Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 120,524
Positions
7,328 56,070 3,744 11,581 6,498 278 32,801 28,715 5,938 7,487 2 385 50,981 18,893
Changes from: July 5, 2011 Total Change is: 3,356
-2,404 8,892 505 1,724 106 16 5,779 -2,116 -1,264 507 -952 127 -1,633 -1,958
Percent of Open Interest Represented by Each Category of Trader
6.1 46.5 3.1 9.6 5.4 0.2 27.2 23.8 4.9 6.2 0.0 0.3 42.3 15.7
Number of Traders in Each Category Total Traders: 82
6 14 6 4 4 . 29 15 8 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 50,988
Positions
2,645 25,436 1,220 1,252 1,127 158 18,007 9,148 558 408 0 0 26,740 13,341
Changes from: July 5, 2011 Total Change is: 785
-984 716 190 6 5 0 308 -514 -29 -10 0 0 1,305 418
Percent of Open Interest Represented by Each Category of Trader
5.2 49.9 2.4 2.5 2.2 0.3 35.3 17.9 1.1 0.8 0.0 0.0 52.4 26.2
Number of Traders in Each Category Total Traders: 43
4 9 5 . . . 17 8 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 126,220
Positions
61,629 2,020 2,929 4,551 30,103 966 32,563 51,891 2,099 1,141 5,073 39 20,304 31,100
Changes from: July 5, 2011 Total Change is: 302
9,380 587 -1,950 75 811 10 -359 -2,387 -1,208 -902 0 -23 -4,722 4,463
Percent of Open Interest Represented by Each Category of Trader
48.8 1.6 2.3 3.6 23.8 0.8 25.8 41.1 1.7 0.9 4.0 0.0 16.1 24.6
Number of Traders in Each Category Total Traders: 89
15 5 8 4 13 4 18 27 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 123,722
Positions
8,969 52,598 3,716 26,849 8,145 428 46,148 16,854 2,744 1,438 4,349 0 33,430 34,888
Changes from: July 5, 2011 Total Change is: 21,009
-2,140 14,270 925 1,375 -1 4 12,887 4,088 -459 -37 324 -17 8,470 1,875
Percent of Open Interest Represented by Each Category of Trader
7.2 42.5 3.0 21.7 6.6 0.3 37.3 13.6 2.2 1.2 3.5 0.0 27.0 28.2
Number of Traders in Each Category Total Traders: 105
9 16 9 9 7 . 29 25 12 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 224,784
Positions
35,792 41,262 10,970 31,564 26,668 2,452 46,306 58,928 19,858 14,900 4,699 5,037 57,904 54,909
Changes from: July 5, 2011 Total Change is: -12,853
12,485 -23,609 -2,043 1,412 -845 -203 -17,683 11,675 -2,804 330 564 -1,061 -3,285 5,475
Percent of Open Interest Represented by Each Category of Trader
15.9 18.4 4.9 14.0 11.9 1.1 20.6 26.2 8.8 6.6 2.1 2.2 25.8 24.4
Number of Traders in Each Category Total Traders: 172
22 15 16 16 16 12 32 51 38 10 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 125,750
Positions
4,105 84,803 2,642 2,872 4,698 179 77,922 14,780 1,677 1,641 147 154 34,558 16,670
Changes from: July 5, 2011 Total Change is: -4,538
811 5,526 -882 6 706 0 -437 -3,687 -1,111 -554 -4,362 -54 -2,316 -674
Percent of Open Interest Represented by Each Category of Trader
3.3 67.4 2.1 2.3 3.7 0.1 62.0 11.8 1.3 1.3 0.1 0.1 27.5 13.3
Number of Traders in Each Category Total Traders: 74
6 15 6 . 6 . 27 12 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 104,508
Positions
43,506 61,353 25,899 0 0 0 30,043 14,599 592 1,645 0 0 2,823 2,065
Changes from: July 5, 2011 Total Change is: 1,534
124 758 -672 0 0 0 816 386 116 0 0 0 1,150 946
Percent of Open Interest Represented by Each Category of Trader
41.6 58.7 24.8 0.0 0.0 0.0 28.7 14.0 0.6 1.6 0.0 0.0 2.7 2.0
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 12, 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 145,774
Positions
6,901 94,651 450 13,782 1,302 111 111,324 44,951 247 4,447 1,929 0 8,512 2,133
Changes from: July 5, 2011 Total Change is: 20,545
-2,844 9,569 6 171 0 0 22,992 11,495 0 234 -235 0 -14 -290
Percent of Open Interest Represented by Each Category of Trader
4.7 64.9 0.3 9.5 0.9 0.1 76.4 30.8 0.2 3.1 1.3 0.0 5.8 1.5
Number of Traders in Each Category Total Traders: 110
6 13 . 10 . . 59 10 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 37,878
Positions
29,477 27,022 66 2,325 0 0 4,025 403 17 525 10,099 0 1,443 271
Changes from: July 5, 2011 Total Change is: -290
0 -511 0 14 0 0 -334 265 6 32 1 0 -8 -51
Percent of Open Interest Represented by Each Category of Trader
77.8 71.3 0.2 6.1 0.0 0.0 10.6 1.1 0.0 1.4 26.7 0.0 3.8 0.7
Number of Traders in Each Category Total Traders: 22
. 6 . . 0 0 8 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 29,745
Positions
2,157 24,145 1 259 232 0 22,147 4,142 0 961 0 0 4,220 1,225
Changes from: July 5, 2011 Total Change is: -775
-323 -744 0 44 3 0 -32 17 0 -193 -105 0 -271 54
Percent of Open Interest Represented by Each Category of Trader
7.3 81.2 0.0 0.9 0.8 0.0 74.5 13.9 0.0 3.2 0.0 0.0 14.2 4.1
Number of Traders in Each Category Total Traders: 41
. 6 . . . 0 17 9 0 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 75,144
Positions
19,944 47,312 2,538 3,731 2,021 625 28,574 9,054 5,722 2,805 1,327 1,025 10,180 5,521
Changes from: July 5, 2011 Total Change is: 23,840
4,365 17,641 2,294 543 148 -87 8,115 -2,494 4,230 -156 -106 770 3,767 1,444
Percent of Open Interest Represented by Each Category of Trader
26.5 63.0 3.4 5.0 2.7 0.8 38.0 12.0 7.6 3.7 1.8 1.4 13.5 7.3
Number of Traders in Each Category Total Traders: 101
20 15 7 7 4 . 26 21 12 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 14,666
Positions
6,261 12,194 0 706 218 0 4,339 259 33 731 499 0 2,596 1,463
Changes from: July 5, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
42.7 83.1 0.0 4.8 1.5 0.0 29.6 1.8 0.2 5.0 3.4 0.0 17.7 10.0
Number of Traders in Each Category Total Traders: 21
6 5 0 . . 0 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 120,956
Positions
31,849 74,719 593 6,049 3,605 1,249 57,216 26,336 2,631 5,610 3,118 588 15,170 8,116
Changes from: July 5, 2011 Total Change is: 18,349
690 15,376 104 -327 -140 -174 16,297 3,241 -351 -312 253 79 2,343 -39
Percent of Open Interest Represented by Each Category of Trader
26.3 61.8 0.5 5.0 3.0 1.0 47.3 21.8 2.2 4.6 2.6 0.5 12.5 6.7
Number of Traders in Each Category Total Traders: 96
20 14 5 6 . . 26 22 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 954,210
Positions
48,023 214,719 39,979 388,068 134,453 59,967 87,629 153,363 138,915 23,696 77,654 33,119 134,815 102,041
Changes from: July 5, 2011 Total Change is: 43,530
-20 -137 4,520 -1,355 20,404 53 10,768 -728 13,972 143 -366 2,950 12,500 2,863
Percent of Open Interest Represented by Each Category of Trader
5.0 22.5 4.2 40.7 14.1 6.3 9.2 16.1 14.6 2.5 8.1 3.5 14.1 10.7
Number of Traders in Each Category Total Traders: 600
30 57 37 111 62 72 88 155 116 50 47 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 370,781
Positions
23,051 113,627 12,262 123,650 35,599 11,613 26,765 30,423 66,621 5,276 34,338 20,552 80,993 45,748
Changes from: July 5, 2011 Total Change is: 18,104
1,781 -362 939 -1,999 -211 1,029 -239 3,841 7,720 167 -254 2,480 6,225 2,921
Percent of Open Interest Represented by Each Category of Trader
6.2 30.6 3.3 33.3 9.6 3.1 7.2 8.2 18.0 1.4 9.3 5.5 21.8 12.3
Number of Traders in Each Category Total Traders: 136
9 16 8 29 12 14 19 33 47 9 9 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 2,917,146
Positions
172,268 552,864 91,183 1,331,788 503,975 232,072 390,677 701,056 275,114 94,322 218,806 60,610 269,112 281,466
Changes from: July 5, 2011 Total Change is: 127,134
145 10,278 8,750 2,887 102,739 -4,548 58,419 -19,464 27,881 -993 -1,428 3,218 31,376 -291
Percent of Open Interest Represented by Each Category of Trader
5.9 19.0 3.1 45.7 17.3 8.0 13.4 24.0 9.4 3.2 7.5 2.1 9.2 9.6
Number of Traders in Each Category Total Traders: 550
29 51 31 95 59 65 90 140 100 44 42 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 112,722
Positions
12,334 47,055 66 60,877 37,492 3,271 25,461 17,615 8 1,486 3,655 0 9,219 3,560
Changes from: July 5, 2011 Total Change is: 7,628
239 6,432 0 3,477 -93 281 3,920 3,204 -1 -204 0 0 -84 -2,195
Percent of Open Interest Represented by Each Category of Trader
10.9 41.7 0.1 54.0 33.3 2.9 22.6 15.6 0.0 1.3 3.2 0.0 8.2 3.2
Number of Traders in Each Category Total Traders: 102
10 12 . 35 12 10 18 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 90,336
Positions
17,753 42,472 2,491 12,283 7,087 1,646 32,560 14,611 10,630 2,170 4,793 290 10,513 6,316
Changes from: July 5, 2011 Total Change is: 29,662
751 19,516 1,905 284 122 107 13,989 -4,345 8,022 -196 1,559 9 4,791 2,767
Percent of Open Interest Represented by Each Category of Trader
19.7 47.0 2.8 13.6 7.8 1.8 36.0 16.2 11.8 2.4 5.3 0.3 11.6 7.0
Number of Traders in Each Category Total Traders: 237
22 33 10 25 20 9 69 45 24 13 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 16,341
Positions
4,220 10,922 1 334 0 0 8,101 220 0 0 1,758 0 3,685 3,440
Changes from: July 5, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
25.8 66.8 0.0 2.0 0.0 0.0 49.6 1.3 0.0 0.0 10.8 0.0 22.6 21.1
Number of Traders in Each Category Total Traders: 21
7 6 . . 0 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 369,974
Positions
77,741 167,827 2,374 59,747 35,437 8,230 163,720 113,382 11,724 10,850 15,173 1,449 34,138 14,377
Changes from: July 5, 2011 Total Change is: 66,604
-7,268 53,047 -556 -252 610 537 70,866 18,599 -1,314 -980 -995 44 5,526 -3,369
Percent of Open Interest Represented by Each Category of Trader
21.0 45.4 0.6 16.1 9.6 2.2 44.3 30.6 3.2 2.9 4.1 0.4 9.2 3.9
Number of Traders in Each Category Total Traders: 235
21 33 6 25 20 9 70 44 20 13 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 420,686
Positions
176,276 44,298 10,755 113,304 157,107 31,699 60,433 132,124 5,110 2,519 21,875 127 20,464 17,591
Changes from: July 5, 2011 Total Change is: 3,160
-20,793 5,188 740 939 638 229 18,276 -4,941 122 -37 142 14 3,670 1,028
Percent of Open Interest Represented by Each Category of Trader
41.9 10.5 2.6 26.9 37.3 7.5 14.4 31.4 1.2 0.6 5.2 0.0 4.9 4.2
Number of Traders in Each Category Total Traders: 263
20 17 . 51 45 30 43 65 22 6 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 35,770
Positions
9,266 8,111 35 9,374 0 2,772 6,163 13,365 0 539 4,034 0 7,621 7,453
Changes from: July 5, 2011 Total Change is: 429
328 217 0 936 0 92 -1,363 608 -1 -623 -41 0 1,060 -446
Percent of Open Interest Represented by Each Category of Trader
25.9 22.7 0.1 26.2 0.0 7.7 17.2 37.4 0.0 1.5 11.3 0.0 21.3 20.8
Number of Traders in Each Category Total Traders: 54
11 6 . 10 0 . 8 14 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 48,971
Positions
9,594 31,054 1,581 6,484 4,210 569 16,753 3,467 30 602 2,174 0 13,358 5,886
Changes from: July 5, 2011 Total Change is: 1,265
-6,165 12,566 -121 -495 2,550 0 1,900 991 1 -399 969 0 6,544 -15,691
Percent of Open Interest Represented by Each Category of Trader
19.6 63.4 3.2 13.2 8.6 1.2 34.2 7.1 0.1 1.2 4.4 0.0 27.3 12.0
Number of Traders in Each Category Total Traders: 64
11 17 4 6 . . 16 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 33,283
Positions
0 5,816 493 20,330 13,342 4,818 3,893 7,998 4 415 0 0 3,330 812
Changes from: July 5, 2011 Total Change is: 2,015
0 -137 2 -30 1,317 645 896 94 1 0 0 0 501 93
Percent of Open Interest Represented by Each Category of Trader
0.0 17.5 1.5 61.1 40.1 14.5 11.7 24.0 0.0 1.2 0.0 0.0 10.0 2.4
Number of Traders in Each Category Total Traders: 50
0 . . 19 14 9 7 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 47,100
Positions
8,530 15,515 1,114 18,268 4,042 1,833 8,704 19,571 478 1,786 642 197 6,190 3,708
Changes from: July 5, 2011 Total Change is: 2,375
301 511 -27 585 -300 28 229 1,088 -50 630 -280 10 669 1,395
Percent of Open Interest Represented by Each Category of Trader
18.1 32.9 2.4 38.8 8.6 3.9 18.5 41.6 1.0 3.8 1.4 0.4 13.1 7.9
Number of Traders in Each Category Total Traders: 61
7 6 . 14 7 5 12 10 . 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 732,836
Positions
15,800 89,934 23,886 315,105 125,395 78,915 71,587 83,909 61,208 11,420 109,232 4,103 150,812 156,254
Changes from: July 5, 2011 Total Change is: 56,655
2,528 16,342 5,312 32,464 -4,117 1,112 15,528 18,122 4,208 -2,180 8,107 454 -2,770 7,115
Percent of Open Interest Represented by Each Category of Trader
2.2 12.3 3.3 43.0 17.1 10.8 9.8 11.4 8.4 1.6 14.9 0.6 20.6 21.3
Number of Traders in Each Category Total Traders: 168
10 19 16 43 20 42 25 36 36 . 13 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 376,710
Positions
8,058 149,125 1,919 269,530 11,336 21,099 9,858 135,498 3,205 1,500 6,402 0 61,540 48,125
Changes from: July 5, 2011 Total Change is: -10,244
-487 -11,522 217 -10,115 -1,054 -124 0 -1,444 432 0 867 0 -167 2,384
Percent of Open Interest Represented by Each Category of Trader
2.1 39.6 0.5 71.5 3.0 5.6 2.6 36.0 0.9 0.4 1.7 0.0 16.3 12.8
Number of Traders in Each Category Total Traders: 72
. 9 . 35 4 15 . 17 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 1,044,149
Positions
46,633 121,030 7,568 302,836 373,882 95,178 362,281 112,689 75,733 42,431 105,051 9,423 102,066 143,597
Changes from: July 5, 2011 Total Change is: 3,567
-968 4,885 -267 3,277 2,014 -5,940 13,897 21,661 -5,651 3,886 -5,665 140 -4,807 -7,611
Percent of Open Interest Represented by Each Category of Trader
4.5 11.6 0.7 29.0 35.8 9.1 34.7 10.8 7.3 4.1 10.1 0.9 9.8 13.8
Number of Traders in Each Category Total Traders: 274
15 43 19 27 60 44 54 37 30 8 30 6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 2,309,229
Positions
171,070 236,710 191,000 655,776 530,011 250,972 379,451 375,102 260,798 55,749 89,946 32,297 312,116 342,393
Changes from: July 5, 2011 Total Change is: 72,410
-28,796 65,904 -17,054 72,493 41,409 -8,695 26,615 9,427 3,909 27,597 -180 -1,103 -2,557 -21,207
Percent of Open Interest Represented by Each Category of Trader
7.4 10.3 8.3 28.4 23.0 10.9 16.4 16.2 11.3 2.4 3.9 1.4 13.5 14.8
Number of Traders in Each Category Total Traders: 287
33 37 57 36 57 57 51 49 73 9 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 1,726,068
Positions
127,147 159,349 65,179 264,649 677,757 126,808 558,912 168,792 134,581 197,925 78,578 22,801 228,065 292,222
Changes from: July 5, 2011 Total Change is: 124,654
-8,355 -1,960 12,891 -1,681 37,245 -8,495 81,552 48,384 36,049 6,427 5,745 6,726 -460 -11,931
Percent of Open Interest Represented by Each Category of Trader
7.4 9.2 3.8 15.3 39.3 7.3 32.4 9.8 7.8 11.5 4.6 1.3 13.2 16.9
Number of Traders in Each Category Total Traders: 218
19 25 22 18 51 36 48 35 46 7 15 5
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Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 1,011,619
Positions
226,151 201,603 319,606 4,041 12,874 12,196 66,423 58,331 299,729 2,153 14,709 35,963 45,356 56,608
Changes from: July 5, 2011 Total Change is: 43,480
2,146 3,948 25,724 468 -4 -1,793 -1,955 2,323 10,491 -538 -261 -600 9,537 3,651
Percent of Open Interest Represented by Each Category of Trader
22.4 19.9 31.6 0.4 1.3 1.2 6.6 5.8 29.6 0.2 1.5 3.6 4.5 5.6
Number of Traders in Each Category Total Traders: 148
25 37 53 4 8 6 26 28 44 . 10 6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 is17,009,297
Positions
820,836 3,897,021 3,383,795 3,445,510 551,030 300,196 1,297,005 532,375 5,516,207 47,657 513,478 1,175,257 1,022,835 1,139,938
Changes from: July 5, 2011 Total Change is: 963,333
9,620 -38,357 270,360 26,109 11,722 20,788 41,404 11,769 432,517 786 80,028 63,752 97,995 110,754
Percent of Open Interest Represented by Each Category of Trader
4.8 22.9 19.9 20.3 3.2 1.8 7.6 3.1 32.4 0.3 3.0 6.9 6.0 6.7
Number of Traders in Each Category Total Traders: 309
33 64 96 10 23 25 64 72 118 12 21 28
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Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 14,369
Positions
7,239 6,377 0 1,632 859 12 1,627 6,510 17 3,528 537 0 314 57
Changes from: July 5, 2011 Total Change is: 458
-222 473 0 394 -2 0 225 -8 1 28 -13 0 32 7
Percent of Open Interest Represented by Each Category of Trader
50.4 44.4 0.0 11.4 6.0 0.1 11.3 45.3 0.1 24.6 3.7 0.0 2.2 0.4
Number of Traders in Each Category Total Traders: 30
4 . 0 . 4 . 5 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 22,659
Positions
15,187 8,965 0 1,244 2,041 58 5,860 6,079 3 40 5,446 0 267 67
Changes from: July 5, 2011 Total Change is: -2,749
-3,825 -1,600 0 0 -618 0 1,064 -531 3 0 0 0 9 -3
Percent of Open Interest Represented by Each Category of Trader
67.0 39.6 0.0 5.5 9.0 0.3 25.9 26.8 0.0 0.2 24.0 0.0 1.2 0.3
Number of Traders in Each Category Total Traders: 34
5 5 0 . 5 . 9 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 50,441
Positions
13,161 18,685 217 868 158 882 22,889 24,866 1,696 2,430 1,281 0 8,298 2,656
Changes from: July 5, 2011 Total Change is: 2,334
762 3,856 -129 554 -764 -36 1,321 35 13 -1,428 18 0 1,276 -660
Percent of Open Interest Represented by Each Category of Trader
26.1 37.0 0.4 1.7 0.3 1.7 45.4 49.3 3.4 4.8 2.5 0.0 16.5 5.3
Number of Traders in Each Category Total Traders: 104
6 5 . . . . 34 26 10 20 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 230,154
Positions
81,409 56,919 37,301 8,579 3,007 5,344 10,236 49,003 27,917 9,245 2,968 20,302 29,821 27,394
Changes from: July 5, 2011 Total Change is: 17,750
10,144 711 6,227 -4,652 -22 -1,062 -4,503 800 4,543 1,177 -823 547 5,330 6,829
Percent of Open Interest Represented by Each Category of Trader
35.4 24.7 16.2 3.7 1.3 2.3 4.4 21.3 12.1 4.0 1.3 8.8 13.0 11.9
Number of Traders in Each Category Total Traders: 125
10 12 20 12 . 6 22 26 32 15 4 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 6,757
Positions
43 4,887 0 2,386 363 0 2,313 998 486 640 0 0 889 23
Changes from: July 5, 2011 Total Change is: 538
-55 567 0 34 0 0 591 85 0 0 0 0 -32 -114
Percent of Open Interest Represented by Each Category of Trader
0.6 72.3 0.0 35.3 5.4 0.0 34.2 14.8 7.2 9.5 0.0 0.0 13.2 0.3
Number of Traders in Each Category Total Traders: 21
. . 0 4 . 0 7 . . . 0 0
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Updated July 15, 2011