Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 108,277
Positions
18,764 7,527 6,107 21,014 34,365 219 11,864 16,975 9,495 9,026 512 1,922 29,865 31,154
Changes from: June 19, 2012 Total Change is: -35,545
-16,663 -12,093 -8,717 -573 -518 47 -4,609 -13,782 -1,826 -337 -421 -1,113 -1,755 2,879
Percent of Open Interest Represented by Each Category of Trader
17.3 7.0 5.6 19.4 31.7 0.2 11.0 15.7 8.8 8.3 0.5 1.8 27.6 28.8
Number of Traders in Each Category Total Traders: 75
4 7 7 6 5 4 16 24 14 9 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 53,564
Positions
18,723 7,988 464 2,053 1,465 247 22,844 20,826 62 1,171 0 0 8,000 22,512
Changes from: June 19, 2012 Total Change is: -3,288
1,509 12 309 -5 -383 -20 -5,006 -2,313 62 30 0 0 -168 -956
Percent of Open Interest Represented by Each Category of Trader
35.0 14.9 0.9 3.8 2.7 0.5 42.6 38.9 0.1 2.2 0.0 0.0 14.9 42.0
Number of Traders in Each Category Total Traders: 35
6 . . . . . 5 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 121,666
Positions
13,385 10,147 3,547 10,011 34,466 9,599 53,366 26,486 3,215 10,426 3,534 736 17,381 29,936
Changes from: June 19, 2012 Total Change is: -7,122
-6,866 6,840 28 -83 -211 200 1,061 -13,136 48 -682 -424 -81 -747 -386
Percent of Open Interest Represented by Each Category of Trader
11.0 8.3 2.9 8.2 28.3 7.9 43.9 21.8 2.6 8.6 2.9 0.6 14.3 24.6
Number of Traders in Each Category Total Traders: 88
10 4 5 6 16 7 15 29 12 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 133,489
Positions
9,014 14,786 3,096 59,386 8,714 840 40,414 42,781 3,934 555 18,005 1,292 14,958 40,041
Changes from: June 19, 2012 Total Change is: 456
6,399 -12,735 -217 -1,621 72 -15 -1,118 8,453 953 53 -1,143 261 -4,238 4,828
Percent of Open Interest Represented by Each Category of Trader
6.8 11.1 2.3 44.5 6.5 0.6 30.3 32.0 2.9 0.4 13.5 1.0 11.2 30.0
Number of Traders in Each Category Total Traders: 89
5 12 5 9 7 5 18 29 16 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 371,622
Positions
108,680 6,714 12,965 48,509 38,063 5,214 61,564 185,086 30,096 61,374 12,077 5,039 38,182 76,368
Changes from: June 19, 2012 Total Change is: 10,539
712 -2,211 1,187 11,082 110 48 -7,179 2,753 2,828 -354 1,705 415 1,800 3,704
Percent of Open Interest Represented by Each Category of Trader
29.2 1.8 3.5 13.1 10.2 1.4 16.6 49.8 8.1 16.5 3.2 1.4 10.3 20.5
Number of Traders in Each Category Total Traders: 214
23 9 10 20 26 18 28 71 35 14 23 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 134,997
Positions
48,160 11,650 4,874 2,139 45,474 923 49,343 40,267 4,671 3,996 2,019 1,363 19,528 23,755
Changes from: June 19, 2012 Total Change is: -7,282
-8,269 -2,673 457 -5 511 1 -1,386 -1,815 -56 -777 -482 -14 2,768 -3,211
Percent of Open Interest Represented by Each Category of Trader
35.7 8.6 3.6 1.6 33.7 0.7 36.6 29.8 3.5 3.0 1.5 1.0 14.5 17.6
Number of Traders in Each Category Total Traders: 90
12 4 7 . 11 5 22 32 14 4 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 103,611
Positions
51,267 55,390 36,688 1,220 0 406 2,397 1,067 6,362 2,209 0 2,855 207 843
Changes from: June 19, 2012 Total Change is: 1,071
-970 562 428 1,220 -84 84 243 -236 50 0 0 0 16 267
Percent of Open Interest Represented by Each Category of Trader
49.5 53.5 35.4 1.2 0.0 0.4 2.3 1.0 6.1 2.1 0.0 2.8 0.2 0.8
Number of Traders in Each Category Total Traders: 23
8 10 11 . 0 . . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 121,524
Positions
63,700 39,341 0 20,169 1,821 1,555 31,189 54,149 541 1,480 17,939 105 2,785 6,073
Changes from: June 19, 2012 Total Change is: 11,729
-307 4,915 0 2,909 -300 -418 9,208 7,433 -77 116 1,000 0 298 -824
Percent of Open Interest Represented by Each Category of Trader
52.4 32.4 0.0 16.6 1.5 1.3 25.7 44.6 0.4 1.2 14.8 0.1 2.3 5.0
Number of Traders in Each Category Total Traders: 104
. 8 0 9 4 . 20 42 4 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 19,125
Positions
16,853 1,395 332 404 1,867 0 1,035 1,183 155 0 13,428 0 346 765
Changes from: June 19, 2012 Total Change is: -2,359
-1,220 -1,130 84 0 -1,270 0 -1,135 -54 1 0 0 0 -89 10
Percent of Open Interest Represented by Each Category of Trader
88.1 7.3 1.7 2.1 9.8 0.0 5.4 6.2 0.8 0.0 70.2 0.0 1.8 4.0
Number of Traders in Each Category Total Traders: 20
6 . . . . 0 4 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 16,601
Positions
6,704 8,023 0 240 397 0 6,308 4,600 149 507 1,249 0 2,693 2,183
Changes from: June 19, 2012 Total Change is: 3,989
324 4,386 0 138 -58 0 2,936 -496 0 210 415 0 381 -258
Percent of Open Interest Represented by Each Category of Trader
40.4 48.3 0.0 1.4 2.4 0.0 38.0 27.7 0.9 3.1 7.5 0.0 16.2 13.1
Number of Traders in Each Category Total Traders: 41
6 5 0 . . 0 6 12 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 46,634
Positions
13,064 31,014 146 3,350 651 324 18,994 9,548 656 2,770 1 169 7,162 4,126
Changes from: June 19, 2012 Total Change is: 6,588
-462 8,830 142 -488 346 57 6,458 -2,242 -234 394 -118 18 704 -210
Percent of Open Interest Represented by Each Category of Trader
28.0 66.5 0.3 7.2 1.4 0.7 40.7 20.5 1.4 5.9 0.0 0.4 15.4 8.8
Number of Traders in Each Category Total Traders: 78
16 15 . 5 4 . 22 11 11 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 93,268
Positions
26,127 62,027 293 6,700 1,301 648 37,987 19,096 1,311 5,540 2 339 14,324 8,252
Changes from: June 19, 2012 Total Change is: 13,176
-925 17,659 283 -976 691 113 12,916 -4,484 -468 787 -236 37 1,408 -420
Percent of Open Interest Represented by Each Category of Trader
28.0 66.5 0.3 7.2 1.4 0.7 40.7 20.5 1.4 5.9 0.0 0.4 15.4 8.8
Number of Traders in Each Category Total Traders: 78
16 15 . 5 4 . 22 11 11 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 917,701
Positions
51,638 132,931 36,107 367,001 199,579 54,262 69,574 178,189 133,248 28,332 30,028 24,716 152,824 128,641
Changes from: June 19, 2012 Total Change is: 39,900
6,875 -3,600 4,594 3,535 22,416 -118 5,598 2,097 15,648 -307 -2,030 1,680 2,394 -786
Percent of Open Interest Represented by Each Category of Trader
5.6 14.5 3.9 40.0 21.7 5.9 7.6 19.4 14.5 3.1 3.3 2.7 16.7 14.0
Number of Traders in Each Category Total Traders: 579
38 46 38 122 63 68 79 136 102 44 49 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 304,280
Positions
17,307 57,329 9,995 105,554 30,537 9,260 12,393 31,006 60,471 2,520 10,059 17,282 69,497 78,339
Changes from: June 19, 2012 Total Change is: 6,380
1,730 -3,680 834 575 954 -527 40 1,650 5,135 -934 -473 1,386 -1,860 1,102
Percent of Open Interest Represented by Each Category of Trader
5.7 18.8 3.3 34.7 10.0 3.0 4.1 10.2 19.9 0.8 3.3 5.7 22.8 25.7
Number of Traders in Each Category Total Traders: 115
10 11 8 26 8 15 20 25 40 7 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 3,067,109
Positions
256,930 463,283 45,285 1,334,963 872,942 197,277 335,421 785,429 314,371 129,432 100,216 36,795 416,635 251,509
Changes from: June 19, 2012 Total Change is: 167,601
41,828 16,505 2,699 18,533 111,046 -1,694 46,051 20,492 34,309 3,509 -7,411 1,097 21,270 -9,441
Percent of Open Interest Represented by Each Category of Trader
8.4 15.1 1.5 43.5 28.5 6.4 10.9 25.6 10.2 4.2 3.3 1.2 13.6 8.2
Number of Traders in Each Category Total Traders: 538
37 45 32 107 60 58 79 126 87 38 46 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 98,957
Positions
21,435 14,621 0 57,247 64,905 1,800 7,286 9,470 1,242 1,915 2,843 0 8,032 4,076
Changes from: June 19, 2012 Total Change is: 3,532
4,145 -212 -21 997 2,422 220 -2,272 -41 1,008 -211 20 0 -334 136
Percent of Open Interest Represented by Each Category of Trader
21.7 14.8 0.0 57.9 65.6 1.8 7.4 9.6 1.3 1.9 2.9 0.0 8.1 4.1
Number of Traders in Each Category Total Traders: 88
12 7 0 36 12 10 11 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 68,969
Positions
5,005 41,631 169 35,136 9,033 1,195 18,318 10,103 734 3,375 2,989 131 4,906 2,984
Changes from: June 19, 2012 Total Change is: 1,801
1,036 814 -25 1,044 237 439 -181 383 6 332 28 -44 -806 -36
Percent of Open Interest Represented by Each Category of Trader
7.3 60.4 0.2 50.9 13.1 1.7 26.6 14.6 1.1 4.9 4.3 0.2 7.1 4.3
Number of Traders in Each Category Total Traders: 208
16 31 5 29 23 13 48 38 18 13 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 344,845
Positions
25,023 208,156 844 175,678 45,165 5,974 91,590 50,515 3,672 16,877 14,945 655 24,532 14,919
Changes from: June 19, 2012 Total Change is: 9,007
5,180 4,069 -126 5,219 1,187 2,197 -903 1,914 29 1,662 138 -222 -4,028 -178
Percent of Open Interest Represented by Each Category of Trader
7.3 60.4 0.2 50.9 13.1 1.7 26.6 14.6 1.1 4.9 4.3 0.2 7.1 4.3
Number of Traders in Each Category Total Traders: 208
16 31 5 29 23 13 48 38 18 13 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 437,383
Positions
190,586 38,015 11,730 137,828 223,192 19,473 53,917 108,438 3,772 3,210 16,950 120 16,746 15,692
Changes from: June 19, 2012 Total Change is: 2,248
5,723 -4,519 -3,940 -296 2,520 1,195 -4,643 3,621 1,444 376 276 -20 2,409 1,672
Percent of Open Interest Represented by Each Category of Trader
43.6 8.7 2.7 31.5 51.0 4.5 12.3 24.8 0.9 0.7 3.9 0.0 3.8 3.6
Number of Traders in Each Category Total Traders: 234
19 15 4 47 44 25 36 53 14 5 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 27,409
Positions
7,034 220 0 8,115 1,397 446 3,490 6,561 0 1,562 6,410 0 6,762 12,375
Changes from: June 19, 2012 Total Change is: -955
-573 220 0 -551 -50 14 417 -1,181 0 -15 370 0 -247 -328
Percent of Open Interest Represented by Each Category of Trader
25.7 0.8 0.0 29.6 5.1 1.6 12.7 23.9 0.0 5.7 23.4 0.0 24.7 45.1
Number of Traders in Each Category Total Traders: 36
6 . 0 10 4 . 6 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 35,357
Positions
11,420 9,321 521 6,069 2,959 777 6,857 5,823 441 5,198 2,242 0 4,074 13,273
Changes from: June 19, 2012 Total Change is: -4,041
-2,110 1,931 -1,428 -578 -171 60 -540 858 12 860 387 0 -317 -5,690
Percent of Open Interest Represented by Each Category of Trader
32.3 26.4 1.5 17.2 8.4 2.2 19.4 16.5 1.2 14.7 6.3 0.0 11.5 37.5
Number of Traders in Each Category Total Traders: 48
13 10 . 5 . . 7 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 67,537
Positions
1,937 14,913 473 50,839 34,678 3,471 6,167 11,529 4 0 0 0 4,646 2,469
Changes from: June 19, 2012 Total Change is: 865
906 -1,783 0 -554 2,750 319 274 -216 0 0 0 0 -80 -205
Percent of Open Interest Represented by Each Category of Trader
2.9 22.1 0.7 75.3 51.3 5.1 9.1 17.1 0.0 0.0 0.0 0.0 6.9 3.7
Number of Traders in Each Category Total Traders: 59
4 . . 21 20 8 7 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 109,386
Positions
13,799 52,330 1,795 61,704 8,554 4,456 10,723 33,071 243 5,957 785 223 10,486 7,929
Changes from: June 19, 2012 Total Change is: -1,101
-1,323 2,026 323 -2,434 578 542 2,461 -3,221 0 -54 -871 0 -616 -478
Percent of Open Interest Represented by Each Category of Trader
12.6 47.8 1.6 56.4 7.8 4.1 9.8 30.2 0.2 5.4 0.7 0.2 9.6 7.2
Number of Traders in Each Category Total Traders: 96
11 19 5 25 10 10 15 7 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 732,617
Positions
7,702 159,922 27,766 267,386 148,137 81,919 72,776 66,390 72,089 24,305 31,506 6,626 172,049 138,263
Changes from: June 19, 2012 Total Change is: -79,398
-5,365 -13,820 -13,169 -18,593 2,761 -2,754 -2,528 -1,825 -29,144 -510 -3,759 -6,272 -1,063 -11,416
Percent of Open Interest Represented by Each Category of Trader
1.1 21.8 3.8 36.5 20.2 11.2 9.9 9.1 9.8 3.3 4.3 0.9 23.5 18.9
Number of Traders in Each Category Total Traders: 158
4 24 21 39 21 31 24 28 39 7 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 348,571
Positions
2,484 138,157 1,125 227,668 8,857 35,004 5,140 95,148 1,120 8,535 19,523 0 67,495 49,636
Changes from: June 19, 2012 Total Change is: 935
-4,505 -1,701 -1,201 1,717 1,498 2,496 297 4,648 -97 0 469 0 2,228 -5,177
Percent of Open Interest Represented by Each Category of Trader
0.7 39.6 0.3 65.3 2.5 10.0 1.5 27.3 0.3 2.4 5.6 0.0 19.4 14.2
Number of Traders in Each Category Total Traders: 68
. 11 5 31 5 19 . 11 . . 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 928,202
Positions
68,127 118,022 17,850 169,859 104,819 66,754 248,709 403,839 85,154 141,410 38,263 14,723 115,616 78,779
Changes from: June 19, 2012 Total Change is: -36,171
5,709 -14,939 -6,905 -5,171 11,955 -7,424 16,156 -11,315 -14,531 -14,871 785 8,857 -17,990 -2,653
Percent of Open Interest Represented by Each Category of Trader
7.3 12.7 1.9 18.3 11.3 7.2 26.8 43.5 9.2 15.2 4.1 1.6 12.5 8.5
Number of Traders in Each Category Total Traders: 222
19 17 18 41 29 36 42 35 36 21 18 5
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,073,320
Positions
82,171 214,304 177,809 708,383 526,511 191,183 242,843 280,886 230,995 93,084 100,421 28,068 318,784 323,144
Changes from: June 19, 2012 Total Change is: -164,147
11,341 17,756 -47,368 37,240 -19,200 -37,189 -62,996 -6,286 -59,600 -4,599 2,574 -21,140 20,163 6,306
Percent of Open Interest Represented by Each Category of Trader
4.0 10.3 8.6 34.2 25.4 9.2 11.7 13.5 11.1 4.5 4.8 1.4 15.4 15.6
Number of Traders in Each Category Total Traders: 245
17 34 39 23 55 49 40 49 62 10 17 11
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,210,583
Positions
162,908 95,912 32,204 265,990 484,731 102,616 308,597 107,368 58,086 58,226 69,692 5,753 216,202 254,218
Changes from: June 19, 2012 Total Change is: -759
22,824 -14,828 4,034 21,308 15,576 -5,518 -10,071 -695 -9,362 -9,030 1,791 -4,031 -10,912 12,275
Percent of Open Interest Represented by Each Category of Trader
13.5 7.9 2.7 22.0 40.0 8.5 25.5 8.9 4.8 4.8 5.8 0.5 17.9 21.0
Number of Traders in Each Category Total Traders: 182
14 19 15 26 39 33 30 31 33 7 16 6
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 588,388
Positions
210,846 157,231 178,733 1,204 3,136 4,065 38,583 55,533 113,564 2,154 16,810 12,280 26,957 47,035
Changes from: June 19, 2012 Total Change is: 11,240
4,022 18,555 -1,043 650 224 0 7,135 -1,780 -1,217 2,026 927 -2,013 1,680 -2,413
Percent of Open Interest Represented by Each Category of Trader
35.8 26.7 30.4 0.2 0.5 0.7 6.6 9.4 19.3 0.4 2.9 2.1 4.6 8.0
Number of Traders in Each Category Total Traders: 101
24 27 48 . . . 21 13 30 . 6 5
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,613,732
Positions
1,579,568 2,555,047 2,723,534 483,924 57,866 209,323 1,189,000 351,179 3,559,983 211,779 393,574 794,158 862,464 969,068
Changes from: June 19, 2012 Total Change is: -203,380
-181,830 11,565 71,425 20,040 -2,296 7,686 95,865 -1,303 -99,564 8,406 -58,432 -117,751 -7,657 -14,710
Percent of Open Interest Represented by Each Category of Trader
13.6 22.0 23.5 4.2 0.5 1.8 10.2 3.0 30.7 1.8 3.4 6.8 7.4 8.3
Number of Traders in Each Category Total Traders: 251
28 53 80 12 12 20 48 60 88 16 15 23
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 9,305
Positions
5,902 383 0 596 802 6 1,131 7,759 50 1,359 255 0 261 50
Changes from: June 19, 2012 Total Change is: -125
-190 -147 0 -9 -64 0 -3 98 5 12 0 0 60 -17
Percent of Open Interest Represented by Each Category of Trader
63.4 4.1 0.0 6.4 8.6 0.1 12.2 83.4 0.5 14.6 2.7 0.0 2.8 0.5
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 5 8 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 11,114
Positions
8,253 4,444 0 1,043 1,069 46 1,447 5,398 0 0 100 0 325 57
Changes from: June 19, 2012 Total Change is: 1,806
2,027 -461 0 -15 33 0 -244 2,194 0 0 30 0 38 10
Percent of Open Interest Represented by Each Category of Trader
74.3 40.0 0.0 9.4 9.6 0.4 13.0 48.6 0.0 0.0 0.9 0.0 2.9 0.5
Number of Traders in Each Category Total Traders: 32
. 6 0 . 5 . 7 9 0 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 67,317
Positions
13,977 29,525 526 6,608 0 362 31,985 34,661 1,068 5,951 75 0 6,840 1,100
Changes from: June 19, 2012 Total Change is: -3,246
-596 -334 8 -123 0 -19 -4,941 -2,344 59 1,354 -429 -67 1,079 -120
Percent of Open Interest Represented by Each Category of Trader
20.8 43.9 0.8 9.8 0.0 0.5 47.5 51.5 1.6 8.8 0.1 0.0 10.2 1.6
Number of Traders in Each Category Total Traders: 110
5 4 . 8 0 . 49 12 7 30 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 309,767
Positions
132,479 56,365 28,940 40,113 6,296 4,897 23,664 104,312 25,057 1,821 28,045 32,488 20,308 23,367
Changes from: June 19, 2012 Total Change is: -33,607
10,196 1,486 -17,455 -3,489 807 52 -1,371 -3,011 -5,919 -3,491 1,279 -6,199 -5,931 -4,647
Percent of Open Interest Represented by Each Category of Trader
42.8 18.2 9.3 12.9 2.0 1.6 7.6 33.7 8.1 0.6 9.1 10.5 6.6 7.5
Number of Traders in Each Category Total Traders: 129
15 12 19 8 8 9 16 46 37 5 13 11
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Updated June 29, 2012