Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 117,168 Positions 9,732 47,178 3,239 9,857 6,392 262 27,022 30,832 7,202 6,980 954 259 52,615 20,851 Changes from: June 28, 2011 Total Change is: 15,866 1,510 12,687 -518 -1,235 -103 0 11,714 4,940 627 -3,709 954 6 7,471 -2,727 Percent of Open Interest Represented by Each Category of Trader 8.3 40.3 2.8 8.4 5.5 0.2 23.1 26.3 6.1 6.0 0.8 0.2 44.9 17.8 Number of Traders in Each Category Total Traders: 86 6 14 6 4 4 . 26 21 11 9 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 50,203 Positions 3,629 24,720 1,030 1,246 1,122 158 17,698 9,661 587 418 0 0 25,435 12,924 Changes from: June 28, 2011 Total Change is: -3,896 1,611 -2,447 -120 -249 8 14 -4,236 -1,010 -58 0 0 0 -858 -283 Percent of Open Interest Represented by Each Category of Trader 7.2 49.2 2.1 2.5 2.2 0.3 35.3 19.2 1.2 0.8 0.0 0.0 50.7 25.7 Number of Traders in Each Category Total Traders: 43 6 9 5 . . . 17 6 4 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 125,918 Positions 52,249 1,433 4,879 4,476 29,292 956 32,921 54,278 3,307 2,042 5,073 63 25,025 26,637 Changes from: June 28, 2011 Total Change is: 15,687 12,244 -1,272 703 -1,165 -725 21 881 15,644 324 662 0 7 2,010 985 Percent of Open Interest Represented by Each Category of Trader 41.5 1.1 3.9 3.6 23.3 0.8 26.1 43.1 2.6 1.6 4.0 0.0 19.9 21.2 Number of Traders in Each Category Total Traders: 90 13 4 8 4 13 4 19 29 13 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 102,714 Positions 11,108 38,328 2,792 25,474 8,146 424 33,262 12,765 3,203 1,475 4,025 17 24,960 33,014 Changes from: June 28, 2011 Total Change is: 489 1,467 3,451 86 -1,324 -531 32 254 -981 193 -936 -302 -0 717 -1,458 Percent of Open Interest Represented by Each Category of Trader 10.8 37.3 2.7 24.8 7.9 0.4 32.4 12.4 3.1 1.4 3.9 0.0 24.3 32.1 Number of Traders in Each Category Total Traders: 102 11 12 10 9 7 . 29 23 17 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 237,636 Positions 23,307 64,871 13,014 30,152 27,513 2,655 63,988 47,253 22,662 14,571 4,134 6,099 61,189 49,435 Changes from: June 28, 2011 Total Change is: 10,179 642 11,194 -822 -1,871 -1,216 -137 11,334 5,184 331 271 -1,711 -341 772 -2,303 Percent of Open Interest Represented by Each Category of Trader 9.8 27.3 5.5 12.7 11.6 1.1 26.9 19.9 9.5 6.1 1.7 2.6 25.7 20.8 Number of Traders in Each Category Total Traders: 184 19 17 16 15 21 14 44 44 42 10 14 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 130,287 Positions 3,294 79,277 3,524 2,866 3,991 179 78,359 18,467 2,788 2,195 4,508 209 36,873 17,344 Changes from: June 28, 2011 Total Change is: 30,072 42 24,474 1,667 -439 -251 22 20,265 3,951 98 1,213 3,903 -30 7,233 -3,762 Percent of Open Interest Represented by Each Category of Trader 2.5 60.8 2.7 2.2 3.1 0.1 60.1 14.2 2.1 1.7 3.5 0.2 28.3 13.3 Number of Traders in Each Category Total Traders: 86 6 16 7 . 6 . 30 16 13 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 102,974 Positions 43,383 60,596 26,571 0 0 0 29,227 14,213 476 1,645 0 0 1,673 1,119 Changes from: June 28, 2011 Total Change is: 781 13 985 92 0 0 0 570 -298 0 0 0 0 106 2 Percent of Open Interest Represented by Each Category of Trader 42.1 58.8 25.8 0.0 0.0 0.0 28.4 13.8 0.5 1.6 0.0 0.0 1.6 1.1 Number of Traders in Each Category Total Traders: 26 7 12 15 0 0 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 125,229 Positions 9,745 85,082 444 13,611 1,302 111 88,332 33,456 247 4,213 2,164 0 8,526 2,423 Changes from: June 28, 2011 Total Change is: 26,299 -4,184 16,761 196 -886 200 57 27,520 9,178 0 1,558 -146 0 2,038 53 Percent of Open Interest Represented by Each Category of Trader 7.8 67.9 0.4 10.9 1.0 0.1 70.5 26.7 0.2 3.4 1.7 0.0 6.8 1.9 Number of Traders in Each Category Total Traders: 116 8 13 . 9 . . 55 13 . 11 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 38,168 Positions 29,477 27,533 66 2,311 0 0 4,359 138 11 493 10,098 0 1,451 322 Changes from: June 28, 2011 Total Change is: -476 2,417 2,016 -2,417 200 0 0 1,697 -2 0 20 2,417 -2,417 24 -73 Percent of Open Interest Represented by Each Category of Trader 77.2 72.1 0.2 6.1 0.0 0.0 11.4 0.4 0.0 1.3 26.5 0.0 3.8 0.8 Number of Traders in Each Category Total Traders: 22 . 6 . . 0 0 9 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 30,520 Positions 2,480 24,889 1 215 229 0 22,179 4,125 0 1,154 105 0 4,491 1,171 Changes from: June 28, 2011 Total Change is: 868 93 1,406 0 -2 -55 0 501 -317 0 197 0 0 79 -166 Percent of Open Interest Represented by Each Category of Trader 8.1 81.5 0.0 0.7 0.8 0.0 72.7 13.5 0.0 3.8 0.3 0.0 14.7 3.8 Number of Traders in Each Category Total Traders: 42 . 7 . . . 0 16 8 0 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 51,303 Positions 15,579 29,671 245 3,188 1,873 712 20,460 11,547 1,491 2,961 1,433 255 6,413 4,078 Changes from: June 28, 2011 Total Change is: 10,334 -233 6,806 -27 525 -578 260 9,193 2,955 101 88 822 67 360 -72 Percent of Open Interest Represented by Each Category of Trader 30.4 57.8 0.5 6.2 3.6 1.4 39.9 22.5 2.9 5.8 2.8 0.5 12.5 7.9 Number of Traders in Each Category Total Traders: 91 19 13 5 6 4 . 25 19 7 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 102,607 Positions 31,159 59,343 489 6,376 3,745 1,423 40,919 23,095 2,982 5,922 2,865 509 12,827 8,155 Changes from: June 28, 2011 Total Change is: 20,668 -465 13,613 -54 1,050 -1,156 520 18,385 5,910 202 175 1,644 134 721 -145 Percent of Open Interest Represented by Each Category of Trader 30.4 57.8 0.5 6.2 3.6 1.4 39.9 22.5 2.9 5.8 2.8 0.5 12.5 7.9 Number of Traders in Each Category Total Traders: 91 19 13 5 6 4 . 25 19 7 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 910,680 Positions 48,044 214,856 35,459 389,423 114,050 59,914 76,860 154,091 124,942 23,553 78,020 30,169 122,315 99,178 Changes from: June 28, 2011 Total Change is: 14,950 8,960 9,955 1,525 -10,335 -10,169 -3,294 7,419 -6,079 9,357 870 7,087 3,946 -3,498 2,622 Percent of Open Interest Represented by Each Category of Trader 5.3 23.6 3.9 42.8 12.5 6.6 8.4 16.9 13.7 2.6 8.6 3.3 13.4 10.9 Number of Traders in Each Category Total Traders: 569 30 59 37 116 50 65 83 147 110 35 48 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 352,677 Positions 21,269 113,989 11,322 125,649 35,809 10,583 27,004 26,582 58,901 5,109 34,592 18,072 74,768 42,827 Changes from: June 28, 2011 Total Change is: 12,036 1,412 9,935 1,221 232 -1,536 -1,217 3,771 -6,449 5,000 2,165 1,592 1,124 -1,671 2,365 Percent of Open Interest Represented by Each Category of Trader 6.0 32.3 3.2 35.6 10.2 3.0 7.7 7.5 16.7 1.4 9.8 5.1 21.2 12.1 Number of Traders in Each Category Total Traders: 132 9 16 8 29 13 16 15 32 42 7 10 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 2,790,012 Positions 172,124 542,586 82,433 1,328,901 401,236 236,620 332,258 720,521 247,233 95,315 220,234 57,393 237,735 281,757 Changes from: June 28, 2011 Total Change is: 14,571 38,555 912 710 -54,859 -45,194 -8,360 25,589 9,195 14,437 -4,278 29,673 11,912 -9,134 1,286 Percent of Open Interest Represented by Each Category of Trader 6.2 19.4 3.0 47.6 14.4 8.5 11.9 25.8 8.9 3.4 7.9 2.1 8.5 10.1 Number of Traders in Each Category Total Traders: 518 29 54 30 101 44 57 85 133 97 30 42 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 105,094 Positions 12,095 40,623 66 57,400 37,585 2,990 21,541 14,411 9 1,690 3,655 0 9,303 5,755 Changes from: June 28, 2011 Total Change is: -1,656 60 613 -13 -5,855 -2,350 17 3,688 335 3 217 0 0 228 -260 Percent of Open Interest Represented by Each Category of Trader 11.5 38.7 0.1 54.6 35.8 2.8 20.5 13.7 0.0 1.6 3.5 0.0 8.9 5.5 Number of Traders in Each Category Total Traders: 91 9 12 . 32 12 10 12 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 60,674 Positions 17,002 22,956 586 12,000 6,965 1,539 18,571 18,957 2,608 2,366 3,234 281 5,722 3,549 Changes from: June 28, 2011 Total Change is: 5,697 -1,620 3,619 144 348 -1,054 -87 5,403 2,049 718 -54 323 29 816 -44 Percent of Open Interest Represented by Each Category of Trader 28.0 37.8 1.0 19.8 11.5 2.5 30.6 31.2 4.3 3.9 5.3 0.5 9.4 5.8 Number of Traders in Each Category Total Traders: 237 27 31 6 26 18 10 50 58 27 14 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 303,371 Positions 85,009 114,780 2,930 59,999 34,827 7,693 92,854 94,784 13,038 11,830 16,168 1,405 28,612 17,746 Changes from: June 28, 2011 Total Change is: 28,483 -8,100 18,094 719 1,738 -5,270 -434 27,013 10,246 3,590 -268 1,614 144 4,082 -220 Percent of Open Interest Represented by Each Category of Trader 28.0 37.8 1.0 19.8 11.5 2.5 30.6 31.2 4.3 3.9 5.3 0.5 9.4 5.8 Number of Traders in Each Category Total Traders: 237 27 31 6 26 18 10 50 58 27 14 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 417,526 Positions 197,069 39,110 10,015 112,365 156,469 31,470 42,156 137,066 4,988 2,557 21,733 113 16,793 16,562 Changes from: June 28, 2011 Total Change is: -19,103 -15,545 4,360 318 -2,084 -9,564 -1,786 8,494 -2,391 -906 -171 790 112 -7,535 -10,036 Percent of Open Interest Represented by Each Category of Trader 47.2 9.4 2.4 26.9 37.5 7.5 10.1 32.8 1.2 0.6 5.2 0.0 4.0 4.0 Number of Traders in Each Category Total Traders: 254 17 17 . 50 46 28 31 71 22 5 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 35,341 Positions 8,938 7,894 35 8,438 0 2,680 7,526 12,757 1 1,162 4,075 0 6,561 7,899 Changes from: June 28, 2011 Total Change is: 4,328 3,277 -176 0 53 -543 169 728 4,222 0 326 50 0 -225 606 Percent of Open Interest Represented by Each Category of Trader 25.3 22.3 0.1 23.9 0.0 7.6 21.3 36.1 0.0 3.3 11.5 0.0 18.6 22.4 Number of Traders in Each Category Total Traders: 54 10 5 . 10 0 . 10 13 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 47,706 Positions 15,759 18,488 1,702 6,979 1,660 569 14,853 2,476 29 1,001 1,205 0 6,814 21,577 Changes from: June 28, 2011 Total Change is: 6,867 3,806 -1,623 483 -464 -109 0 3,002 -250 28 -531 237 0 543 8,101 Percent of Open Interest Represented by Each Category of Trader 33.0 38.8 3.6 14.6 3.5 1.2 31.1 5.2 0.1 2.1 2.5 0.0 14.3 45.2 Number of Traders in Each Category Total Traders: 60 14 12 5 6 . . 14 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 31,268 Positions 0 5,953 491 20,360 12,025 4,173 2,997 7,904 3 415 0 0 2,829 719 Changes from: June 28, 2011 Total Change is: -526 -200 357 42 -734 -1,602 -131 476 1,039 0 0 0 0 21 -231 Percent of Open Interest Represented by Each Category of Trader 0.0 19.0 1.6 65.1 38.5 13.3 9.6 25.3 0.0 1.3 0.0 0.0 9.0 2.3 Number of Traders in Each Category Total Traders: 49 0 4 . 18 14 9 5 7 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 44,725 Positions 8,229 15,004 1,141 17,683 4,342 1,805 8,475 18,483 528 1,156 922 187 5,521 2,313 Changes from: June 28, 2011 Total Change is: 3,612 481 972 0 1,588 -1,960 7 995 4,140 84 3 -236 6 448 599 Percent of Open Interest Represented by Each Category of Trader 18.4 33.5 2.6 39.5 9.7 4.0 18.9 41.3 1.2 2.6 2.1 0.4 12.3 5.2 Number of Traders in Each Category Total Traders: 62 7 6 . 14 8 5 13 9 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 676,182 Positions 13,271 73,592 18,574 282,641 129,512 77,804 56,059 65,787 57,001 13,600 101,125 3,649 153,582 149,139 Changes from: June 28, 2011 Total Change is: -41,026 1,901 -20,963 -5,146 -9,573 -8,663 -6,497 -24,917 -15,803 9,956 -142 1,947 -53 -6,556 4,195 Percent of Open Interest Represented by Each Category of Trader 2.0 10.9 2.7 41.8 19.2 11.5 8.3 9.7 8.4 2.0 15.0 0.5 22.7 22.1 Number of Traders in Each Category Total Traders: 154 7 17 14 41 22 41 24 30 30 4 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 386,953 Positions 8,545 160,647 1,703 279,645 12,390 21,223 9,858 136,941 2,773 1,500 5,535 0 61,707 45,741 Changes from: June 28, 2011 Total Change is: -7,152 -15,734 5,601 -1,955 15,995 2,005 604 0 -14,469 -1,970 0 2,140 0 -4,091 892 Percent of Open Interest Represented by Each Category of Trader 2.2 41.5 0.4 72.3 3.2 5.5 2.5 35.4 0.7 0.4 1.4 0.0 15.9 11.8 Number of Traders in Each Category Total Traders: 76 . 11 . 36 5 17 . 17 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 1,040,582 Positions 47,601 116,145 7,835 299,559 371,868 101,118 348,384 91,027 81,383 38,546 110,715 9,283 106,873 151,208 Changes from: June 28, 2011 Total Change is: -44,674 -6,859 -21,766 -1,534 8,339 -24,966 14,710 -53,580 -16,310 7,394 -4,747 4,857 -6,175 -2,222 -882 Percent of Open Interest Represented by Each Category of Trader 4.6 11.2 0.8 28.8 35.7 9.7 33.5 8.7 7.8 3.7 10.6 0.9 10.3 14.5 Number of Traders in Each Category Total Traders: 266 13 39 16 30 61 44 54 34 30 8 27 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 2,236,819 Positions 199,866 170,806 208,054 583,283 488,601 259,668 352,835 365,675 256,889 28,151 90,126 33,400 314,673 363,600 Changes from: June 28, 2011 Total Change is: -10,760 -37,143 17,474 6,601 -2,005 -7,432 19,426 -15,349 -46,355 23,884 449 -6,971 3,204 -9,828 -20,592 Percent of Open Interest Represented by Each Category of Trader 8.9 7.6 9.3 26.1 21.8 11.6 15.8 16.3 11.5 1.3 4.0 1.5 14.1 16.3 Number of Traders in Each Category Total Traders: 290 25 39 55 32 62 57 59 44 74 12 17 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 1,601,414 Positions 135,502 161,309 52,288 266,330 640,511 135,304 477,360 120,408 98,532 191,498 72,833 16,075 228,525 304,154 Changes from: June 28, 2011 Total Change is: -103,569 26,100 -61,785 -4,029 -5,082 -43,001 12,136 -126,835 7,400 -5,203 16,785 -10,080 -2,143 -15,299 3,136 Percent of Open Interest Represented by Each Category of Trader 8.5 10.1 3.3 16.6 40.0 8.4 29.8 7.5 6.2 12.0 4.5 1.0 14.3 19.0 Number of Traders in Each Category Total Traders: 206 15 26 20 17 51 37 44 30 39 9 14 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 968,139 Positions 224,005 197,655 293,883 3,573 12,878 13,989 68,378 56,007 289,238 2,692 14,970 36,563 35,819 52,957 Changes from: June 28, 2011 Total Change is: -95,729 -1,645 -9,702 -24,226 715 46 -68 -19,843 -4,220 -37,368 1,726 -3,653 -8,628 -6,392 -7,909 Percent of Open Interest Represented by Each Category of Trader 23.1 20.4 30.4 0.4 1.3 1.4 7.1 5.8 29.9 0.3 1.5 3.8 3.7 5.5 Number of Traders in Each Category Total Traders: 146 21 39 53 4 8 7 28 27 43 . 10 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is16,045,964 Positions 811,216 3,935,378 3,113,435 3,419,401 539,308 279,407 1,255,600 520,605 5,083,691 46,870 433,450 1,111,504 924,840 1,029,185 Changes from: June 28, 2011 Total Change is: -148,538 -103,426 -142,500 -14,480 -13,633 -64,231 -18,679 -91,082 -8,959 60,726 6,235 13,207 49,995 -24,194 -23,616 Percent of Open Interest Represented by Each Category of Trader 5.1 24.5 19.4 21.3 3.4 1.7 7.8 3.2 31.7 0.3 2.7 6.9 5.8 6.4 Number of Traders in Each Category Total Traders: 307 33 62 92 8 24 26 62 75 118 12 22 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 13,911 Positions 7,461 5,904 0 1,238 861 12 1,402 6,518 16 3,500 550 0 282 50 Changes from: June 28, 2011 Total Change is: 507 2,802 401 0 -309 -5 3 -1,890 129 4 -26 -21 0 -77 -4 Percent of Open Interest Represented by Each Category of Trader 53.6 42.4 0.0 8.9 6.2 0.1 10.1 46.9 0.1 25.2 4.0 0.0 2.0 0.4 Number of Traders in Each Category Total Traders: 29 4 . 0 . 4 . 5 7 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 25,408 Positions 19,012 10,565 0 1,244 2,659 58 4,796 6,610 0 40 5,446 0 258 70 Changes from: June 28, 2011 Total Change is: -158 502 -875 0 43 72 0 -606 655 0 -39 0 0 -58 -10 Percent of Open Interest Represented by Each Category of Trader 74.8 41.6 0.0 4.9 10.5 0.2 18.9 26.0 0.0 0.2 21.4 0.0 1.0 0.3 Number of Traders in Each Category Total Traders: 32 5 4 0 . 5 . 5 8 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 48,108 Positions 12,399 14,828 346 314 922 918 21,568 24,831 1,683 3,859 1,264 0 7,022 3,316 Changes from: June 28, 2011 Total Change is: -3,109 -86 -2,677 331 0 230 -135 -3,033 -1,647 318 85 -90 -0 -589 562 Percent of Open Interest Represented by Each Category of Trader 25.8 30.8 0.7 0.7 1.9 1.9 44.8 51.6 3.5 8.0 2.6 0.0 14.6 6.9 Number of Traders in Each Category Total Traders: 106 . 5 . . . . 28 31 8 27 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 212,404 Positions 71,265 56,208 31,074 13,231 3,029 6,406 14,740 48,203 23,373 8,068 3,791 19,755 24,492 20,565 Changes from: June 28, 2011 Total Change is: 176 -6,911 -18,340 2,580 3,120 987 161 6,574 20,669 -2,462 -746 -385 -3,527 1,387 494 Percent of Open Interest Represented by Each Category of Trader 33.6 26.5 14.6 6.2 1.4 3.0 6.9 22.7 11.0 3.8 1.8 9.3 11.5 9.7 Number of Traders in Each Category Total Traders: 126 12 11 18 13 4 7 24 25 34 12 7 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 6,219 Positions 98 4,320 0 2,352 363 0 1,722 913 486 640 0 0 921 137 Changes from: June 28, 2011 Total Change is: 58 -7 0 0 0 0 0 63 30 0 0 0 0 2 28 Percent of Open Interest Represented by Each Category of Trader 1.6 69.5 0.0 37.8 5.8 0.0 27.7 14.7 7.8 10.3 0.0 0.0 14.8 2.2 Number of Traders in Each Category Total Traders: 20 . . 0 4 . 0 6 . . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 8, 2011