Traders in Financial Futures - Futures Only Positions as of July 24, 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 111,062
Positions
30,762 6,253 1,556 20,784 34,451 172 14,591 32,799 6,197 9,446 1,990 183 27,371 27,461
Changes from: July 17, 2012 Total Change is: 7,099
2,123 -1,138 -236 -130 93 -42 5,825 7,070 608 359 1,026 129 -1,537 -411
Percent of Open Interest Represented by Each Category of Trader
27.7 5.6 1.4 18.7 31.0 0.2 13.1 29.5 5.6 8.5 1.8 0.2 24.6 24.7
Number of Traders in Each Category Total Traders: 82
10 6 6 6 5 . 15 26 6 10 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 64,375
Positions
28,928 8,562 73 1,954 1,552 183 23,249 28,946 27 1,171 0 0 8,790 25,032
Changes from: July 17, 2012 Total Change is: 1,539
2,169 12 73 0 9 0 -1,107 1,553 3 0 0 0 401 -111
Percent of Open Interest Represented by Each Category of Trader
44.9 13.3 0.1 3.0 2.4 0.3 36.1 45.0 0.0 1.8 0.0 0.0 13.7 38.9
Number of Traders in Each Category Total Traders: 38
6 4 . . . . 5 15 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 116,143
Positions
36,869 2,945 1,077 8,844 33,595 11,145 29,131 31,550 1,736 10,998 3,294 781 15,562 30,020
Changes from: July 17, 2012 Total Change is: -833
4,019 -1,240 13 -15 87 248 -4,613 -1,179 775 -823 537 781 -1,218 -855
Percent of Open Interest Represented by Each Category of Trader
31.7 2.5 0.9 7.6 28.9 9.6 25.1 27.2 1.5 9.5 2.8 0.7 13.4 25.8
Number of Traders in Each Category Total Traders: 86
12 . 4 5 17 4 14 28 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 139,033
Positions
4,910 46,061 221 62,855 8,270 700 48,211 31,494 413 601 19,550 242 20,880 32,082
Changes from: July 17, 2012 Total Change is: 17,227
-3,430 17,129 -26 1,548 65 -74 14,962 678 186 0 1,826 240 3,821 -2,797
Percent of Open Interest Represented by Each Category of Trader
3.5 33.1 0.2 45.2 5.9 0.5 34.7 22.7 0.3 0.4 14.1 0.2 15.0 23.1
Number of Traders in Each Category Total Traders: 88
. 15 . 10 7 . 24 20 . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 324,443
Positions
111,009 9,350 693 30,060 39,076 8,929 72,892 181,375 1,693 62,655 10,101 3,394 33,118 69,832
Changes from: July 17, 2012 Total Change is: 1,215
-8,707 43 71 -2,248 481 2,609 6,311 -3,701 441 3,118 894 1,175 -1,555 -798
Percent of Open Interest Represented by Each Category of Trader
34.2 2.9 0.2 9.3 12.0 2.8 22.5 55.9 0.5 19.3 3.1 1.0 10.2 21.5
Number of Traders in Each Category Total Traders: 204
25 10 6 17 23 14 31 68 11 14 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 131,295
Positions
25,047 23,858 219 2,864 43,740 1,031 76,021 34,427 120 3,117 4,774 452 22,424 22,674
Changes from: July 17, 2012 Total Change is: 8,361
-8,611 7,913 -543 266 -70 0 15,410 569 20 251 1,645 85 1,483 -1,258
Percent of Open Interest Represented by Each Category of Trader
19.1 18.2 0.2 2.2 33.3 0.8 57.9 26.2 0.1 2.4 3.6 0.3 17.1 17.3
Number of Traders in Each Category Total Traders: 92
6 9 4 . 9 . 24 30 . 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 102,474
Positions
50,527 57,807 34,127 2,358 0 0 3,069 1,017 6,050 3,227 0 2,855 261 618
Changes from: July 17, 2012 Total Change is: -1,338
-51 382 -1,245 -85 0 0 0 -368 0 0 0 0 43 -107
Percent of Open Interest Represented by Each Category of Trader
49.3 56.4 33.3 2.3 0.0 0.0 3.0 1.0 5.9 3.1 0.0 2.8 0.3 0.6
Number of Traders in Each Category Total Traders: 23
7 11 11 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 164,597
Positions
64,158 64,466 5 27,526 112 1,558 64,781 68,716 882 1,806 24,317 99 3,782 4,442
Changes from: July 17, 2012 Total Change is: 4,626
1,179 2,800 0 2,380 -448 0 805 -4,809 179 627 6,661 0 -544 243
Percent of Open Interest Represented by Each Category of Trader
39.0 39.2 0.0 16.7 0.1 0.9 39.4 41.7 0.5 1.1 14.8 0.1 2.3 2.7
Number of Traders in Each Category Total Traders: 90
4 11 . 9 . . 29 21 7 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 16,393
Positions
14,418 1,386 65 404 427 183 735 1,274 30 120 12,228 0 438 800
Changes from: July 17, 2012 Total Change is: 63
-1 -8 0 0 0 0 0 77 4 20 0 0 40 -10
Percent of Open Interest Represented by Each Category of Trader
88.0 8.5 0.4 2.5 2.6 1.1 4.5 7.8 0.2 0.7 74.6 0.0 2.7 4.9
Number of Traders in Each Category Total Traders: 21
6 4 . . . . . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 23,206
Positions
6,529 15,727 0 0 101 0 13,000 3,473 134 556 1,662 0 2,987 2,109
Changes from: July 17, 2012 Total Change is: -122
153 -539 0 -100 -104 0 38 -315 0 259 822 0 -472 14
Percent of Open Interest Represented by Each Category of Trader
28.1 67.8 0.0 0.0 0.4 0.0 56.0 15.0 0.6 2.4 7.2 0.0 12.9 9.1
Number of Traders in Each Category Total Traders: 45
5 7 0 0 . 0 12 13 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 39,580
Positions
13,896 25,237 127 3,102 671 517 13,336 8,512 42 1,382 421 0 7,179 4,055
Changes from: July 17, 2012 Total Change is: -2,026
-894 -2,335 18 -140 160 -61 -333 -456 -43 -578 212 0 4 480
Percent of Open Interest Represented by Each Category of Trader
35.1 63.8 0.3 7.8 1.7 1.3 33.7 21.5 0.1 3.5 1.1 0.0 18.1 10.2
Number of Traders in Each Category Total Traders: 82
17 15 . 4 . . 23 15 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 79,159
Positions
27,791 50,473 254 6,204 1,341 1,034 26,671 17,023 83 2,764 841 0 14,358 8,110
Changes from: July 17, 2012 Total Change is: -4,052
-1,788 -4,669 35 -279 319 -122 -665 -912 -86 -1,155 424 0 8 959
Percent of Open Interest Represented by Each Category of Trader
35.1 63.8 0.3 7.8 1.7 1.3 33.7 21.5 0.1 3.5 1.1 0.0 18.1 10.2
Number of Traders in Each Category Total Traders: 82
17 15 . 4 . . 23 15 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 817,472
Positions
64,728 119,253 49,972 356,946 191,751 56,290 59,558 195,478 46,200 27,516 28,494 5,782 150,480 124,252
Changes from: July 17, 2012 Total Change is: 15,990
12,886 -8,068 4,088 -3,977 5,979 821 -9,360 1,414 15,605 1,090 -1,208 -1,274 -3,888 -1,367
Percent of Open Interest Represented by Each Category of Trader
7.9 14.6 6.1 43.7 23.5 6.9 7.3 23.9 5.7 3.4 3.5 0.7 18.4 15.2
Number of Traders in Each Category Total Traders: 542
37 48 30 120 56 60 74 128 70 35 42 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 245,444
Positions
37,578 53,815 9,856 100,275 30,954 8,508 16,806 50,335 1,435 76 5,963 5,012 65,898 79,566
Changes from: July 17, 2012 Total Change is: 5,665
7,609 -6,127 2,175 -3,262 392 608 1,187 11,072 -184 1 -1,241 -267 -2,202 -763
Percent of Open Interest Represented by Each Category of Trader
15.3 21.9 4.0 40.9 12.6 3.5 6.8 20.5 0.6 0.0 2.4 2.0 26.8 32.4
Number of Traders in Each Category Total Traders: 98
13 10 6 26 8 13 13 23 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 2,860,141
Positions
304,962 496,401 31,367 1,313,836 834,470 208,428 375,685 887,639 61,901 137,201 112,653 3,851 422,910 223,431
Changes from: July 17, 2012 Total Change is: 51,627
38,161 2,072 -2,210 -836 30,677 -1,676 21,490 25,939 4,718 4,986 -296 -4,577 -8,429 -3,020
Percent of Open Interest Represented by Each Category of Trader
10.7 17.4 1.1 45.9 29.2 7.3 13.1 31.0 2.2 4.8 3.9 0.1 14.8 7.8
Number of Traders in Each Category Total Traders: 519
35 48 22 104 54 52 79 124 57 34 41 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 105,666
Positions
18,369 21,070 0 60,605 63,060 2,083 13,074 10,690 789 2,511 2,851 0 8,235 5,123
Changes from: July 17, 2012 Total Change is: -2,082
1,305 -3,322 0 -976 2,273 -24 -1,880 -2,483 696 -6 20 0 -1,197 758
Percent of Open Interest Represented by Each Category of Trader
17.4 19.9 0.0 57.4 59.7 2.0 12.4 10.1 0.7 2.4 2.7 0.0 7.8 4.8
Number of Traders in Each Category Total Traders: 93
10 9 0 34 12 10 14 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 81,009
Positions
6,985 48,508 3,152 36,073 9,056 1,078 19,770 7,862 3,393 1,107 2,965 554 8,898 4,442
Changes from: July 17, 2012 Total Change is: 13,117
1,369 4,528 2,995 1,238 157 -211 1,908 159 2,905 -645 113 490 3,069 1,981
Percent of Open Interest Represented by Each Category of Trader
8.6 59.9 3.9 44.5 11.2 1.3 24.4 9.7 4.2 1.4 3.7 0.7 11.0 5.5
Number of Traders in Each Category Total Traders: 215
17 32 10 30 24 14 56 37 24 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 10,488
Positions
4,410 7,466 0 300 0 0 2,278 1,647 0 0 554 0 3,500 821
Changes from: July 17, 2012 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
42.0 71.2 0.0 2.9 0.0 0.0 21.7 15.7 0.0 0.0 5.3 0.0 33.4 7.8
Number of Traders in Each Category Total Traders: 20
7 4 0 . 0 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 352,606
Positions
28,081 220,415 557 178,866 45,279 5,388 102,316 45,932 2,105 8,304 14,823 1 26,988 18,106
Changes from: July 17, 2012 Total Change is: 13,146
-2 516 -229 4,690 783 -1,054 13,006 7,420 -334 -456 566 -321 -2,154 5,799
Percent of Open Interest Represented by Each Category of Trader
8.0 62.5 0.2 50.7 12.8 1.5 29.0 13.0 0.6 2.4 4.2 0.0 7.7 5.1
Number of Traders in Each Category Total Traders: 215
17 32 4 30 24 14 56 38 18 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 442,246
Positions
181,062 34,800 12,555 137,071 229,154 25,923 61,585 105,296 4,155 2,501 16,728 0 17,394 13,635
Changes from: July 17, 2012 Total Change is: 8,731
7,421 2,065 -231 -226 2,196 712 2,086 1,611 1,409 -522 1,149 0 -1,918 -180
Percent of Open Interest Represented by Each Category of Trader
40.9 7.9 2.8 31.0 51.8 5.9 13.9 23.8 0.9 0.6 3.8 0.0 3.9 3.1
Number of Traders in Each Category Total Traders: 242
19 16 4 53 43 30 42 49 11 5 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 29,035
Positions
8,132 220 0 9,041 1,054 444 3,375 6,848 1 1,662 6,252 0 6,380 14,216
Changes from: July 17, 2012 Total Change is: -496
-1,101 0 0 54 200 -3 421 -620 1 0 -3 0 132 -71
Percent of Open Interest Represented by Each Category of Trader
28.0 0.8 0.0 31.1 3.6 1.5 11.6 23.6 0.0 5.7 21.5 0.0 22.0 49.0
Number of Traders in Each Category Total Traders: 35
6 . 0 12 . . 6 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 45,414
Positions
19,135 8,875 1,646 5,003 2,969 1,174 7,396 1,881 316 6,491 3,734 0 4,253 24,819
Changes from: July 17, 2012 Total Change is: 469
1,840 560 -225 -1,104 399 487 -441 33 -335 1,039 -300 0 -792 -150
Percent of Open Interest Represented by Each Category of Trader
42.1 19.5 3.6 11.0 6.5 2.6 16.3 4.1 0.7 14.3 8.2 0.0 9.4 54.7
Number of Traders in Each Category Total Traders: 56
17 12 4 4 . . 8 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 69,679
Positions
1,204 13,663 2,157 48,842 31,650 5,890 6,022 13,197 238 208 0 0 5,118 2,884
Changes from: July 17, 2012 Total Change is: 2,552
70 425 52 1,324 1,724 168 1 -66 234 0 0 0 703 15
Percent of Open Interest Represented by Each Category of Trader
1.7 19.6 3.1 70.1 45.4 8.5 8.6 18.9 0.3 0.3 0.0 0.0 7.3 4.1
Number of Traders in Each Category Total Traders: 62
. . . 23 21 8 7 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 117,861
Positions
12,631 59,494 1,939 69,263 12,255 4,830 12,022 29,733 411 5,464 1,884 197 11,104 7,118
Changes from: July 17, 2012 Total Change is: 970
-673 1,669 80 243 92 81 1,206 -1,444 0 514 453 -70 -411 109
Percent of Open Interest Represented by Each Category of Trader
10.7 50.5 1.6 58.8 10.4 4.1 10.2 25.2 0.3 4.6 1.6 0.2 9.4 6.0
Number of Traders in Each Category Total Traders: 101
9 19 5 25 11 11 16 7 . 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 644,706
Positions
15,269 160,850 6,133 281,308 146,861 69,331 76,973 79,229 9,622 23,874 40,618 0 162,196 132,062
Changes from: July 17, 2012 Total Change is: 18,453
7,657 23,733 -30 9,696 -2,786 1,036 4,161 -10,042 -1,625 1,090 2,501 -644 -2,888 6,310
Percent of Open Interest Represented by Each Category of Trader
2.4 24.9 1.0 43.6 22.8 10.8 11.9 12.3 1.5 3.7 6.3 0.0 25.2 20.5
Number of Traders in Each Category Total Traders: 163
7 21 5 42 22 30 27 25 15 7 12 0
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 349,099
Positions
2,484 130,856 116 225,368 15,820 34,199 2,006 93,367 3,049 9,574 20,116 0 72,303 51,576
Changes from: July 17, 2012 Total Change is: 447
0 410 -207 -5,992 1,591 -1,275 -2,090 -4,610 1,877 980 0 0 7,154 2,661
Percent of Open Interest Represented by Each Category of Trader
0.7 37.5 0.0 64.6 4.5 9.8 0.6 26.7 0.9 2.7 5.8 0.0 20.7 14.8
Number of Traders in Each Category Total Traders: 64
. 10 . 29 7 18 . 10 5 . 4 0
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Traders in Financial Futures - Futures Only Positions as of July 24, 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 1,017,880
Positions
64,174 182,834 18,683 183,725 79,846 66,238 329,565 498,901 44,506 168,356 41,810 10,696 131,937 74,366
Changes from: July 17, 2012 Total Change is: 26,378
-4,335 33,565 8,268 6,799 -6,391 -3,511 11,434 -17,877 11,058 -4,071 3,711 -530 1,266 -1,915
Percent of Open Interest Represented by Each Category of Trader
6.3 18.0 1.8 18.0 7.8 6.5 32.4 49.0 4.4 16.5 4.1 1.1 13.0 7.3
Number of Traders in Each Category Total Traders: 239
20 25 8 43 25 36 51 36 23 24 15 5
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Traders in Financial Futures - Futures Only Positions as of July 24, 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 1,810,150
Positions
158,952 213,410 24,299 666,997 540,949 181,308 326,276 358,575 73,699 67,665 123,228 2,610 308,344 292,072
Changes from: July 17, 2012 Total Change is: 6,507
20,274 22,621 1,101 -23,486 34,433 -13,437 14,325 -43,936 -1,757 3,171 910 -3,620 9,936 10,192
Percent of Open Interest Represented by Each Category of Trader
8.8 11.8 1.3 36.8 29.9 10.0 18.0 19.8 4.1 3.7 6.8 0.1 17.0 16.1
Number of Traders in Each Category Total Traders: 266
25 31 18 24 56 45 38 62 39 7 23 5
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Traders in Financial Futures - Futures Only Positions as of July 24, 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 1,135,700
Positions
128,438 78,257 5,048 266,572 509,997 79,466 322,825 143,752 19,705 64,746 66,271 1,409 247,491 231,795
Changes from: July 17, 2012 Total Change is: 2,062
-1,595 4,698 4,292 7,078 12,535 -4,881 -33,252 -1,040 4,650 2,827 -17,629 0 22,943 -563
Percent of Open Interest Represented by Each Category of Trader
11.3 6.9 0.4 23.5 44.9 7.0 28.4 12.7 1.7 5.7 5.8 0.1 21.8 20.4
Number of Traders in Each Category Total Traders: 191
12 19 6 29 38 37 42 28 20 6 17 .
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Traders in Financial Futures - Futures Only Positions as of July 24, 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 493,089
Positions
209,572 173,213 156,479 0 1,663 4,091 25,703 39,005 63,914 255 12,059 6,111 26,964 36,554
Changes from: July 17, 2012 Total Change is: 6,628
6,569 18,439 -1,667 -530 0 92 -3,949 -8,376 3,422 40 -724 325 2,326 -4,883
Percent of Open Interest Represented by Each Category of Trader
42.5 35.1 31.7 0.0 0.3 0.8 5.2 7.9 13.0 0.1 2.4 1.2 5.5 7.4
Number of Traders in Each Category Total Traders: 91
22 26 42 0 . . 15 16 25 . 4 .
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Traders in Financial Futures - Futures Only Positions as of July 24, 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 7,936,511
Positions
1,509,965 2,645,897 1,771,303 562,953 55,449 140,224 1,476,235 503,569 1,198,501 133,305 428,352 257,577 886,448 935,639
Changes from: July 17, 2012 Total Change is: 69,250
-3,479 29,392 42,498 9,500 3,309 -6,538 48,359 447 29,467 5,603 34,493 -16,069 -40,091 -47,749
Percent of Open Interest Represented by Each Category of Trader
19.0 33.3 22.3 7.1 0.7 1.8 18.6 6.3 15.1 1.7 5.4 3.2 11.2 11.8
Number of Traders in Each Category Total Traders: 243
27 54 75 10 8 16 54 48 77 13 18 21
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Traders in Financial Futures - Futures Only Positions as of July 24, 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 10,370
Positions
6,879 336 0 588 802 6 1,207 7,374 26 1,339 295 0 325 1,531
Changes from: July 17, 2012 Total Change is: 365
360 89 0 1 0 0 -14 -1,253 1 0 40 0 17 1,488
Percent of Open Interest Represented by Each Category of Trader
66.3 3.2 0.0 5.7 7.7 0.1 11.6 71.1 0.3 12.9 2.8 0.0 3.1 14.8
Number of Traders in Each Category Total Traders: 30
. . 0 . 4 . 6 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 14,214
Positions
11,279 6,401 0 1,025 695 48 1,544 6,899 0 0 146 0 318 25
Changes from: July 17, 2012 Total Change is: 2,116
2,048 105 0 -3 0 0 111 2,011 0 0 0 0 -40 0
Percent of Open Interest Represented by Each Category of Trader
79.4 45.0 0.0 7.2 4.9 0.3 10.9 48.5 0.0 0.0 1.0 0.0 2.2 0.2
Number of Traders in Each Category Total Traders: 34
4 6 0 . 4 . 4 13 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 69,554
Positions
13,982 37,970 1,412 6,695 84 210 34,675 27,954 653 4,830 191 0 7,097 1,080
Changes from: July 17, 2012 Total Change is: 879
-11 193 0 69 15 -7 1,757 823 100 -1,386 -201 0 357 -44
Percent of Open Interest Represented by Each Category of Trader
20.1 54.6 2.0 9.6 0.1 0.3 49.9 40.2 0.9 6.9 0.3 0.0 10.2 1.6
Number of Traders in Each Category Total Traders: 114
4 4 . 8 . . 57 9 4 27 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 324,056
Positions
127,515 34,917 25,974 40,138 8,376 5,311 18,789 121,314 39,471 2,366 25,711 38,861 25,631 24,121
Changes from: July 17, 2012 Total Change is: -26,712
3,247 -3,055 -10,103 294 -343 -1,023 -10,330 3,811 3,518 -101 -6,188 -12,468 254 -861
Percent of Open Interest Represented by Each Category of Trader
39.3 10.8 8.0 12.4 2.6 1.6 5.8 37.4 12.2 0.7 7.9 12.0 7.9 7.4
Number of Traders in Each Category Total Traders: 138
16 14 20 9 10 9 21 37 40 8 17 14
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Traders in Financial Futures - Futures Only Positions as of July 24, 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 8,339
Positions
2,842 1,314 0 2,428 367 0 2,059 5,720 900 0 30 0 110 8
Changes from: July 17, 2012 Total Change is: -4
0 90 0 -44 -355 0 30 260 0 0 0 0 10 1
Percent of Open Interest Represented by Each Category of Trader
34.1 15.8 0.0 29.1 4.4 0.0 24.7 68.6 10.8 0.0 0.4 0.0 1.3 0.1
Number of Traders in Each Category Total Traders: 21
. 4 0 5 . 0 . 5 . 0 . 0
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Updated July 27, 2012