Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 143,409
Positions
19,342 20,986 9,308 20,853 34,421 187 41,138 41,614 7,198 7,949 30 1,520 35,914 28,145
Changes from: May 22, 2012 Total Change is: -2,390
5,256 -2,925 1,888 183 411 6 -9,526 -5,650 2,246 -56 20 322 -2,709 1,292
Percent of Open Interest Represented by Each Category of Trader
13.5 14.6 6.5 14.5 24.0 0.1 28.7 29.0 5.0 5.5 0.0 1.1 25.0 19.6
Number of Traders in Each Category Total Traders: 81
8 6 8 6 5 . 18 26 19 11 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 73,961
Positions
32,650 6,405 1,030 912 1,463 242 25,555 33,155 571 5,018 427 76 7,908 30,593
Changes from: May 22, 2012 Total Change is: 758
190 127 607 99 4 0 1,751 -1,439 296 -449 -19 0 -1,736 1,183
Percent of Open Interest Represented by Each Category of Trader
44.1 8.7 1.4 1.2 2.0 0.3 34.6 44.8 0.8 6.8 0.6 0.1 10.7 41.4
Number of Traders in Each Category Total Traders: 45
8 5 4 . . . 8 17 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 189,686
Positions
26,876 85,804 5,181 9,697 35,788 7,256 81,461 24,020 3,433 27,727 3,057 1,170 26,886 23,977
Changes from: May 22, 2012 Total Change is: -1,241
6,506 -7,075 1,949 -146 -893 406 -11,080 2,487 619 1,526 -507 949 -1,970 824
Percent of Open Interest Represented by Each Category of Trader
14.2 45.2 2.7 5.1 18.9 3.8 42.9 12.7 1.8 14.6 1.6 0.6 14.2 12.6
Number of Traders in Each Category Total Traders: 93
11 7 10 5 15 . 28 20 11 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 153,657
Positions
33,135 48,431 5,608 62,797 10,214 912 18,488 38,355 4,206 10,120 3,157 584 17,807 42,190
Changes from: May 22, 2012 Total Change is: -1,461
-1,664 4,402 223 97 136 -151 1,235 -4,068 -208 -503 391 -265 -225 -1,922
Percent of Open Interest Represented by Each Category of Trader
21.6 31.5 3.6 40.9 6.6 0.6 12.0 25.0 2.7 6.6 2.1 0.4 11.6 27.5
Number of Traders in Each Category Total Traders: 90
7 12 7 8 8 5 16 28 12 . 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 484,430
Positions
185,971 16,896 18,780 27,218 44,003 15,313 75,702 227,928 51,339 55,986 13,127 11,599 42,521 85,445
Changes from: May 22, 2012 Total Change is: 40,304
6,369 749 4,872 160 646 2,708 6,508 12,058 12,272 423 850 3,246 3,746 2,905
Percent of Open Interest Represented by Each Category of Trader
38.4 3.5 3.9 5.6 9.1 3.2 15.6 47.1 10.6 11.6 2.7 2.4 8.8 17.6
Number of Traders in Each Category Total Traders: 209
24 11 15 17 27 16 24 73 40 12 21 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 162,028
Positions
108,674 8,064 5,523 1,824 46,133 1,156 12,489 56,213 8,027 3,078 1,854 2,955 18,301 32,102
Changes from: May 22, 2012 Total Change is: 4,718
22,051 -2,878 526 165 -96 -18 -15,613 3,363 979 520 386 192 -4,085 2,263
Percent of Open Interest Represented by Each Category of Trader
67.1 5.0 3.4 1.1 28.5 0.7 7.7 34.7 5.0 1.9 1.1 1.8 11.3 19.8
Number of Traders in Each Category Total Traders: 89
16 . 10 . 11 4 14 35 16 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 109,024
Positions
57,258 60,995 34,326 1,439 0 0 1,566 2,708 7,788 3,487 0 2,948 212 259
Changes from: May 22, 2012 Total Change is: -555
1,340 -1,372 646 -261 0 0 -1,999 180 0 -100 0 0 -181 -9
Percent of Open Interest Represented by Each Category of Trader
52.5 55.9 31.5 1.3 0.0 0.0 1.4 2.5 7.1 3.2 0.0 2.7 0.2 0.2
Number of Traders in Each Category Total Traders: 25
7 11 12 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 187,458
Positions
82,869 90,066 11,888 18,708 1,779 1,551 54,448 45,236 15,569 2,325 17,031 0 100 4,338
Changes from: May 22, 2012 Total Change is: -1,796
3,175 -272 1,730 -5,227 731 0 2,882 -5,490 -1,542 278 5,819 -111 -2,981 -2,661
Percent of Open Interest Represented by Each Category of Trader
44.2 48.0 6.3 10.0 0.9 0.8 29.0 24.1 8.3 1.2 9.1 0.0 0.1 2.3
Number of Traders in Each Category Total Traders: 119
11 9 . 7 4 . 22 46 8 8 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 21,041
Positions
14,129 2,200 2,674 391 848 78 3,036 885 224 100 13,428 0 409 704
Changes from: May 22, 2012 Total Change is: 499
-498 -303 1,299 0 623 -106 -79 -829 108 -20 -5 0 -205 -288
Percent of Open Interest Represented by Each Category of Trader
67.1 10.5 12.7 1.9 4.0 0.4 14.4 4.2 1.1 0.5 63.8 0.0 1.9 3.3
Number of Traders in Each Category Total Traders: 22
8 . 5 . . . 7 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 21,453
Positions
9,065 5,387 1 0 298 0 6,781 11,611 157 3,769 722 0 1,680 3,277
Changes from: May 22, 2012 Total Change is: 14
692 -419 1 -211 168 0 -652 83 157 -30 114 0 57 -90
Percent of Open Interest Represented by Each Category of Trader
42.3 25.1 0.0 0.0 1.4 0.0 31.6 54.1 0.7 17.6 3.4 0.0 7.8 15.3
Number of Traders in Each Category Total Traders: 42
9 . . 0 . 0 6 16 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 70,301
Positions
19,795 28,102 12,500 4,509 2,376 552 11,914 8,784 7,263 1,740 995 1,888 10,141 7,842
Changes from: May 22, 2012 Total Change is: 1,584
2,655 -445 1,950 -243 -808 150 -3,556 1,406 -1,046 412 -180 -9 1,272 566
Percent of Open Interest Represented by Each Category of Trader
28.2 40.0 17.8 6.4 3.4 0.8 16.9 12.5 10.3 2.5 1.4 2.7 14.4 11.2
Number of Traders in Each Category Total Traders: 94
16 17 9 6 7 . 24 13 12 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 17,526
Positions
10,846 9,975 0 1,070 0 0 4,171 1,623 16 0 2,174 0 1,422 3,738
Changes from: May 22, 2012 Total Change is: 1,263
1,235 1,294 0 20 0 0 13 -989 -3 0 0 -0 -2 961
Percent of Open Interest Represented by Each Category of Trader
61.9 56.9 0.0 6.1 0.0 0.0 23.8 9.3 0.1 0.0 12.4 0.0 8.1 21.3
Number of Traders in Each Category Total Traders: 20
5 6 0 . 0 0 4 . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 105,550
Positions
41,000 59,357 1,897 6,877 4,751 1,104 27,067 25,901 2,913 6,032 194 1,224 17,436 8,209
Changes from: May 22, 2012 Total Change is: 643
6,806 488 -64 -526 -1,616 299 -9,097 2,830 -128 823 -360 -17 2,547 -789
Percent of Open Interest Represented by Each Category of Trader
38.8 56.2 1.8 6.5 4.5 1.0 25.6 24.5 2.8 5.7 0.2 1.2 16.5 7.8
Number of Traders in Each Category Total Traders: 91
14 17 5 5 7 . 22 17 10 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 1,041,519
Positions
60,594 141,867 65,090 359,824 182,515 49,776 78,602 195,668 184,181 28,407 31,181 34,733 180,312 156,508
Changes from: May 22, 2012 Total Change is: 4,709
-159 -9,249 5,622 854 -397 494 1,679 2,903 -594 -2,361 4,069 -847 21 2,707
Percent of Open Interest Represented by Each Category of Trader
5.8 13.6 6.2 34.5 17.5 4.8 7.5 18.8 17.7 2.7 3.0 3.3 17.3 15.0
Number of Traders in Each Category Total Traders: 575
37 51 44 119 65 67 76 133 104 42 51 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 359,761
Positions
31,083 57,143 13,520 108,347 30,798 10,428 28,750 53,977 65,644 10,709 7,738 15,604 75,676 104,909
Changes from: May 22, 2012 Total Change is: -2,231
-618 -3,685 -43 2,978 -1,395 196 -1,061 -1,718 13 -544 1,029 -605 -2,546 3,977
Percent of Open Interest Represented by Each Category of Trader
8.6 15.9 3.8 30.1 8.6 2.9 8.0 15.0 18.2 3.0 2.2 4.3 21.0 29.2
Number of Traders in Each Category Total Traders: 126
13 10 11 29 10 18 21 27 40 9 6 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 3,408,792
Positions
288,904 564,971 116,500 1,282,007 783,206 172,119 471,222 930,414 370,727 104,344 133,071 79,790 523,179 257,995
Changes from: May 22, 2012 Total Change is: 34,698
18,620 -11,500 12,004 -11,391 4,217 2,260 6,273 15,684 4,392 -9,491 14,792 -803 12,835 -6,347
Percent of Open Interest Represented by Each Category of Trader
8.5 16.6 3.4 37.6 23.0 5.0 13.8 27.3 10.9 3.1 3.9 2.3 15.3 7.6
Number of Traders in Each Category Total Traders: 536
39 47 38 105 62 57 77 123 93 36 47 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 103,873
Positions
24,425 16,228 439 55,412 63,312 2,387 9,849 13,080 646 1,951 3,181 0 8,764 4,600
Changes from: May 22, 2012 Total Change is: -1,643
-2,072 -62 64 1,617 -387 185 255 1,833 -1,917 254 -1,322 0 -29 -37
Percent of Open Interest Represented by Each Category of Trader
23.5 15.6 0.4 53.3 61.0 2.3 9.5 12.6 0.6 1.9 3.1 0.0 8.4 4.4
Number of Traders in Each Category Total Traders: 90
13 7 . 31 11 10 10 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 100,176
Positions
7,203 32,328 16,590 26,447 8,932 1,299 21,800 12,098 16,587 1,112 6,185 733 8,405 5,424
Changes from: May 22, 2012 Total Change is: -2,768
-190 -3,931 2,056 -1,836 36 -191 -2,097 -265 -302 -130 -82 -28 -51 -61
Percent of Open Interest Represented by Each Category of Trader
7.2 32.3 16.6 26.4 8.9 1.3 21.8 12.1 16.6 1.1 6.2 0.7 8.4 5.4
Number of Traders in Each Category Total Traders: 219
19 30 17 32 21 10 49 43 23 10 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 22,808
Positions
10,258 12,925 666 1,036 0 0 7,287 8,376 0 329 0 0 3,232 841
Changes from: May 22, 2012 Total Change is: 352
-96 246 10 0 0 0 1,129 123 0 0 0 0 -691 -27
Percent of Open Interest Represented by Each Category of Trader
45.0 56.7 2.9 4.5 0.0 0.0 31.9 36.7 0.0 1.4 0.0 0.0 14.2 3.7
Number of Traders in Each Category Total Traders: 26
11 6 . . 0 0 . 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 386,837
Positions
61,751 174,039 2,594 127,056 44,661 6,494 146,982 93,028 8,519 5,558 32,568 2,019 25,863 22,914
Changes from: May 22, 2012 Total Change is: -15,600
9,471 -10,947 291 -9,179 179 -953 -9,543 4,647 -8,098 -648 -410 -139 3,198 -170
Percent of Open Interest Represented by Each Category of Trader
16.0 45.0 0.7 32.8 11.5 1.7 38.0 24.0 2.2 1.4 8.4 0.5 6.7 5.9
Number of Traders in Each Category Total Traders: 218
19 30 9 32 21 10 48 44 19 10 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 444,079
Positions
203,421 31,932 14,994 130,919 222,317 19,325 51,716 120,578 4,948 2,332 11,311 1,034 15,391 17,640
Changes from: May 22, 2012 Total Change is: 1,819
4,791 1,821 831 -84 841 -743 -3,789 -686 835 -103 -1,825 219 -138 526
Percent of Open Interest Represented by Each Category of Trader
45.8 7.2 3.4 29.5 50.1 4.4 11.6 27.2 1.1 0.5 2.5 0.2 3.5 4.0
Number of Traders in Each Category Total Traders: 243
21 15 6 50 44 24 35 60 16 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 34,948
Positions
12,492 435 0 9,044 1,244 182 3,594 3,251 67 1,880 7,138 0 7,689 22,631
Changes from: May 22, 2012 Total Change is: -147
357 0 0 -20 0 68 -615 -965 67 146 58 0 -150 625
Percent of Open Interest Represented by Each Category of Trader
35.7 1.2 0.0 25.9 3.6 0.5 10.3 9.3 0.2 5.4 20.4 0.0 22.0 64.8
Number of Traders in Each Category Total Traders: 38
7 . 0 10 . . 7 . . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 71,235
Positions
26,234 7,826 1,942 6,061 3,220 867 8,594 2,017 6,309 8,897 223 0 12,331 48,831
Changes from: May 22, 2012 Total Change is: 2,615
1,664 52 -177 136 -329 73 -215 -609 -490 1,163 223 0 461 3,872
Percent of Open Interest Represented by Each Category of Trader
36.8 11.0 2.7 8.5 4.5 1.2 12.1 2.8 8.9 12.5 0.3 0.0 17.3 68.5
Number of Traders in Each Category Total Traders: 53
16 10 4 4 . . 10 4 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 61,963
Positions
222 15,488 886 45,018 26,692 3,810 7,603 12,447 5 244 0 0 4,175 2,635
Changes from: May 22, 2012 Total Change is: 839
0 479 -323 1,422 -154 214 -662 -34 0 0 0 0 188 657
Percent of Open Interest Represented by Each Category of Trader
0.4 25.0 1.4 72.7 43.1 6.1 12.3 20.1 0.0 0.4 0.0 0.0 6.7 4.3
Number of Traders in Each Category Total Traders: 62
. 5 . 20 21 8 8 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 97,257
Positions
11,872 32,500 4,129 49,679 6,584 4,703 11,605 40,214 65 5,266 2,899 241 9,697 5,922
Changes from: May 22, 2012 Total Change is: 411
-1,320 -1,484 1,806 386 267 466 -946 -453 0 -641 162 18 642 -371
Percent of Open Interest Represented by Each Category of Trader
12.2 33.4 4.2 51.1 6.8 4.8 11.9 41.3 0.1 5.4 3.0 0.2 10.0 6.1
Number of Traders in Each Category Total Traders: 90
7 19 6 21 11 9 12 10 . 7 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 913,396
Positions
6,906 189,788 65,582 296,631 150,421 77,410 92,846 78,274 120,040 23,506 34,054 25,516 204,961 172,313
Changes from: May 22, 2012 Total Change is: 8,644
-2,326 15,360 14,335 5,458 -4,078 -12,783 1,674 6,905 -5,436 -432 1,485 -5,914 14,067 -1,230
Percent of Open Interest Represented by Each Category of Trader
0.8 20.8 7.2 32.5 16.5 8.5 10.2 8.6 13.1 2.6 3.7 2.8 22.4 18.9
Number of Traders in Each Category Total Traders: 161
5 23 22 36 23 31 31 25 40 6 12 9
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Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 404,525
Positions
2,478 136,053 16,555 235,217 10,425 29,539 7,613 100,718 16,226 9,189 20,523 0 87,708 74,486
Changes from: May 22, 2012 Total Change is: 40,733
-150 -6,653 13,711 -6,886 -1,966 356 -382 4,798 14,575 490 2,110 0 19,019 13,802
Percent of Open Interest Represented by Each Category of Trader
0.6 33.6 4.1 58.1 2.6 7.3 1.9 24.9 4.0 2.3 5.1 0.0 21.7 18.4
Number of Traders in Each Category Total Traders: 62
. 9 6 28 4 18 . 10 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 976,935
Positions
89,282 145,539 18,678 190,602 119,205 62,742 233,758 427,067 46,596 194,768 41,982 9,092 131,417 106,033
Changes from: May 22, 2012 Total Change is: -44,372
13,674 -9,274 -9,659 -35,614 4,648 597 -9,651 2,329 -29,439 21,257 -5,309 -636 5,100 2,372
Percent of Open Interest Represented by Each Category of Trader
9.1 14.9 1.9 19.5 12.2 6.4 23.9 43.7 4.8 19.9 4.3 0.9 13.5 10.9
Number of Traders in Each Category Total Traders: 219
17 21 19 40 27 40 43 36 35 18 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 2,462,823
Positions
59,217 239,601 211,579 840,998 557,027 206,860 290,168 370,755 306,702 108,166 118,515 94,049 345,084 357,735
Changes from: May 22, 2012 Total Change is: -146,835
-9,155 -3,230 -104,439 69,782 -15,189 -33,109 -31,500 61,042 -68,875 5,508 5,879 -11,943 36,895 23,027
Percent of Open Interest Represented by Each Category of Trader
2.4 9.7 8.6 34.1 22.6 8.4 11.8 15.1 12.5 4.4 4.8 3.8 14.0 14.5
Number of Traders in Each Category Total Traders: 268
13 40 45 24 55 47 53 50 65 11 22 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 1,360,364
Positions
90,956 141,790 26,408 231,571 522,921 121,200 283,194 139,126 65,750 265,359 70,270 18,040 257,887 254,859
Changes from: May 22, 2012 Total Change is: -285,163
13,605 -15,572 -74,685 -28,953 -3,567 -31,844 -27,559 3,000 -98,007 903 -10,122 -37,268 -1,354 -17,097
Percent of Open Interest Represented by Each Category of Trader
6.7 10.4 1.9 17.0 38.4 8.9 20.8 10.2 4.8 19.5 5.2 1.3 19.0 18.7
Number of Traders in Each Category Total Traders: 190
13 25 19 26 35 35 38 27 33 10 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 623,338
Positions
195,354 129,964 208,923 885 7,752 4,065 39,840 57,184 130,748 2,070 15,307 16,581 24,871 52,813
Changes from: May 22, 2012 Total Change is: -196
-7,084 -6,695 5,948 -80 -2,270 -128 764 6,390 -401 1,747 179 -214 -748 -3,004
Percent of Open Interest Represented by Each Category of Trader
31.3 20.8 33.5 0.1 1.2 0.7 6.4 9.2 21.0 0.3 2.5 2.7 4.0 8.5
Number of Traders in Each Category Total Traders: 97
26 23 44 . . . 16 17 27 . 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 is13,700,836
Positions
2,250,094 2,239,422 3,242,052 253,120 84,153 308,725 847,835 407,746 4,885,734 200,367 569,490 906,316 806,592 1,057,198
Changes from: May 22, 2012 Total Change is: -1,303
-20,815 90,928 -46,199 -8,366 -25,728 16,494 46,175 22,414 -15,985 4,048 -54,733 38,747 -15,401 -27,240
Percent of Open Interest Represented by Each Category of Trader
16.4 16.3 23.7 1.8 0.6 2.3 6.2 3.0 35.7 1.5 4.2 6.6 5.9 7.7
Number of Traders in Each Category Total Traders: 280
37 50 86 10 15 22 54 71 109 14 21 26
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Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 8,429
Positions
4,057 415 0 632 973 6 1,888 6,411 217 1,340 285 0 289 122
Changes from: May 22, 2012 Total Change is: -35
-124 140 0 0 0 0 174 -100 -126 -5 70 0 46 -19
Percent of Open Interest Represented by Each Category of Trader
48.1 4.9 0.0 7.5 11.5 0.1 22.4 76.1 2.6 15.9 3.4 0.0 3.4 1.4
Number of Traders in Each Category Total Traders: 30
4 . 0 . 4 . 7 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 9,640
Positions
5,997 3,940 0 1,147 1,920 45 2,098 3,333 7 40 366 0 306 29
Changes from: May 22, 2012 Total Change is: 599
34 -62 0 0 -55 0 502 750 7 0 -30 0 56 -11
Percent of Open Interest Represented by Each Category of Trader
62.2 40.9 0.0 11.9 19.9 0.5 21.8 34.6 0.1 0.4 3.8 0.0 3.2 0.3
Number of Traders in Each Category Total Traders: 32
. 5 0 . 5 . 8 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 77,603
Positions
14,220 45,818 41 5,951 0 225 43,231 27,963 1,340 5,546 469 71 6,979 1,677
Changes from: May 22, 2012 Total Change is: 2,403
157 8,917 22 88 -63 0 597 -6,464 133 439 -242 53 915 48
Percent of Open Interest Represented by Each Category of Trader
18.3 59.0 0.1 7.7 0.0 0.3 55.7 36.0 1.7 7.1 0.6 0.1 9.0 2.2
Number of Traders in Each Category Total Traders: 115
8 . . 8 0 . 54 14 5 23 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 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 272,588
Positions
105,595 53,188 30,780 33,946 3,350 6,497 17,083 87,548 26,290 1,309 14,557 29,940 21,148 20,438
Changes from: May 22, 2012 Total Change is: -15,047
-18,963 -8,789 4,165 -205 -446 -256 5,844 -10,471 -380 -467 4,605 -6,315 1,530 2,840
Percent of Open Interest Represented by Each Category of Trader
38.7 19.5 11.3 12.5 1.2 2.4 6.3 32.1 9.6 0.5 5.3 11.0 7.8 7.5
Number of Traders in Each Category Total Traders: 128
14 13 20 10 7 10 20 38 39 8 10 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,007
Positions
1,805 808 307 2,086 971 0 3,125 3,678 594 0 1,638 0 90 11
Changes from: May 22, 2012 Total Change is: 858
347 0 0 -398 -72 0 905 280 0 0 650 0 4 0
Percent of Open Interest Represented by Each Category of Trader
22.5 10.1 3.8 26.1 12.1 0.0 39.0 45.9 7.4 0.0 20.5 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 23
. . . 5 . 0 5 4 . 0 . 0
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Updated June 5, 2012