Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 146,423
Positions
31,958 19,973 11,781 21,571 34,325 200 21,308 30,926 15,732 9,095 1,014 1,831 32,948 30,641
Changes from: June 5, 2012 Total Change is: -12,685
2,264 96 -701 -791 -136 22 -10,428 -10,902 1,601 972 -421 -125 -5,499 -2,118
Percent of Open Interest Represented by Each Category of Trader
21.8 13.6 8.0 14.7 23.4 0.1 14.6 21.1 10.7 6.2 0.7 1.3 22.5 20.9
Number of Traders in Each Category Total Traders: 82
9 6 9 6 5 . 18 25 17 9 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 93,027
Positions
35,004 8,725 2,989 1,608 1,458 242 20,631 31,906 19,001 5,078 401 76 8,398 28,229
Changes from: June 5, 2012 Total Change is: 18,723
157 2,225 1,888 475 -5 0 -1,845 -2,737 17,870 -58 -24 0 235 -495
Percent of Open Interest Represented by Each Category of Trader
37.6 9.4 3.2 1.7 1.6 0.3 22.2 34.3 20.4 5.5 0.4 0.1 9.0 30.3
Number of Traders in Each Category Total Traders: 42
8 5 6 . . . 5 16 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 186,265
Positions
45,826 49,397 9,466 11,176 35,759 8,474 58,838 40,499 4,959 29,326 4,258 613 17,586 32,840
Changes from: June 5, 2012 Total Change is: -12,905
10,586 -16,617 -421 1,705 -1,154 544 -19,520 9,962 -1,962 -11 306 -1,975 -1,851 -1,587
Percent of Open Interest Represented by Each Category of Trader
24.6 26.5 5.1 6.0 19.2 4.5 31.6 21.7 2.7 15.7 2.3 0.3 9.4 17.6
Number of Traders in Each Category Total Traders: 101
15 6 8 8 16 5 19 29 18 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 182,816
Positions
36,522 65,691 11,553 62,267 8,696 795 34,762 47,759 5,683 9,679 2,993 1,952 19,604 37,695
Changes from: June 5, 2012 Total Change is: -3,062
4,082 539 -1,052 426 -487 14 482 677 -704 -185 -128 974 -7,099 -2,894
Percent of Open Interest Represented by Each Category of Trader
20.0 35.9 6.3 34.1 4.8 0.4 19.0 26.1 3.1 5.3 1.6 1.1 10.7 20.6
Number of Traders in Each Category Total Traders: 86
8 13 10 10 7 6 19 19 15 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 476,459
Positions
170,725 17,456 24,384 31,410 42,712 11,338 78,171 217,706 64,179 52,353 14,911 6,950 36,950 76,824
Changes from: June 5, 2012 Total Change is: -20,864
-24,794 673 3,469 1,392 -1,578 -1,653 4,156 -17,195 7,612 -1,492 899 -4,767 -4,787 -8,323
Percent of Open Interest Represented by Each Category of Trader
35.8 3.7 5.1 6.6 9.0 2.4 16.4 45.7 13.5 11.0 3.1 1.5 7.8 16.1
Number of Traders in Each Category Total Traders: 205
25 13 18 18 26 15 26 60 45 11 23 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 205,642
Positions
118,279 9,017 19,412 2,144 45,997 1,017 19,520 71,019 25,310 3,192 2,521 1,083 15,687 30,267
Changes from: June 5, 2012 Total Change is: 25,162
-6,179 689 12,901 -5 -121 -366 10,626 1,976 12,407 -70 672 -2,541 -1,612 -455
Percent of Open Interest Represented by Each Category of Trader
57.5 4.4 9.4 1.0 22.4 0.5 9.5 34.5 12.3 1.6 1.2 0.5 7.6 14.7
Number of Traders in Each Category Total Traders: 91
14 4 11 . 11 5 13 39 19 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 106,092
Positions
54,734 59,092 35,699 747 0 139 1,591 713 7,118 2,977 0 2,905 182 426
Changes from: June 5, 2012 Total Change is: -3,587
-2,533 -740 -84 -493 0 139 118 -2,151 -687 0 0 0 -47 -64
Percent of Open Interest Represented by Each Category of Trader
51.6 55.7 33.6 0.7 0.0 0.1 1.5 0.7 6.7 2.8 0.0 2.7 0.2 0.4
Number of Traders in Each Category Total Traders: 26
9 9 12 . 0 . . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 198,616
Positions
89,594 90,891 10,202 18,194 2,014 1,972 57,903 45,712 16,517 1,154 23,145 420 2,660 7,743
Changes from: June 5, 2012 Total Change is: 6,246
3,650 3,362 -1,467 -1,047 135 267 9,828 -1,117 -4,541 -461 9,462 313 -296 -168
Percent of Open Interest Represented by Each Category of Trader
45.1 45.8 5.1 9.2 1.0 1.0 29.2 23.0 8.3 0.6 11.7 0.2 1.3 3.9
Number of Traders in Each Category Total Traders: 117
11 7 . 8 4 . 19 47 11 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 20,744
Positions
18,143 1,603 134 200 3,084 0 1,553 1,562 151 0 13,428 0 563 782
Changes from: June 5, 2012 Total Change is: 997
697 0 79 0 845 0 150 215 -37 -100 0 0 208 -105
Percent of Open Interest Represented by Each Category of Trader
87.5 7.7 0.6 1.0 14.9 0.0 7.5 7.5 0.7 0.0 64.7 0.0 2.7 3.8
Number of Traders in Each Category Total Traders: 21
6 . . . . 0 4 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 27,485
Positions
7,817 5,513 6,080 0 377 0 6,795 10,500 1,005 3,966 542 0 1,822 3,468
Changes from: June 5, 2012 Total Change is: 5,955
-1,086 136 6,080 0 100 0 -184 -1,212 853 66 -221 0 226 219
Percent of Open Interest Represented by Each Category of Trader
28.4 20.1 22.1 0.0 1.4 0.0 24.7 38.2 3.7 14.4 2.0 0.0 6.6 12.6
Number of Traders in Each Category Total Traders: 49
9 4 5 0 . 0 9 17 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 90,845
Positions
18,489 26,564 30,272 4,338 2,174 339 12,248 7,894 9,817 911 1,277 2,285 12,146 10,224
Changes from: June 5, 2012 Total Change is: 16,784
784 1,410 10,738 255 -1,607 -68 1,042 1,368 2,102 -302 133 413 1,820 2,295
Percent of Open Interest Represented by Each Category of Trader
20.4 29.2 33.3 4.8 2.4 0.4 13.5 8.7 10.8 1.0 1.4 2.5 13.4 11.3
Number of Traders in Each Category Total Traders: 93
18 16 21 6 5 . 21 14 20 4 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 24,012
Positions
12,842 12,001 2,546 1,080 0 0 4,275 1,603 187 0 2,174 0 3,082 5,501
Changes from: June 5, 2012 Total Change is: 3,430
-1,042 -946 2,546 10 0 0 107 -11 144 0 0 -0 1,665 1,697
Percent of Open Interest Represented by Each Category of Trader
53.5 50.0 10.6 4.5 0.0 0.0 17.8 6.7 0.8 0.0 9.1 0.0 12.8 22.9
Number of Traders in Each Category Total Traders: 21
5 6 . . 0 0 4 . 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 133,666
Positions
42,535 60,367 24,211 6,516 4,347 678 27,702 24,338 7,504 4,374 758 2,018 18,128 9,446
Changes from: June 5, 2012 Total Change is: 26,708
106 1,165 19,929 490 -3,213 -135 2,065 2,954 3,721 -604 265 825 311 1,196
Percent of Open Interest Represented by Each Category of Trader
31.8 45.2 18.1 4.9 3.3 0.5 20.7 18.2 5.6 3.3 0.6 1.5 13.6 7.1
Number of Traders in Each Category Total Traders: 92
16 17 16 5 5 . 22 15 20 4 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 1,205,704
Positions
51,736 138,742 144,338 372,678 182,301 62,411 71,016 196,364 238,821 27,862 30,753 42,380 194,463 169,595
Changes from: June 5, 2012 Total Change is: 77,472
-8,689 11,234 48,705 15,405 -16,531 9,691 -2,478 9,326 9,743 2,870 2,000 2,281 -56 1,022
Percent of Open Interest Represented by Each Category of Trader
4.3 11.5 12.0 30.9 15.1 5.2 5.9 16.3 19.8 2.3 2.6 3.5 16.1 14.1
Number of Traders in Each Category Total Traders: 599
35 46 55 121 66 76 79 143 127 42 63 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 432,393
Positions
43,428 62,707 42,246 107,475 30,940 9,753 32,431 56,025 87,975 5,419 8,318 20,603 83,064 113,826
Changes from: June 5, 2012 Total Change is: 28,152
-2,035 4,120 20,124 -451 -1,418 -176 2,052 -1,992 6,531 -3,599 880 601 5,105 -517
Percent of Open Interest Represented by Each Category of Trader
10.0 14.5 9.8 24.9 7.2 2.3 7.5 13.0 20.3 1.3 1.9 4.8 19.2 26.3
Number of Traders in Each Category Total Traders: 135
14 13 18 28 10 20 25 27 44 8 8 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 3,866,560
Positions
270,266 608,902 281,733 1,352,870 783,659 236,435 444,448 953,217 502,710 131,999 131,957 89,104 556,996 278,843
Changes from: June 5, 2012 Total Change is: 246,600
-38,670 30,175 148,302 79,057 -75,783 49,560 -29,525 49,716 22,937 37,297 10,550 3,450 -25,808 7,694
Percent of Open Interest Represented by Each Category of Trader
7.0 15.7 7.3 35.0 20.3 6.1 11.5 24.7 13.0 3.4 3.4 2.3 14.4 7.2
Number of Traders in Each Category Total Traders: 552
35 43 50 106 61 63 79 133 115 38 56 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 114,673
Positions
18,953 17,730 10,511 61,356 63,999 3,069 10,132 11,427 767 1,706 3,186 0 8,179 3,984
Changes from: June 5, 2012 Total Change is: 7,489
-5,434 750 10,128 2,962 -3,177 543 61 -59 -950 0 -15 0 180 270
Percent of Open Interest Represented by Each Category of Trader
16.5 15.5 9.2 53.5 55.8 2.7 8.8 10.0 0.7 1.5 2.8 0.0 7.1 3.5
Number of Traders in Each Category Total Traders: 96
12 10 12 36 12 13 11 11 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 117,162
Positions
5,627 34,272 24,506 31,451 9,016 946 20,302 12,157 19,304 991 6,840 1,549 12,485 8,571
Changes from: June 5, 2012 Total Change is: 16,099
-2,252 2,499 8,355 4,720 212 -470 -2,271 -1,368 2,346 -293 -84 1,224 4,739 3,383
Percent of Open Interest Represented by Each Category of Trader
4.8 29.3 20.9 26.8 7.7 0.8 17.3 10.4 16.5 0.8 5.8 1.3 10.7 7.3
Number of Traders in Each Category Total Traders: 213
17 31 26 27 22 14 48 45 30 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 22,995
Positions
8,711 12,922 479 1,036 0 0 8,018 7,884 123 83 0 738 3,807 849
Changes from: June 5, 2012 Total Change is: 247
-1,292 1 -266 0 0 0 222 -123 123 83 0 738 639 -226
Percent of Open Interest Represented by Each Category of Trader
37.9 56.2 2.1 4.5 0.0 0.0 34.9 34.3 0.5 0.4 0.0 3.2 16.6 3.7
Number of Traders in Each Category Total Traders: 25
9 7 4 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 470,836
Positions
47,998 170,170 56,719 152,073 45,081 4,732 135,037 94,983 22,289 4,956 34,613 3,641 43,391 38,608
Changes from: June 5, 2012 Total Change is: 79,261
-14,802 2,488 53,111 23,598 1,061 -2,352 -14,626 -8,385 13,279 -1,464 -4 2,015 20,503 18,049
Percent of Open Interest Represented by Each Category of Trader
10.2 36.1 12.0 32.3 9.6 1.0 28.7 20.2 4.7 1.1 7.4 0.8 9.2 8.2
Number of Traders in Each Category Total Traders: 213
15 33 22 27 22 14 48 45 28 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 484,836
Positions
199,567 40,771 37,112 130,042 223,009 24,186 62,038 121,251 9,822 4,606 13,472 2,510 14,953 12,703
Changes from: June 5, 2012 Total Change is: 24,758
-12,560 3,305 17,687 -2,205 -1,486 6,152 8,430 -2,173 5,312 620 1,002 1,262 60 -6,303
Percent of Open Interest Represented by Each Category of Trader
41.2 8.4 7.7 26.8 46.0 5.0 12.8 25.0 2.0 0.9 2.8 0.5 3.1 2.6
Number of Traders in Each Category Total Traders: 249
20 15 8 49 45 26 35 64 25 5 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 27,804
Positions
7,230 0 0 8,598 1,481 377 3,174 9,269 0 1,462 4,573 0 6,963 12,104
Changes from: June 5, 2012 Total Change is: -13,697
-4,631 -559 -1,153 -281 31 -55 -1,463 6,369 -4,371 -400 -2,646 -31 -1,312 -11,282
Percent of Open Interest Represented by Each Category of Trader
26.0 0.0 0.0 30.9 5.3 1.4 11.4 33.3 0.0 5.3 16.4 0.0 25.0 43.5
Number of Traders in Each Category Total Traders: 34
5 0 0 10 4 . 6 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 37,699
Positions
13,191 4,067 139 7,060 3,531 883 8,438 6,552 184 3,114 969 0 4,690 21,374
Changes from: June 5, 2012 Total Change is: -31,128
-13,715 -2,926 -3,562 4,127 -2,374 -2,847 1,626 3,288 -7,914 -5,838 721 0 -3,005 -15,514
Percent of Open Interest Represented by Each Category of Trader
35.0 10.8 0.4 18.7 9.4 2.3 22.4 17.4 0.5 8.3 2.6 0.0 12.4 56.7
Number of Traders in Each Category Total Traders: 51
15 8 . 6 . . 7 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 72,441
Positions
458 16,444 4,088 50,002 30,255 3,545 6,697 12,581 1,785 0 0 0 5,866 3,743
Changes from: June 5, 2012 Total Change is: 5,192
-879 1,597 2,347 2,101 -982 -102 -879 -198 1,437 -236 0 0 1,403 1,093
Percent of Open Interest Represented by Each Category of Trader
0.6 22.7 5.6 69.0 41.8 4.9 9.2 17.4 2.5 0.0 0.0 0.0 8.1 5.2
Number of Traders in Each Category Total Traders: 62
. 5 . 21 20 8 8 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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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MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 136,137
Positions
14,949 42,525 16,575 61,539 8,113 4,416 10,484 38,070 8,015 4,190 3,767 607 15,362 14,049
Changes from: June 5, 2012 Total Change is: 28,965
424 8,017 13,713 4,952 -154 686 -1,391 -4,096 4,860 219 -604 384 5,118 6,159
Percent of Open Interest Represented by Each Category of Trader
11.0 31.2 12.2 45.2 6.0 3.2 7.7 28.0 5.9 3.1 2.8 0.4 11.3 10.3
Number of Traders in Each Category Total Traders: 87
7 19 9 20 9 6 12 8 5 7 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 834,495
Positions
6,440 177,534 39,820 294,083 142,433 87,031 92,383 86,093 108,544 26,260 35,352 13,363 166,571 144,324
Changes from: June 5, 2012 Total Change is: -63,969
-2,199 -8,403 -3,612 -21,296 -3,436 -1,924 17,408 15,662 -20,536 385 -3,690 -22,037 -10,158 -15,992
Percent of Open Interest Represented by Each Category of Trader
0.8 21.3 4.8 35.2 17.1 10.4 11.1 10.3 13.0 3.1 4.2 1.6 20.0 17.3
Number of Traders in Each Category Total Traders: 172
5 24 27 41 22 33 31 29 45 8 12 9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 359,089
Positions
3,928 143,806 4,761 225,974 9,273 33,796 3,191 89,279 7,981 8,535 17,500 0 70,923 52,693
Changes from: June 5, 2012 Total Change is: -14,507
1,450 -4,114 1,338 -5,914 1,563 -1,780 -3,858 1,855 -9,573 -800 148 0 4,630 -3,945
Percent of Open Interest Represented by Each Category of Trader
1.1 40.0 1.3 62.9 2.6 9.4 0.9 24.9 2.2 2.4 4.9 0.0 19.8 14.7
Number of Traders in Each Category Total Traders: 66
. 11 8 29 5 18 . 10 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 1,023,593
Positions
69,604 155,022 19,197 199,854 88,010 67,966 258,350 454,911 112,530 156,509 41,467 4,766 134,817 79,724
Changes from: June 5, 2012 Total Change is: -2,866
4,059 -11,308 -3,885 10,435 3,906 4,226 27,339 34,998 -3,484 -33,134 -5,181 -1,977 -6,445 -20,162
Percent of Open Interest Represented by Each Category of Trader
6.8 15.1 1.9 19.5 8.6 6.6 25.2 44.4 11.0 15.3 4.1 0.5 13.2 7.8
Number of Traders in Each Category Total Traders: 225
20 21 15 41 26 34 42 37 34 21 17 5
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 2,300,194
Positions
70,892 192,851 230,980 722,339 541,835 227,235 264,451 341,876 291,862 119,784 101,025 55,271 317,379 317,259
Changes from: June 5, 2012 Total Change is: -34,077
12,881 -33,635 5,476 -44,918 -33,812 39,524 -64,328 -13,380 11,506 18,663 5,361 -7,744 -5,137 -7,373
Percent of Open Interest Represented by Each Category of Trader
3.1 8.4 10.0 31.4 23.6 9.9 11.5 14.9 12.7 5.2 4.4 2.4 13.8 13.8
Number of Traders in Each Category Total Traders: 270
18 43 52 24 59 53 42 54 66 11 19 13
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 1,225,995
Positions
115,983 109,403 27,947 240,937 461,892 114,018 315,127 103,898 75,123 95,006 68,077 9,781 232,072 255,857
Changes from: June 5, 2012 Total Change is: -82,280
8,483 -29,884 -4,517 42,533 -8,059 -13,936 38,226 -22,308 -5,007 -122,546 490 -1,821 -23,696 2,763
Percent of Open Interest Represented by Each Category of Trader
9.5 8.9 2.3 19.7 37.7 9.3 25.7 8.5 6.1 7.7 5.6 0.8 18.9 20.9
Number of Traders in Each Category Total Traders: 184
14 22 22 26 36 32 34 30 38 6 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 561,733
Positions
194,420 130,495 179,697 1,200 7,274 4,065 33,339 49,229 109,499 0 13,377 16,091 23,421 52,006
Changes from: June 5, 2012 Total Change is: 3,581
4,204 6,285 -1,786 240 0 0 -16 364 -1,184 -360 -848 1,263 1,220 -513
Percent of Open Interest Represented by Each Category of Trader
34.6 23.2 32.0 0.2 1.3 0.7 5.9 8.8 19.5 0.0 2.4 2.9 4.2 9.3
Number of Traders in Each Category Total Traders: 92
22 24 45 . . . 17 13 27 0 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 is14,143,646
Positions
2,184,745 2,534,199 3,207,269 425,232 60,528 237,057 946,993 447,000 5,056,644 190,679 540,092 1,034,348 860,680 1,026,510
Changes from: June 5, 2012 Total Change is: 11,658
-140,111 98,860 27,041 67,411 3,821 -59,642 138,327 -716 -22,958 1,801 8,637 -30,425 30,214 -12,960
Percent of Open Interest Represented by Each Category of Trader
15.4 17.9 22.7 3.0 0.4 1.7 6.7 3.2 35.8 1.3 3.8 7.3 6.1 7.3
Number of Traders in Each Category Total Traders: 280
32 56 87 11 14 21 53 72 113 12 21 24
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 12,519
Positions
6,834 483 0 598 973 6 1,188 8,358 2,149 1,337 295 0 407 255
Changes from: June 5, 2012 Total Change is: 3,806
1,487 0 0 -6 0 0 122 1,678 2,061 0 -115 0 142 182
Percent of Open Interest Represented by Each Category of Trader
54.6 3.9 0.0 4.8 7.8 0.0 9.5 66.8 17.2 10.7 2.4 0.0 3.3 2.0
Number of Traders in Each Category Total Traders: 30
. . 0 . 5 . 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 11,373
Positions
8,130 5,208 0 1,058 2,009 46 1,384 3,407 461 40 110 0 254 132
Changes from: June 5, 2012 Total Change is: -703
1,406 552 0 0 91 -1 -1,299 -656 -720 -31 -76 0 -58 107
Percent of Open Interest Represented by Each Category of Trader
71.5 45.8 0.0 9.3 17.7 0.4 12.2 30.0 4.1 0.4 1.0 0.0 2.2 1.2
Number of Traders in Each Category Total Traders: 30
. 5 0 . 6 . 5 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 81,758
Positions
14,853 48,307 577 6,972 0 246 46,717 29,200 1,393 4,409 446 130 6,462 1,459
Changes from: June 5, 2012 Total Change is: 616
-411 2,375 526 797 -153 21 -251 -1,361 -231 738 -358 -28 -545 -174
Percent of Open Interest Represented by Each Category of Trader
18.2 59.1 0.7 8.5 0.0 0.3 57.1 35.7 1.7 5.4 0.5 0.2 7.9 1.8
Number of Traders in Each Category Total Traders: 106
8 4 . 8 0 . 47 11 7 22 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 307,504
Positions
122,767 57,416 40,436 35,998 3,918 5,784 16,834 91,473 31,365 1,073 21,780 30,319 22,928 25,013
Changes from: June 5, 2012 Total Change is: 30,489
8,072 3,282 3,213 10,327 -224 -818 -1,624 8,738 2,511 -35 3,392 7,117 1,726 3,278
Percent of Open Interest Represented by Each Category of Trader
39.9 18.7 13.1 11.7 1.3 1.9 5.5 29.7 10.2 0.3 7.1 9.9 7.5 8.1
Number of Traders in Each Category Total Traders: 129
18 13 23 9 6 8 17 41 38 . 12 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 8,223
Positions
1,358 776 0 2,011 879 0 3,957 4,024 704 0 1,738 0 193 102
Changes from: June 5, 2012 Total Change is: -755
-671 -6 0 -52 -92 0 -115 -196 0 0 -550 0 83 89
Percent of Open Interest Represented by Each Category of Trader
16.5 9.4 0.0 24.5 10.7 0.0 48.1 48.9 8.6 0.0 21.1 0.0 2.3 1.2
Number of Traders in Each Category Total Traders: 22
. . 0 . . 0 5 5 . 0 . 0
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Updated June 15, 2012