98 19 -17,257 1,848 -8,795 -1,410 -1,039 16 -2,594 1,955
Percent of Open Interest Represented by Each Category of Trader
6.7 39.0 3.0 11.6 6.8 0.3 13.3 22.9 6.7 9.5 0.0 0.3 48.8 21.2
Number of Traders in Each Category Total Traders: 71
6 10 6 4 4 . 16 19 10 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 53,646
Positions
1,043 27,554 844 1,469 1,185 80 23,450 11,109 518 818 0 0 25,425 12,355
Changes from: June 14, 2011 Total Change is: -2,355
-34 -2,660 371 54 -14 11 -2,072 -480 194 400 0 0 -1,278 224
Percent of Open Interest Represented by Each Category of Trader
1.9 51.4 1.6 2.7 2.2 0.1 43.7 20.7 1.0 1.5 0.0 0.0 47.4 23.0
Number of Traders in Each Category Total Traders: 45
. 9 . . . . 21 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 98,698
Positions
24,302 6,483 3,166 7,035 26,755 943 34,776 31,761 2,727 1,853 3,993 30 23,866 22,840
Changes from: June 14, 2011 Total Change is: 2,378
16,567 -11,751 694 757 2,968 -193 -10,376 9,646 -95 424 -8 5 -5,405 1,112
Percent of Open Interest Represented by Each Category of Trader
24.6 6.6 3.2 7.1 27.1 1.0 35.2 32.2 2.8 1.9 4.0 0.0 24.2 23.1
Number of Traders in Each Category Total Traders: 82
9 6 8 5 13 5 25 16 11 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 107,450
Positions
3,642 46,315 3,089 25,504 8,636 390 39,570 10,938 2,643 2,268 3,578 21 30,324 31,840
Changes from: June 14, 2011 Total Change is: 5,312
-3,514 7,249 343 29 71 37 6,756 1,114 338 843 156 -4 485 -3,991
Percent of Open Interest Represented by Each Category of Trader
3.4 43.1 2.9 23.7 8.0 0.4 36.8 10.2 2.5 2.1 3.3 0.0 28.2 29.6
Number of Traders in Each Category Total Traders: 100
6 15 9 8 7 . 33 19 13 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 230,113
Positions
27,001 57,390 11,221 32,463 26,921 2,621 57,538 44,898 20,524 14,326 11,159 6,194 58,225 49,185
Changes from: June 14, 2011 Total Change is: 5,322
9,696 -13,593 2,480 1,112 184 471 -10,637 2,377 3,875 -133 7,079 825 -2,366 1,625
Percent of Open Interest Represented by Each Category of Trader
11.7 24.9 4.9 14.1 11.7 1.1 25.0 19.5 8.9 6.2 4.8 2.7 25.3 21.4
Number of Traders in Each Category Total Traders: 180
19 16 16 15 20 13 33 56 42 8 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 106,030
Positions
2,752 65,981 1,808 3,708 3,781 158 63,938 13,592 2,302 1,427 628 199 29,738 17,582
Changes from: June 14, 2011 Total Change is: -14,154
349 -15,011 401 -295 36 24 -7,640 -789 450 -5,158 -243 31 -2,316 946
Percent of Open Interest Represented by Each Category of Trader
2.6 62.2 1.7 3.5 3.6 0.1 60.3 12.8 2.2 1.3 0.6 0.2 28.0 16.6
Number of Traders in Each Category Total Traders: 73
6 13 4 4 5 . 23 16 12 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 99,684
Positions
25,017 41,711 40,399 0 0 0 29,092 14,387 475 1,645 0 0 3,057 2,713
Changes from: June 14, 2011 Total Change is: -11,911
7,033 6,586 -20,811 0 0 0 -144 321 27 0 0 0 1,985 1,967
Percent of Open Interest Represented by Each Category of Trader
25.1 41.8 40.5 0.0 0.0 0.0 29.2 14.4 0.5 1.7 0.0 0.0 3.1 2.7
Number of Traders in Each Category Total Traders: 24
6 11 14 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 98,383
Positions
14,470 64,107 248 14,665 802 54 60,789 28,136 326 1,726 2,181 0 6,105 2,529
Changes from: June 14, 2011 Total Change is: -11,848
808 -13,675 -106 651 400 -220 -11,273 2,326 -2 -822 -160 0 -884 -411
Percent of Open Interest Represented by Each Category of Trader
14.7 65.2 0.3 14.9 0.8 0.1 61.8 28.6 0.3 1.8 2.2 0.0 6.2 2.6
Number of Traders in Each Category Total Traders: 105
11 8 . 8 . . 49 17 . 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 38,505
Positions
27,060 25,474 2,483 2,111 0 0 2,581 133 11 433 7,816 2,417 1,409 171
Changes from: June 14, 2011 Total Change is: -91
0 -102 0 17 0 0 -101 3 -2 10 10 0 -15 0
Percent of Open Interest Represented by Each Category of Trader
70.3 66.2 6.4 5.5 0.0 0.0 6.7 0.3 0.0 1.1 20.3 6.3 3.7 0.4
Number of Traders in Each Category Total Traders: 20
. 5 . . 0 0 7 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 30,261
Positions
2,213 23,657 0 223 266 0 22,306 4,943 0 1,170 169 0 4,349 1,226
Changes from: June 14, 2011 Total Change is: -1,171
129 -688 0 -4 -51 0 -1,380 -509 0 140 -70 0 -56 147
Percent of Open Interest Represented by Each Category of Trader
7.3 78.2 0.0 0.7 0.9 0.0 73.7 16.3 0.0 3.9 0.6 0.0 14.4 4.1
Number of Traders in Each Category Total Traders: 45
. 7 0 . . 0 17 10 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 42,551
Positions
17,631 24,252 501 2,732 2,409 378 11,253 9,247 1,093 2,654 397 156 6,155 4,118
Changes from: June 14, 2011 Total Change is: -41,120
-7,001 -8,280 -12,834 -494 283 254 722 1,952 -11,827 843 138 -140 -10,643 -10,665
Percent of Open Interest Represented by Each Category of Trader
41.4 57.0 1.2 6.4 5.7 0.9 26.4 21.7 2.6 6.2 0.9 0.4 14.5 9.7
Number of Traders in Each Category Total Traders: 84
19 12 6 4 5 . 22 19 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 85,101
Positions
35,261 48,504 1,002 5,463 4,818 756 22,505 18,493 2,185 5,307 794 313 12,309 8,236
Changes from: June 14, 2011 Total Change is: -29,697
-14,028 9,208 -9,971 410 566 507 914 -8,666 -6,267 1,686 276 -280 -2,668 -15,071
Percent of Open Interest Represented by Each Category of Trader
41.4 57.0 1.2 6.4 5.7 0.9 26.4 21.7 2.6 6.2 0.9 0.4 14.5 9.7
Number of Traders in Each Category Total Traders: 84
19 12 6 4 5 . 22 19 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 892,301
Positions
36,210 199,942 34,680 402,414 128,473 63,814 68,519 164,216 105,304 23,051 72,930 22,486 135,821 100,454
Changes from: June 14, 2011 Total Change is: -341,192
-14,250 -39,136 -56,507 -4,635 3,288 -5,730 -12,215 -19,390 -112,476 -36 23,389 -38,986 -96,357 -95,643
Percent of Open Interest Represented by Each Category of Trader
4.1 22.4 3.9 45.1 14.4 7.2 7.7 18.4 11.8 2.6 8.2 2.5 15.2 11.3
Number of Traders in Each Category Total Traders: 554
28 52 32 117 58 67 84 142 104 39 34 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 339,339
Positions
14,723 103,638 10,100 127,668 36,895 12,197 28,163 27,213 51,973 2,823 33,837 15,803 75,890 47,682
Changes from: June 14, 2011 Total Change is: -150,317
-3,378 -29,702 -11,788 -83 1,007 832 -9,571 -39,522 -30,300 -1,400 4,029 -9,730 -84,899 -35,144
Percent of Open Interest Represented by Each Category of Trader
4.3 30.5 3.0 37.6 10.9 3.6 8.3 8.0 15.3 0.8 10.0 4.7 22.4 14.1
Number of Traders in Each Category Total Traders: 130
9 15 7 32 12 17 15 34 40 6 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,764,807
Positions
148,556 522,643 81,780 1,389,448 473,605 242,368 269,365 752,598 199,071 101,233 195,553 33,326 299,658 263,861
Changes from: June 14, 2011 Total Change is: -954,375
-134,610 -127,421 -143,347 -28,364 5,796 -27,204 -244,983 -131,104 -179,119 -14,460 75,521 -124,998 -57,289 -302,499
Percent of Open Interest Represented by Each Category of Trader
5.4 18.9 3.0 50.3 17.1 8.8 9.7 27.2 7.2 3.7 7.1 1.2 10.8 9.5
Number of Traders in Each Category Total Traders: 501
28 48 24 97 54 57 82 127 88 35 30 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 106,847
Positions
12,509 40,773 102 64,784 39,999 2,998 15,889 13,691 717 1,473 3,655 0 8,374 4,911
Changes from: June 14, 2011 Total Change is: -16,647
-6,096 337 -8,259 2,637 -349 -2,241 -27 -2,508 -851 211 -1,436 0 -2,021 -1,340
Percent of Open Interest Represented by Each Category of Trader
11.7 38.2 0.1 60.6 37.4 2.8 14.9 12.8 0.7 1.4 3.4 0.0 7.8 4.6
Number of Traders in Each Category Total Traders: 91
9 13 . 34 12 10 10 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 55,082
Positions
18,220 19,048 175 13,040 14,703 1,296 12,810 15,561 1,556 2,981 2,214 165 4,839 364
Changes from: June 14, 2011 Total Change is: -47,700
-965 -9,235 -14,329 -770 -3,928 -749 -6,519 2,161 -11,690 11 577 -2,728 -9,962 -7,780
Percent of Open Interest Represented by Each Category of Trader
33.1 34.6 0.3 23.7 26.7 2.4 23.3 28.3 2.8 5.4 4.0 0.3 8.8 0.7
Number of Traders in Each Category Total Traders: 209
23 27 4 25 21 10 45 46 18 15 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 275,409
Positions
91,099 95,238 877 65,202 73,514 6,481 64,049 77,805 7,778 14,903 11,072 827 24,194 1,818
Changes from: June 14, 2011 Total Change is: -136,839
-11,162 -20,684 -33,985 152 -23,638 257 -34,797 -7,157 -23,022 -5,906 2,194 -4,238 -24,137 -26,565
Percent of Open Interest Represented by Each Category of Trader
33.1 34.6 0.3 23.7 26.7 2.4 23.3 28.3 2.8 5.4 4.0 0.3 8.8 0.7
Number of Traders in Each Category Total Traders: 209
23 27 4 25 21 10 45 46 18 15 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 437,569
Positions
213,297 36,044 14,501 112,175 169,387 32,935 34,421 136,971 8,609 2,745 16,897 2 18,884 22,223
Changes from: June 14, 2011 Total Change is: -45,071
211 -9,403 -36,121 -631 12,505 -734 -606 -1,014 -4,188 -186 -2,742 -527 -2,288 -2,846
Percent of Open Interest Represented by Each Category of Trader
48.7 8.2 3.3 25.6 38.7 7.5 7.9 31.3 2.0 0.6 3.9 0.0 4.3 5.1
Number of Traders in Each Category Total Traders: 258
18 18 . 49 49 26 32 73 26 5 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 28,718
Positions
3,315 8,133 51 8,809 1,343 1,717 7,110 6,456 0 1,223 3,692 0 6,493 7,326
Changes from: June 14, 2011 Total Change is: 1,077
386 246 0 539 0 80 -117 65 0 262 29 0 -73 657
Percent of Open Interest Represented by Each Category of Trader
11.5 28.3 0.2 30.7 4.7 6.0 24.8 22.5 0.0 4.3 12.9 0.0 22.6 25.5
Number of Traders in Each Category Total Traders: 49
8 6 . 10 . . 10 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 41,753
Positions
14,986 14,448 1,004 7,457 1,774 569 8,739 3,422 40 2,495 968 0 6,463 19,528
Changes from: June 14, 2011 Total Change is: 979
-145 1,977 30 445 25 0 -477 -1,838 -67 12 0 0 1,181 852
Percent of Open Interest Represented by Each Category of Trader
35.9 34.6 2.4 17.9 4.2 1.4 20.9 8.2 0.1 6.0 2.3 0.0 15.5 46.8
Number of Traders in Each Category Total Traders: 57
13 13 4 6 . . 10 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 31,991
Positions
277 5,516 429 21,536 13,669 4,093 1,762 6,842 3 415 0 0 3,476 1,439
Changes from: June 14, 2011 Total Change is: -14,309
277 55 -2,642 11,353 13,026 -21,464 1,418 2,333 -3,756 415 -4 -415 505 -1,442
Percent of Open Interest Represented by Each Category of Trader
0.9 17.2 1.3 67.3 42.7 12.8 5.5 21.4 0.0 1.3 0.0 0.0 10.9 4.5
Number of Traders in Each Category Total Traders: 43
. . . 18 14 8 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 39,265
Positions
7,687 12,772 1,096 15,474 7,834 1,210 5,812 12,762 493 1,153 1,158 181 6,159 1,759
Changes from: June 14, 2011 Total Change is: -2,775
4,796 10,666 -8,129 8,465 3,707 -8,102 4,954 8,933 -9,763 720 336 -144 4,428 -279
Percent of Open Interest Represented by Each Category of Trader
19.6 32.5 2.8 39.4 20.0 3.1 14.8 32.5 1.3 2.9 2.9 0.5 15.7 4.5
Number of Traders in Each Category Total Traders: 55
7 6 . 13 9 4 9 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 746,686
Positions
8,723 102,154 28,861 293,486 127,824 82,485 88,317 95,169 55,703 13,356 107,203 5,830 169,926 141,459
Changes from: June 14, 2011 Total Change is: -4,497
-13,687 9,624 -595 6,266 -10,908 2,590 2,983 -10,611 -619 -870 23,637 -4,608 4,045 -13,006
Percent of Open Interest Represented by Each Category of Trader
1.2 13.7 3.9 39.3 17.1 11.0 11.8 12.7 7.5 1.8 14.4 0.8 22.8 18.9
Number of Traders in Each Category Total Traders: 160
6 20 16 41 20 39 24 33 29 . 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 414,751
Positions
43,808 164,008 4,948 266,511 8,387 20,070 9,266 162,611 4,873 1,500 2,962 0 63,777 46,894
Changes from: June 14, 2011 Total Change is: 30,822
25,495 9,771 -2,131 4,128 69 -2,071 7,266 21,023 -2,648 0 922 0 782 5,885
Percent of Open Interest Represented by Each Category of Trader
10.6 39.5 1.2 64.3 2.0 4.8 2.2 39.2 1.2 0.4 0.7 0.0 15.4 11.3
Number of Traders in Each Category Total Traders: 75
4 11 8 34 4 16 . 17 4 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,096,848
Positions
81,935 153,593 16,116 303,796 411,253 80,932 346,127 99,501 66,712 69,310 98,791 16,490 115,429 153,459
Changes from: June 14, 2011 Total Change is: 55,313
11,994 36,522 567 114,027 -759 -16,220 -3,444 28,106 15,207 -58,226 1,233 531 -9,122 -9,873
Percent of Open Interest Represented by Each Category of Trader
7.5 14.0 1.5 27.7 37.5 7.4 31.6 9.1 6.1 6.3 9.0 1.5 10.5 14.0
Number of Traders in Each Category Total Traders: 269
14 45 20 28 59 43 53 34 32 9 27 7
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,425,258
Positions
256,636 154,675 236,265 564,773 548,614 243,047 411,988 402,128 312,907 35,462 110,110 44,843 319,338 372,669
Changes from: June 14, 2011 Total Change is: 135,525
10,333 -9,680 37,584 480 42,928 -11,115 59,548 16,387 54,667 -11,497 12,086 16,443 -20,917 -23,775
Percent of Open Interest Represented by Each Category of Trader
10.6 6.4 9.7 23.3 22.6 10.0 17.0 16.6 12.9 1.5 4.5 1.8 13.2 15.4
Number of Traders in Each Category Total Traders: 304
37 35 60 34 60 53 57 47 70 12 22 13
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,859,897
Positions
144,802 284,778 64,461 263,640 741,410 107,696 676,182 104,434 138,452 200,058 83,990 14,747 249,860 319,928
Changes from: June 14, 2011 Total Change is: 131,835
13,040 48,660 3,726 13,600 40,815 -10,831 103,790 34,287 16,766 31,177 7,381 1,862 -41,295 -10,832
Percent of Open Interest Represented by Each Category of Trader
7.8 15.3 3.5 14.2 39.9 5.8 36.4 5.6 7.4 10.8 4.5 0.8 13.4 17.2
Number of Traders in Each Category Total Traders: 224
17 28 26 17 50 35 53 32 45 6 21 6
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,027,722
Positions
236,746 198,843 311,035 2,602 12,790 13,361 75,334 74,456 304,252 4,939 17,099 32,579 46,875 63,308
Changes from: June 14, 2011 Total Change is: 28,075
4,384 15,414 3,278 -668 1,714 -927 2,079 -16,179 9,344 -2,817 2,399 4,646 8,755 8,386
Percent of Open Interest Represented by Each Category of Trader
23.0 19.3 30.3 0.3 1.2 1.3 7.3 7.2 29.6 0.5 1.7 3.2 4.6 6.2
Number of Traders in Each Category Total Traders: 150
23 43 58 . 8 6 27 27 44 . 10 5
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is15,963,920
Positions
795,422 3,992,969 3,149,741 3,370,674 566,027 274,233 1,406,600 573,126 4,842,491 40,535 382,135 1,108,016 976,209 1,075,184
Changes from: June 14, 2011 Total Change is: 297,386
163,464 -96,757 48,390 69,814 245,664 -6,825 -147,920 -8,786 190,612 4,163 -43,445 39,092 -63,404 -70,559
Percent of Open Interest Represented by Each Category of Trader
5.0 25.0 19.7 21.1 3.5 1.7 8.8 3.6 30.3 0.3 2.4 6.9 6.1 6.7
Number of Traders in Each Category Total Traders: 306
27 67 93 6 26 25 68 72 118 10 24 28
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 13,299
Positions
5,208 5,773 0 1,561 866 7 2,627 6,023 11 3,526 550 0 359 69
Changes from: June 14, 2011 Total Change is: -876
32 144 0 250 228 -32 -1,127 -1,220 8 0 5 0 -7 -9
Percent of Open Interest Represented by Each Category of Trader
39.2 43.4 0.0 11.7 6.5 0.1 19.8 45.3 0.1 26.5 4.1 0.0 2.7 0.5
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 5 6 . . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 22,857
Positions
16,323 9,583 0 1,199 2,261 58 4,826 5,410 0 119 5,446 0 332 99
Changes from: June 14, 2011 Total Change is: -2,759
-3,966 -705 0 0 -438 0 1,188 -1,595 0 40 -9 0 -21 -12
Percent of Open Interest Represented by Each Category of Trader
71.4 41.9 0.0 5.2 9.9 0.3 21.1 23.7 0.0 0.5 23.8 0.0 1.5 0.4
Number of Traders in Each Category Total Traders: 34
5 4 0 . 5 . 8 5 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 46,937
Positions
12,763 14,421 15 143 840 1,064 19,422 24,629 1,672 4,536 1,552 0 7,321 2,743
Changes from: June 14, 2011 Total Change is: -7,235
-325 196 -205 143 -40 -2 -7,898 -6,207 481 440 -157 0 130 -1,301
Percent of Open Interest Represented by Each Category of Trader
27.2 30.7 0.0 0.3 1.8 2.3 41.4 52.5 3.6 9.7 3.3 0.0 15.6 5.8
Number of Traders in Each Category Total Traders: 109
. 6 . . 5 . 27 29 7 28 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 215,571
Positions
74,536 74,084 31,439 9,151 2,056 6,155 8,022 25,617 25,877 12,107 4,427 23,056 25,228 22,860
Changes from: June 14, 2011 Total Change is: -33,405
-14,684 -6,152 -4,103 -1,318 -553 123 -5,472 -11,111 -2,815 4,153 378 -8,446 -843 -726
Percent of Open Interest Represented by Each Category of Trader
34.6 34.4 14.6 4.2 1.0 2.9 3.7 11.9 12.0 5.6 2.1 10.7 11.7 10.6
Number of Traders in Each Category Total Traders: 125
11 12 20 12 4 7 19 28 30 11 8 24
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 10,211
Positions
511 9,750 0 7,222 0 0 1,044 124 0 0 0 0 1,434 337
Changes from: June 14, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.0 95.5 0.0 70.7 0.0 0.0 10.2 1.2 0.0 0.0 0.0 0.0 14.0 3.3
Number of Traders in Each Category Total Traders: 21
. . 0 10 0 0 5 . 0 0 0 0
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Updated June 24, 2011