Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 157,832
Positions
11,232 50,336 4,704 20,362 34,054 181 59,777 37,307 3,445 10,324 2,257 1,630 46,177 23,918
Changes from: May 1, 2012 Total Change is: -14,451
2,598 -13,515 -727 897 -30 8 -12,471 -6,552 -516 619 1,850 530 -5,389 4,501
Percent of Open Interest Represented by Each Category of Trader
7.1 31.9 3.0 12.9 21.6 0.1 37.9 23.6 2.2 6.5 1.4 1.0 29.3 15.2
Number of Traders in Each Category Total Traders: 83
4 11 7 8 4 . 28 13 13 13 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 46,490
Positions
16,693 8,446 332 831 1,498 250 15,343 13,865 94 1,592 410 30 11,325 21,566
Changes from: May 1, 2012 Total Change is: 3,908
4,256 -4,712 -184 -9 3 0 1,432 1,542 -77 1,055 410 30 -2,595 6,895
Percent of Open Interest Represented by Each Category of Trader
35.9 18.2 0.7 1.8 3.2 0.5 33.0 29.8 0.2 3.4 0.9 0.1 24.4 46.4
Number of Traders in Each Category Total Traders: 33
7 4 . . . . 6 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 204,299
Positions
6,439 98,098 1,871 9,598 46,638 6,323 111,286 25,730 1,025 24,123 3,494 92 43,542 21,028
Changes from: May 1, 2012 Total Change is: 8,806
-23,517 12,654 -1,670 270 456 -69 12,410 -745 -1,223 21,706 -650 -113 1,011 165
Percent of Open Interest Represented by Each Category of Trader
3.2 48.0 0.9 4.7 22.8 3.1 54.5 12.6 0.5 11.8 1.7 0.0 21.3 10.3
Number of Traders in Each Category Total Traders: 99
4 12 6 6 15 4 38 17 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 151,961
Positions
39,007 32,450 3,631 64,759 10,034 878 13,321 52,185 3,085 10,695 3,177 272 16,313 46,249
Changes from: May 1, 2012 Total Change is: -2,980
-10,320 10,192 -1,665 -625 477 -545 -453 -7,822 -2,564 10,182 677 174 2,838 -1,902
Percent of Open Interest Represented by Each Category of Trader
25.7 21.4 2.4 42.6 6.6 0.6 8.8 34.3 2.0 7.0 2.1 0.2 10.7 30.4
Number of Traders in Each Category Total Traders: 86
9 8 7 8 9 5 13 29 13 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 364,655
Positions
137,277 12,622 9,664 27,108 48,089 8,280 60,021 165,290 26,333 55,787 13,341 4,766 35,419 76,270
Changes from: May 1, 2012 Total Change is: 43,339
-16,746 1,175 -2,066 -526 1,678 850 11,421 37,895 -1,812 49,430 1,284 1,322 1,466 3,012
Percent of Open Interest Represented by Each Category of Trader
37.6 3.5 2.7 7.4 13.2 2.3 16.5 45.3 7.2 15.3 3.7 1.3 9.7 20.9
Number of Traders in Each Category Total Traders: 192
24 10 14 15 22 16 27 64 31 11 19 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 161,980
Positions
55,407 20,974 2,784 2,183 43,261 975 69,413 60,907 3,620 2,099 1,399 1,269 24,231 26,792
Changes from: May 1, 2012 Total Change is: 4,178
28,712 -11,534 -1,454 -692 770 47 -16,273 11,973 -1,111 945 -1,197 484 -6,481 6,198
Percent of Open Interest Represented by Each Category of Trader
34.2 12.9 1.7 1.3 26.7 0.6 42.9 37.6 2.2 1.3 0.9 0.8 15.0 16.5
Number of Traders in Each Category Total Traders: 89
12 8 11 . 10 . 20 27 10 8 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 127,511
Positions
38,902 48,075 66,101 2,373 0 0 4,539 2,428 7,825 4,087 0 2,948 736 134
Changes from: May 1, 2012 Total Change is: -397
-3,745 -523 -2,737 -131 0 0 -866 -110 5 3,974 0 2,948 154 19
Percent of Open Interest Represented by Each Category of Trader
30.5 37.7 51.8 1.9 0.0 0.0 3.6 1.9 6.1 3.2 0.0 2.3 0.6 0.1
Number of Traders in Each Category Total Traders: 26
7 12 11 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 160,169
Positions
61,319 113,201 0 30,206 636 1,804 59,467 30,670 811 1,666 9,992 0 4,896 3,055
Changes from: May 1, 2012 Total Change is: 3,670
5,998 -8,463 -50 1,348 -517 0 -2,799 4,308 226 -61 7,843 0 -992 323
Percent of Open Interest Represented by Each Category of Trader
38.3 70.7 0.0 18.9 0.4 1.1 37.1 19.1 0.5 1.0 6.2 0.0 3.1 1.9
Number of Traders in Each Category Total Traders: 99
9 10 0 9 . . 30 29 7 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 18,977
Positions
13,870 2,257 1,232 651 0 0 2,396 1,268 20 160 13,433 0 648 767
Changes from: May 1, 2012 Total Change is: 79
119 -108 -50 -282 0 0 110 198 20 -20 0 0 182 19
Percent of Open Interest Represented by Each Category of Trader
73.1 11.9 6.5 3.4 0.0 0.0 12.6 6.7 0.1 0.8 70.8 0.0 3.4 4.0
Number of Traders in Each Category Total Traders: 22
7 . . . 0 0 6 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 17,969
Positions
2,495 9,006 94 385 100 0 9,968 5,718 125 2,173 448 0 2,729 2,478
Changes from: May 1, 2012 Total Change is: -1,846
-66 -5,651 52 -7 100 0 -1,963 2,443 0 1,642 110 0 -1,504 1,100
Percent of Open Interest Represented by Each Category of Trader
13.9 50.1 0.5 2.1 0.6 0.0 55.5 31.8 0.7 12.1 2.5 0.0 15.2 13.8
Number of Traders in Each Category Total Traders: 47
6 5 . . . 0 15 13 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 53,329
Positions
13,719 31,502 948 3,901 2,882 359 22,334 11,397 1,392 2,894 10 477 7,306 4,362
Changes from: May 1, 2012 Total Change is: -4,385
963 -4,678 -5 -387 1,156 -214 -4,894 460 559 -14 -660 -194 -199 -808
Percent of Open Interest Represented by Each Category of Trader
25.7 59.1 1.8 7.3 5.4 0.7 41.9 21.4 2.6 5.4 0.0 0.9 13.7 8.2
Number of Traders in Each Category Total Traders: 98
15 19 . 6 6 . 26 17 11 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 106,657
Positions
27,438 63,005 1,895 7,801 5,764 717 44,669 22,794 2,785 5,788 20 954 14,611 8,725
Changes from: May 1, 2012 Total Change is: -8,770
1,926 -9,357 -10 -774 2,311 -428 -9,787 919 1,118 -28 -1,320 -388 -398 -1,616
Percent of Open Interest Represented by Each Category of Trader
25.7 59.1 1.8 7.3 5.4 0.7 41.9 21.4 2.6 5.4 0.0 0.9 13.7 8.2
Number of Traders in Each Category Total Traders: 98
15 19 . 6 6 . 26 17 11 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 974,837
Positions
56,503 194,106 32,064 361,810 171,001 46,859 82,289 182,671 159,277 39,022 26,253 34,062 162,952 128,544
Changes from: May 1, 2012 Total Change is: 28,280
3,206 -24,944 2,857 -578 7,780 1,252 -17,049 12,583 26,186 4,757 -3,056 3,511 4,138 2,111
Percent of Open Interest Represented by Each Category of Trader
5.8 19.9 3.3 37.1 17.5 4.8 8.4 18.7 16.3 4.0 2.7 3.5 16.7 13.2
Number of Traders in Each Category Total Traders: 591
34 57 40 123 64 67 88 132 110 46 46 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 329,724
Positions
22,983 69,583 10,807 104,616 31,283 9,987 23,002 44,720 59,149 9,086 7,986 15,894 74,202 80,316
Changes from: May 1, 2012 Total Change is: 15,380
911 -9,947 2,413 11 1,256 -1,262 -539 8,679 8,231 261 926 2,768 2,584 2,315
Percent of Open Interest Represented by Each Category of Trader
7.0 21.1 3.3 31.7 9.5 3.0 7.0 13.6 17.9 2.8 2.4 4.8 22.5 24.4
Number of Traders in Each Category Total Traders: 126
12 15 10 26 9 15 15 33 40 8 7 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 3,225,565
Positions
184,701 639,719 89,184 1,312,182 724,800 158,151 451,361 844,682 345,714 157,741 99,391 82,779 443,751 241,144
Changes from: May 1, 2012 Total Change is: 64,501
2,565 -83,896 11,130 -110 35,456 9,732 -40,355 61,714 47,579 17,699 -24,691 8,496 7,767 -1,019
Percent of Open Interest Represented by Each Category of Trader
5.7 19.8 2.8 40.7 22.5 4.9 14.0 26.2 10.7 4.9 3.1 2.6 13.8 7.5
Number of Traders in Each Category Total Traders: 549
33 54 34 109 61 59 90 119 99 42 41 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 102,658
Positions
17,619 18,639 424 58,167 58,667 2,083 12,873 11,928 1,123 1,699 4,483 0 8,669 5,311
Changes from: May 1, 2012 Total Change is: 3,820
3,606 -1,063 -22 5,793 3,147 4 -4,193 -1,298 1,072 -334 22 0 -2,107 1,958
Percent of Open Interest Represented by Each Category of Trader
17.2 18.2 0.4 56.7 57.1 2.0 12.5 11.6 1.1 1.7 4.4 0.0 8.4 5.2
Number of Traders in Each Category Total Traders: 95
13 8 . 32 11 10 16 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 106,295
Positions
6,164 38,806 14,933 31,218 8,459 1,219 25,443 14,910 15,270 1,241 5,645 975 9,833 6,077
Changes from: May 1, 2012 Total Change is: 6,045
144 -11,695 6,644 -2,507 1,063 21 -3,787 3,433 7,800 -1,316 -232 151 -1,105 -1,141
Percent of Open Interest Represented by Each Category of Trader
5.8 36.5 14.0 29.4 8.0 1.1 23.9 14.0 14.4 1.2 5.3 0.9 9.3 5.7
Number of Traders in Each Category Total Traders: 233
20 30 16 33 24 9 58 43 25 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 20,624
Positions
9,512 11,585 622 1,036 0 0 4,757 7,634 0 329 0 0 4,368 783
Changes from: May 1, 2012 Total Change is: 4,135
3,595 -16 74 0 0 0 1,515 4,255 0 -547 0 0 -502 -178
Percent of Open Interest Represented by Each Category of Trader
46.1 56.2 3.0 5.0 0.0 0.0 23.1 37.0 0.0 1.6 0.0 0.0 21.2 3.8
Number of Traders in Each Category Total Traders: 25
9 6 . . 0 0 . 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 428,351
Positions
52,199 205,044 2,620 150,908 42,296 6,093 158,611 91,565 21,164 6,203 29,872 3,229 27,324 26,469
Changes from: May 1, 2012 Total Change is: 9,553
15,750 -25,391 -152 -12,537 5,315 107 -2,004 20,398 14,491 -3,846 -1,160 756 -3,012 -4,812
Percent of Open Interest Represented by Each Category of Trader
12.2 47.9 0.6 35.2 9.9 1.4 37.0 21.4 4.9 1.4 7.0 0.8 6.4 6.2
Number of Traders in Each Category Total Traders: 230
21 28 8 33 24 9 58 41 21 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 417,126
Positions
176,730 24,741 10,955 131,499 201,164 19,158 55,038 127,950 3,581 2,264 10,897 1,022 16,880 17,659
Changes from: May 1, 2012 Total Change is: 17,110
23,744 -6,779 300 5,533 7,818 -1,050 -10,268 12,477 1,365 -1,003 -372 632 -2,142 2,720
Percent of Open Interest Represented by Each Category of Trader
42.4 5.9 2.6 31.5 48.2 4.6 13.2 30.7 0.9 0.5 2.6 0.2 4.0 4.2
Number of Traders in Each Category Total Traders: 249
19 14 6 53 46 24 38 59 19 5 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 41,146
Positions
12,398 758 0 10,171 510 198 8,859 10,394 0 2,577 6,718 0 6,943 22,568
Changes from: May 1, 2012 Total Change is: -1,005
-887 -25 0 -324 40 107 -269 -645 0 420 24 0 -52 -506
Percent of Open Interest Represented by Each Category of Trader
30.1 1.8 0.0 24.7 1.2 0.5 21.5 25.3 0.0 6.3 16.3 0.0 16.9 54.8
Number of Traders in Each Category Total Traders: 42
7 . 0 11 . . 8 4 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 70,080
Positions
16,697 10,039 2,237 8,510 3,103 623 16,753 1,771 7,527 4,878 0 0 12,855 44,780
Changes from: May 1, 2012 Total Change is: 3,518
681 -686 -97 -227 489 0 1,054 -485 185 1,386 -955 0 536 5,067
Percent of Open Interest Represented by Each Category of Trader
23.8 14.3 3.2 12.1 4.4 0.9 23.9 2.5 10.7 7.0 0.0 0.0 18.3 63.9
Number of Traders in Each Category Total Traders: 52
14 12 5 4 . . 11 4 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 59,577
Positions
222 14,825 1,236 39,752 21,747 3,756 8,462 14,951 184 823 0 0 5,142 2,878
Changes from: May 1, 2012 Total Change is: 1,342
0 48 10 -685 -50 -58 1,238 205 84 0 0 0 753 1,103
Percent of Open Interest Represented by Each Category of Trader
0.4 24.9 2.1 66.7 36.5 6.3 14.2 25.1 0.3 1.4 0.0 0.0 8.6 4.8
Number of Traders in Each Category Total Traders: 60
. 5 . 18 20 8 9 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 85,365
Positions
9,668 34,545 1,831 43,079 6,379 2,838 11,089 34,539 64 5,807 685 234 10,755 4,250
Changes from: May 1, 2012 Total Change is: 737
-214 1,096 -30 665 -79 -366 7 -445 4 44 295 11 616 251
Percent of Open Interest Represented by Each Category of Trader
11.3 40.5 2.1 50.5 7.5 3.3 13.0 40.5 0.1 6.8 0.8 0.3 12.6 5.0
Number of Traders in Each Category Total Traders: 88
8 17 6 22 11 10 13 8 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 734,567
Positions
10,475 136,046 29,620 245,993 142,587 87,546 88,793 45,926 67,817 20,674 51,978 7,890 175,760 165,157
Changes from: May 1, 2012 Total Change is: 58,136
-1,565 34,904 -2,853 10,178 4,127 4,803 26,883 197 10,684 -187 3,681 -205 10,398 2,799
Percent of Open Interest Represented by Each Category of Trader
1.4 18.5 4.0 33.5 19.4 11.9 12.1 6.3 9.2 2.8 7.1 1.1 23.9 22.5
Number of Traders in Each Category Total Traders: 174
5 26 25 38 26 32 27 34 48 6 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 360,903
Positions
2,478 137,398 625 250,263 13,940 29,067 4,208 107,507 1,195 8,194 15,371 0 64,874 55,801
Changes from: May 1, 2012 Total Change is: 2,481
2 -7,850 351 -4,964 322 862 2,070 -3,118 1,139 -137 10,680 0 3,158 96
Percent of Open Interest Represented by Each Category of Trader
0.7 38.1 0.2 69.3 3.9 8.1 1.2 29.8 0.3 2.3 4.3 0.0 18.0 15.5
Number of Traders in Each Category Total Traders: 67
. 10 . 33 6 21 . 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 1,054,563
Positions
62,961 188,983 21,632 219,921 144,866 75,604 292,891 400,511 71,465 176,292 43,986 12,181 121,614 95,335
Changes from: May 1, 2012 Total Change is: 44,615
5,889 5,099 227 19,080 -3,544 9,279 4,912 29,524 7,663 -1,219 2,191 7 -1,223 -5,832
Percent of Open Interest Represented by Each Category of Trader
6.0 17.9 2.1 20.9 13.7 7.2 27.8 38.0 6.8 16.7 4.2 1.2 11.5 9.0
Number of Traders in Each Category Total Traders: 236
17 24 13 39 29 40 47 38 31 21 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 2,381,681
Positions
73,729 253,967 213,691 700,398 496,604 256,762 359,418 295,525 272,449 116,385 143,195 79,204 309,644 370,283
Changes from: May 1, 2012 Total Change is: 120,905
-28,126 1,087 20,872 75,209 -9,308 -2,218 15,838 29,952 38,251 -10,406 20,446 -2,859 14,343 24,683
Percent of Open Interest Represented by Each Category of Trader
3.1 10.7 9.0 29.4 20.9 10.8 15.1 12.4 11.4 4.9 6.0 3.3 13.0 15.5
Number of Traders in Each Category Total Traders: 309
17 53 60 32 56 51 54 63 83 14 20 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 1,585,888
Positions
92,049 114,901 96,796 352,022 514,900 152,260 280,900 150,829 136,418 171,389 91,305 47,257 256,795 281,220
Changes from: May 1, 2012 Total Change is: 63,322
24,148 -6,844 -1,950 11,436 2,919 4,072 10,226 19,700 7,906 -5,429 13,132 9,624 3,289 14,763
Percent of Open Interest Represented by Each Category of Trader
5.8 7.2 6.1 22.2 32.5 9.6 17.7 9.5 8.6 10.8 5.8 3.0 16.2 17.7
Number of Traders in Each Category Total Traders: 203
12 25 20 24 39 39 37 35 37 9 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 579,171
Positions
181,557 140,827 190,694 565 1,560 3,257 42,895 49,673 118,896 338 13,378 14,215 26,753 46,669
Changes from: May 1, 2012 Total Change is: 9,070
1,462 -12,414 8,645 565 497 2,057 -6,472 -2,527 4,530 299 8,516 1,095 -3,111 -1,330
Percent of Open Interest Represented by Each Category of Trader
31.3 24.3 32.9 0.1 0.3 0.6 7.4 8.6 20.5 0.1 2.3 2.5 4.6 8.1
Number of Traders in Each Category Total Traders: 90
24 23 43 . . . 11 20 25 . 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 is14,001,295
Positions
2,046,884 2,360,778 3,173,697 399,622 366,370 284,042 1,059,850 376,532 4,991,663 197,742 466,452 968,963 878,832 1,012,798
Changes from: May 1, 2012 Total Change is: 179,924
-14,988 -95,900 -94,864 40,766 -29,039 -722 -19,517 -9,633 126,209 430 111,806 171,996 -29,386 71
Percent of Open Interest Represented by Each Category of Trader
14.6 16.9 22.7 2.9 2.6 2.0 7.6 2.7 35.7 1.4 3.3 6.9 6.3 7.2
Number of Traders in Each Category Total Traders: 279
32 53 84 12 14 23 58 69 111 14 20 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 8,219
Positions
4,047 259 0 631 973 6 1,824 6,371 222 1,320 280 0 169 108
Changes from: May 1, 2012 Total Change is: 22
147 -20 0 6 0 0 -322 -142 208 0 -20 0 -17 -4
Percent of Open Interest Represented by Each Category of Trader
49.2 3.2 0.0 7.7 11.8 0.1 22.2 77.5 2.7 16.1 3.4 0.0 2.1 1.3
Number of Traders in Each Category Total Traders: 30
4 . 0 . 4 . 6 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 8,485
Positions
5,864 3,783 0 1,150 2,326 45 1,093 1,918 0 72 361 0 261 52
Changes from: May 1, 2012 Total Change is: 10
63 61 0 0 93 0 -41 -169 0 1 25 0 -13 0
Percent of Open Interest Represented by Each Category of Trader
69.1 44.6 0.0 13.6 27.4 0.5 12.9 22.6 0.0 0.8 4.3 0.0 3.1 0.6
Number of Traders in Each Category Total Traders: 31
4 4 0 . 5 . 5 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 46,552
Positions
15,347 19,799 72 2,165 987 254 14,452 21,621 1,515 6,979 509 53 5,715 1,742
Changes from: May 1, 2012 Total Change is: 490
64 53 -105 48 -452 10 1,294 2,105 13 -674 -647 12 -172 -498
Percent of Open Interest Represented by Each Category of Trader
33.0 42.5 0.2 4.7 2.1 0.5 31.0 46.4 3.3 15.0 1.1 0.1 12.3 3.7
Number of Traders in Each Category Total Traders: 107
6 4 . 7 . . 31 19 6 31 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 326,785
Positions
143,868 62,185 31,727 38,619 4,266 7,875 6,988 109,962 21,438 1,873 13,754 49,789 24,608 25,789
Changes from: May 1, 2012 Total Change is: 7,992
-3,537 3,410 2,921 -2,607 -978 100 -3,161 -8,507 2,371 -196 -4,693 8,843 3,258 4,525
Percent of Open Interest Represented by Each Category of Trader
44.0 19.0 9.7 11.8 1.3 2.4 2.1 33.6 6.6 0.6 4.2 15.2 7.5 7.9
Number of Traders in Each Category Total Traders: 131
13 13 21 10 8 9 12 46 38 5 14 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 7,091
Positions
844 976 297 2,920 1,088 0 2,051 3,597 594 290 527 0 95 12
Changes from: May 1, 2012 Total Change is: -65
0 -46 0 0 68 0 -72 -77 0 0 0 0 7 -10
Percent of Open Interest Represented by Each Category of Trader
11.9 13.8 4.2 41.2 15.3 0.0 28.9 50.7 8.4 4.1 7.4 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 23
. . . 5 . 0 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 11, 2012