Traders in Financial Futures - Futures Only Positions as of May 8, 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 148,415
Positions
11,756 49,483 895 20,362 34,054 181 59,968 37,296 1,600 10,618 2,105 866 42,169 21,935
Changes from: May 1, 2012 Total Change is: -14,621
2,699 -15,026 107 897 -30 8 -12,336 -6,666 -60 606 1,496 562 -7,104 4,988
Percent of Open Interest Represented by Each Category of Trader
7.9 33.3 0.6 13.7 22.9 0.1 40.4 25.1 1.1 7.2 1.4 0.6 28.4 14.8
Number of Traders in Each Category Total Traders: 81
5 10 . 8 4 . 27 13 7 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 45,717
Positions
16,658 8,446 174 831 1,498 250 15,343 13,865 94 1,583 410 30 10,754 20,950
Changes from: May 1, 2012 Total Change is: 4,060
4,289 -4,711 -187 -9 3 0 1,434 1,542 -29 1,046 410 30 -2,514 7,002
Percent of Open Interest Represented by Each Category of Trader
36.4 18.5 0.4 1.8 3.3 0.5 33.6 30.3 0.2 3.5 0.9 0.1 23.5 45.8
Number of Traders in Each Category Total Traders: 33
7 4 . . . . 6 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 199,801
Positions
6,297 98,554 55 9,598 46,638 6,323 111,188 25,692 277 24,199 3,494 0 41,864 18,768
Changes from: May 1, 2012 Total Change is: 11,513
-23,591 12,175 -171 270 456 -69 12,203 -875 -81 21,775 -489 0 1,177 567
Percent of Open Interest Represented by Each Category of Trader
3.2 49.3 0.0 4.8 23.3 3.2 55.6 12.9 0.1 12.1 1.7 0.0 21.0 9.4
Number of Traders in Each Category Total Traders: 99
. 13 . 6 15 4 39 16 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 141,842
Positions
37,786 33,279 200 64,759 9,659 825 13,117 52,164 220 10,867 2,768 0 14,068 42,727
Changes from: May 1, 2012 Total Change is: 1,493
-8,939 10,243 -345 -1,074 574 -22 -680 -8,254 21 10,313 1,110 0 2,219 -1,834
Percent of Open Interest Represented by Each Category of Trader
26.6 23.5 0.1 45.7 6.8 0.6 9.2 36.8 0.2 7.7 2.0 0.0 9.9 30.1
Number of Traders in Each Category Total Traders: 77
8 8 . 8 7 . 13 27 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 321,037
Positions
137,440 15,040 176 27,255 46,974 7,277 60,165 166,483 1,012 56,150 13,611 593 30,969 69,871
Changes from: May 1, 2012 Total Change is: 41,432
-16,502 1,598 -2,057 -479 1,534 259 10,828 36,484 -606 49,752 1,087 146 91 2,987
Percent of Open Interest Represented by Each Category of Trader
42.8 4.7 0.1 8.5 14.6 2.3 18.7 51.9 0.3 17.5 4.2 0.2 9.6 21.8
Number of Traders in Each Category Total Traders: 178
23 11 4 15 17 11 18 68 11 8 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 152,108
Positions
54,157 21,273 521 2,183 42,837 906 70,182 60,528 242 1,995 1,142 278 21,644 24,381
Changes from: May 1, 2012 Total Change is: 4,359
28,159 -11,281 -896 -692 420 5 -15,639 11,617 2 897 -1,266 228 -7,705 5,530
Percent of Open Interest Represented by Each Category of Trader
35.6 14.0 0.3 1.4 28.2 0.6 46.1 39.8 0.2 1.3 0.8 0.2 14.2 16.0
Number of Traders in Each Category Total Traders: 84
11 8 7 . 8 . 23 24 4 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 125,412
Positions
39,174 48,347 63,730 2,373 0 0 4,539 2,428 7,825 4,087 0 2,948 736 134
Changes from: May 1, 2012 Total Change is: -539
-3,979 -757 -2,644 -131 0 0 -866 -110 5 3,974 0 2,948 154 19
Percent of Open Interest Represented by Each Category of Trader
31.2 38.6 50.8 1.9 0.0 0.0 3.6 1.9 6.2 3.3 0.0 2.4 0.6 0.1
Number of Traders in Each Category Total Traders: 26
7 12 11 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 160,169
Positions
61,319 113,201 0 30,206 636 1,804 59,467 30,670 811 1,666 9,992 0 4,896 3,055
Changes from: May 1, 2012 Total Change is: 3,670
5,998 -8,463 -50 1,348 -517 0 -2,799 4,308 226 -61 7,843 0 -992 323
Percent of Open Interest Represented by Each Category of Trader
38.3 70.7 0.0 18.9 0.4 1.1 37.1 19.1 0.5 1.0 6.2 0.0 3.1 1.9
Number of Traders in Each Category Total Traders: 99
9 10 0 9 . . 30 29 7 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 18,977
Positions
13,870 2,257 1,232 651 0 0 2,396 1,268 20 160 13,433 0 648 767
Changes from: May 1, 2012 Total Change is: 79
119 -108 -50 -282 0 0 110 198 20 -20 0 0 182 19
Percent of Open Interest Represented by Each Category of Trader
73.1 11.9 6.5 3.4 0.0 0.0 12.6 6.7 0.1 0.8 70.8 0.0 3.4 4.0
Number of Traders in Each Category Total Traders: 22
7 . . . 0 0 6 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 17,969
Positions
2,495 9,006 94 385 100 0 9,968 5,718 125 2,173 448 0 2,729 2,478
Changes from: May 1, 2012 Total Change is: -1,846
-66 -5,651 52 -7 100 0 -1,963 2,443 0 1,642 110 0 -1,504 1,100
Percent of Open Interest Represented by Each Category of Trader
13.9 50.1 0.5 2.1 0.6 0.0 55.5 31.8 0.7 12.1 2.5 0.0 15.2 13.8
Number of Traders in Each Category Total Traders: 47
6 5 . . . 0 15 13 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 51,824
Positions
13,703 31,537 912 3,901 2,882 359 22,850 11,445 163 2,759 236 0 7,178 4,292
Changes from: May 1, 2012 Total Change is: -4,398
947 -4,683 3 -387 1,156 -214 -4,460 883 111 -137 -870 0 -260 -784
Percent of Open Interest Represented by Each Category of Trader
26.4 60.9 1.8 7.5 5.6 0.7 44.1 22.1 0.3 5.3 0.5 0.0 13.9 8.3
Number of Traders in Each Category Total Traders: 97
15 19 . 6 6 . 27 16 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 103,647
Positions
27,406 63,073 1,824 7,801 5,764 717 45,700 22,889 326 5,517 471 0 14,356 8,583
Changes from: May 1, 2012 Total Change is: -8,796
1,894 -9,365 5 -774 2,311 -428 -8,920 1,766 221 -274 -1,739 0 -520 -1,567
Percent of Open Interest Represented by Each Category of Trader
26.4 60.9 1.8 7.5 5.6 0.7 44.1 22.1 0.3 5.3 0.5 0.0 13.9 8.3
Number of Traders in Each Category Total Traders: 97
15 19 . 6 6 . 27 16 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 822,718
Positions
54,782 194,855 24,983 362,508 171,389 44,615 85,931 191,008 45,552 44,228 25,505 8,229 151,889 116,580
Changes from: May 1, 2012 Total Change is: 6,154
4,095 -25,314 1,931 -815 6,800 2,371 -16,230 13,885 7,060 4,557 -3,332 930 2,255 1,823
Percent of Open Interest Represented by Each Category of Trader
6.7 23.7 3.0 44.1 20.8 5.4 10.4 23.2 5.5 5.4 3.1 1.0 18.5 14.2
Number of Traders in Each Category Total Traders: 562
33 58 27 123 64 63 84 126 71 40 32 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 249,212
Positions
22,959 69,753 6,807 105,307 31,750 7,937 21,914 44,815 2,744 9,027 6,935 4,935 67,582 73,536
Changes from: May 1, 2012 Total Change is: 4,402
1,439 -9,974 1,361 -67 284 -249 -1,438 9,473 67 188 2 1,400 1,701 2,038
Percent of Open Interest Represented by Each Category of Trader
9.2 28.0 2.7 42.3 12.7 3.2 8.8 18.0 1.1 3.6 2.8 2.0 27.1 29.5
Number of Traders in Each Category Total Traders: 112
12 14 6 25 9 13 16 26 12 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 2,867,529
Positions
176,110 642,504 73,888 1,312,212 724,406 157,182 467,894 878,774 66,233 183,444 100,289 9,032 421,534 215,221
Changes from: May 1, 2012 Total Change is: 8,761
6,425 -83,558 9,707 -906 35,416 10,267 -35,764 60,256 -3,232 17,061 -21,450 2,432 2,771 -1,077
Percent of Open Interest Represented by Each Category of Trader
6.1 22.4 2.6 45.8 25.3 5.5 16.3 30.6 2.3 6.4 3.5 0.3 14.7 7.5
Number of Traders in Each Category Total Traders: 530
31 56 21 109 61 55 86 119 59 37 31 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 102,637
Positions
17,619 18,639 424 58,167 58,667 2,083 12,861 11,928 1,119 1,699 4,483 0 8,665 5,294
Changes from: May 1, 2012 Total Change is: 3,803
3,606 -1,063 -22 5,793 3,147 4 -4,205 -1,296 1,069 -334 22 0 -2,108 1,942
Percent of Open Interest Represented by Each Category of Trader
17.2 18.2 0.4 56.7 57.2 2.0 12.5 11.6 1.1 1.7 4.4 0.0 8.4 5.2
Number of Traders in Each Category Total Traders: 95
13 8 . 32 11 10 16 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 104,211
Positions
6,166 38,970 14,625 31,218 8,459 1,219 25,784 14,778 13,825 1,212 5,851 601 9,564 5,884
Changes from: May 1, 2012 Total Change is: 5,773
144 -11,700 6,614 -2,507 1,063 21 -3,478 3,735 7,203 -1,288 -306 272 -1,209 -1,130
Percent of Open Interest Represented by Each Category of Trader
5.9 37.4 14.0 30.0 8.1 1.2 24.7 14.2 13.3 1.2 5.6 0.6 9.2 5.6
Number of Traders in Each Category Total Traders: 230
20 30 13 33 24 9 59 42 18 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 20,617
Positions
9,512 11,585 622 1,036 0 0 4,757 7,634 0 329 0 0 4,361 776
Changes from: May 1, 2012 Total Change is: 4,134
3,595 -16 74 0 0 0 1,515 4,255 0 -547 0 0 -503 -179
Percent of Open Interest Represented by Each Category of Trader
46.1 56.2 3.0 5.0 0.0 0.0 23.1 37.0 0.0 1.6 0.0 0.0 21.2 3.8
Number of Traders in Each Category Total Traders: 25
9 6 . . 0 0 . 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 417,971
Positions
52,205 205,863 1,076 150,908 42,296 6,093 160,256 90,841 14,000 6,058 30,899 1,361 26,014 25,542
Changes from: May 1, 2012 Total Change is: 8,194
15,751 -25,417 -305 -12,537 5,315 107 -515 21,849 11,567 -3,704 -1,528 1,361 -3,531 -4,755
Percent of Open Interest Represented by Each Category of Trader
12.5 49.3 0.3 36.1 10.1 1.5 38.3 21.7 3.3 1.4 7.4 0.3 6.2 6.1
Number of Traders in Each Category Total Traders: 227
21 28 5 33 24 9 59 40 14 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 414,494
Positions
176,730 24,743 10,952 131,499 201,164 19,158 54,136 127,868 2,511 2,811 10,803 272 16,425 17,023
Changes from: May 1, 2012 Total Change is: 17,023
23,744 -6,779 300 5,533 7,818 -1,050 -9,863 12,793 968 -490 134 213 -2,332 2,626
Percent of Open Interest Represented by Each Category of Trader
42.6 6.0 2.6 31.7 48.5 4.6 13.1 30.8 0.6 0.7 2.6 0.1 4.0 4.1
Number of Traders in Each Category Total Traders: 249
19 14 5 53 46 24 39 58 14 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 41,146
Positions
12,398 758 0 10,171 510 198 8,859 10,394 0 2,577 6,718 0 6,943 22,568
Changes from: May 1, 2012 Total Change is: -1,005
-887 -25 0 -324 40 107 -269 -645 0 420 24 0 -52 -506
Percent of Open Interest Represented by Each Category of Trader
30.1 1.8 0.0 24.7 1.2 0.5 21.5 25.3 0.0 6.3 16.3 0.0 16.9 54.8
Number of Traders in Each Category Total Traders: 42
7 . 0 11 . . 8 4 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 70,080
Positions
16,697 10,039 2,237 8,510 3,103 623 16,753 1,771 7,527 4,878 0 0 12,855 44,780
Changes from: May 1, 2012 Total Change is: 3,518
681 -686 -97 -227 489 0 1,054 -485 185 1,386 -955 0 536 5,067
Percent of Open Interest Represented by Each Category of Trader
23.8 14.3 3.2 12.1 4.4 0.9 23.9 2.5 10.7 7.0 0.0 0.0 18.3 63.9
Number of Traders in Each Category Total Traders: 52
14 12 5 4 . . 11 4 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 59,577
Positions
222 14,825 1,236 39,752 21,747 3,756 8,462 14,951 184 823 0 0 5,142 2,878
Changes from: May 1, 2012 Total Change is: 1,342
0 48 10 -685 -50 -58 1,238 205 84 0 0 0 753 1,103
Percent of Open Interest Represented by Each Category of Trader
0.4 24.9 2.1 66.7 36.5 6.3 14.2 25.1 0.3 1.4 0.0 0.0 8.6 4.8
Number of Traders in Each Category Total Traders: 60
. 5 . 18 20 8 9 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 85,365
Positions
9,668 34,545 1,831 43,079 6,379 2,838 11,089 34,539 64 5,807 685 234 10,755 4,250
Changes from: May 1, 2012 Total Change is: 737
-214 1,096 -30 665 -79 -366 7 -445 4 44 295 11 616 251
Percent of Open Interest Represented by Each Category of Trader
11.3 40.5 2.1 50.5 7.5 3.3 13.0 40.5 0.1 6.8 0.8 0.3 12.6 5.0
Number of Traders in Each Category Total Traders: 88
8 17 6 22 11 10 13 8 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 611,630
Positions
10,864 129,890 2,780 240,754 146,854 79,217 90,839 51,604 8,831 21,100 50,478 51 157,194 141,925
Changes from: May 1, 2012 Total Change is: 40,291
-4,745 28,062 710 6,799 5,788 1,786 26,132 4,249 1,133 882 1,656 -71 7,665 -3,022
Percent of Open Interest Represented by Each Category of Trader
1.8 21.2 0.5 39.4 24.0 13.0 14.9 8.4 1.4 3.4 8.3 0.0 25.7 23.2
Number of Traders in Each Category Total Traders: 170
6 25 8 38 25 29 25 33 22 6 12 .
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Traders in Financial Futures - Futures Only Positions as of May 8, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 358,320
Positions
2,478 137,488 535 250,263 13,940 29,067 5,105 107,507 56 8,194 15,371 0 62,622 54,356
Changes from: May 1, 2012 Total Change is: 1,893
2 -7,837 338 -4,964 322 862 2,967 -3,118 0 -137 10,680 0 2,825 646
Percent of Open Interest Represented by Each Category of Trader
0.7 38.4 0.1 69.8 3.9 8.1 1.4 30.0 0.0 2.3 4.3 0.0 17.5 15.2
Number of Traders in Each Category Total Traders: 67
. 10 . 33 6 21 . 9 . . 4 0
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Traders in Financial Futures - Futures Only Positions as of May 8, 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 997,915
Positions
67,849 190,280 9,840 219,921 144,847 75,405 293,265 404,614 27,829 177,922 43,834 7,737 118,147 93,529
Changes from: May 1, 2012 Total Change is: 44,136
5,695 5,784 438 19,080 -3,552 9,304 4,486 28,763 7,176 -1,391 1,762 562 -1,214 -6,101
Percent of Open Interest Represented by Each Category of Trader
6.8 19.1 1.0 22.0 14.5 7.6 29.4 40.5 2.8 17.8 4.4 0.8 11.8 9.4
Number of Traders in Each Category Total Traders: 233
16 24 7 39 28 39 45 40 22 20 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 1,884,542
Positions
113,279 232,717 41,699 676,782 502,661 224,567 369,102 344,651 42,929 113,908 139,619 20,359 281,917 335,340
Changes from: May 1, 2012 Total Change is: 51,761
-15,970 -10,815 -676 61,839 -9,395 -8,882 18,262 52,221 4,380 -11,868 13,996 -4,626 9,302 15,558
Percent of Open Interest Represented by Each Category of Trader
6.0 12.3 2.2 35.9 26.7 11.9 19.6 18.3 2.3 6.0 7.4 1.1 15.0 17.8
Number of Traders in Each Category Total Traders: 300
22 48 18 32 56 49 42 70 38 11 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 1,369,668
Positions
111,638 111,195 24,579 351,910 513,449 142,451 269,313 175,731 25,593 183,983 89,470 20,435 239,766 266,765
Changes from: May 1, 2012 Total Change is: 45,875
26,787 -4,381 -9,781 11,562 4,679 3,750 9,757 20,522 86 -2,693 10,405 7,107 -700 13,488
Percent of Open Interest Represented by Each Category of Trader
8.2 8.1 1.8 25.7 37.5 10.4 19.7 12.8 1.9 13.4 6.5 1.5 17.5 19.5
Number of Traders in Each Category Total Traders: 199
14 22 7 25 37 34 34 36 24 11 20 5
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Traders in Financial Futures - Futures Only Positions as of May 8, 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 499,715
Positions
179,579 140,845 180,690 565 1,560 3,257 50,783 57,732 54,406 1,260 10,749 4,804 24,371 45,672
Changes from: May 1, 2012 Total Change is: 9,641
1,884 -11,287 10,097 565 497 2,057 -6,476 -1,580 3,872 484 7,145 345 -3,187 -1,505
Percent of Open Interest Represented by Each Category of Trader
35.9 28.2 36.2 0.1 0.3 0.7 10.2 11.6 10.9 0.3 2.2 1.0 4.9 9.1
Number of Traders in Each Category Total Traders: 86
23 23 42 . . . 13 18 23 . . .
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Traders in Financial Futures - Futures Only Positions as of May 8, 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 8,944,252
Positions
2,064,178 2,289,556 1,896,941 438,310 345,344 190,025 1,213,303 662,268 1,775,937 211,268 516,405 327,051 827,239 940,725
Changes from: May 1, 2012 Total Change is: 128,484
-32,986 -97,195 -30,887 45,421 -29,696 801 -2,051 -198 82,189 -1,158 113,637 96,983 -29,828 -7,150
Percent of Open Interest Represented by Each Category of Trader
23.1 25.6 21.2 4.9 3.9 2.1 13.6 7.4 19.9 2.4 5.8 3.7 9.2 10.5
Number of Traders in Each Category Total Traders: 262
34 50 82 14 9 19 53 61 90 14 14 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 8,219
Positions
4,047 259 0 631 973 6 1,824 6,371 222 1,320 280 0 169 108
Changes from: May 1, 2012 Total Change is: 22
147 -20 0 6 0 0 -322 -142 208 0 -20 0 -17 -4
Percent of Open Interest Represented by Each Category of Trader
49.2 3.2 0.0 7.7 11.8 0.1 22.2 77.5 2.7 16.1 3.4 0.0 2.1 1.3
Number of Traders in Each Category Total Traders: 30
4 . 0 . 4 . 6 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 8,485
Positions
5,864 3,783 0 1,150 2,326 45 1,093 1,918 0 72 361 0 261 52
Changes from: May 1, 2012 Total Change is: 10
63 61 0 0 93 0 -41 -169 0 1 25 0 -13 0
Percent of Open Interest Represented by Each Category of Trader
69.1 44.6 0.0 13.6 27.4 0.5 12.9 22.6 0.0 0.8 4.3 0.0 3.1 0.6
Number of Traders in Each Category Total Traders: 31
4 4 0 . 5 . 5 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 45,996
Positions
15,347 19,779 71 2,165 987 254 14,387 21,606 1,066 7,009 508 23 5,674 1,702
Changes from: May 1, 2012 Total Change is: 457
43 33 -84 48 -452 10 1,270 2,136 -66 -661 -648 0 -103 -472
Percent of Open Interest Represented by Each Category of Trader
33.4 43.0 0.2 4.7 2.1 0.6 31.3 47.0 2.3 15.2 1.1 0.1 12.3 3.7
Number of Traders in Each Category Total Traders: 107
6 4 . 7 . . 30 20 6 32 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 326,785
Positions
143,868 62,185 31,727 38,619 4,266 7,875 6,988 109,962 21,438 1,873 13,754 49,789 24,608 25,789
Changes from: May 1, 2012 Total Change is: 7,992
-3,537 3,410 2,921 -2,607 -978 100 -3,161 -8,507 2,371 -196 -4,693 8,843 3,258 4,525
Percent of Open Interest Represented by Each Category of Trader
44.0 19.0 9.7 11.8 1.3 2.4 2.1 33.6 6.6 0.6 4.2 15.2 7.5 7.9
Number of Traders in Each Category Total Traders: 131
13 13 21 10 8 9 12 46 38 5 14 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 7,091
Positions
844 976 297 2,920 1,088 0 2,051 3,597 594 290 527 0 95 12
Changes from: May 1, 2012 Total Change is: -65
0 -46 0 0 68 0 -72 -77 0 0 0 0 7 -10
Percent of Open Interest Represented by Each Category of Trader
11.9 13.8 4.2 41.2 15.3 0.0 28.9 50.7 8.4 4.1 7.4 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 23
. . . 5 . 0 4 4 . . . 0
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Updated May 11, 2012