Traders in Financial Futures - Futures Only Positions as of June 26, 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 95,821
Positions
19,207 6,513 768 21,014 34,358 199 11,984 18,350 5,483 9,849 781 57 27,260 29,312
Changes from: June 19, 2012 Total Change is: -35,850
-17,259 -13,217 -8,068 -573 -525 27 -4,280 -13,513 -2,108 -603 -427 -912 -2,074 2,893
Percent of Open Interest Represented by Each Category of Trader
20.0 6.8 0.8 21.9 35.9 0.2 12.5 19.2 5.7 10.3 0.8 0.1 28.4 30.6
Number of Traders in Each Category Total Traders: 73
. 8 5 6 5 . 13 26 5 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 52,447
Positions
18,769 8,072 0 2,053 1,465 247 22,844 20,853 1 1,171 0 0 7,362 21,809
Changes from: June 19, 2012 Total Change is: -3,309
1,598 96 0 -5 -383 -20 -5,006 -2,286 1 30 0 0 93 -717
Percent of Open Interest Represented by Each Category of Trader
35.8 15.4 0.0 3.9 2.8 0.5 43.6 39.8 0.0 2.2 0.0 0.0 14.0 41.6
Number of Traders in Each Category Total Traders: 35
5 4 0 . . . 5 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 114,561
Positions
14,205 10,327 323 9,747 34,459 9,538 53,451 26,533 946 10,203 3,651 0 16,148 28,784
Changes from: June 19, 2012 Total Change is: -7,063
-6,580 6,828 -269 -39 -218 266 1,273 -13,067 -438 -905 -373 0 -371 208
Percent of Open Interest Represented by Each Category of Trader
12.4 9.0 0.3 8.5 30.1 8.3 46.7 23.2 0.8 8.9 3.2 0.0 14.1 25.1
Number of Traders in Each Category Total Traders: 84
8 5 . 5 16 5 14 29 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 123,247
Positions
8,689 15,111 39 59,386 8,242 701 40,675 43,590 51 531 18,595 0 13,175 36,918
Changes from: June 19, 2012 Total Change is: -621
6,497 -13,237 -192 -1,621 120 2 -1,033 8,543 1 31 -832 0 -4,306 4,974
Percent of Open Interest Represented by Each Category of Trader
7.1 12.3 0.0 48.2 6.7 0.6 33.0 35.4 0.0 0.4 15.1 0.0 10.7 30.0
Number of Traders in Each Category Total Traders: 82
4 12 . 9 5 . 19 25 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 315,785
Positions
107,831 8,620 882 48,500 36,575 3,931 59,653 184,323 985 61,279 10,205 770 31,954 69,494
Changes from: June 19, 2012 Total Change is: 3,852
99 -1,663 175 11,194 -321 -177 -7,488 1,405 -10 -399 1,608 -90 548 2,925
Percent of Open Interest Represented by Each Category of Trader
34.1 2.7 0.3 15.4 11.6 1.2 18.9 58.4 0.3 19.4 3.2 0.2 10.1 22.0
Number of Traders in Each Category Total Traders: 194
23 9 5 20 22 13 24 66 9 10 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 122,384
Positions
47,805 12,551 281 2,139 45,120 915 49,167 39,979 37 4,219 2,269 0 17,821 21,232
Changes from: June 19, 2012 Total Change is: -7,850
-8,862 -2,328 130 -5 440 5 -984 -2,178 -73 -914 -541 0 2,853 -3,305
Percent of Open Interest Represented by Each Category of Trader
39.1 10.3 0.2 1.7 36.9 0.7 40.2 32.7 0.0 3.4 1.9 0.0 14.6 17.3
Number of Traders in Each Category Total Traders: 86
10 6 . . 10 . 21 32 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 102,241
Positions
49,897 54,020 36,688 1,220 0 406 2,397 1,067 6,362 2,209 0 2,855 207 843
Changes from: June 19, 2012 Total Change is: 950
-1,091 441 428 1,220 -84 84 243 -236 50 0 0 0 16 267
Percent of Open Interest Represented by Each Category of Trader
48.8 52.8 35.9 1.2 0.0 0.4 2.3 1.0 6.2 2.2 0.0 2.8 0.2 0.8
Number of Traders in Each Category Total Traders: 23
8 10 11 . 0 . . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 121,524
Positions
63,700 39,341 0 20,169 1,821 1,555 31,189 54,149 541 1,480 17,939 105 2,785 6,073
Changes from: June 19, 2012 Total Change is: 11,729
-307 4,915 0 2,909 -300 -418 9,208 7,433 -77 116 1,000 0 298 -824
Percent of Open Interest Represented by Each Category of Trader
52.4 32.4 0.0 16.6 1.5 1.3 25.7 44.6 0.4 1.2 14.8 0.1 2.3 5.0
Number of Traders in Each Category Total Traders: 104
. 8 0 9 4 . 20 42 4 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 19,125
Positions
16,853 1,395 332 404 1,867 0 1,035 1,183 155 0 13,428 0 346 765
Changes from: June 19, 2012 Total Change is: -2,359
-1,220 -1,130 84 0 -1,270 0 -1,135 -54 1 0 0 0 -89 10
Percent of Open Interest Represented by Each Category of Trader
88.1 7.3 1.7 2.1 9.8 0.0 5.4 6.2 0.8 0.0 70.2 0.0 1.8 4.0
Number of Traders in Each Category Total Traders: 20
6 . . . . 0 4 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 16,601
Positions
6,704 8,023 0 240 397 0 6,308 4,600 149 507 1,249 0 2,693 2,183
Changes from: June 19, 2012 Total Change is: 3,989
324 4,386 0 138 -58 0 2,936 -496 0 210 415 0 381 -258
Percent of Open Interest Represented by Each Category of Trader
40.4 48.3 0.0 1.4 2.4 0.0 38.0 27.7 0.9 3.1 7.5 0.0 16.2 13.1
Number of Traders in Each Category Total Traders: 41
6 5 0 . . 0 6 12 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 45,307
Positions
13,030 31,014 146 3,350 651 324 19,087 9,030 61 2,305 28 0 7,005 4,055
Changes from: June 19, 2012 Total Change is: 6,592
-462 8,833 142 -488 346 57 6,529 -2,258 -231 380 -91 0 664 -206
Percent of Open Interest Represented by Each Category of Trader
28.8 68.5 0.3 7.4 1.4 0.7 42.1 19.9 0.1 5.1 0.1 0.0 15.5 9.0
Number of Traders in Each Category Total Traders: 78
16 15 . 5 4 . 22 11 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 90,613
Positions
26,060 62,027 291 6,700 1,301 648 38,174 18,059 121 4,609 56 0 14,010 8,110
Changes from: June 19, 2012 Total Change is: 13,183
-923 17,665 284 -976 691 113 13,058 -4,515 -461 760 -182 0 1,328 -412
Percent of Open Interest Represented by Each Category of Trader
28.8 68.5 0.3 7.4 1.4 0.7 42.1 19.9 0.1 5.1 0.1 0.0 15.5 9.0
Number of Traders in Each Category Total Traders: 78
16 15 . 5 4 . 22 11 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 774,074
Positions
51,758 133,063 29,905 367,589 198,930 52,264 74,950 185,575 17,841 28,212 29,557 8,693 142,861 118,246
Changes from: June 19, 2012 Total Change is: 33,472
7,010 -4,093 4,171 3,489 21,655 297 9,673 4,912 5,075 -333 -1,259 1,275 2,815 1,439
Percent of Open Interest Represented by Each Category of Trader
6.7 17.2 3.9 47.5 25.7 6.8 9.7 24.0 2.3 3.6 3.8 1.1 18.5 15.3
Number of Traders in Each Category Total Traders: 539
37 46 25 122 61 63 79 121 60 35 36 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 225,678
Positions
17,161 57,333 6,878 106,066 30,320 7,551 12,299 30,810 1,224 2,574 10,142 8,176 63,749 73,244
Changes from: June 19, 2012 Total Change is: 3,160
1,779 -3,964 630 616 376 -173 1,170 2,417 -60 -852 -192 1,043 -993 3,083
Percent of Open Interest Represented by Each Category of Trader
7.6 25.4 3.0 47.0 13.4 3.3 5.4 13.7 0.5 1.1 4.5 3.6 28.2 32.5
Number of Traders in Each Category Total Traders: 101
10 11 6 25 8 14 17 20 7 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 2,741,979
Positions
257,461 463,124 30,661 1,335,346 870,782 195,836 358,283 818,852 38,057 128,190 97,073 2,586 395,559 225,008
Changes from: June 19, 2012 Total Change is: 151,558
42,476 15,680 1,380 18,103 110,132 -1,385 67,463 37,426 725 2,596 -5,337 1,158 19,042 -8,221
Percent of Open Interest Represented by Each Category of Trader
9.4 16.9 1.1 48.7 31.8 7.1 13.1 29.9 1.4 4.7 3.5 0.1 14.4 8.2
Number of Traders in Each Category Total Traders: 509
36 45 18 107 58 53 79 118 45 33 33 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 98,955
Positions
21,435 14,621 0 57,247 64,905 1,800 7,288 9,470 1,240 1,915 2,843 0 8,030 4,076
Changes from: June 19, 2012 Total Change is: 3,532
4,145 -212 -21 997 2,422 220 -2,270 -41 1,006 -211 20 0 -334 138
Percent of Open Interest Represented by Each Category of Trader
21.7 14.8 0.0 57.9 65.6 1.8 7.4 9.6 1.3 1.9 2.9 0.0 8.1 4.1
Number of Traders in Each Category Total Traders: 88
12 7 0 36 12 10 11 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 67,857
Positions
4,974 41,647 81 35,136 9,033 1,195 18,238 9,834 203 3,222 2,989 0 4,808 2,874
Changes from: June 19, 2012 Total Change is: 1,887
1,007 812 -19 1,044 237 439 -252 208 173 294 28 0 -799 8
Percent of Open Interest Represented by Each Category of Trader
7.3 61.4 0.1 51.8 13.3 1.8 26.9 14.5 0.3 4.7 4.4 0.0 7.1 4.2
Number of Traders in Each Category Total Traders: 206
16 31 . 29 23 13 49 37 8 11 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 339,283
Positions
24,870 208,236 405 175,678 45,165 5,974 91,188 49,171 1,017 16,110 14,944 1 24,040 14,370
Changes from: June 19, 2012 Total Change is: 9,433
5,033 4,058 -95 5,219 1,187 2,197 -1,262 1,038 867 1,468 139 0 -3,994 42
Percent of Open Interest Represented by Each Category of Trader
7.3 61.4 0.1 51.8 13.3 1.8 26.9 14.5 0.3 4.7 4.4 0.0 7.1 4.2
Number of Traders in Each Category Total Traders: 206
16 31 . 29 23 13 49 37 8 11 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 435,389
Positions
190,586 38,015 11,730 137,828 223,192 19,473 52,826 108,025 3,288 3,210 16,455 0 16,448 15,211
Changes from: June 19, 2012 Total Change is: 2,134
5,723 -4,519 -3,940 -296 2,520 1,195 -4,767 3,454 1,482 376 230 0 2,361 1,712
Percent of Open Interest Represented by Each Category of Trader
43.8 8.7 2.7 31.7 51.3 4.5 12.1 24.8 0.8 0.7 3.8 0.0 3.8 3.5
Number of Traders in Each Category Total Traders: 234
19 15 . 47 44 25 35 54 8 5 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 27,409
Positions
7,034 220 0 8,115 1,397 446 3,490 6,561 0 1,562 6,410 0 6,762 12,375
Changes from: June 19, 2012 Total Change is: -955
-573 220 0 -551 -50 14 417 -1,181 0 -15 370 0 -247 -328
Percent of Open Interest Represented by Each Category of Trader
25.7 0.8 0.0 29.6 5.1 1.6 12.7 23.9 0.0 5.7 23.4 0.0 24.7 45.1
Number of Traders in Each Category Total Traders: 36
6 . 0 10 4 . 6 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 35,357
Positions
11,420 9,321 521 6,069 2,959 777 6,857 5,823 441 5,198 2,242 0 4,074 13,273
Changes from: June 19, 2012 Total Change is: -4,041
-2,110 1,931 -1,428 -578 -171 60 -540 858 12 860 387 0 -317 -5,690
Percent of Open Interest Represented by Each Category of Trader
32.3 26.4 1.5 17.2 8.4 2.2 19.4 16.5 1.2 14.7 6.3 0.0 11.5 37.5
Number of Traders in Each Category Total Traders: 48
13 10 . 5 . . 7 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 67,537
Positions
1,937 14,913 473 50,839 34,678 3,471 6,167 11,529 4 0 0 0 4,646 2,469
Changes from: June 19, 2012 Total Change is: 865
906 -1,783 0 -554 2,750 319 274 -216 0 0 0 0 -80 -205
Percent of Open Interest Represented by Each Category of Trader
2.9 22.1 0.7 75.3 51.3 5.1 9.1 17.1 0.0 0.0 0.0 0.0 6.9 3.7
Number of Traders in Each Category Total Traders: 59
4 . . 21 20 8 7 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 109,386
Positions
13,799 52,330 1,795 61,704 8,554 4,456 10,723 33,071 243 5,957 785 223 10,486 7,929
Changes from: June 19, 2012 Total Change is: -1,101
-1,323 2,026 323 -2,434 578 542 2,461 -3,221 0 -54 -871 0 -616 -478
Percent of Open Interest Represented by Each Category of Trader
12.6 47.8 1.6 56.4 7.8 4.1 9.8 30.2 0.2 5.4 0.7 0.2 9.6 7.2
Number of Traders in Each Category Total Traders: 96
11 19 5 25 10 10 15 7 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 633,327
Positions
9,240 161,796 4,229 263,153 150,286 78,411 80,337 64,940 16,921 23,073 32,400 12 157,951 124,332
Changes from: June 19, 2012 Total Change is: -16,231
-7,612 -12,677 -430 -16,496 6,218 354 -3,333 -6,251 5,364 -513 -6,396 0 6,435 -2,413
Percent of Open Interest Represented by Each Category of Trader
1.5 25.5 0.7 41.6 23.7 12.4 12.7 10.3 2.7 3.6 5.1 0.0 24.9 19.6
Number of Traders in Each Category Total Traders: 153
5 23 7 39 21 29 33 16 14 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 347,443
Positions
3,041 138,149 430 227,703 8,857 34,949 5,140 95,128 1,043 8,535 19,523 0 66,602 49,364
Changes from: June 19, 2012 Total Change is: 1,904
-4,837 -1,709 -809 1,698 1,498 2,528 297 4,628 -174 0 469 0 3,201 -4,527
Percent of Open Interest Represented by Each Category of Trader
0.9 39.8 0.1 65.5 2.5 10.1 1.5 27.4 0.3 2.5 5.6 0.0 19.2 14.2
Number of Traders in Each Category Total Traders: 68
. 10 4 31 5 19 . 11 . . 5 0
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Traders in Financial Futures - Futures Only Positions as of June 26, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 884,142
Positions
66,114 117,521 6,421 169,859 104,166 66,754 249,303 401,458 63,846 137,075 36,836 10,252 114,518 76,888
Changes from: June 19, 2012 Total Change is: -28,009
4,283 -15,381 -4,945 -5,171 12,303 -7,424 12,347 -11,877 -9,230 -10,037 586 9,724 -17,556 -1,765
Percent of Open Interest Represented by Each Category of Trader
7.5 13.3 0.7 19.2 11.8 7.6 28.2 45.4 7.2 15.5 4.2 1.2 13.0 8.7
Number of Traders in Each Category Total Traders: 219
22 14 9 41 29 36 44 31 25 21 17 .
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Traders in Financial Futures - Futures Only Positions as of June 26, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,738,010
Positions
125,142 202,481 28,339 706,331 525,577 178,118 249,663 320,898 69,390 81,153 111,539 2,054 297,820 299,614
Changes from: June 19, 2012 Total Change is: -21,576
3,561 20,762 3,261 38,476 -23,115 -33,445 -74,429 -22,459 26,534 -5,736 1,613 -1,118 21,320 6,391
Percent of Open Interest Represented by Each Category of Trader
7.2 11.7 1.6 40.6 30.2 10.2 14.4 18.5 4.0 4.7 6.4 0.1 17.1 17.2
Number of Traders in Each Category Total Traders: 238
21 30 10 23 54 47 29 58 25 8 15 4
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Traders in Financial Futures - Futures Only Positions as of June 26, 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 1,139,532
Positions
160,218 97,775 16,457 265,823 482,844 102,304 312,472 109,768 14,685 58,533 68,441 1,374 207,666 245,884
Changes from: June 19, 2012 Total Change is: 23,545
22,286 -12,927 9,095 21,157 15,726 -5,318 -11,605 -796 4,780 -4,397 2,368 0 -12,453 10,617
Percent of Open Interest Represented by Each Category of Trader
14.1 8.6 1.4 23.3 42.4 9.0 27.4 9.6 1.3 5.1 6.0 0.1 18.2 21.6
Number of Traders in Each Category Total Traders: 180
14 18 6 26 39 32 35 25 17 7 16 .
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Traders in Financial Futures - Futures Only Positions as of June 26, 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 526,590
Positions
210,373 156,189 169,941 1,204 3,136 4,065 41,534 61,963 65,308 3,134 13,871 5,719 25,312 46,398
Changes from: June 19, 2012 Total Change is: 11,227
3,566 17,840 -929 650 224 0 6,863 -1,986 -1,789 2,194 1,575 -1,525 2,197 -2,183
Percent of Open Interest Represented by Each Category of Trader
40.0 29.7 32.3 0.2 0.6 0.8 7.9 11.8 12.4 0.6 2.6 1.1 4.8 8.8
Number of Traders in Each Category Total Traders: 98
22 28 47 . . . 19 15 27 . 4 .
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Traders in Financial Futures - Futures Only Positions as of June 26, 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 7,799,927
Positions
1,606,347 2,493,455 1,763,566 503,675 49,269 159,370 1,260,422 488,940 1,220,923 206,604 454,885 254,332 824,688 915,187
Changes from: June 19, 2012 Total Change is: -27,594
-168,140 21,045 53,147 23,175 -1,598 7,457 82,943 -38,039 -15,240 8,118 -27,849 -15,590 -3,464 -10,927
Percent of Open Interest Represented by Each Category of Trader
20.6 32.0 22.6 6.5 0.6 2.0 16.2 6.3 15.7 2.6 5.8 3.3 10.6 11.7
Number of Traders in Each Category Total Traders: 235
25 54 75 12 6 15 44 55 77 14 15 20
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Traders in Financial Futures - Futures Only Positions as of June 26, 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 9,305
Positions
5,902 383 0 596 802 6 1,131 7,759 50 1,359 255 0 261 50
Changes from: June 19, 2012 Total Change is: -125
-190 -147 0 -9 -64 0 -3 98 5 12 0 0 60 -17
Percent of Open Interest Represented by Each Category of Trader
63.4 4.1 0.0 6.4 8.6 0.1 12.2 83.4 0.5 14.6 2.7 0.0 2.8 0.5
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 5 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 11,114
Positions
8,253 4,444 0 1,043 1,069 46 1,447 5,398 0 0 100 0 325 57
Changes from: June 19, 2012 Total Change is: 1,806
2,027 -461 0 -15 33 0 -244 2,194 0 0 30 0 38 10
Percent of Open Interest Represented by Each Category of Trader
74.3 40.0 0.0 9.4 9.6 0.4 13.0 48.6 0.0 0.0 0.9 0.0 2.9 0.5
Number of Traders in Each Category Total Traders: 32
. 6 0 . 5 . 7 9 0 0 . 0
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Traders in Financial Futures - Futures Only Positions as of June 26, 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 66,742
Positions
13,977 29,501 500 6,608 0 362 32,089 34,734 519 5,933 75 0 6,754 1,051
Changes from: June 19, 2012 Total Change is: -3,221
-596 -288 0 -123 0 -19 -4,805 -2,281 -13 1,336 -427 -67 1,066 -126
Percent of Open Interest Represented by Each Category of Trader
20.9 44.2 0.7 9.9 0.0 0.5 48.1 52.0 0.8 8.9 0.1 0.0 10.1 1.6
Number of Traders in Each Category Total Traders: 109
5 4 . 8 0 . 49 12 4 29 . 0
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Traders in Financial Futures - Futures Only Positions as of June 26, 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 309,767
Positions
132,479 56,365 28,940 40,113 6,296 4,897 23,664 104,312 25,057 1,821 28,045 32,488 20,308 23,367
Changes from: June 19, 2012 Total Change is: -33,607
10,196 1,486 -17,455 -3,489 807 52 -1,371 -3,011 -5,919 -3,491 1,279 -6,199 -5,931 -4,647
Percent of Open Interest Represented by Each Category of Trader
42.8 18.2 9.3 12.9 2.0 1.6 7.6 33.7 8.1 0.6 9.1 10.5 6.6 7.5
Number of Traders in Each Category Total Traders: 129
15 12 19 8 8 9 16 46 37 5 13 11
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Updated June 29, 2012