Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 151,573
Positions
13,149 40,305 5,734 20,572 34,040 185 58,279 42,899 4,356 8,746 695 857 39,696 22,503
Changes from: May 8, 2012 Total Change is: -6,259
1,917 -10,031 1,030 210 -14 4 -1,498 5,592 912 -1,579 -1,562 -773 -6,482 -1,415
Percent of Open Interest Represented by Each Category of Trader
8.7 26.6 3.8 13.6 22.5 0.1 38.4 28.3 2.9 5.8 0.5 0.6 26.2 14.8
Number of Traders in Each Category Total Traders: 88
5 11 9 7 4 . 28 20 15 12 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 64,690
Positions
24,929 6,087 390 831 1,494 250 22,490 28,072 116 4,703 446 30 10,952 27,805
Changes from: May 8, 2012 Total Change is: 18,200
8,235 -2,359 58 0 -4 0 7,147 14,207 22 3,110 36 0 -373 6,240
Percent of Open Interest Represented by Each Category of Trader
38.5 9.4 0.6 1.3 2.3 0.4 34.8 43.4 0.2 7.3 0.7 0.0 16.9 43.0
Number of Traders in Each Category Total Traders: 39
8 4 . . . . 6 14 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 204,708
Positions
4,323 100,141 2,019 10,308 47,347 6,253 114,998 24,379 1,656 23,889 3,494 179 41,081 19,238
Changes from: May 8, 2012 Total Change is: 408
-2,116 2,043 149 710 709 -70 3,711 -1,351 631 -234 0 87 -2,460 -1,790
Percent of Open Interest Represented by Each Category of Trader
2.1 48.9 1.0 5.0 23.1 3.1 56.2 11.9 0.8 11.7 1.7 0.1 20.1 9.4
Number of Traders in Each Category Total Traders: 105
5 13 8 7 15 4 40 16 8 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 150,343
Positions
36,109 35,743 3,817 63,052 10,378 900 15,861 46,819 3,417 11,013 2,669 421 15,753 46,180
Changes from: May 8, 2012 Total Change is: -1,618
-2,898 3,293 186 -1,707 344 22 2,540 -5,367 332 317 -508 149 -560 -70
Percent of Open Interest Represented by Each Category of Trader
24.0 23.8 2.5 41.9 6.9 0.6 10.5 31.1 2.3 7.3 1.8 0.3 10.5 30.7
Number of Traders in Each Category Total Traders: 93
9 8 7 8 9 5 16 33 15 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 420,524
Positions
159,208 13,478 12,005 28,667 47,464 11,031 73,613 195,320 35,978 56,089 14,282 7,087 36,845 83,880
Changes from: May 8, 2012 Total Change is: 55,869
21,931 856 2,341 1,560 -625 2,751 13,592 30,030 9,645 301 941 2,320 1,427 7,609
Percent of Open Interest Represented by Each Category of Trader
37.9 3.2 2.9 6.8 11.3 2.6 17.5 46.4 8.6 13.3 3.4 1.7 8.8 19.9
Number of Traders in Each Category Total Traders: 209
24 10 14 18 23 17 30 75 40 13 16 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 158,182
Positions
70,070 16,149 3,947 1,935 44,297 1,387 49,600 56,327 5,245 1,799 1,153 2,004 22,194 27,673
Changes from: May 8, 2012 Total Change is: -3,798
14,663 -4,825 1,164 -248 1,037 412 -19,813 -4,581 1,625 -299 -246 735 -2,036 881
Percent of Open Interest Represented by Each Category of Trader
44.3 10.2 2.5 1.2 28.0 0.9 31.4 35.6 3.3 1.1 0.7 1.3 14.0 17.5
Number of Traders in Each Category Total Traders: 90
13 7 10 . 11 5 19 30 13 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 131,804
Positions
34,243 41,375 75,682 1,878 0 0 4,522 2,440 7,850 4,087 0 2,948 594 1,509
Changes from: May 8, 2012 Total Change is: 4,293
-4,659 -6,700 9,581 -495 0 0 -17 12 25 0 0 0 -142 1,375
Percent of Open Interest Represented by Each Category of Trader
26.0 31.4 57.4 1.4 0.0 0.0 3.4 1.9 6.0 3.1 0.0 2.2 0.5 1.1
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 15, 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 174,386
Positions
71,650 109,244 4,923 33,424 794 1,551 49,948 34,300 6,997 1,551 11,140 0 4,342 5,437
Changes from: May 8, 2012 Total Change is: 14,217
10,331 -3,957 4,923 3,218 158 -253 -9,519 3,630 6,186 -115 1,148 0 -554 2,382
Percent of Open Interest Represented by Each Category of Trader
41.1 62.6 2.8 19.2 0.5 0.9 28.6 19.7 4.0 0.9 6.4 0.0 2.5 3.1
Number of Traders in Each Category Total Traders: 104
8 10 . 9 . . 31 34 10 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 20,259
Positions
14,482 2,758 1,189 391 52 102 2,993 1,713 45 140 13,433 0 917 967
Changes from: May 8, 2012 Total Change is: 1,282
612 501 -43 -260 52 102 597 445 25 -20 0 0 269 200
Percent of Open Interest Represented by Each Category of Trader
71.5 13.6 5.9 1.9 0.3 0.5 14.8 8.5 0.2 0.7 66.3 0.0 4.5 4.8
Number of Traders in Each Category Total Traders: 21
6 . . . . . 6 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 17,263
Positions
4,093 6,853 0 402 0 0 7,320 7,935 162 2,771 462 0 2,515 1,851
Changes from: May 8, 2012 Total Change is: -706
1,598 -2,153 -94 17 -100 0 -2,648 2,217 37 598 14 0 -214 -627
Percent of Open Interest Represented by Each Category of Trader
23.7 39.7 0.0 2.3 0.0 0.0 42.4 46.0 0.9 16.1 2.7 0.0 14.6 10.7
Number of Traders in Each Category Total Traders: 46
7 5 0 . 0 0 9 17 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 51,651
Positions
12,814 31,513 936 3,871 2,824 424 21,102 9,079 1,562 2,402 198 594 7,946 4,522
Changes from: May 8, 2012 Total Change is: -1,678
-905 10 -12 -30 -58 66 -1,233 -2,318 169 -492 188 118 641 159
Percent of Open Interest Represented by Each Category of Trader
24.8 61.0 1.8 7.5 5.5 0.8 40.9 17.6 3.0 4.7 0.4 1.2 15.4 8.8
Number of Traders in Each Category Total Traders: 102
13 21 . 6 6 . 31 17 13 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 103,302
Positions
25,628 63,025 1,871 7,742 5,648 848 42,204 18,158 3,124 4,804 396 1,189 15,893 9,043
Changes from: May 8, 2012 Total Change is: -3,355
-1,810 20 -24 -59 -116 131 -2,465 -4,636 339 -984 377 235 1,282 319
Percent of Open Interest Represented by Each Category of Trader
24.8 61.0 1.8 7.5 5.5 0.8 40.9 17.6 3.0 4.7 0.4 1.2 15.4 8.8
Number of Traders in Each Category Total Traders: 102
13 21 . 6 6 . 31 17 13 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 1,035,083
Positions
58,305 174,893 43,887 356,250 182,193 48,380 85,903 180,601 198,697 33,604 28,674 35,744 174,314 142,015
Changes from: May 8, 2012 Total Change is: 60,246
1,802 -19,213 11,823 -5,560 11,192 1,521 3,614 -2,071 39,420 -5,418 2,421 1,682 11,362 13,470
Percent of Open Interest Represented by Each Category of Trader
5.6 16.9 4.2 34.4 17.6 4.7 8.3 17.4 19.2 3.2 2.8 3.5 16.8 13.7
Number of Traders in Each Category Total Traders: 591
34 51 40 119 72 71 88 134 109 49 43 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 355,218
Positions
24,872 57,794 14,944 104,055 32,173 10,144 26,648 52,957 73,015 9,769 8,113 16,360 75,411 89,719
Changes from: May 8, 2012 Total Change is: 25,494
1,889 -11,789 4,137 -560 890 157 3,646 8,237 13,866 684 127 466 1,210 9,403
Percent of Open Interest Represented by Each Category of Trader
7.0 16.3 4.2 29.3 9.1 2.9 7.5 14.9 20.6 2.8 2.3 4.6 21.2 25.3
Number of Traders in Each Category Total Traders: 129
14 12 12 27 9 17 24 28 43 9 5 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 3,399,324
Positions
223,836 642,167 88,045 1,288,276 777,404 163,878 500,547 842,490 424,134 128,195 111,827 87,901 494,513 261,478
Changes from: May 8, 2012 Total Change is: 173,759
39,135 2,448 -1,139 -23,905 52,604 5,727 49,186 -2,192 78,420 -29,547 12,436 5,122 50,762 20,334
Percent of Open Interest Represented by Each Category of Trader
6.6 18.9 2.6 37.9 22.9 4.8 14.7 24.8 12.5 3.8 3.3 2.6 14.5 7.7
Number of Traders in Each Category Total Traders: 553
34 49 33 105 69 62 88 124 99 43 41 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 102,056
Positions
20,649 17,713 382 54,934 60,490 2,224 13,580 11,566 24 1,697 4,493 0 8,567 5,165
Changes from: May 8, 2012 Total Change is: -602
3,030 -926 -42 -3,233 1,823 141 707 -362 -1,100 -2 10 0 -103 -146
Percent of Open Interest Represented by Each Category of Trader
20.2 17.4 0.4 53.8 59.3 2.2 13.3 11.3 0.0 1.7 4.4 0.0 8.4 5.1
Number of Traders in Each Category Total Traders: 93
13 8 . 32 10 10 14 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 104,901
Positions
6,183 40,110 13,295 28,715 8,248 1,538 29,390 15,480 14,369 1,504 5,814 1,045 8,862 5,002
Changes from: May 8, 2012 Total Change is: -1,393
19 1,304 -1,638 -2,502 -211 319 3,948 570 -901 263 169 70 -971 -1,075
Percent of Open Interest Represented by Each Category of Trader
5.9 38.2 12.7 27.4 7.9 1.5 28.0 14.8 13.7 1.4 5.5 1.0 8.4 4.8
Number of Traders in Each Category Total Traders: 236
20 31 17 32 22 11 56 50 30 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 21,268
Positions
9,724 12,311 629 1,036 0 0 6,117 7,511 0 329 0 0 3,433 817
Changes from: May 8, 2012 Total Change is: 644
212 726 7 0 0 0 1,360 -123 0 0 0 0 -935 34
Percent of Open Interest Represented by Each Category of Trader
45.7 57.9 3.0 4.9 0.0 0.0 28.8 35.3 0.0 1.5 0.0 0.0 16.1 3.8
Number of Traders in Each Category Total Traders: 29
10 7 . . 0 0 5 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 418,164
Positions
42,941 199,640 2,685 138,396 41,239 7,688 175,324 98,805 12,886 7,519 30,716 3,581 27,143 20,924
Changes from: May 8, 2012 Total Change is: -10,187
-9,258 -5,404 66 -12,512 -1,057 1,595 16,713 7,239 -8,279 1,316 844 352 -181 -5,544
Percent of Open Interest Represented by Each Category of Trader
10.3 47.7 0.6 33.1 9.9 1.8 41.9 23.6 3.1 1.8 7.3 0.9 6.5 5.0
Number of Traders in Each Category Total Traders: 234
20 31 8 32 22 11 57 47 24 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 433,164
Positions
185,205 25,286 13,729 130,391 214,153 19,362 61,034 127,347 4,048 2,230 11,474 1,067 16,099 16,699
Changes from: May 8, 2012 Total Change is: 16,039
8,475 545 2,774 -1,108 12,989 204 5,996 -603 467 -34 577 45 -781 -960
Percent of Open Interest Represented by Each Category of Trader
42.8 5.8 3.2 30.1 49.4 4.5 14.1 29.4 0.9 0.5 2.6 0.2 3.7 3.9
Number of Traders in Each Category Total Traders: 255
22 14 6 52 45 25 39 60 18 6 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 35,519
Positions
12,241 808 0 9,443 907 134 4,072 3,812 0 1,834 6,899 0 7,795 22,959
Changes from: May 8, 2012 Total Change is: -5,627
-157 50 0 -728 397 -64 -4,787 -6,582 0 -743 181 0 852 391
Percent of Open Interest Represented by Each Category of Trader
34.5 2.3 0.0 26.6 2.6 0.4 11.5 10.7 0.0 5.2 19.4 0.0 21.9 64.6
Number of Traders in Each Category Total Traders: 40
7 . 0 11 . . 7 . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 66,621
Positions
17,940 10,777 2,606 5,751 3,268 618 10,042 2,880 6,528 6,627 0 0 16,509 39,944
Changes from: May 8, 2012 Total Change is: -3,459
1,243 738 369 -2,759 165 -5 -6,711 1,109 -999 1,749 0 0 3,654 -4,836
Percent of Open Interest Represented by Each Category of Trader
26.9 16.2 3.9 8.6 4.9 0.9 15.1 4.3 9.8 9.9 0.0 0.0 24.8 60.0
Number of Traders in Each Category Total Traders: 51
13 12 6 5 . . 9 5 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 59,111
Positions
1,097 14,981 1,208 39,374 23,803 3,908 8,485 12,959 5 787 0 0 4,247 2,247
Changes from: May 8, 2012 Total Change is: -466
875 156 -28 -378 2,056 152 23 -1,992 -179 -36 0 0 -895 -631
Percent of Open Interest Represented by Each Category of Trader
1.9 25.3 2.0 66.6 40.3 6.6 14.4 21.9 0.0 1.3 0.0 0.0 7.2 3.8
Number of Traders in Each Category Total Traders: 62
. 4 . 19 22 9 9 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 91,768
Positions
13,660 34,117 1,921 47,678 5,681 2,725 10,262 39,773 71 5,360 2,287 234 9,857 4,959
Changes from: May 8, 2012 Total Change is: 6,403
3,992 -428 90 4,599 -698 -113 -827 5,234 7 -447 1,602 0 -898 709
Percent of Open Interest Represented by Each Category of Trader
14.9 37.2 2.1 52.0 6.2 3.0 11.2 43.3 0.1 5.8 2.5 0.3 10.7 5.4
Number of Traders in Each Category Total Traders: 91
8 16 6 22 10 10 13 10 . 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 833,730
Positions
9,323 136,918 38,491 270,340 139,258 89,522 80,864 68,525 108,894 22,167 50,627 24,819 189,311 176,677
Changes from: May 8, 2012 Total Change is: 99,163
-1,151 872 8,870 24,347 -3,329 1,976 -7,929 22,599 41,076 1,493 -1,351 16,929 13,551 11,520
Percent of Open Interest Represented by Each Category of Trader
1.1 16.4 4.6 32.4 16.7 10.7 9.7 8.2 13.1 2.7 6.1 3.0 22.7 21.2
Number of Traders in Each Category Total Traders: 180
6 22 23 41 26 34 35 31 50 6 13 9
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 369,204
Positions
3,774 137,772 1,272 253,886 13,601 27,016 6,157 110,620 1,505 8,194 18,955 0 67,401 58,463
Changes from: May 8, 2012 Total Change is: 8,301
1,296 374 647 3,623 -339 -2,051 1,949 3,113 310 0 3,584 0 2,527 2,662
Percent of Open Interest Represented by Each Category of Trader
1.0 37.3 0.3 68.8 3.7 7.3 1.7 30.0 0.4 2.2 5.1 0.0 18.3 15.8
Number of Traders in Each Category Total Traders: 69
. 10 6 34 6 22 . 9 . . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,072,852
Positions
68,362 181,056 28,923 220,228 113,475 76,783 295,618 445,811 70,933 178,775 47,588 9,284 123,946 98,999
Changes from: May 8, 2012 Total Change is: 18,289
5,401 -7,927 7,291 307 -31,390 1,179 2,727 45,300 -533 2,483 3,602 -2,897 2,331 3,664
Percent of Open Interest Represented by Each Category of Trader
6.4 16.9 2.7 20.5 10.6 7.2 27.6 41.6 6.6 16.7 4.4 0.9 11.6 9.2
Number of Traders in Each Category Total Traders: 230
13 26 17 40 27 41 43 39 31 22 20 8
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,480,446
Positions
86,393 212,036 256,917 696,312 528,788 249,557 319,914 332,230 331,751 108,322 135,653 97,227 334,054 336,287
Changes from: May 8, 2012 Total Change is: 98,766
12,664 -41,930 43,225 -4,086 32,184 -7,205 -39,504 36,705 59,301 -8,063 -7,542 18,022 24,410 -33,996
Percent of Open Interest Represented by Each Category of Trader
3.5 8.5 10.4 28.1 21.3 10.1 12.9 13.4 13.4 4.4 5.5 3.9 13.5 13.6
Number of Traders in Each Category Total Traders: 315
22 51 61 28 58 53 47 71 88 14 24 19
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,637,851
Positions
59,517 138,978 104,412 311,286 516,692 155,834 289,807 174,655 145,623 269,459 76,817 52,141 249,772 272,699
Changes from: May 8, 2012 Total Change is: 51,964
-32,532 24,076 7,616 -40,737 1,792 3,574 8,908 23,826 9,204 98,070 -14,487 4,884 -7,023 -8,521
Percent of Open Interest Represented by Each Category of Trader
3.6 8.5 6.4 19.0 31.5 9.5 17.7 10.7 8.9 16.5 4.7 3.2 15.2 16.6
Number of Traders in Each Category Total Traders: 210
10 29 22 25 38 39 34 41 42 10 22 10
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 610,750
Positions
193,773 138,613 203,490 565 9,245 3,758 42,033 48,298 126,225 183 14,614 15,932 24,792 50,576
Changes from: May 8, 2012 Total Change is: 31,579
12,216 -2,214 12,796 0 7,685 501 -862 -1,375 7,328 -154 1,236 1,716 -1,962 3,907
Percent of Open Interest Represented by Each Category of Trader
31.7 22.7 33.3 0.1 1.5 0.6 6.9 7.9 20.7 0.0 2.4 2.6 4.1 8.3
Number of Traders in Each Category Total Traders: 94
27 22 44 . . . 14 18 25 . 6 5
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is13,958,264
Positions
2,248,821 2,159,963 3,270,525 343,540 244,271 318,084 929,650 412,540 4,929,716 199,063 663,433 894,135 824,731 1,065,599
Changes from: May 8, 2012 Total Change is: -43,031
201,937 -200,815 96,828 -56,082 -122,099 34,042 -130,201 36,008 -61,947 1,321 196,981 -74,828 -54,101 52,801
Percent of Open Interest Represented by Each Category of Trader
16.1 15.5 23.4 2.5 1.8 2.3 6.7 3.0 35.3 1.4 4.8 6.4 5.9 7.6
Number of Traders in Each Category Total Traders: 275
33 55 87 11 14 20 60 63 109 13 19 23
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 8,409
Positions
4,202 253 0 640 973 6 1,809 6,561 217 1,320 275 0 215 124
Changes from: May 8, 2012 Total Change is: 190
155 -6 0 9 0 0 -15 190 -5 0 -5 0 46 16
Percent of Open Interest Represented by Each Category of Trader
50.0 3.0 0.0 7.6 11.6 0.1 21.5 78.0 2.6 15.7 3.3 0.0 2.6 1.5
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 6 7 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 8,647
Positions
6,136 3,845 0 1,150 2,451 45 993 1,962 0 72 266 0 251 78
Changes from: May 8, 2012 Total Change is: 162
272 62 0 0 125 0 -100 44 0 0 -95 0 -10 26
Percent of Open Interest Represented by Each Category of Trader
71.0 44.5 0.0 13.3 28.3 0.5 11.5 22.7 0.0 0.8 3.1 0.0 2.9 0.9
Number of Traders in Each Category Total Traders: 29
. 5 0 . 5 . 4 8 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 60,022
Positions
13,799 23,258 1 4,075 0 234 26,411 32,944 1,233 8,342 652 9 5,918 1,690
Changes from: May 8, 2012 Total Change is: 13,470
-1,548 3,460 -71 1,910 -987 -20 11,959 11,323 -282 1,363 143 -44 203 -52
Percent of Open Interest Represented by Each Category of Trader
23.0 38.7 0.0 6.8 0.0 0.4 44.0 54.9 2.1 13.9 1.1 0.0 9.9 2.8
Number of Traders in Each Category Total Traders: 126
9 . . 8 0 . 48 19 8 30 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 326,566
Positions
137,384 58,557 33,283 36,675 3,964 6,811 6,651 106,805 28,103 1,360 10,182 50,659 25,640 28,202
Changes from: May 8, 2012 Total Change is: -219
-6,484 -3,628 1,556 -1,944 -302 -1,064 -337 -3,157 6,665 -513 -3,572 870 1,032 2,413
Percent of Open Interest Represented by Each Category of Trader
42.1 17.9 10.2 11.2 1.2 2.1 2.0 32.7 8.6 0.4 3.1 15.5 7.9 8.6
Number of Traders in Each Category Total Traders: 138
15 13 22 9 9 9 17 44 47 6 13 19
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,976
Positions
917 811 304 2,870 1,021 0 2,144 3,673 594 0 527 0 147 46
Changes from: May 8, 2012 Total Change is: -115
73 -165 7 -50 -67 0 93 76 0 -290 0 0 52 34
Percent of Open Interest Represented by Each Category of Trader
13.1 11.6 4.4 41.1 14.6 0.0 30.7 52.7 8.5 0.0 7.6 0.0 2.1 0.7
Number of Traders in Each Category Total Traders: 21
. . . 5 . 0 5 4 . 0 . 0
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Updated May 21, 2012