Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 163,036
Positions
9,057 64,509 788 19,465 34,084 173 72,304 43,962 1,660 10,012 609 304 49,273 16,947
Changes from: April 24, 2012 Total Change is: 28,137
-1,050 21,755 -38 566 -16 -198 21,537 7,349 -193 -460 -28 36 7,937 -530
Percent of Open Interest Represented by Each Category of Trader
5.6 39.6 0.5 11.9 20.9 0.1 44.3 27.0 1.0 6.1 0.4 0.2 30.2 10.4
Number of Traders in Each Category Total Traders: 86
4 13 4 7 4 . 32 14 9 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 41,657
Positions
12,369 13,157 361 840 1,495 250 13,909 12,323 123 537 0 0 13,268 13,948
Changes from: April 24, 2012 Total Change is: 1,502
-372 3,058 -36 164 -416 -55 634 -252 3 0 0 0 1,164 -800
Percent of Open Interest Represented by Each Category of Trader
29.7 31.6 0.9 2.0 3.6 0.6 33.4 29.6 0.3 1.3 0.0 0.0 31.9 33.5
Number of Traders in Each Category Total Traders: 35
6 6 . . . . 8 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 188,288
Positions
29,888 86,379 226 9,328 46,182 6,392 98,985 26,567 358 2,424 3,983 0 40,687 18,201
Changes from: April 24, 2012 Total Change is: 14,920
-2,138 18,853 19 337 -339 -207 11,942 -2,542 20 -20 659 0 4,967 -1,543
Percent of Open Interest Represented by Each Category of Trader
15.9 45.9 0.1 5.0 24.5 3.4 52.6 14.1 0.2 1.3 2.1 0.0 21.6 9.7
Number of Traders in Each Category Total Traders: 103
7 11 4 6 16 5 40 15 4 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 140,349
Positions
46,725 23,036 545 65,833 9,085 847 13,797 60,418 199 554 1,658 0 11,849 44,561
Changes from: April 24, 2012 Total Change is: 2,713
1,650 4,305 33 -23 -800 -160 168 -2,899 54 46 -1,039 0 945 3,219
Percent of Open Interest Represented by Each Category of Trader
33.3 16.4 0.4 46.9 6.5 0.6 9.8 43.0 0.1 0.4 1.2 0.0 8.4 31.8
Number of Traders in Each Category Total Traders: 85
8 9 . 9 7 . 14 33 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 279,605
Positions
153,942 13,442 2,233 27,734 45,440 7,018 49,337 129,999 1,618 6,398 12,524 447 30,878 66,884
Changes from: April 24, 2012 Total Change is: -7,610
-9,478 -449 373 1,027 -754 -148 -1,060 -4,507 871 349 -3,547 -274 730 825
Percent of Open Interest Represented by Each Category of Trader
55.1 4.8 0.8 9.9 16.3 2.5 17.6 46.5 0.6 2.3 4.5 0.2 11.0 23.9
Number of Traders in Each Category Total Traders: 171
25 11 5 15 18 11 21 61 15 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 147,749
Positions
25,998 32,554 1,417 2,875 42,417 901 85,821 48,911 240 1,098 2,408 50 29,349 18,851
Changes from: April 24, 2012 Total Change is: 1,010
-10,845 1,701 391 237 -391 -83 7,580 -225 9 -520 1,778 -22 4,263 -2,148
Percent of Open Interest Represented by Each Category of Trader
17.6 22.0 1.0 1.9 28.7 0.6 58.1 33.1 0.2 0.7 1.6 0.0 19.9 12.8
Number of Traders in Each Category Total Traders: 79
8 9 7 . 9 . 26 18 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 125,951
Positions
43,153 49,104 66,374 2,504 0 0 5,405 2,538 7,820 113 0 0 582 115
Changes from: April 24, 2012 Total Change is: 528
43 218 296 222 0 0 -67 15 0 113 0 0 -79 -1
Percent of Open Interest Represented by Each Category of Trader
34.3 39.0 52.7 2.0 0.0 0.0 4.3 2.0 6.2 0.1 0.0 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 28
8 12 12 . 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 156,499
Positions
55,321 121,664 50 28,858 1,153 1,804 62,266 26,362 585 1,727 2,149 0 5,888 2,732
Changes from: April 24, 2012 Total Change is: -5,906
-680 471 50 -1,209 1,047 -210 -4,684 -7,050 98 28 214 0 701 -526
Percent of Open Interest Represented by Each Category of Trader
35.3 77.7 0.0 18.4 0.7 1.2 39.8 16.8 0.4 1.1 1.4 0.0 3.8 1.7
Number of Traders in Each Category Total Traders: 100
7 11 . 9 . . 37 23 5 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 18,898
Positions
13,751 2,365 1,282 933 0 0 2,286 1,070 0 180 13,433 0 466 748
Changes from: April 24, 2012 Total Change is: -1,718
-876 -624 5 -169 0 0 365 -275 -737 -350 0 0 44 -87
Percent of Open Interest Represented by Each Category of Trader
72.8 12.5 6.8 4.9 0.0 0.0 12.1 5.7 0.0 1.0 71.1 0.0 2.5 4.0
Number of Traders in Each Category Total Traders: 21
7 . . . 0 0 6 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 19,815
Positions
2,561 14,657 42 392 0 0 11,931 3,275 125 531 338 0 4,233 1,378
Changes from: April 24, 2012 Total Change is: 689
569 1,521 40 -158 -109 0 -276 -668 24 -6 0 0 496 -119
Percent of Open Interest Represented by Each Category of Trader
12.9 74.0 0.2 2.0 0.0 0.0 60.2 16.5 0.6 2.7 1.7 0.0 21.4 7.0
Number of Traders in Each Category Total Traders: 45
4 10 . . 0 0 16 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 56,222
Positions
12,756 36,219 910 4,288 1,727 573 27,310 10,562 53 2,896 1,105 0 7,438 5,075
Changes from: April 24, 2012 Total Change is: 5,880
278 3,228 -17 212 -513 70 5,673 2,031 3 -238 491 0 -101 588
Percent of Open Interest Represented by Each Category of Trader
22.7 64.4 1.6 7.6 3.1 1.0 48.6 18.8 0.1 5.2 2.0 0.0 13.2 9.0
Number of Traders in Each Category Total Traders: 110
14 22 . 7 4 . 36 14 4 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 112,443
Positions
25,512 72,438 1,819 8,575 3,453 1,145 54,620 21,123 105 5,791 2,210 0 14,876 10,150
Changes from: April 24, 2012 Total Change is: 11,760
556 6,455 -33 423 -1,026 140 11,346 4,062 5 -476 981 0 -201 1,176
Percent of Open Interest Represented by Each Category of Trader
22.7 64.4 1.6 7.6 3.1 1.0 48.6 18.8 0.1 5.2 2.0 0.0 13.2 9.0
Number of Traders in Each Category Total Traders: 110
14 22 . 7 4 . 36 14 4 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 816,564
Positions
50,687 220,169 23,052 363,323 164,589 42,244 102,161 177,123 38,492 39,671 28,836 7,299 149,634 114,758
Changes from: April 24, 2012 Total Change is: 11,495
-897 22,464 588 -6,743 -10,736 -666 18,801 2,236 -880 594 1,096 2,531 -1,833 -5,138
Percent of Open Interest Represented by Each Category of Trader
6.2 27.0 2.8 44.5 20.2 5.2 12.5 21.7 4.7 4.9 3.5 0.9 18.3 14.1
Number of Traders in Each Category Total Traders: 553
31 56 29 118 62 60 101 114 69 32 37 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 244,810
Positions
21,520 79,727 5,446 105,374 31,466 8,186 23,352 35,342 2,677 8,839 6,933 3,535 65,881 71,498
Changes from: April 24, 2012 Total Change is: 3,684
-2,291 9,161 1,665 -2,048 -193 181 3,886 -6,379 328 79 51 2,255 -371 -3,385
Percent of Open Interest Represented by Each Category of Trader
8.8 32.6 2.2 43.0 12.9 3.3 9.5 14.4 1.1 3.6 2.8 1.4 26.9 29.2
Number of Traders in Each Category Total Traders: 112
12 15 7 25 9 13 15 25 12 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,858,768
Positions
169,685 726,062 64,181 1,313,118 688,990 146,915 503,658 818,518 69,465 166,383 121,739 6,600 418,763 216,298
Changes from: April 24, 2012 Total Change is: 39,057
-8,598 50,947 10,180 -23,919 -53,158 -3,790 60,416 28,916 8,121 3,204 5,854 753 -7,310 -8,766
Percent of Open Interest Represented by Each Category of Trader
5.9 25.4 2.2 45.9 24.1 5.1 17.6 28.6 2.4 5.8 4.3 0.2 14.6 7.6
Number of Traders in Each Category Total Traders: 523
29 54 22 104 58 52 104 108 53 31 34 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 98,834
Positions
14,013 19,702 446 52,374 55,520 2,079 17,066 13,224 50 2,033 4,461 0 10,773 3,352
Changes from: April 24, 2012 Total Change is: -2,050
-437 300 35 -6,658 -1,785 -187 2,940 290 -3 289 -112 0 1,971 -588
Percent of Open Interest Represented by Each Category of Trader
14.2 19.9 0.5 53.0 56.2 2.1 17.3 13.4 0.1 2.1 4.5 0.0 10.9 3.4
Number of Traders in Each Category Total Traders: 98
14 8 . 32 11 9 16 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 98,438
Positions
6,021 50,670 8,011 33,725 7,396 1,197 29,261 11,042 6,622 2,499 6,156 329 10,773 7,014
Changes from: April 24, 2012 Total Change is: -8
933 -4,309 2,682 295 -562 -140 -5,697 -39 1,555 880 197 -141 -377 747
Percent of Open Interest Represented by Each Category of Trader
6.1 51.5 8.1 34.3 7.5 1.2 29.7 11.2 6.7 2.5 6.3 0.3 10.9 7.1
Number of Traders in Each Category Total Traders: 241
19 31 12 38 20 13 68 35 15 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,483
Positions
5,917 11,601 548 1,036 0 0 3,242 3,379 0 876 0 0 4,864 955
Changes from: April 24, 2012 Total Change is: 1,263
1,062 377 74 0 0 0 110 921 0 547 0 0 -530 -109
Percent of Open Interest Represented by Each Category of Trader
35.9 70.4 3.3 6.3 0.0 0.0 19.7 20.5 0.0 5.3 0.0 0.0 29.5 5.8
Number of Traders in Each Category Total Traders: 23
4 10 . . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 409,777
Positions
36,454 231,280 1,381 163,445 36,981 5,986 160,771 68,992 2,433 9,762 32,427 0 29,545 30,297
Changes from: April 24, 2012 Total Change is: -6,356
11,849 -10,934 548 1,477 -2,809 -698 -21,909 2,324 652 1,663 984 -705 767 4,282
Percent of Open Interest Represented by Each Category of Trader
8.9 56.4 0.3 39.9 9.0 1.5 39.2 16.8 0.6 2.4 7.9 0.0 7.2 7.4
Number of Traders in Each Category Total Traders: 238
21 28 5 38 20 13 68 34 12 15 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 397,471
Positions
152,986 31,522 10,652 125,966 193,346 20,208 63,999 115,075 1,543 3,301 10,669 59 18,757 14,397
Changes from: April 24, 2012 Total Change is: -11,514
-6,295 6,642 -281 -8,501 -13,555 -841 6,079 1,842 -2,739 766 -526 -191 489 -1,865
Percent of Open Interest Represented by Each Category of Trader
38.5 7.9 2.7 31.7 48.6 5.1 16.1 29.0 0.4 0.8 2.7 0.0 4.7 3.6
Number of Traders in Each Category Total Traders: 255
20 13 5 50 45 23 53 53 14 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 42,151
Positions
13,285 783 0 10,495 470 91 9,128 11,039 0 2,157 6,694 0 6,995 23,074
Changes from: April 24, 2012 Total Change is: 337
192 0 0 -541 -20 40 62 92 0 -38 0 0 622 225
Percent of Open Interest Represented by Each Category of Trader
31.5 1.9 0.0 24.9 1.1 0.2 21.7 26.2 0.0 5.1 15.9 0.0 16.6 54.7
Number of Traders in Each Category Total Traders: 42
7 . 0 11 . . 9 4 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 66,562
Positions
16,016 10,725 2,334 8,737 2,614 623 15,699 2,256 7,342 3,492 955 0 12,319 39,713
Changes from: April 24, 2012 Total Change is: 2,979
5,230 -598 -1,317 184 -370 -82 -1,206 74 423 104 -684 0 -357 5,533
Percent of Open Interest Represented by Each Category of Trader
24.1 16.1 3.5 13.1 3.9 0.9 23.6 3.4 11.0 5.2 1.4 0.0 18.5 59.7
Number of Traders in Each Category Total Traders: 55
15 11 5 4 . . 13 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 58,235
Positions
222 14,777 1,226 40,437 21,797 3,814 7,224 14,746 100 823 0 0 4,389 1,775
Changes from: April 24, 2012 Total Change is: 507
0 1,747 1 1,015 -961 26 -392 373 96 823 0 0 -1,062 -775
Percent of Open Interest Represented by Each Category of Trader
0.4 25.4 2.1 69.4 37.4 6.5 12.4 25.3 0.2 1.4 0.0 0.0 7.5 3.0
Number of Traders in Each Category Total Traders: 61
. 5 . 20 20 9 8 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 84,628
Positions
9,882 33,449 1,861 42,414 6,458 3,204 11,082 34,984 60 5,763 390 223 10,139 3,999
Changes from: April 24, 2012 Total Change is: 1,048
-2,122 185 161 4,497 -883 -343 1,035 3,306 34 -872 -203 -7 -1,335 -1,202
Percent of Open Interest Represented by Each Category of Trader
11.7 39.5 2.2 50.1 7.6 3.8 13.1 41.3 0.1 6.8 0.5 0.3 12.0 4.7
Number of Traders in Each Category Total Traders: 87
9 15 6 22 10 9 12 11 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 571,339
Positions
15,609 101,828 2,070 233,955 141,066 77,431 64,707 47,355 7,698 20,218 48,822 122 149,529 144,947
Changes from: April 24, 2012 Total Change is: -7,195
-1,756 5,056 784 -11,555 -4,992 5,031 -4,548 -13,036 167 2,073 916 -1,455 4,064 334
Percent of Open Interest Represented by Each Category of Trader
2.7 17.8 0.4 40.9 24.7 13.6 11.3 8.3 1.3 3.5 8.5 0.0 26.2 25.4
Number of Traders in Each Category Total Traders: 165
11 18 7 40 24 31 18 36 13 5 13 .
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 356,427
Positions
2,476 145,325 197 255,227 13,618 28,205 2,138 110,625 56 8,331 4,691 0 59,797 53,710
Changes from: April 24, 2012 Total Change is: -7,672
0 -4,932 -337 -5,430 -2,481 365 -3,177 -3,359 0 -3,747 0 0 4,654 3,072
Percent of Open Interest Represented by Each Category of Trader
0.7 40.8 0.1 71.6 3.8 7.9 0.6 31.0 0.0 2.3 1.3 0.0 16.8 15.1
Number of Traders in Each Category Total Traders: 65
. 10 . 33 6 22 . 10 . . . 0
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 953,779
Positions
62,154 184,496 9,402 200,841 148,399 66,101 288,779 375,851 20,653 179,313 42,072 7,175 119,361 99,630
Changes from: April 24, 2012 Total Change is: 36,024
751 29,788 -1,445 -18,240 -28,657 4,950 39,520 37,693 -663 6,079 -1,958 264 4,808 -3,948
Percent of Open Interest Represented by Each Category of Trader
6.5 19.3 1.0 21.1 15.6 6.9 30.3 39.4 2.2 18.8 4.4 0.8 12.5 10.4
Number of Traders in Each Category Total Traders: 229
18 26 6 38 28 39 42 37 20 20 20 6
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,832,781
Positions
129,249 243,532 42,375 614,943 512,056 233,449 350,840 292,430 38,549 125,776 125,623 24,985 272,615 319,782
Changes from: April 24, 2012 Total Change is: 12,854
34,268 3,295 12,733 -39,548 -16,512 21,537 -21,368 8,324 2,800 1,350 5,450 3,794 -2,712 -28,567
Percent of Open Interest Represented by Each Category of Trader
7.1 13.3 2.3 33.6 27.9 12.7 19.1 16.0 2.1 6.9 6.9 1.4 14.9 17.4
Number of Traders in Each Category Total Traders: 303
18 52 19 33 59 50 41 69 41 9 22 10
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,323,793
Positions
84,851 115,576 34,360 340,348 508,770 138,701 259,556 155,209 25,507 186,676 79,065 13,328 240,466 253,277
Changes from: April 24, 2012 Total Change is: 2,504
18,117 -29,717 -4,455 40,416 -285 -1,020 -7,368 40,516 -3,836 -21,102 2,459 -4,461 -13,787 3,303
Percent of Open Interest Represented by Each Category of Trader
6.4 8.7 2.6 25.7 38.4 10.5 19.6 11.7 1.9 14.1 6.0 1.0 18.2 19.1
Number of Traders in Each Category Total Traders: 194
12 22 9 24 39 35 34 35 20 9 19 4
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 490,074
Positions
177,695 152,132 170,593 0 1,063 1,200 57,259 59,312 50,534 776 3,604 4,459 27,558 47,177
Changes from: April 24, 2012 Total Change is: -33,490
-6,172 -7,370 -22,692 0 -1,053 0 3,370 3,448 -2,796 -2,997 600 -455 -1,748 -3,172
Percent of Open Interest Represented by Each Category of Trader
36.3 31.0 34.8 0.0 0.2 0.2 11.7 12.1 10.3 0.2 0.7 0.9 5.6 9.6
Number of Traders in Each Category Total Traders: 85
19 27 42 0 . . 12 19 22 . . .
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is 8,815,768
Positions
2,097,164 2,386,751 1,927,828 392,889 375,040 189,224 1,215,354 662,466 1,693,748 212,426 402,768 230,068 857,067 947,875
Changes from: April 24, 2012 Total Change is: 117,007
-87,614 82,066 78,568 56,845 -64,531 13,751 96,624 50,517 -39,125 4,561 -6,312 5,025 -11,628 -2,952
Percent of Open Interest Represented by Each Category of Trader
23.8 27.1 21.9 4.5 4.3 2.1 13.8 7.5 19.2 2.4 4.6 2.6 9.7 10.8
Number of Traders in Each Category Total Traders: 257
35 49 81 14 7 19 55 56 86 12 12 17
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 8,197
Positions
3,900 279 0 625 973 6 2,146 6,513 14 1,320 300 0 186 112
Changes from: April 24, 2012 Total Change is: 266
-29 -6 0 -17 0 0 318 268 0 0 20 0 -6 -16
Percent of Open Interest Represented by Each Category of Trader
47.6 3.4 0.0 7.6 11.9 0.1 26.2 79.5 0.2 16.1 3.7 0.0 2.3 1.4
Number of Traders in Each Category Total Traders: 30
4 . 0 . 4 . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 8,475
Positions
5,801 3,722 0 1,150 2,233 45 1,134 2,087 0 71 336 0 274 52
Changes from: April 24, 2012 Total Change is: -187
173 63 0 23 335 0 -399 -532 0 1 -35 0 15 -18
Percent of Open Interest Represented by Each Category of Trader
68.4 43.9 0.0 13.6 26.3 0.5 13.4 24.6 0.0 0.8 4.0 0.0 3.2 0.6
Number of Traders in Each Category Total Traders: 33
. 4 0 . 5 . 6 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 45,539
Positions
15,304 19,746 155 2,117 1,439 244 13,117 19,470 1,132 7,670 1,156 23 5,777 2,174
Changes from: April 24, 2012 Total Change is: 2,395
124 -354 155 -38 1,439 -287 2,961 1,320 41 2,856 736 9 -3,426 -664
Percent of Open Interest Represented by Each Category of Trader
33.6 43.4 0.3 4.6 3.2 0.5 28.8 42.8 2.5 16.8 2.5 0.1 12.7 4.8
Number of Traders in Each Category Total Traders: 102
5 4 . 7 . . 24 26 5 27 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 318,793
Positions
147,405 58,775 28,806 41,226 5,244 7,775 10,149 118,469 19,067 2,069 18,447 40,946 21,350 21,264
Changes from: April 24, 2012 Total Change is: 18,164
6,081 1,404 -31 5,711 1,537 1,060 2,740 11,675 391 1,051 2,802 31 1,130 -705
Percent of Open Interest Represented by Each Category of Trader
46.2 18.4 9.0 12.9 1.6 2.4 3.2 37.2 6.0 0.6 5.8 12.8 6.7 6.7
Number of Traders in Each Category Total Traders: 131
13 13 19 10 9 10 15 44 38 4 12 15
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 7,156
Positions
844 1,022 297 2,920 1,020 0 2,123 3,674 594 290 527 0 88 22
Changes from: April 24, 2012 Total Change is: -277
0 -322 6 -400 71 0 112 -34 0 0 0 0 5 2
Percent of Open Interest Represented by Each Category of Trader
11.8 14.3 4.2 40.8 14.3 0.0 29.7 51.3 8.3 4.1 7.4 0.0 1.2 0.3
Number of Traders in Each Category Total Traders: 23
. . . 5 . 0 5 4 . . . 0
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Updated May 4, 2012