Traders in Financial Futures - Futures Only Positions as of May 29, 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 126,626
Positions
20,864 19,282 1,612 20,853 34,421 187 40,767 42,445 2,163 8,394 144 96 31,690 26,276
Changes from: May 22, 2012 Total Change is: -4,366
5,943 -2,645 541 183 411 6 -9,571 -5,491 1,185 52 109 95 -2,800 1,423
Percent of Open Interest Represented by Each Category of Trader
16.5 15.2 1.3 16.5 27.2 0.1 32.2 33.5 1.7 6.6 0.1 0.1 25.0 20.8
Number of Traders in Each Category Total Traders: 79
7 7 5 6 5 . 17 26 12 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 71,895
Positions
32,939 6,473 10 912 1,463 242 25,456 33,142 225 4,944 427 76 7,091 29,837
Changes from: May 22, 2012 Total Change is: 63
275 195 0 99 4 0 1,592 -1,452 40 -463 -19 0 -1,480 1,295
Percent of Open Interest Represented by Each Category of Trader
45.8 9.0 0.0 1.3 2.0 0.3 35.4 46.1 0.3 6.9 0.6 0.1 9.9 41.5
Number of Traders in Each Category Total Traders: 45
8 5 . . . . 8 17 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 181,435
Positions
28,472 84,854 1,542 9,697 35,788 7,256 81,683 24,514 915 27,398 3,963 72 24,400 22,531
Changes from: May 22, 2012 Total Change is: -3,062
7,502 -7,243 620 -146 -893 406 -10,766 2,872 -80 1,515 399 38 -2,151 819
Percent of Open Interest Represented by Each Category of Trader
15.7 46.8 0.8 5.3 19.7 4.0 45.0 13.5 0.5 15.1 2.2 0.0 13.4 12.4
Number of Traders in Each Category Total Traders: 92
8 9 6 5 15 . 28 20 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 140,684
Positions
31,944 49,238 1,438 62,797 9,937 775 17,918 38,537 196 10,344 2,446 36 15,236 38,081
Changes from: May 22, 2012 Total Change is: -1,484
-2,000 4,543 58 97 93 19 1,079 -3,936 -32 -663 59 36 -78 -2,324
Percent of Open Interest Represented by Each Category of Trader
22.7 35.0 1.0 44.6 7.1 0.6 12.7 27.4 0.1 7.4 1.7 0.0 10.8 27.1
Number of Traders in Each Category Total Traders: 80
6 11 . 8 6 . 16 26 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 394,160
Positions
186,762 18,128 1,295 27,436 42,268 9,934 75,361 227,687 3,171 56,119 14,112 1,230 32,852 76,335
Changes from: May 22, 2012 Total Change is: 17,452
8,232 356 244 242 725 242 6,446 11,473 640 -3 2,216 -358 1,767 1,914
Percent of Open Interest Represented by Each Category of Trader
47.4 4.6 0.3 7.0 10.7 2.5 19.1 57.8 0.8 14.2 3.6 0.3 8.3 19.4
Number of Traders in Each Category Total Traders: 196
24 11 4 16 25 12 25 66 18 10 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 142,616
Positions
106,916 8,967 292 1,824 44,995 887 14,045 55,860 484 3,642 2,063 0 14,526 29,068
Changes from: May 22, 2012 Total Change is: 2,653
21,623 -2,760 -80 165 -275 0 -15,295 3,412 342 365 212 0 -4,467 1,802
Percent of Open Interest Represented by Each Category of Trader
75.0 6.3 0.2 1.3 31.5 0.6 9.8 39.2 0.3 2.6 1.4 0.0 10.2 20.4
Number of Traders in Each Category Total Traders: 82
13 5 5 . 9 . 15 32 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 107,777
Positions
56,011 59,748 34,326 1,439 0 0 1,566 2,708 7,788 3,487 0 2,948 212 259
Changes from: May 22, 2012 Total Change is: -779
1,116 -1,596 646 -261 0 0 -1,999 180 0 -100 0 0 -181 -9
Percent of Open Interest Represented by Each Category of Trader
52.0 55.4 31.8 1.3 0.0 0.0 1.5 2.5 7.2 3.2 0.0 2.7 0.2 0.2
Number of Traders in Each Category Total Traders: 25
7 11 12 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 187,458
Positions
82,869 90,066 11,888 18,708 1,779 1,551 54,448 45,236 15,569 2,325 17,031 0 100 4,338
Changes from: May 22, 2012 Total Change is: -1,796
3,175 -272 1,730 -5,227 731 0 2,882 -5,490 -1,542 278 5,819 -111 -2,981 -2,661
Percent of Open Interest Represented by Each Category of Trader
44.2 48.0 6.3 10.0 0.9 0.8 29.0 24.1 8.3 1.2 9.1 0.0 0.1 2.3
Number of Traders in Each Category Total Traders: 119
11 9 . 7 4 . 22 46 8 8 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 21,041
Positions
14,129 2,200 2,674 391 848 78 3,036 885 224 100 13,428 0 409 704
Changes from: May 22, 2012 Total Change is: 499
-498 -303 1,299 0 623 -106 -79 -829 108 -20 -5 0 -205 -288
Percent of Open Interest Represented by Each Category of Trader
67.1 10.5 12.7 1.9 4.0 0.4 14.4 4.2 1.1 0.5 63.8 0.0 1.9 3.3
Number of Traders in Each Category Total Traders: 22
8 . 5 . . . 7 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 21,453
Positions
9,065 5,387 1 0 298 0 6,781 11,611 157 3,769 722 0 1,680 3,277
Changes from: May 22, 2012 Total Change is: 14
692 -419 1 -211 168 0 -652 83 157 -30 114 0 57 -90
Percent of Open Interest Represented by Each Category of Trader
42.3 25.1 0.0 0.0 1.4 0.0 31.6 54.1 0.7 17.6 3.4 0.0 7.8 15.3
Number of Traders in Each Category Total Traders: 42
9 . . 0 . 0 6 16 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 68,734
Positions
19,763 28,105 12,495 4,509 2,376 552 12,414 8,816 6,020 1,749 1,332 1,276 9,957 7,763
Changes from: May 22, 2012 Total Change is: 1,544
2,655 -442 1,946 -243 -808 150 -3,569 1,422 -1,096 405 -190 0 1,296 562
Percent of Open Interest Represented by Each Category of Trader
28.8 40.9 18.2 6.6 3.5 0.8 18.1 12.8 8.8 2.5 1.9 1.9 14.5 11.3
Number of Traders in Each Category Total Traders: 94
16 17 7 6 7 . 24 12 9 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 17,501
Positions
10,846 9,975 0 1,070 0 0 4,179 1,623 0 0 2,174 0 1,406 3,729
Changes from: May 22, 2012 Total Change is: 1,264
1,235 1,294 0 20 0 0 10 -989 0 0 0 0 -1 959
Percent of Open Interest Represented by Each Category of Trader
62.0 57.0 0.0 6.1 0.0 0.0 23.9 9.3 0.0 0.0 12.4 0.0 8.0 21.3
Number of Traders in Each Category Total Traders: 20
5 6 0 . 0 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 102,465
Positions
40,936 59,363 1,887 6,877 4,751 1,104 28,068 25,984 442 6,050 867 0 17,101 8,067
Changes from: May 22, 2012 Total Change is: 559
6,804 494 -73 -526 -1,616 299 -9,120 2,859 -229 810 -380 0 2,594 -795
Percent of Open Interest Represented by Each Category of Trader
40.0 57.9 1.8 6.7 4.6 1.1 27.4 25.4 0.4 5.9 0.8 0.0 16.7 7.9
Number of Traders in Each Category Total Traders: 91
14 17 . 5 7 . 23 16 4 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 881,189
Positions
60,190 142,856 58,063 360,591 182,411 47,515 81,316 203,574 62,707 33,137 31,354 9,308 168,361 143,401
Changes from: May 22, 2012 Total Change is: 7,701
-273 -9,012 5,666 910 -151 436 3,305 5,324 -1,737 -2,111 3,604 105 1,401 3,466
Percent of Open Interest Represented by Each Category of Trader
6.8 16.2 6.6 40.9 20.7 5.4 9.2 23.1 7.1 3.8 3.6 1.1 19.1 16.3
Number of Traders in Each Category Total Traders: 543
37 51 36 119 63 63 72 128 77 32 40 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 273,113
Positions
31,072 57,810 9,432 108,945 30,810 8,479 29,205 54,139 2,909 9,984 6,873 5,665 67,422 96,996
Changes from: May 22, 2012 Total Change is: -245
-628 -3,409 70 3,017 -1,244 159 -830 -1,424 0 -485 710 268 -1,816 4,625
Percent of Open Interest Represented by Each Category of Trader
11.4 21.2 3.5 39.9 11.3 3.1 10.7 19.8 1.1 3.7 2.5 2.1 24.7 35.5
Number of Traders in Each Category Total Traders: 112
13 9 5 29 9 16 19 23 10 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 3,040,378
Positions
286,632 566,269 102,117 1,282,719 782,496 170,689 482,005 968,622 77,543 127,743 134,383 6,236 504,694 232,023
Changes from: May 22, 2012 Total Change is: 39,728
18,390 -11,398 11,364 -11,437 4,565 2,286 9,059 22,124 2,930 -8,271 14,331 -677 16,084 -5,797
Percent of Open Interest Represented by Each Category of Trader
9.4 18.6 3.4 42.2 25.7 5.6 15.9 31.9 2.6 4.2 4.4 0.2 16.6 7.6
Number of Traders in Each Category Total Traders: 515
39 47 30 105 60 53 76 121 65 30 37 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 103,853
Positions
24,425 16,228 439 55,412 63,312 2,387 9,849 13,080 646 1,951 3,181 0 8,744 4,580
Changes from: May 22, 2012 Total Change is: -1,647
-2,072 -62 64 1,617 -387 185 261 1,833 -1,912 254 -1,322 0 -44 -46
Percent of Open Interest Represented by Each Category of Trader
23.5 15.6 0.4 53.4 61.0 2.3 9.5 12.6 0.6 1.9 3.1 0.0 8.4 4.4
Number of Traders in Each Category Total Traders: 90
13 7 . 31 11 10 10 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 98,712
Positions
7,203 32,399 16,417 26,447 8,932 1,299 21,911 11,969 15,661 1,071 6,316 457 8,245 5,262
Changes from: May 22, 2012 Total Change is: -2,761
-190 -3,937 2,053 -1,836 36 -191 -2,085 -226 -365 -122 -70 -3 -24 -59
Percent of Open Interest Represented by Each Category of Trader
7.3 32.8 16.6 26.8 9.0 1.3 22.2 12.1 15.9 1.1 6.4 0.5 8.4 5.3
Number of Traders in Each Category Total Traders: 217
19 30 15 32 21 10 49 43 16 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 22,798
Positions
10,258 12,925 666 1,036 0 0 7,287 8,376 0 329 0 0 3,222 831
Changes from: May 22, 2012 Total Change is: 349
-96 246 10 0 0 0 1,129 123 0 0 0 0 -694 -30
Percent of Open Interest Represented by Each Category of Trader
45.0 56.7 2.9 4.5 0.0 0.0 32.0 36.7 0.0 1.4 0.0 0.0 14.1 3.6
Number of Traders in Each Category Total Traders: 26
11 6 . . 0 0 . 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 379,569
Positions
61,739 174,384 1,741 127,056 44,661 6,494 147,478 92,321 3,950 5,356 33,223 642 25,113 22,153
Changes from: May 22, 2012 Total Change is: -15,548
9,459 -10,988 288 -9,179 179 -953 -9,476 4,848 -8,416 -610 -349 -13 3,352 -144
Percent of Open Interest Represented by Each Category of Trader
16.3 45.9 0.5 33.5 11.8 1.7 38.9 24.3 1.0 1.4 8.8 0.2 6.6 5.8
Number of Traders in Each Category Total Traders: 216
19 30 6 32 21 10 48 44 11 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 441,600
Positions
203,421 31,935 14,991 130,919 222,317 19,325 50,922 120,668 3,765 2,947 11,311 250 15,060 17,038
Changes from: May 22, 2012 Total Change is: 1,927
4,791 1,821 831 -84 841 -743 -3,646 -465 657 109 -1,576 0 12 561
Percent of Open Interest Represented by Each Category of Trader
46.1 7.2 3.4 29.6 50.3 4.4 11.5 27.3 0.9 0.7 2.6 0.1 3.4 3.9
Number of Traders in Each Category Total Traders: 243
21 15 5 50 44 24 35 60 12 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 34,948
Positions
12,492 435 0 9,044 1,244 182 3,594 3,251 67 1,880 7,138 0 7,689 22,631
Changes from: May 22, 2012 Total Change is: -147
357 0 0 -20 0 68 -615 -965 67 146 58 0 -150 625
Percent of Open Interest Represented by Each Category of Trader
35.7 1.2 0.0 25.9 3.6 0.5 10.3 9.3 0.2 5.4 20.4 0.0 22.0 64.8
Number of Traders in Each Category Total Traders: 38
7 . 0 10 . . 7 . . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 71,235
Positions
26,234 7,826 1,942 6,061 3,220 867 8,594 2,017 6,309 8,897 223 0 12,331 48,831
Changes from: May 22, 2012 Total Change is: 2,615
1,664 52 -177 136 -329 73 -215 -609 -490 1,163 223 0 461 3,872
Percent of Open Interest Represented by Each Category of Trader
36.8 11.0 2.7 8.5 4.5 1.2 12.1 2.8 8.9 12.5 0.3 0.0 17.3 68.5
Number of Traders in Each Category Total Traders: 53
16 10 4 4 . . 10 4 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 61,963
Positions
222 15,488 886 45,018 26,692 3,810 7,603 12,447 5 244 0 0 4,175 2,635
Changes from: May 22, 2012 Total Change is: 839
0 479 -323 1,422 -154 214 -662 -34 0 0 0 0 188 657
Percent of Open Interest Represented by Each Category of Trader
0.4 25.0 1.4 72.7 43.1 6.1 12.3 20.1 0.0 0.4 0.0 0.0 6.7 4.3
Number of Traders in Each Category Total Traders: 62
. 5 . 20 21 8 8 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 97,257
Positions
11,872 32,500 4,129 49,679 6,584 4,703 11,605 40,214 65 5,266 2,899 241 9,697 5,922
Changes from: May 22, 2012 Total Change is: 411
-1,320 -1,484 1,806 386 267 466 -946 -453 0 -641 162 18 642 -371
Percent of Open Interest Represented by Each Category of Trader
12.2 33.4 4.2 51.1 6.8 4.8 11.9 41.3 0.1 5.4 3.0 0.2 10.0 6.1
Number of Traders in Each Category Total Traders: 90
7 19 6 21 11 9 12 10 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 790,120
Positions
9,000 192,682 44,370 291,083 147,395 73,044 98,961 77,271 58,257 22,390 38,678 1,785 191,230 156,638
Changes from: May 22, 2012 Total Change is: 101,420
-2,789 19,147 39,321 -239 -10,560 -1,996 3,251 634 41,410 -2,141 2,143 1,719 22,884 9,602
Percent of Open Interest Represented by Each Category of Trader
1.1 24.4 5.6 36.8 18.7 9.2 12.5 9.8 7.4 2.8 4.9 0.2 24.2 19.8
Number of Traders in Each Category Total Traders: 155
5 22 10 36 22 28 30 23 23 5 12 .
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Traders in Financial Futures - Futures Only Positions as of May 29, 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 403,081
Positions
2,478 136,053 16,555 235,269 10,425 29,440 7,613 100,718 16,226 9,189 20,523 0 86,311 73,141
Changes from: May 22, 2012 Total Change is: 43,789
0 -8,261 15,476 -6,840 -1,966 312 -1,895 4,798 16,170 490 2,110 0 20,076 15,150
Percent of Open Interest Represented by Each Category of Trader
0.6 33.8 4.1 58.4 2.6 7.3 1.9 25.0 4.0 2.3 5.1 0.0 21.4 18.1
Number of Traders in Each Category Total Traders: 62
. 9 6 28 4 18 . 10 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 948,559
Positions
90,806 143,689 14,739 190,602 118,382 62,742 236,592 425,084 32,073 184,513 40,757 5,991 130,501 105,102
Changes from: May 22, 2012 Total Change is: -14,384
12,987 -9,119 -3,247 -35,614 4,633 734 -9,136 -5,259 349 9,705 -7,345 2,411 7,427 2,459
Percent of Open Interest Represented by Each Category of Trader
9.6 15.1 1.6 20.1 12.5 6.6 24.9 44.8 3.4 19.5 4.3 0.6 13.8 11.1
Number of Traders in Each Category Total Traders: 217
18 19 13 40 27 40 42 35 28 20 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 2,147,766
Positions
79,460 219,477 112,252 836,218 558,945 192,469 295,875 389,708 149,766 104,521 135,532 52,304 324,901 337,313
Changes from: May 22, 2012 Total Change is: 136,811
-32,804 -12,093 13,088 70,027 -666 -19,289 -35,498 10,640 67,018 3,637 16,953 30,739 39,893 30,421
Percent of Open Interest Represented by Each Category of Trader
3.7 10.2 5.2 38.9 26.0 9.0 13.8 18.1 7.0 4.9 6.3 2.4 15.1 15.7
Number of Traders in Each Category Total Traders: 262
15 38 25 24 55 45 42 58 38 7 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 1,311,759
Positions
91,370 142,180 14,476 231,481 522,862 120,890 288,471 145,873 35,109 265,317 69,377 15,063 249,582 245,929
Changes from: May 22, 2012 Total Change is: -112,051
14,853 -189 -25,840 -28,961 -3,070 -25,566 -18,024 -15,436 -12,201 -13,015 -11,389 -8,943 5,646 -9,417
Percent of Open Interest Represented by Each Category of Trader
7.0 10.8 1.1 17.6 39.9 9.2 22.0 11.1 2.7 20.2 5.3 1.1 19.0 18.7
Number of Traders in Each Category Total Traders: 188
10 26 15 26 35 34 38 27 25 8 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 539,857
Positions
192,466 129,503 199,067 885 7,752 4,065 48,679 66,785 63,343 3,965 12,356 5,544 21,843 51,442
Changes from: May 22, 2012 Total Change is: 471
-7,174 -6,687 6,443 -80 -2,270 -128 1,655 7,054 -836 1,745 224 -389 -765 -2,940
Percent of Open Interest Represented by Each Category of Trader
35.7 24.0 36.9 0.2 1.4 0.8 9.0 12.4 11.7 0.7 2.3 1.0 4.0 9.5
Number of Traders in Each Category Total Traders: 93
24 24 43 . . . 15 18 25 . . .
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Traders in Financial Futures - Futures Only Positions as of May 29, 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 8,570,861
Positions
2,253,957 2,141,832 1,940,884 292,668 68,046 219,158 960,909 615,534 1,650,086 201,940 660,227 294,994 756,265 980,100
Changes from: May 22, 2012 Total Change is: -20,274
-37,880 74,469 -16,710 -9,950 -24,156 17,980 64,898 12,451 -59,184 4,319 -27,259 32,903 -16,650 -30,768
Percent of Open Interest Represented by Each Category of Trader
26.3 25.0 22.6 3.4 0.8 2.6 11.2 7.2 19.3 2.4 7.7 3.4 8.8 11.4
Number of Traders in Each Category Total Traders: 255
38 46 80 13 7 17 51 59 88 12 17 22
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Traders in Financial Futures - Futures Only Positions as of May 29, 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 8,429
Positions
4,057 415 0 632 973 6 1,888 6,411 217 1,340 285 0 289 122
Changes from: May 22, 2012 Total Change is: -35
-124 140 0 0 0 0 174 -100 -126 -5 70 0 46 -19
Percent of Open Interest Represented by Each Category of Trader
48.1 4.9 0.0 7.5 11.5 0.1 22.4 76.1 2.6 15.9 3.4 0.0 3.4 1.4
Number of Traders in Each Category Total Traders: 30
4 . 0 . 4 . 7 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 9,640
Positions
5,997 3,940 0 1,147 1,920 45 2,098 3,333 7 40 366 0 306 29
Changes from: May 22, 2012 Total Change is: 599
34 -62 0 0 -55 0 502 750 7 0 -30 0 56 -11
Percent of Open Interest Represented by Each Category of Trader
62.2 40.9 0.0 11.9 19.9 0.5 21.8 34.6 0.1 0.4 3.8 0.0 3.2 0.3
Number of Traders in Each Category Total Traders: 32
. 5 0 . 5 . 8 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 76,744
Positions
14,220 45,834 0 5,951 0 225 43,230 27,958 603 5,546 468 68 6,901 1,588
Changes from: May 22, 2012 Total Change is: 2,251
157 8,941 0 88 -63 0 599 -6,501 28 439 -242 50 890 38
Percent of Open Interest Represented by Each Category of Trader
18.5 59.7 0.0 7.8 0.0 0.3 56.3 36.4 0.8 7.2 0.6 0.1 9.0 2.1
Number of Traders in Each Category Total Traders: 115
8 . 0 8 0 . 54 14 . 23 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 272,588
Positions
105,595 53,188 30,780 33,946 3,350 6,497 17,083 87,548 26,290 1,309 14,557 29,940 21,148 20,438
Changes from: May 22, 2012 Total Change is: -15,047
-18,963 -8,789 4,165 -205 -446 -256 5,844 -10,471 -380 -467 4,605 -6,315 1,530 2,840
Percent of Open Interest Represented by Each Category of Trader
38.7 19.5 11.3 12.5 1.2 2.4 6.3 32.1 9.6 0.5 5.3 11.0 7.8 7.5
Number of Traders in Each Category Total Traders: 128
14 13 20 10 7 10 20 38 39 8 10 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 8,007
Positions
1,805 808 307 2,086 971 0 3,125 3,678 594 0 1,638 0 90 11
Changes from: May 22, 2012 Total Change is: 858
347 0 0 -398 -72 0 905 280 0 0 650 0 4 0
Percent of Open Interest Represented by Each Category of Trader
22.5 10.1 3.8 26.1 12.1 0.0 39.0 45.9 7.4 0.0 20.5 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 23
. . . 5 . 0 5 4 . 0 . 0
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Updated June 5, 2012