Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 172,283 Positions 8,634 63,851 5,431 19,465 34,084 173 72,248 43,859 3,961 9,705 407 1,100 51,566 19,417 Changes from: April 24, 2012 Total Change is: 28,896 -1,119 21,326 429 566 -16 -198 21,611 7,523 -24 -544 5 80 8,095 -230 Percent of Open Interest Represented by Each Category of Trader 5.0 37.1 3.2 11.3 19.8 0.1 41.9 25.5 2.3 5.6 0.2 0.6 29.9 11.3 Number of Traders in Each Category Total Traders: 88 . 14 7 7 4 . 31 16 15 11 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 42,582 Positions 12,438 13,158 516 840 1,495 250 13,911 12,323 171 537 0 0 13,920 14,670 Changes from: April 24, 2012 Total Change is: 1,513 -295 3,059 -98 164 -416 -55 636 -252 51 0 0 0 1,111 -775 Percent of Open Interest Represented by Each Category of Trader 29.2 30.9 1.2 2.0 3.5 0.6 32.7 28.9 0.4 1.3 0.0 0.0 32.7 34.5 Number of Traders in Each Category Total Traders: 35 6 6 . . . . 8 10 4 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 195,493 Positions 29,956 85,443 3,541 9,328 46,182 6,392 98,876 26,475 2,248 2,417 4,144 205 42,531 20,864 Changes from: April 24, 2012 Total Change is: 16,282 -2,335 18,547 751 337 -339 -207 11,884 -2,472 328 -27 701 195 5,358 -1,221 Percent of Open Interest Represented by Each Category of Trader 15.3 43.7 1.8 4.8 23.6 3.3 50.6 13.5 1.1 1.2 2.1 0.1 21.8 10.7 Number of Traders in Each Category Total Traders: 103 6 12 9 6 16 5 39 16 9 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 154,940 Positions 49,327 22,258 5,296 65,384 9,558 1,423 13,774 60,007 5,650 514 2,500 98 13,475 48,152 Changes from: April 24, 2012 Total Change is: 3,835 2,877 4,035 22 -472 -1,007 204 498 -2,547 314 7 -737 -159 544 3,710 Percent of Open Interest Represented by Each Category of Trader 31.8 14.4 3.4 42.2 6.2 0.9 8.9 38.7 3.6 0.3 1.6 0.1 8.7 31.1 Number of Traders in Each Category Total Traders: 94 11 8 8 8 10 6 14 34 18 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 321,316 Positions 154,023 11,447 11,729 27,633 46,411 7,430 48,601 127,395 28,145 6,357 12,056 3,444 33,953 73,258 Changes from: April 24, 2012 Total Change is: -9,805 -9,988 170 75 1,027 -1,070 -552 -1,028 -5,336 -292 370 -3,771 -126 708 1,095 Percent of Open Interest Represented by Each Category of Trader 47.9 3.6 3.7 8.6 14.4 2.3 15.1 39.6 8.8 2.0 3.8 1.1 10.6 22.8 Number of Traders in Each Category Total Traders: 187 24 12 15 15 23 16 24 66 40 7 16 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 157,802 Positions 26,695 32,507 4,238 2,875 42,490 928 85,686 48,934 4,731 1,153 2,596 784 30,712 20,594 Changes from: April 24, 2012 Total Change is: 949 -10,832 2,000 108 237 -419 -113 7,703 -608 558 -519 1,868 -8 3,815 -2,437 Percent of Open Interest Represented by Each Category of Trader 16.9 20.6 2.7 1.8 26.9 0.6 54.3 31.0 3.0 0.7 1.6 0.5 19.5 13.1 Number of Traders in Each Category Total Traders: 84 8 9 10 . 10 . 25 19 14 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 127,909 Positions 42,647 48,598 68,837 2,504 0 0 5,405 2,538 7,820 113 0 0 582 115 Changes from: April 24, 2012 Total Change is: 486 -71 104 368 222 0 0 -67 15 0 113 0 0 -79 -1 Percent of Open Interest Represented by Each Category of Trader 33.3 38.0 53.8 2.0 0.0 0.0 4.2 2.0 6.1 0.1 0.0 0.0 0.5 0.1 Number of Traders in Each Category Total Traders: 28 8 12 12 . 0 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 156,499 Positions 55,321 121,664 50 28,858 1,153 1,804 62,266 26,362 585 1,727 2,149 0 5,888 2,732 Changes from: April 24, 2012 Total Change is: -5,906 -680 471 50 -1,209 1,047 -210 -4,684 -7,050 98 28 214 0 701 -526 Percent of Open Interest Represented by Each Category of Trader 35.3 77.7 0.0 18.4 0.7 1.2 39.8 16.8 0.4 1.1 1.4 0.0 3.8 1.7 Number of Traders in Each Category Total Traders: 100 7 11 . 9 . . 37 23 5 9 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 18,898 Positions 13,751 2,365 1,282 933 0 0 2,286 1,070 0 180 13,433 0 466 748 Changes from: April 24, 2012 Total Change is: -1,718 -876 -624 5 -169 0 0 365 -275 -737 -350 0 0 44 -87 Percent of Open Interest Represented by Each Category of Trader 72.8 12.5 6.8 4.9 0.0 0.0 12.1 5.7 0.0 1.0 71.1 0.0 2.5 4.0 Number of Traders in Each Category Total Traders: 21 7 . . . 0 0 6 . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 19,815 Positions 2,561 14,657 42 392 0 0 11,931 3,275 125 531 338 0 4,233 1,378 Changes from: April 24, 2012 Total Change is: 689 569 1,521 40 -158 -109 0 -276 -668 24 -6 0 0 496 -119 Percent of Open Interest Represented by Each Category of Trader 12.9 74.0 0.2 2.0 0.0 0.0 60.2 16.5 0.6 2.7 1.7 0.0 21.4 7.0 Number of Traders in Each Category Total Traders: 45 4 10 . . 0 0 16 9 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 57,714 Positions 12,756 36,181 953 4,288 1,727 573 27,228 10,937 833 2,908 670 671 7,505 5,170 Changes from: April 24, 2012 Total Change is: 6,092 278 3,224 -9 212 -513 70 5,730 2,129 67 -225 432 87 -118 605 Percent of Open Interest Represented by Each Category of Trader 22.1 62.7 1.7 7.4 3.0 1.0 47.2 19.0 1.4 5.0 1.2 1.2 13.0 9.0 Number of Traders in Each Category Total Traders: 110 14 22 4 7 4 . 35 15 10 8 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 115,427 Positions 25,512 72,362 1,905 8,575 3,453 1,145 54,456 21,874 1,667 5,816 1,339 1,341 15,009 10,340 Changes from: April 24, 2012 Total Change is: 12,185 556 6,448 -17 423 -1,026 140 11,461 4,259 134 -451 864 175 -236 1,210 Percent of Open Interest Represented by Each Category of Trader 22.1 62.7 1.7 7.4 3.0 1.0 47.2 19.0 1.4 5.0 1.2 1.2 13.0 9.0 Number of Traders in Each Category Total Traders: 110 14 22 4 7 4 . 35 15 10 8 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 946,557 Positions 53,297 219,050 29,207 362,388 163,221 45,607 99,337 170,088 133,092 34,265 29,308 30,551 158,814 126,433 Changes from: April 24, 2012 Total Change is: 18,148 -373 22,473 818 -6,867 -11,264 -22 17,496 -377 5,321 -780 1,360 3,799 -1,242 -3,959 Percent of Open Interest Represented by Each Category of Trader 5.6 23.1 3.1 38.3 17.2 4.8 10.5 18.0 14.1 3.6 3.1 3.2 16.8 13.4 Number of Traders in Each Category Total Traders: 579 33 54 38 118 62 65 100 124 102 47 39 40 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 314,345 Positions 22,072 79,530 8,394 104,604 30,027 11,248 23,541 36,041 50,918 8,825 7,060 13,126 71,617 78,001 Changes from: April 24, 2012 Total Change is: 6,194 -2,122 9,119 1,673 -2,111 -752 745 3,463 -6,818 2,015 -233 193 2,741 23 -2,722 Percent of Open Interest Represented by Each Category of Trader 7.0 25.3 2.7 33.3 9.6 3.6 7.5 11.5 16.2 2.8 2.2 4.2 22.8 24.8 Number of Traders in Each Category Total Traders: 127 12 16 11 26 9 15 11 36 40 9 7 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,161,064 Positions 182,136 723,615 78,054 1,312,292 689,343 148,420 491,716 782,968 298,136 140,042 124,083 74,283 435,985 242,162 Changes from: April 24, 2012 Total Change is: 59,772 -5,990 52,037 10,460 -24,237 -53,019 -3,380 58,386 20,430 28,305 -3,138 5,434 5,692 -6,327 -6,189 Percent of Open Interest Represented by Each Category of Trader 5.8 22.9 2.5 41.5 21.8 4.7 15.6 24.8 9.4 4.4 3.9 2.3 13.8 7.7 Number of Traders in Each Category Total Traders: 538 30 53 32 104 58 56 101 114 91 42 35 32 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 98,838 Positions 14,013 19,702 446 52,374 55,520 2,079 17,066 13,226 51 2,033 4,461 0 10,776 3,353 Changes from: April 24, 2012 Total Change is: -2,049 -437 300 35 -6,658 -1,785 -187 2,940 292 -2 289 -112 0 1,971 -590 Percent of Open Interest Represented by Each Category of Trader 14.2 19.9 0.5 53.0 56.2 2.1 17.3 13.4 0.1 2.1 4.5 0.0 10.9 3.4 Number of Traders in Each Category Total Traders: 98 14 8 . 32 11 9 16 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 100,249 Positions 6,020 50,501 8,289 33,725 7,396 1,197 29,230 11,477 7,470 2,557 5,877 824 10,938 7,218 Changes from: April 24, 2012 Total Change is: 98 881 -4,332 2,732 295 -562 -140 -5,770 -114 1,646 929 140 -51 -425 779 Percent of Open Interest Represented by Each Category of Trader 6.0 50.4 8.3 33.6 7.4 1.2 29.2 11.4 7.5 2.6 5.9 0.8 10.9 7.2 Number of Traders in Each Category Total Traders: 246 19 31 14 38 20 13 69 35 22 20 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 16,490 Positions 5,917 11,601 548 1,036 0 0 3,242 3,379 0 876 0 0 4,871 962 Changes from: April 24, 2012 Total Change is: 1,262 1,062 377 74 0 0 0 110 921 0 547 0 0 -531 -110 Percent of Open Interest Represented by Each Category of Trader 35.9 70.4 3.3 6.3 0.0 0.0 19.7 20.5 0.0 5.3 0.0 0.0 29.5 5.8 Number of Traders in Each Category Total Traders: 23 4 10 . . 0 0 . . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 418,798 Positions 36,449 230,434 2,772 163,445 36,981 5,986 160,615 71,167 6,673 10,049 31,032 2,473 30,337 31,281 Changes from: April 24, 2012 Total Change is: -5,819 11,590 -11,049 797 1,477 -2,809 -698 -22,275 1,948 1,106 1,908 698 -255 531 4,445 Percent of Open Interest Represented by Each Category of Trader 8.7 55.0 0.7 39.0 8.8 1.4 38.4 17.0 1.6 2.4 7.4 0.6 7.2 7.5 Number of Traders in Each Category Total Traders: 243 21 28 8 38 20 13 69 34 19 19 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 400,015 Positions 152,986 31,520 10,655 125,966 193,346 20,208 65,306 115,473 2,216 3,267 11,269 390 19,022 14,938 Changes from: April 24, 2012 Total Change is: -11,384 -6,295 6,642 -281 -8,501 -13,555 -841 6,419 2,069 -2,925 1,200 -111 -448 287 -1,934 Percent of Open Interest Represented by Each Category of Trader 38.2 7.9 2.7 31.5 48.3 5.1 16.3 28.9 0.6 0.8 2.8 0.1 4.8 3.7 Number of Traders in Each Category Total Traders: 255 20 13 6 50 45 23 53 53 20 7 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 42,151 Positions 13,285 783 0 10,495 470 91 9,128 11,039 0 2,157 6,694 0 6,995 23,074 Changes from: April 24, 2012 Total Change is: 337 192 0 0 -541 -20 40 62 92 0 -38 0 0 622 225 Percent of Open Interest Represented by Each Category of Trader 31.5 1.9 0.0 24.9 1.1 0.2 21.7 26.2 0.0 5.1 15.9 0.0 16.6 54.7 Number of Traders in Each Category Total Traders: 42 7 . 0 11 . . 9 4 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 66,562 Positions 16,016 10,725 2,334 8,737 2,614 623 15,699 2,256 7,342 3,492 955 0 12,319 39,713 Changes from: April 24, 2012 Total Change is: 2,979 5,230 -598 -1,317 184 -370 -82 -1,206 74 423 104 -684 0 -357 5,533 Percent of Open Interest Represented by Each Category of Trader 24.1 16.1 3.5 13.1 3.9 0.9 23.6 3.4 11.0 5.2 1.4 0.0 18.5 59.7 Number of Traders in Each Category Total Traders: 55 15 11 5 4 . . 13 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 58,235 Positions 222 14,777 1,226 40,437 21,797 3,814 7,224 14,746 100 823 0 0 4,389 1,775 Changes from: April 24, 2012 Total Change is: 507 0 1,747 1 1,015 -961 26 -392 373 96 823 0 0 -1,062 -775 Percent of Open Interest Represented by Each Category of Trader 0.4 25.4 2.1 69.4 37.4 6.5 12.4 25.3 0.2 1.4 0.0 0.0 7.5 3.0 Number of Traders in Each Category Total Traders: 61 . 5 . 20 20 9 8 6 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 84,628 Positions 9,882 33,449 1,861 42,414 6,458 3,204 11,082 34,984 60 5,763 390 223 10,139 3,999 Changes from: April 24, 2012 Total Change is: 1,048 -2,122 185 161 4,497 -883 -343 1,035 3,306 34 -872 -203 -7 -1,335 -1,202 Percent of Open Interest Represented by Each Category of Trader 11.7 39.5 2.2 50.1 7.6 3.8 13.1 41.3 0.1 6.8 0.5 0.3 12.0 4.7 Number of Traders in Each Category Total Traders: 87 9 15 6 22 10 9 12 11 . 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 676,431 Positions 12,040 101,143 32,473 235,814 138,460 82,744 61,910 45,729 57,133 20,861 48,297 8,095 165,362 162,358 Changes from: April 24, 2012 Total Change is: -5,436 -2,303 3,889 1,410 -12,711 -6,442 6,322 -6,041 -13,727 1,822 2,224 746 -1,200 5,041 1,743 Percent of Open Interest Represented by Each Category of Trader 1.8 15.0 4.8 34.9 20.5 12.2 9.2 6.8 8.4 3.1 7.1 1.2 24.4 24.0 Number of Traders in Each Category Total Traders: 169 9 20 22 41 24 35 21 36 45 7 11 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 358,422 Positions 2,476 145,248 274 255,227 13,618 28,205 2,138 110,625 56 8,331 4,691 0 61,715 55,705 Changes from: April 24, 2012 Total Change is: -6,694 0 -5,009 -260 -5,430 -2,481 365 -2,750 -3,359 -594 -3,747 0 0 5,722 4,644 Percent of Open Interest Represented by Each Category of Trader 0.7 40.5 0.1 71.2 3.8 7.9 0.6 30.9 0.0 2.3 1.3 0.0 17.2 15.5 Number of Traders in Each Category Total Traders: 65 . 10 . 33 6 22 . 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,009,948 Positions 57,073 183,883 21,405 200,841 148,410 66,325 287,979 370,987 63,802 177,511 41,795 12,174 122,837 101,167 Changes from: April 24, 2012 Total Change is: 36,937 -1,788 27,304 1,095 -18,240 -28,662 4,948 39,554 38,685 -603 5,959 -2,848 1,152 4,860 -4,134 Percent of Open Interest Represented by Each Category of Trader 5.7 18.2 2.1 19.9 14.7 6.6 28.5 36.7 6.3 17.6 4.1 1.2 12.2 10.0 Number of Traders in Each Category Total Traders: 231 19 25 15 38 29 40 44 35 30 20 21 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,260,775 Positions 101,855 252,880 192,819 625,188 505,912 258,980 343,579 265,573 234,199 126,792 122,750 82,063 295,301 345,600 Changes from: April 24, 2012 Total Change is: 39,435 28,091 1 27,922 -33,018 -7,955 12,844 -16,595 5,051 17,790 192 7,732 6,021 -3,812 -29,972 Percent of Open Interest Represented by Each Category of Trader 4.5 11.2 8.5 27.7 22.4 11.5 15.2 11.7 10.4 5.6 5.4 3.6 13.1 15.3 Number of Traders in Each Category Total Traders: 312 17 53 57 33 59 54 48 68 83 12 22 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,522,566 Positions 67,901 121,745 98,746 340,586 511,981 148,188 270,674 131,130 128,513 176,818 78,173 37,633 253,506 266,457 Changes from: April 24, 2012 Total Change is: 16,190 17,230 -28,595 -1,128 40,392 -885 639 -7,272 38,572 1,754 -21,829 3,346 -3,616 -9,979 6,103 Percent of Open Interest Represented by Each Category of Trader 4.5 8.0 6.5 22.4 33.6 9.7 17.8 8.6 8.4 11.6 5.1 2.5 16.6 17.5 Number of Traders in Each Category Total Traders: 198 13 21 20 23 41 38 37 35 35 9 19 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 570,101 Positions 180,095 153,241 182,048 0 1,063 1,200 49,368 52,200 114,367 39 4,862 13,120 29,865 47,999 Changes from: April 24, 2012 Total Change is: -39,488 -9,547 -7,047 -23,856 0 -1,053 0 6,674 3,846 -7,097 -2,789 610 -1,333 -1,540 -3,558 Percent of Open Interest Represented by Each Category of Trader 31.6 26.9 31.9 0.0 0.2 0.2 8.7 9.2 20.1 0.0 0.9 2.3 5.2 8.4 Number of Traders in Each Category Total Traders: 89 20 27 43 0 . . 12 19 24 . 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is13,821,372 Positions 2,061,872 2,456,678 3,268,561 358,856 395,409 284,764 1,079,368 386,165 4,865,454 197,311 354,646 796,967 908,218 1,012,727 Changes from: April 24, 2012 Total Change is: 252,475 -67,351 125,420 44,109 50,231 -67,811 27,349 69,179 -4,205 99,970 1,671 -5,024 38,560 -11,243 -5,893 Percent of Open Interest Represented by Each Category of Trader 14.9 17.8 23.6 2.6 2.9 2.1 7.8 2.8 35.2 1.4 2.6 5.8 6.6 7.3 Number of Traders in Each Category Total Traders: 276 30 55 84 11 15 22 60 68 111 11 18 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 8,197 Positions 3,900 279 0 625 973 6 2,146 6,513 14 1,320 300 0 186 112 Changes from: April 24, 2012 Total Change is: 266 -29 -6 0 -17 0 0 318 268 0 0 20 0 -6 -16 Percent of Open Interest Represented by Each Category of Trader 47.6 3.4 0.0 7.6 11.9 0.1 26.2 79.5 0.2 16.1 3.7 0.0 2.3 1.4 Number of Traders in Each Category Total Traders: 30 4 . 0 . 4 . 6 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 8,475 Positions 5,801 3,722 0 1,150 2,233 45 1,134 2,087 0 71 336 0 274 52 Changes from: April 24, 2012 Total Change is: -187 173 63 0 23 335 0 -399 -532 0 1 -35 0 15 -18 Percent of Open Interest Represented by Each Category of Trader 68.4 43.9 0.0 13.6 26.3 0.5 13.4 24.6 0.0 0.8 4.0 0.0 3.2 0.6 Number of Traders in Each Category Total Traders: 33 . 4 0 . 5 . 6 9 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 46,062 Positions 15,283 19,746 177 2,117 1,439 244 13,159 19,516 1,502 7,652 1,156 41 5,887 2,241 Changes from: April 24, 2012 Total Change is: 2,588 103 -374 176 -38 1,439 -287 3,024 1,389 167 2,861 736 3 -3,421 -661 Percent of Open Interest Represented by Each Category of Trader 33.2 42.9 0.4 4.6 3.1 0.5 28.6 42.4 3.3 16.6 2.5 0.1 12.8 4.9 Number of Traders in Each Category Total Traders: 102 5 4 . 7 . . 25 25 6 27 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 318,793 Positions 147,405 58,775 28,806 41,226 5,244 7,775 10,149 118,469 19,067 2,069 18,447 40,946 21,350 21,264 Changes from: April 24, 2012 Total Change is: 18,164 6,081 1,404 -31 5,711 1,537 1,060 2,740 11,675 391 1,051 2,802 31 1,130 -705 Percent of Open Interest Represented by Each Category of Trader 46.2 18.4 9.0 12.9 1.6 2.4 3.2 37.2 6.0 0.6 5.8 12.8 6.7 6.7 Number of Traders in Each Category Total Traders: 131 13 13 19 10 9 10 15 44 38 4 12 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 7,156 Positions 844 1,022 297 2,920 1,020 0 2,123 3,674 594 290 527 0 88 22 Changes from: April 24, 2012 Total Change is: -277 0 -322 6 -400 71 0 112 -34 0 0 0 0 5 2 Percent of Open Interest Represented by Each Category of Trader 11.8 14.3 4.2 40.8 14.3 0.0 29.7 51.3 8.3 4.1 7.4 0.0 1.2 0.3 Number of Traders in Each Category Total Traders: 23 . . . 5 . 0 5 4 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 4, 2012