Traders in Financial Futures - Futures Only Positions as of July 10, 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 100,606
Positions
24,194 8,182 1,518 20,868 34,297 226 10,753 21,923 5,493 8,656 568 44 28,854 28,355
Changes from: July 3, 2012 Total Change is: 7,446
3,739 -831 652 358 38 -26 2,980 7,400 273 -289 228 0 -241 -288
Percent of Open Interest Represented by Each Category of Trader
24.0 8.1 1.5 20.7 34.1 0.2 10.7 21.8 5.5 8.6 0.6 0.0 28.7 28.2
Number of Traders in Each Category Total Traders: 74
6 6 6 6 5 4 14 25 7 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 58,117
Positions
22,276 8,786 0 1,954 1,539 183 23,962 21,587 21 1,171 0 0 8,550 26,001
Changes from: July 3, 2012 Total Change is: 4,795
3,104 684 -100 0 75 -64 524 -1,066 19 0 0 0 1,312 5,247
Percent of Open Interest Represented by Each Category of Trader
38.3 15.1 0.0 3.4 2.6 0.3 41.2 37.1 0.0 2.0 0.0 0.0 14.7 44.7
Number of Traders in Each Category Total Traders: 37
5 4 0 . . . 6 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 117,616
Positions
29,599 3,385 1,444 8,832 33,593 10,017 37,140 32,922 974 11,717 3,362 0 17,893 31,919
Changes from: July 3, 2012 Total Change is: 9,408
12,941 -1,977 1,122 -583 -21 -135 -6,489 6,074 399 955 -302 0 1,198 4,248
Percent of Open Interest Represented by Each Category of Trader
25.2 2.9 1.2 7.5 28.6 8.5 31.6 28.0 0.8 10.0 2.9 0.0 15.2 27.1
Number of Traders in Each Category Total Traders: 89
11 4 . 5 16 5 15 31 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 115,522
Positions
9,588 24,120 141 59,183 7,740 710 29,471 29,682 208 601 17,840 2 15,618 35,079
Changes from: July 3, 2012 Total Change is: -1,881
95 7,676 135 385 73 -4 -3,820 -8,711 101 -352 -248 2 1,577 -905
Percent of Open Interest Represented by Each Category of Trader
8.3 20.9 0.1 51.2 6.7 0.6 25.5 25.7 0.2 0.5 15.4 0.0 13.5 30.4
Number of Traders in Each Category Total Traders: 78
6 11 . 9 5 . 17 22 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 326,374
Positions
111,492 8,007 508 39,588 37,697 4,530 70,787 190,991 1,426 60,593 9,006 1,878 35,572 72,331
Changes from: July 3, 2012 Total Change is: 24,085
18,636 -8,177 -678 -9,998 484 263 9,170 28,768 -132 2,087 -2,745 1,112 3,625 5,190
Percent of Open Interest Represented by Each Category of Trader
34.2 2.5 0.2 12.1 11.6 1.4 21.7 58.5 0.4 18.6 2.8 0.6 10.9 22.2
Number of Traders in Each Category Total Traders: 191
26 9 4 18 22 13 20 71 10 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 121,235
Positions
31,839 16,217 1,063 2,473 43,553 1,037 63,571 31,931 106 2,609 3,070 502 18,035 23,756
Changes from: July 3, 2012 Total Change is: -4,471
-8,824 1,348 -599 33 -885 9 4,755 -6,600 -62 -907 643 480 644 1,195
Percent of Open Interest Represented by Each Category of Trader
26.3 13.4 0.9 2.0 35.9 0.9 52.4 26.3 0.1 2.2 2.5 0.4 14.9 19.6
Number of Traders in Each Category Total Traders: 78
9 6 . . 8 . 21 24 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 103,837
Positions
50,615 56,578 36,143 1,759 0 144 3,069 1,324 6,050 2,964 0 2,855 238 743
Changes from: July 3, 2012 Total Change is: -702
-320 300 -596 -204 0 -339 251 71 -265 755 0 0 16 127
Percent of Open Interest Represented by Each Category of Trader
48.7 54.5 34.8 1.7 0.0 0.1 3.0 1.3 5.8 2.9 0.0 2.7 0.2 0.7
Number of Traders in Each Category Total Traders: 22
7 10 11 . 0 . . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 142,469
Positions
63,253 51,941 11 23,604 764 1,555 48,265 64,638 1,028 882 18,190 99 3,772 4,243
Changes from: July 3, 2012 Total Change is: 9,800
13 2,759 10 3,321 -491 0 5,973 8,166 420 38 -877 -3 28 -184
Percent of Open Interest Represented by Each Category of Trader
44.4 36.5 0.0 16.6 0.5 1.1 33.9 45.4 0.7 0.6 12.8 0.1 2.6 3.0
Number of Traders in Each Category Total Traders: 97
5 11 . 9 . . 29 28 6 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 17,476
Positions
15,671 1,356 65 404 528 82 735 1,241 29 100 13,428 0 390 747
Changes from: July 3, 2012 Total Change is: -429
-529 -145 0 0 -417 82 0 273 -64 0 0 0 82 -158
Percent of Open Interest Represented by Each Category of Trader
89.7 7.8 0.4 2.3 3.0 0.5 4.2 7.1 0.2 0.6 76.8 0.0 2.2 4.3
Number of Traders in Each Category Total Traders: 21
6 4 . . . . . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 22,356
Positions
5,011 13,635 0 210 232 0 12,973 5,683 134 297 1,064 0 3,731 1,608
Changes from: July 3, 2012 Total Change is: 1,873
-410 1,896 0 -217 -29 0 2,098 439 0 0 -201 0 402 -232
Percent of Open Interest Represented by Each Category of Trader
22.4 61.0 0.0 0.9 1.0 0.0 58.0 25.4 0.6 1.3 4.8 0.0 16.7 7.2
Number of Traders in Each Category Total Traders: 45
4 7 0 . . 0 9 16 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 43,280
Positions
13,479 29,893 70 3,798 574 440 15,937 7,831 256 1,944 403 0 7,358 3,816
Changes from: July 3, 2012 Total Change is: -2,173
-513 -764 3 -140 210 -13 -1,718 -1,836 93 293 388 0 -179 -254
Percent of Open Interest Represented by Each Category of Trader
31.1 69.1 0.2 8.8 1.3 1.0 36.8 18.1 0.6 4.5 0.9 0.0 17.0 8.8
Number of Traders in Each Category Total Traders: 86
16 16 . 6 . . 27 11 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 86,560
Positions
26,957 59,785 140 7,596 1,147 879 31,873 15,661 512 3,888 805 0 14,715 7,631
Changes from: July 3, 2012 Total Change is: -4,345
-1,025 -1,527 6 -279 420 -26 -3,435 -3,671 186 585 775 0 -357 -508
Percent of Open Interest Represented by Each Category of Trader
31.1 69.1 0.2 8.8 1.3 1.0 36.8 18.1 0.6 4.5 0.9 0.0 17.0 8.8
Number of Traders in Each Category Total Traders: 86
16 16 . 6 . . 27 11 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 794,026
Positions
50,270 128,923 42,147 361,817 187,836 53,560 71,292 194,078 30,586 27,352 27,720 7,031 149,973 122,147
Changes from: July 3, 2012 Total Change is: 20,706
2,870 -17,584 10,284 193 7,519 1,133 -5,392 17,520 8,431 -586 -8,246 1,086 2,687 564
Percent of Open Interest Represented by Each Category of Trader
6.3 16.2 5.3 45.6 23.7 6.7 9.0 24.4 3.9 3.4 3.5 0.9 18.9 15.4
Number of Traders in Each Category Total Traders: 541
33 46 27 120 59 58 82 127 62 35 38 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 234,840
Positions
27,725 59,176 7,788 101,572 30,473 7,678 14,828 37,572 1,190 1,185 7,436 6,136 66,738 77,391
Changes from: July 3, 2012 Total Change is: 7,610
6,076 -3,177 948 -1,458 665 0 327 7,123 133 5 771 540 1,039 607
Percent of Open Interest Represented by Each Category of Trader
11.8 25.2 3.3 43.3 13.0 3.3 6.3 16.0 0.5 0.5 3.2 2.6 28.4 33.0
Number of Traders in Each Category Total Traders: 101
11 11 6 25 8 13 15 23 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 2,795,931
Positions
254,840 490,847 29,680 1,328,230 813,822 202,405 374,069 874,279 55,228 130,833 101,419 4,473 416,173 223,778
Changes from: July 3, 2012 Total Change is: 65,478
30,904 -25,103 -250 8,168 34,183 5,753 9,272 89,852 3,619 -2,956 -45,087 2,728 8,240 -217
Percent of Open Interest Represented by Each Category of Trader
9.1 17.6 1.1 47.5 29.1 7.2 13.4 31.3 2.0 4.7 3.6 0.2 14.9 8.0
Number of Traders in Each Category Total Traders: 513
32 43 21 105 56 50 86 122 51 34 35 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 105,138
Positions
17,027 22,090 0 60,625 60,479 1,859 13,727 12,637 969 2,748 2,810 0 8,183 4,294
Changes from: July 3, 2012 Total Change is: 2,537
943 -468 -31 -759 1,318 33 565 -24 868 526 -3 0 392 844
Percent of Open Interest Represented by Each Category of Trader
16.2 21.0 0.0 57.7 57.5 1.8 13.1 12.0 0.9 2.6 2.7 0.0 7.8 4.1
Number of Traders in Each Category Total Traders: 95
10 9 0 34 12 10 14 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 69,789
Positions
4,513 44,690 211 36,677 8,856 1,217 19,048 8,322 681 1,813 2,913 81 5,549 2,819
Changes from: July 3, 2012 Total Change is: -970
19 -1,590 93 2,272 351 281 -2,865 -510 486 -1,084 -222 10 -182 132
Percent of Open Interest Represented by Each Category of Trader
6.5 64.0 0.3 52.6 12.7 1.7 27.3 11.9 1.0 2.6 4.2 0.1 8.0 4.0
Number of Traders in Each Category Total Traders: 215
15 33 . 34 22 12 57 36 14 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 348,944
Positions
22,564 223,449 1,053 183,385 44,282 6,083 95,240 41,609 3,404 9,063 14,566 405 27,747 14,093
Changes from: July 3, 2012 Total Change is: -4,851
94 -7,952 463 11,360 1,757 1,404 -14,324 -2,550 2,428 -5,418 -1,112 52 -910 659
Percent of Open Interest Represented by Each Category of Trader
6.5 64.0 0.3 52.6 12.7 1.7 27.3 11.9 1.0 2.6 4.2 0.1 8.0 4.0
Number of Traders in Each Category Total Traders: 215
15 33 . 34 22 12 57 36 14 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 434,505
Positions
175,415 33,049 13,034 138,293 228,481 23,563 59,069 102,503 2,706 3,526 16,125 0 18,899 15,044
Changes from: July 3, 2012 Total Change is: -5,776
-9,034 -2,000 -157 1,836 2,929 550 1,386 -5,787 22 907 -739 0 -1,286 -594
Percent of Open Interest Represented by Each Category of Trader
40.4 7.6 3.0 31.8 52.6 5.4 13.6 23.6 0.6 0.8 3.7 0.0 4.3 3.5
Number of Traders in Each Category Total Traders: 247
21 13 . 52 42 27 45 53 13 4 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 29,680
Positions
9,291 220 0 9,265 754 473 2,978 7,101 0 1,662 6,255 0 6,011 14,877
Changes from: July 3, 2012 Total Change is: 1,183
1,491 0 0 -46 -227 27 -326 84 0 200 -155 0 -163 1,454
Percent of Open Interest Represented by Each Category of Trader
31.3 0.7 0.0 31.2 2.5 1.6 10.0 23.9 0.0 5.6 21.1 0.0 20.3 50.1
Number of Traders in Each Category Total Traders: 37
6 . 0 12 . . 5 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 41,067
Positions
14,943 6,793 1,878 5,748 2,600 829 7,561 1,907 809 4,644 3,531 0 4,655 22,720
Changes from: July 3, 2012 Total Change is: 4,820
2,259 -1,073 725 108 81 65 582 -4,691 -150 649 515 0 582 9,348
Percent of Open Interest Represented by Each Category of Trader
36.4 16.5 4.6 14.0 6.3 2.0 18.4 4.6 2.0 11.3 8.6 0.0 11.3 55.3
Number of Traders in Each Category Total Traders: 52
16 8 4 6 . . 10 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 66,793
Positions
1,334 13,295 2,126 47,424 29,468 5,720 6,301 13,300 4 208 0 0 3,676 2,880
Changes from: July 3, 2012 Total Change is: 311
-12 818 -269 -852 1,485 67 1,140 -1,927 0 208 0 0 29 137
Percent of Open Interest Represented by Each Category of Trader
2.0 19.9 3.2 71.0 44.1 8.6 9.4 19.9 0.0 0.3 0.0 0.0 5.5 4.3
Number of Traders in Each Category Total Traders: 64
4 . . 22 21 8 8 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 117,230
Positions
13,718 58,481 1,807 69,891 11,953 4,263 10,693 29,893 369 3,965 1,706 240 12,284 8,518
Changes from: July 3, 2012 Total Change is: 3,709
-1,082 2,260 93 7,180 -162 -164 -494 -568 0 -2,116 705 0 292 1,545
Percent of Open Interest Represented by Each Category of Trader
11.7 49.9 1.5 59.6 10.2 3.6 9.1 25.5 0.3 3.4 1.5 0.2 10.5 7.3
Number of Traders in Each Category Total Traders: 95
10 19 5 24 11 9 13 7 . 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 641,900
Positions
6,013 156,930 5,782 277,446 145,688 67,121 78,147 95,200 10,722 23,765 31,707 0 172,904 128,750
Changes from: July 3, 2012 Total Change is: 15,398
-938 -5,064 693 5,212 -2,976 -6,549 1,595 22,906 -681 917 -194 -27 15,176 7,290
Percent of Open Interest Represented by Each Category of Trader
0.9 24.4 0.9 43.2 22.7 10.5 12.2 14.8 1.7 3.7 4.9 0.0 26.9 20.1
Number of Traders in Each Category Total Traders: 159
4 23 7 42 20 30 35 19 14 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 353,121
Positions
2,484 131,750 323 232,400 13,882 35,697 5,930 100,585 1,346 8,594 20,356 0 66,347 49,182
Changes from: July 3, 2012 Total Change is: 5,957
-527 -950 251 -1,011 -7 2,442 2,169 3,653 -84 206 -2,121 0 2,511 2,773
Percent of Open Interest Represented by Each Category of Trader
0.7 37.3 0.1 65.8 3.9 10.1 1.7 28.5 0.4 2.4 5.8 0.0 18.8 13.9
Number of Traders in Each Category Total Traders: 68
. 10 . 32 6 18 . 11 4 . 4 0
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Traders in Financial Futures - Futures Only Positions as of July 10, 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 868,165
Positions
54,891 67,851 7,283 187,694 91,552 62,146 256,072 492,164 12,066 152,142 37,699 10,493 125,378 86,911
Changes from: July 3, 2012 Total Change is: 72,464
-13,835 10,797 5,154 19,695 -2,501 -7,121 59,722 68,807 -2,757 11,838 1,847 133 -365 -1,895
Percent of Open Interest Represented by Each Category of Trader
6.3 7.8 0.8 21.6 10.5 7.2 29.5 56.7 1.4 17.5 4.3 1.2 14.4 10.0
Number of Traders in Each Category Total Traders: 223
18 18 . 42 27 36 43 36 20 22 17 4
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Traders in Financial Futures - Futures Only Positions as of July 10, 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 1,797,301
Positions
144,336 183,081 25,679 720,560 505,406 186,337 285,546 413,427 67,871 70,644 111,324 4,655 291,673 299,521
Changes from: July 3, 2012 Total Change is: 26,811
15,755 -21,788 4,569 -7,097 8,893 -16,284 36,218 46,201 -706 -4,236 -164 2,515 -3,923 3,575
Percent of Open Interest Represented by Each Category of Trader
8.0 10.2 1.4 40.1 28.1 10.4 15.9 23.0 3.8 3.9 6.2 0.3 16.2 16.7
Number of Traders in Each Category Total Traders: 260
26 30 15 21 54 43 38 64 31 9 18 6
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Traders in Financial Futures - Futures Only Positions as of July 10, 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 1,132,696
Positions
140,792 75,838 2,863 251,347 499,084 93,528 347,902 143,696 14,089 60,146 76,133 1,374 220,655 226,091
Changes from: July 3, 2012 Total Change is: -5,800
-16,470 6,835 1,661 6,786 2,183 -12,703 14,732 -6,029 2,202 -2,846 -1,058 0 838 1,109
Percent of Open Interest Represented by Each Category of Trader
12.4 6.7 0.3 22.2 44.1 8.3 30.7 12.7 1.2 5.3 6.7 0.1 19.5 20.0
Number of Traders in Each Category Total Traders: 198
16 18 4 28 39 37 41 31 22 6 19 .
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Traders in Financial Futures - Futures Only Positions as of July 10, 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 487,622
Positions
200,334 145,517 156,668 2,174 2,199 3,999 38,144 64,518 58,476 149 12,413 6,039 21,639 37,793
Changes from: July 3, 2012 Total Change is: 1,642
7,915 8,443 -444 -2 -23 0 -3,558 -1,759 -576 -466 344 669 -1,896 -5,012
Percent of Open Interest Represented by Each Category of Trader
41.1 29.8 32.1 0.4 0.5 0.8 7.8 13.2 12.0 0.0 2.5 1.2 4.4 7.8
Number of Traders in Each Category Total Traders: 99
22 28 44 . . . 17 19 24 . 5 .
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Traders in Financial Futures - Futures Only Positions as of July 10, 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 7,785,474
Positions
1,599,424 2,549,280 1,726,047 542,689 50,359 155,036 1,316,701 503,275 1,147,527 125,479 408,505 290,038 882,533 955,407
Changes from: July 3, 2012 Total Change is: -42,290
-10,505 39,007 -28,325 -2,856 -4,318 2,182 36,724 -29,509 -18,259 -66,412 -33,840 65,074 -19,913 -34,302
Percent of Open Interest Represented by Each Category of Trader
20.5 32.7 22.2 7.0 0.6 2.0 16.9 6.5 14.7 1.6 5.2 3.7 11.3 12.3
Number of Traders in Each Category Total Traders: 235
25 54 74 12 6 16 43 52 73 14 18 20
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Traders in Financial Futures - Futures Only Positions as of July 10, 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 10,132
Positions
6,817 217 0 586 802 6 1,038 8,758 50 1,339 255 0 296 44
Changes from: July 3, 2012 Total Change is: 137
234 28 0 5 0 0 -118 111 0 -20 0 0 36 -2
Percent of Open Interest Represented by Each Category of Trader
67.3 2.1 0.0 5.8 7.9 0.1 10.2 86.4 0.5 13.2 2.5 0.0 2.9 0.4
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 6 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 12,084
Positions
9,257 6,307 0 1,028 1,058 46 1,377 4,511 0 0 100 0 376 62
Changes from: July 3, 2012 Total Change is: -229
-9 284 0 0 -11 0 -245 -496 0 0 0 0 25 -6
Percent of Open Interest Represented by Each Category of Trader
76.6 52.2 0.0 8.5 8.8 0.4 11.4 37.3 0.0 0.0 0.8 0.0 3.1 0.5
Number of Traders in Each Category Total Traders: 32
. 6 0 . 5 . 4 12 0 0 . 0
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Traders in Financial Futures - Futures Only Positions as of July 10, 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 64,925
Positions
13,408 33,364 501 5,903 60 228 31,790 28,521 631 5,574 370 0 6,890 1,250
Changes from: July 3, 2012 Total Change is: -116
-253 4,745 1 106 -40 -79 -1,032 -4,586 35 279 4 0 827 -196
Percent of Open Interest Represented by Each Category of Trader
20.7 51.4 0.8 9.1 0.1 0.4 49.0 43.9 1.0 8.6 0.6 0.0 10.6 1.9
Number of Traders in Each Category Total Traders: 115
4 6 . 7 . . 55 11 4 25 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 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 334,343
Positions
127,820 47,334 35,245 42,288 8,496 6,867 23,934 111,806 32,080 2,669 27,653 41,814 21,626 23,048
Changes from: July 3, 2012 Total Change is: -291
-4,705 -4,272 3,330 -642 852 3,013 -470 3,523 2,554 608 -6,374 611 -4,590 -3,528
Percent of Open Interest Represented by Each Category of Trader
38.2 14.2 10.5 12.6 2.5 2.1 7.2 33.4 9.6 0.8 8.3 12.5 6.5 6.9
Number of Traders in Each Category Total Traders: 141
18 11 20 8 10 10 22 44 45 9 11 14
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Updated July 13, 2012