Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 101,301
Positions
8,222 34,490 3,757 11,092 6,495 262 15,308 25,891 6,575 10,689 0 252 45,144 23,579
Changes from: June 21, 2011 Total Change is: 5,608
1,778 -2,817 907 19 -3 12 2,606 3,991 205 1,639 -3 -11 -1,548 3,326
Percent of Open Interest Represented by Each Category of Trader
8.1 34.0 3.7 10.9 6.4 0.3 15.1 25.6 6.5 10.6 0.0 0.2 44.6 23.3
Number of Traders in Each Category Total Traders: 79
6 11 6 4 4 . 19 19 11 16 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 54,099
Positions
2,018 27,167 1,150 1,495 1,114 144 21,934 10,671 645 418 0 0 26,293 13,207
Changes from: June 21, 2011 Total Change is: 452
976 -387 306 26 -71 64 -1,515 -438 127 -400 0 0 869 851
Percent of Open Interest Represented by Each Category of Trader
3.7 50.2 2.1 2.8 2.1 0.3 40.5 19.7 1.2 0.8 0.0 0.0 48.6 24.4
Number of Traders in Each Category Total Traders: 46
4 9 . . . . 21 7 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 110,231
Positions
40,005 2,705 4,176 5,641 30,017 935 32,041 38,635 2,982 1,381 5,073 56 23,015 25,653
Changes from: June 21, 2011 Total Change is: 11,533
15,703 -3,778 1,010 -1,394 3,262 -8 -2,735 6,873 256 -472 1,080 26 -851 2,813
Percent of Open Interest Represented by Each Category of Trader
36.3 2.5 3.8 5.1 27.2 0.8 29.1 35.0 2.7 1.3 4.6 0.1 20.9 23.3
Number of Traders in Each Category Total Traders: 92
12 5 8 4 13 4 27 22 13 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 102,225
Positions
9,641 34,877 2,706 26,798 8,677 392 33,008 13,747 3,010 2,410 4,327 17 24,243 34,472
Changes from: June 21, 2011 Total Change is: -5,225
5,999 -11,438 -383 1,294 41 2 -6,562 2,808 367 142 749 -4 -6,081 2,632
Percent of Open Interest Represented by Each Category of Trader
9.4 34.1 2.6 26.2 8.5 0.4 32.3 13.4 2.9 2.4 4.2 0.0 23.7 33.7
Number of Traders in Each Category Total Traders: 107
9 13 10 9 7 . 30 26 15 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 227,458
Positions
22,665 53,677 13,836 32,023 28,729 2,792 52,654 42,069 22,332 14,299 5,845 6,440 60,417 51,738
Changes from: June 21, 2011 Total Change is: -2,656
-4,336 -3,713 2,614 -441 1,808 171 -4,884 -2,829 1,807 -27 -5,313 246 2,193 2,553
Percent of Open Interest Represented by Each Category of Trader
10.0 23.6 6.1 14.1 12.6 1.2 23.1 18.5 9.8 6.3 2.6 2.8 26.6 22.7
Number of Traders in Each Category Total Traders: 181
18 17 16 14 23 13 34 50 41 8 17 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 100,215
Positions
3,252 54,804 1,857 3,305 4,242 157 58,095 14,516 2,689 982 606 238 29,640 21,106
Changes from: June 21, 2011 Total Change is: -5,815
499 -11,177 50 -403 462 -1 -5,843 924 387 -445 -22 39 -98 3,524
Percent of Open Interest Represented by Each Category of Trader
3.2 54.7 1.9 3.3 4.2 0.2 58.0 14.5 2.7 1.0 0.6 0.2 29.6 21.1
Number of Traders in Each Category Total Traders: 74
6 12 5 . 6 . 24 17 15 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 102,193
Positions
43,370 59,611 26,479 0 0 0 28,657 14,511 476 1,645 0 0 1,567 1,117
Changes from: June 21, 2011 Total Change is: 2,509
18,353 17,900 -13,920 0 0 0 -435 124 1 0 0 0 -1,490 -1,596
Percent of Open Interest Represented by Each Category of Trader
42.4 58.3 25.9 0.0 0.0 0.0 28.0 14.2 0.5 1.6 0.0 0.0 1.5 1.1
Number of Traders in Each Category Total Traders: 28
7 13 14 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 98,930
Positions
13,929 68,321 248 14,497 1,102 54 60,812 24,278 247 2,655 2,310 0 6,488 2,370
Changes from: June 21, 2011 Total Change is: 547
-541 4,214 0 -168 300 0 23 -3,858 -79 929 129 0 383 -159
Percent of Open Interest Represented by Each Category of Trader
14.1 69.1 0.3 14.7 1.1 0.1 61.5 24.5 0.2 2.7 2.3 0.0 6.6 2.4
Number of Traders in Each Category Total Traders: 105
9 10 . 8 . . 46 16 . 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 38,644
Positions
27,060 25,517 2,483 2,111 0 0 2,662 140 11 473 7,681 2,417 1,427 395
Changes from: June 21, 2011 Total Change is: 139
0 43 0 0 0 0 81 7 0 40 -135 0 18 224
Percent of Open Interest Represented by Each Category of Trader
70.0 66.0 6.4 5.5 0.0 0.0 6.9 0.4 0.0 1.2 19.9 6.3 3.7 1.0
Number of Traders in Each Category Total Traders: 20
. 5 . . 0 0 8 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 29,652
Positions
2,387 23,483 1 217 284 0 21,678 4,442 0 957 105 0 4,412 1,337
Changes from: June 21, 2011 Total Change is: -609
174 -174 1 -6 18 0 -628 -501 0 -213 -64 0 63 111
Percent of Open Interest Represented by Each Category of Trader
8.1 79.2 0.0 0.7 1.0 0.0 73.1 15.0 0.0 3.2 0.4 0.0 14.9 4.5
Number of Traders in Each Category Total Traders: 40
. 7 . . . 0 13 9 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 40,969
Positions
15,812 22,865 271 2,663 2,451 452 11,267 8,593 1,390 2,874 610 188 6,053 4,150
Changes from: June 21, 2011 Total Change is: -1,581
-1,819 -1,387 -230 -69 42 74 14 -654 298 220 213 31 -101 32
Percent of Open Interest Represented by Each Category of Trader
38.6 55.8 0.7 6.5 6.0 1.1 27.5 21.0 3.4 7.0 1.5 0.5 14.8 10.1
Number of Traders in Each Category Total Traders: 89
20 12 5 4 5 . 25 17 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 81,939
Positions
31,624 45,730 543 5,326 4,901 903 22,534 17,185 2,781 5,747 1,221 375 12,106 8,300
Changes from: June 21, 2011 Total Change is: -3,163
-3,637 -2,774 -459 -137 83 147 29 -1,308 595 440 427 62 -203 64
Percent of Open Interest Represented by Each Category of Trader
38.6 55.8 0.7 6.5 6.0 1.1 27.5 21.0 3.4 7.0 1.5 0.5 14.8 10.1
Number of Traders in Each Category Total Traders: 89
20 12 5 4 5 . 25 17 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 895,730
Positions
39,083 204,901 33,934 399,758 124,219 63,208 69,441 160,170 115,585 22,683 70,933 26,223 125,813 96,556
Changes from: June 21, 2011 Total Change is: 3,429
2,873 4,959 -746 -2,656 -4,254 -606 922 -4,046 10,282 -368 -1,997 3,737 -10,008 -3,898
Percent of Open Interest Represented by Each Category of Trader
4.4 22.9 3.8 44.6 13.9 7.1 7.8 17.9 12.9 2.5 7.9 2.9 14.0 10.8
Number of Traders in Each Category Total Traders: 561
28 57 34 114 54 68 88 147 108 38 35 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 340,642
Positions
19,858 104,054 10,102 125,418 37,345 11,801 23,233 33,030 53,901 2,944 33,000 16,948 76,439 40,461
Changes from: June 21, 2011 Total Change is: 1,303
5,135 416 2 -2,250 449 -397 -4,929 5,817 1,928 121 -837 1,144 549 -7,220
Percent of Open Interest Represented by Each Category of Trader
5.8 30.5 3.0 36.8 11.0 3.5 6.8 9.7 15.8 0.9 9.7 5.0 22.4 11.9
Number of Traders in Each Category Total Traders: 131
8 15 7 31 12 17 15 36 43 7 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 2,775,441
Positions
133,569 541,674 81,724 1,383,760 446,429 244,980 306,669 711,326 232,796 99,593 190,560 45,480 246,870 280,472
Changes from: June 21, 2011 Total Change is: 10,634
-14,988 19,031 -57 -5,688 -27,176 2,612 37,304 -41,272 33,725 -1,639 -4,993 12,154 -52,788 16,610
Percent of Open Interest Represented by Each Category of Trader
4.8 19.5 2.9 49.9 16.1 8.8 11.0 25.6 8.4 3.6 6.9 1.6 8.9 10.1
Number of Traders in Each Category Total Traders: 513
28 54 28 95 50 58 90 131 93 34 31 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 106,750
Positions
12,035 40,010 79 63,255 39,935 2,973 17,853 14,076 6 1,473 3,655 0 9,076 6,016
Changes from: June 21, 2011 Total Change is: -97
-474 -763 -23 -1,529 -64 -25 1,964 385 -712 0 0 0 701 1,104
Percent of Open Interest Represented by Each Category of Trader
11.3 37.5 0.1 59.3 37.4 2.8 16.7 13.2 0.0 1.4 3.4 0.0 8.5 5.6
Number of Traders in Each Category Total Traders: 90
9 11 . 33 12 10 12 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 54,977
Positions
18,622 19,337 442 11,652 8,019 1,625 13,168 16,908 1,890 2,420 2,911 252 4,906 3,593
Changes from: June 21, 2011 Total Change is: -104
402 290 267 -1,388 -6,683 329 358 1,347 334 -561 696 87 67 3,230
Percent of Open Interest Represented by Each Category of Trader
33.9 35.2 0.8 21.2 14.6 3.0 24.0 30.8 3.4 4.4 5.3 0.5 8.9 6.5
Number of Traders in Each Category Total Traders: 222
26 27 4 26 20 9 47 54 18 12 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 274,887
Positions
93,109 96,686 2,211 58,261 40,097 8,127 65,841 84,538 9,448 12,098 14,554 1,261 24,530 17,966
Changes from: June 21, 2011 Total Change is: -522
2,010 1,448 1,334 -6,941 -33,417 1,646 1,792 6,733 1,670 -2,805 3,482 434 337 16,148
Percent of Open Interest Represented by Each Category of Trader
33.9 35.2 0.8 21.2 14.6 3.0 24.0 30.8 3.4 4.4 5.3 0.5 8.9 6.5
Number of Traders in Each Category Total Traders: 222
26 27 4 26 20 9 47 54 18 12 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 436,629
Positions
212,614 34,750 9,697 114,449 166,033 33,256 33,662 139,457 5,894 2,728 20,943 1 24,328 26,598
Changes from: June 21, 2011 Total Change is: -940
-683 -1,294 -4,804 2,274 -3,354 321 -759 2,486 -2,715 -17 4,046 -1 5,445 4,375
Percent of Open Interest Represented by Each Category of Trader
48.7 8.0 2.2 26.2 38.0 7.6 7.7 31.9 1.3 0.6 4.8 0.0 5.6 6.1
Number of Traders in Each Category Total Traders: 258
18 16 . 47 49 27 32 72 24 5 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 31,013
Positions
5,661 8,070 35 8,385 543 2,511 6,798 8,535 1 836 4,025 0 6,786 7,293
Changes from: June 21, 2011 Total Change is: 2,295
2,346 -63 -16 -424 -800 794 -312 2,079 1 -387 333 0 293 -33
Percent of Open Interest Represented by Each Category of Trader
18.3 26.0 0.1 27.0 1.8 8.1 21.9 27.5 0.0 2.7 13.0 0.0 21.9 23.5
Number of Traders in Each Category Total Traders: 48
8 6 . 9 . . 8 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 40,839
Positions
11,953 20,111 1,219 7,443 1,769 569 11,851 2,726 1 1,532 968 0 6,271 13,476
Changes from: June 21, 2011 Total Change is: -914
-3,033 5,663 215 -14 -5 0 3,112 -696 -39 -963 0 0 -192 -6,052
Percent of Open Interest Represented by Each Category of Trader
29.3 49.2 3.0 18.2 4.3 1.4 29.0 6.7 0.0 3.8 2.4 0.0 15.4 33.0
Number of Traders in Each Category Total Traders: 62
12 17 4 7 . . 13 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 31,794
Positions
200 5,596 449 21,094 13,627 4,304 2,521 6,865 3 415 0 0 2,808 950
Changes from: June 21, 2011 Total Change is: -197
-77 80 20 -442 -42 211 759 23 0 0 0 0 -668 -489
Percent of Open Interest Represented by Each Category of Trader
0.6 17.6 1.4 66.3 42.9 13.5 7.9 21.6 0.0 1.3 0.0 0.0 8.8 3.0
Number of Traders in Each Category Total Traders: 46
. . . 19 14 8 . 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 41,113
Positions
7,748 14,032 1,141 16,095 6,302 1,798 7,480 14,343 444 1,153 1,158 181 5,073 1,714
Changes from: June 21, 2011 Total Change is: 1,848
61 1,260 45 621 -1,532 588 1,668 1,581 -49 0 0 0 -1,086 -45
Percent of Open Interest Represented by Each Category of Trader
18.8 34.1 2.8 39.1 15.3 4.4 18.2 34.9 1.1 2.8 2.8 0.4 12.3 4.2
Number of Traders in Each Category Total Traders: 58
7 6 . 14 9 5 9 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 717,208
Positions
11,370 94,555 23,720 292,214 138,175 84,300 80,976 81,590 47,044 13,742 99,178 3,702 160,138 144,944
Changes from: June 21, 2011 Total Change is: -29,478
2,648 -7,599 -5,140 -1,272 10,351 1,815 -7,341 -13,579 -8,658 386 -8,025 -2,128 -9,788 3,485
Percent of Open Interest Represented by Each Category of Trader
1.6 13.2 3.3 40.7 19.3 11.8 11.3 11.4 6.6 1.9 13.8 0.5 22.3 20.2
Number of Traders in Each Category Total Traders: 159
6 18 16 42 22 39 23 33 31 6 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 394,106
Positions
24,279 155,046 3,658 263,650 10,385 20,620 9,858 151,410 4,743 1,500 3,395 0 65,798 44,849
Changes from: June 21, 2011 Total Change is: -20,645
-19,529 -8,961 -1,289 -2,861 1,998 550 592 -11,201 -130 0 433 0 2,021 -2,046
Percent of Open Interest Represented by Each Category of Trader
6.2 39.3 0.9 66.9 2.6 5.2 2.5 38.4 1.2 0.4 0.9 0.0 16.7 11.4
Number of Traders in Each Category Total Traders: 74
. 10 5 35 5 18 . 18 5 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,085,256
Positions
54,460 137,911 9,369 291,220 396,834 86,408 401,964 107,338 73,990 43,292 105,858 15,459 109,095 152,090
Changes from: June 21, 2011 Total Change is: -11,593
-27,475 -15,682 -6,748 -12,576 -14,419 5,475 55,837 7,837 7,277 -26,018 7,066 -1,032 -6,334 -1,369
Percent of Open Interest Represented by Each Category of Trader
5.0 12.7 0.9 26.8 36.6 8.0 37.0 9.9 6.8 4.0 9.8 1.4 10.1 14.0
Number of Traders in Each Category Total Traders: 269
15 36 13 30 57 42 55 38 32 9 29 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,247,580
Positions
237,009 153,332 201,453 585,289 496,033 240,242 368,184 412,030 233,005 27,702 97,097 30,196 324,501 384,192
Changes from: June 21, 2011 Total Change is: -177,678
-19,627 -1,343 -34,811 20,516 -52,580 -2,806 -43,804 9,902 -79,902 -7,760 -13,014 -14,647 5,163 11,523
Percent of Open Interest Represented by Each Category of Trader
10.5 6.8 9.0 26.0 22.1 10.7 16.4 18.3 10.4 1.2 4.3 1.3 14.4 17.1
Number of Traders in Each Category Total Traders: 281
39 27 55 33 56 51 57 40 68 10 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 1,704,983
Positions
109,402 223,094 56,317 271,411 683,512 123,168 604,195 113,009 103,735 174,713 82,913 18,218 243,824 301,017
Changes from: June 21, 2011 Total Change is: -154,914
-35,400 -61,684 -8,144 7,772 -57,898 15,472 -71,987 8,574 -34,717 -25,345 -1,077 3,471 -6,036 -18,911
Percent of Open Interest Represented by Each Category of Trader
6.4 13.1 3.3 15.9 40.1 7.2 35.4 6.6 6.1 10.2 4.9 1.1 14.3 17.7
Number of Traders in Each Category Total Traders: 215
15 33 22 18 51 36 38 34 37 5 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,063,868
Positions
225,650 207,356 318,108 2,858 12,832 14,057 88,220 60,228 326,606 966 18,623 45,191 42,211 60,866
Changes from: June 21, 2011 Total Change is: 36,146
-11,096 8,513 7,074 256 42 696 12,886 -14,228 22,354 -3,973 1,524 12,612 -4,663 -2,441
Percent of Open Interest Represented by Each Category of Trader
21.2 19.5 29.9 0.3 1.2 1.3 8.3 5.7 30.7 0.1 1.8 4.2 4.0 5.7
Number of Traders in Each Category Total Traders: 150
26 37 55 . 8 6 30 24 46 . 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 is16,194,502
Positions
914,643 4,077,878 3,127,915 3,433,033 603,539 298,086 1,346,682 529,564 5,022,965 40,635 420,243 1,061,510 949,034 1,052,801
Changes from: June 21, 2011 Total Change is: 230,582
119,220 84,909 -21,825 62,360 37,513 23,853 -59,918 -43,561 180,474 100 38,108 -46,506 -27,175 -22,383
Percent of Open Interest Represented by Each Category of Trader
5.6 25.2 19.3 21.2 3.7 1.8 8.3 3.3 31.0 0.3 2.6 6.6 5.9 6.5
Number of Traders in Each Category Total Traders: 309
33 64 95 6 25 25 68 68 119 8 27 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 13,404
Positions
4,659 5,503 0 1,547 866 9 3,292 6,389 12 3,526 571 0 359 54
Changes from: June 21, 2011 Total Change is: 105
-549 -270 0 -14 0 2 665 366 1 0 21 0 0 -15
Percent of Open Interest Represented by Each Category of Trader
34.8 41.1 0.0 11.5 6.5 0.1 24.6 47.7 0.1 26.3 4.3 0.0 2.7 0.4
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 5 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 25,566
Positions
18,510 11,440 0 1,201 2,587 58 5,402 5,955 0 79 5,446 0 316 80
Changes from: June 21, 2011 Total Change is: 2,709
2,187 1,857 0 2 326 0 576 545 0 -40 0 0 -16 -19
Percent of Open Interest Represented by Each Category of Trader
72.4 44.7 0.0 4.7 10.1 0.2 21.1 23.3 0.0 0.3 21.3 0.0 1.2 0.3
Number of Traders in Each Category Total Traders: 33
5 4 0 . 5 . 7 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 51,217
Positions
12,485 17,505 15 314 692 1,053 24,601 26,478 1,364 3,773 1,354 0 7,611 2,754
Changes from: June 21, 2011 Total Change is: 4,280
-278 3,084 -0 171 -148 -11 5,179 1,849 -308 -763 -198 -0 290 11
Percent of Open Interest Represented by Each Category of Trader
24.4 34.2 0.0 0.6 1.4 2.1 48.0 51.7 2.7 7.4 2.6 0.0 14.9 5.4
Number of Traders in Each Category Total Traders: 106
. 6 . . 4 . 29 28 9 26 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 212,227
Positions
78,176 74,548 28,494 10,111 2,042 6,245 8,166 27,534 25,836 8,814 4,176 23,282 23,104 20,071
Changes from: June 21, 2011 Total Change is: -3,344
3,640 464 -2,945 960 -14 90 144 1,917 -42 -3,293 -251 226 -2,124 -2,789
Percent of Open Interest Represented by Each Category of Trader
36.8 35.1 13.4 4.8 1.0 2.9 3.8 13.0 12.2 4.2 2.0 11.0 10.9 9.5
Number of Traders in Each Category Total Traders: 124
11 13 21 10 4 6 18 27 31 9 9 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,161
Positions
105 4,320 0 2,352 363 0 1,659 883 486 640 0 0 919 109
Changes from: June 21, 2011 Total Change is: -2,911
-512 -64 -531 -48 39 -10 -751 -1,591 -1 0 0 0 -1,058 -753
Percent of Open Interest Represented by Each Category of Trader
1.7 70.1 0.0 38.2 5.9 0.0 26.9 14.3 7.9 10.4 0.0 0.0 14.9 1.8
Number of Traders in Each Category Total Traders: 20
. . 0 4 . 0 6 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 10,595
Positions
661 9,755 4 6,981 0 0 1,444 431 28 0 0 0 1,477 377
Changes from: June 21, 2011 Total Change is: 384
150 5 4 -241 0 0 400 307 28 0 0 0 43 40
Percent of Open Interest Represented by Each Category of Trader
6.2 92.1 0.0 65.9 0.0 0.0 13.6 4.1 0.3 0.0 0.0 0.0 13.9 3.6
Number of Traders in Each Category Total Traders: 22
. . . 9 0 0 4 . . 0 0 0
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Updated July 1, 2011