Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 107,350
Positions
20,114 8,332 7,420 20,510 34,324 281 7,966 13,167 9,958 7,144 131 2,726 31,231 31,012
Changes from: June 26, 2012 Total Change is: -927
1,350 805 1,313 -504 -41 62 -3,898 -3,809 463 -1,882 -381 803 1,366 -142
Percent of Open Interest Represented by Each Category of Trader
18.7 7.8 6.9 19.1 32.0 0.3 7.4 12.3 9.3 6.7 0.1 2.5 29.1 28.9
Number of Traders in Each Category Total Traders: 67
4 7 7 6 5 4 15 20 15 7 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 54,548
Positions
19,171 8,072 505 1,954 1,464 247 23,421 22,605 234 1,171 0 0 7,845 21,421
Changes from: June 26, 2012 Total Change is: 984
449 84 41 -99 -1 0 577 1,779 172 0 0 0 -155 -1,091
Percent of Open Interest Represented by Each Category of Trader
35.1 14.8 0.9 3.6 2.7 0.5 42.9 41.4 0.4 2.1 0.0 0.0 14.4 39.3
Number of Traders in Each Category Total Traders: 39
6 4 . . . . 6 15 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 115,429
Positions
16,136 5,350 3,299 9,792 33,624 10,204 43,650 26,701 2,978 10,844 3,546 758 17,767 28,968
Changes from: June 26, 2012 Total Change is: -6,238
2,751 -4,797 -248 -219 -842 605 -9,717 215 -237 418 12 22 386 -968
Percent of Open Interest Represented by Each Category of Trader
14.0 4.6 2.9 8.5 29.1 8.8 37.8 23.1 2.6 9.4 3.1 0.7 15.4 25.1
Number of Traders in Each Category Total Traders: 90
8 5 6 7 17 7 16 29 10 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 127,059
Positions
9,436 16,193 3,135 58,798 8,052 760 33,045 37,712 3,693 1,163 17,675 1,127 15,902 38,713
Changes from: June 26, 2012 Total Change is: -6,430
422 1,407 39 -588 -662 -80 -7,369 -5,069 -241 608 -330 -165 945 -1,328
Percent of Open Interest Represented by Each Category of Trader
7.4 12.7 2.5 46.3 6.3 0.6 26.0 29.7 2.9 0.9 13.9 0.9 12.5 30.5
Number of Traders in Each Category Total Traders: 87
6 11 6 10 7 5 19 24 14 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 349,916
Positions
92,735 14,059 13,884 49,580 37,721 4,507 62,335 161,866 28,237 58,442 13,426 3,510 36,685 72,704
Changes from: June 26, 2012 Total Change is: -21,706
-15,945 7,346 920 1,071 -343 -707 771 -23,220 -1,859 -2,932 1,349 -1,529 -1,497 -3,663
Percent of Open Interest Represented by Each Category of Trader
26.5 4.0 4.0 14.2 10.8 1.3 17.8 46.3 8.1 16.7 3.8 1.0 10.5 20.8
Number of Traders in Each Category Total Traders: 212
24 9 12 20 25 20 30 68 35 8 28 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 141,258
Positions
41,163 14,242 7,032 2,298 44,532 1,241 59,565 38,028 6,177 3,076 2,107 1,718 18,988 26,180
Changes from: June 26, 2012 Total Change is: 6,261
-6,997 2,592 2,158 159 -942 318 10,221 -2,239 1,506 -920 88 355 -540 2,425
Percent of Open Interest Represented by Each Category of Trader
29.1 10.1 5.0 1.6 31.5 0.9 42.2 26.9 4.4 2.2 1.5 1.2 13.4 18.5
Number of Traders in Each Category Total Traders: 86
11 4 7 . 11 6 25 25 14 4 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 105,739
Positions
52,135 57,478 36,739 1,963 0 483 2,818 1,253 6,315 2,209 0 2,855 222 616
Changes from: June 26, 2012 Total Change is: 2,128
868 2,088 51 743 0 77 421 186 -47 0 0 0 15 -227
Percent of Open Interest Represented by Each Category of Trader
49.3 54.4 34.7 1.9 0.0 0.5 2.7 1.2 6.0 2.1 0.0 2.7 0.2 0.6
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 July 3, 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 132,669
Positions
63,240 49,182 1 20,283 1,255 1,555 42,292 56,472 608 844 19,067 102 3,744 4,427
Changes from: June 26, 2012 Total Change is: 11,145
-460 9,841 1 114 -566 0 11,103 2,323 67 -636 1,128 -3 959 -1,646
Percent of Open Interest Represented by Each Category of Trader
47.7 37.1 0.0 15.3 0.9 1.2 31.9 42.6 0.5 0.6 14.4 0.1 2.8 3.3
Number of Traders in Each Category Total Traders: 93
4 10 . 8 5 . 24 28 4 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 17,905
Positions
16,200 1,501 65 404 945 0 735 968 93 100 13,428 0 308 905
Changes from: June 26, 2012 Total Change is: -1,220
-653 106 -267 0 -922 0 -300 -215 -62 100 0 0 -38 140
Percent of Open Interest Represented by Each Category of Trader
90.5 8.4 0.4 2.3 5.3 0.0 4.1 5.4 0.5 0.6 75.0 0.0 1.7 5.1
Number of Traders in Each Category Total Traders: 20
5 5 . . . 0 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 20,483
Positions
5,421 11,739 0 427 261 0 10,875 5,244 134 297 1,265 0 3,329 1,840
Changes from: June 26, 2012 Total Change is: 3,882
-1,283 3,716 0 187 -136 0 4,567 644 -15 -210 16 0 636 -343
Percent of Open Interest Represented by Each Category of Trader
26.5 57.3 0.0 2.1 1.3 0.0 53.1 25.6 0.7 1.4 6.2 0.0 16.3 9.0
Number of Traders in Each Category Total Traders: 41
5 8 0 . . 0 9 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 46,893
Positions
14,027 30,653 76 3,938 364 453 17,622 10,187 814 2,189 18 139 7,635 4,189
Changes from: June 26, 2012 Total Change is: 259
964 -360 -70 588 -287 129 -1,371 639 159 -581 17 -30 473 63
Percent of Open Interest Represented by Each Category of Trader
29.9 65.4 0.2 8.4 0.8 1.0 37.6 21.7 1.7 4.7 0.0 0.3 16.3 8.9
Number of Traders in Each Category Total Traders: 90
17 16 4 6 4 . 30 13 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 93,786
Positions
28,054 61,307 152 7,875 727 905 35,245 20,375 1,628 4,378 36 278 15,270 8,377
Changes from: June 26, 2012 Total Change is: 518
1,927 -720 -140 1,175 -574 257 -2,742 1,279 317 -1,162 34 -60 946 126
Percent of Open Interest Represented by Each Category of Trader
29.9 65.4 0.2 8.4 0.8 1.0 37.6 21.7 1.7 4.7 0.0 0.3 16.3 8.9
Number of Traders in Each Category Total Traders: 90
17 16 4 6 4 . 30 13 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 919,962
Positions
47,892 146,432 37,940 360,996 179,740 55,138 76,885 172,999 134,153 27,643 37,292 21,906 157,409 134,363
Changes from: June 26, 2012 Total Change is: 2,261
-3,746 13,501 1,833 -6,005 -19,839 876 7,311 -5,191 905 -689 7,264 -2,810 4,586 5,722
Percent of Open Interest Represented by Each Category of Trader
5.2 15.9 4.1 39.2 19.5 6.0 8.4 18.8 14.6 3.0 4.1 2.4 17.1 14.6
Number of Traders in Each Category Total Traders: 570
35 45 40 121 56 64 84 131 107 40 57 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 305,259
Positions
22,089 62,290 9,562 102,539 29,047 9,981 14,817 30,191 59,477 1,118 7,513 13,995 71,681 83,202
Changes from: June 26, 2012 Total Change is: 980
4,783 4,961 -433 -3,015 -1,490 721 2,424 -816 -993 -1,402 -2,546 -3,287 2,184 4,863
Percent of Open Interest Represented by Each Category of Trader
7.2 20.4 3.1 33.6 9.5 3.3 4.9 9.9 19.5 0.4 2.5 4.6 23.5 27.3
Number of Traders in Each Category Total Traders: 113
11 11 9 25 8 14 15 30 39 5 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 3,073,517
Positions
225,695 517,391 45,204 1,319,379 780,559 198,690 363,684 767,381 320,038 133,222 149,488 38,959 428,644 255,806
Changes from: June 26, 2012 Total Change is: 6,408
-31,235 54,108 -81 -15,584 -92,383 1,413 28,264 -18,049 5,667 3,790 49,272 2,164 12,009 4,297
Percent of Open Interest Represented by Each Category of Trader
7.3 16.8 1.5 42.9 25.4 6.5 11.8 25.0 10.4 4.3 4.9 1.3 13.9 8.3
Number of Traders in Each Category Total Traders: 532
32 45 34 106 53 56 84 123 97 36 53 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 102,603
Positions
16,084 22,558 31 61,384 59,161 1,826 13,162 12,662 102 2,222 2,813 0 7,792 3,451
Changes from: June 26, 2012 Total Change is: 3,646
-5,351 7,937 31 4,137 -5,744 26 5,876 3,192 -1,140 307 -30 0 -240 -626
Percent of Open Interest Represented by Each Category of Trader
15.7 22.0 0.0 59.8 57.7 1.8 12.8 12.3 0.1 2.2 2.7 0.0 7.6 3.4
Number of Traders in Each Category Total Traders: 98
9 11 . 36 12 10 14 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 72,383
Positions
4,495 46,205 282 34,405 8,505 936 22,177 9,245 964 3,073 3,136 221 5,830 2,890
Changes from: June 26, 2012 Total Change is: 3,414
-509 4,573 113 -731 -528 -259 3,859 -858 229 -303 147 90 924 -94
Percent of Open Interest Represented by Each Category of Trader
6.2 63.8 0.4 47.5 11.8 1.3 30.6 12.8 1.3 4.2 4.3 0.3 8.1 4.0
Number of Traders in Each Category Total Traders: 216
14 33 5 32 21 12 57 35 14 12 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 361,914
Positions
22,477 231,023 1,410 172,025 42,525 4,679 110,883 46,224 4,818 15,364 15,680 1,106 29,151 14,449
Changes from: June 26, 2012 Total Change is: 17,069
-2,546 22,867 565 -3,653 -2,640 -1,295 19,294 -4,291 1,146 -1,513 735 451 4,619 -470
Percent of Open Interest Represented by Each Category of Trader
6.2 63.8 0.4 47.5 11.8 1.3 30.6 12.8 1.3 4.2 4.3 0.3 8.1 4.0
Number of Traders in Each Category Total Traders: 216
14 33 5 32 21 12 57 35 14 12 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 442,533
Positions
184,449 35,050 13,191 136,457 225,552 23,013 58,776 108,505 3,371 2,619 17,227 211 20,446 16,413
Changes from: June 26, 2012 Total Change is: 5,150
-6,137 -2,965 1,461 -1,371 2,360 3,540 4,859 67 -402 -591 278 91 3,700 721
Percent of Open Interest Represented by Each Category of Trader
41.7 7.9 3.0 30.8 51.0 5.2 13.3 24.5 0.8 0.6 3.9 0.0 4.6 3.7
Number of Traders in Each Category Total Traders: 244
20 13 4 50 42 27 40 59 19 . 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 28,497
Positions
7,800 220 0 9,311 981 446 3,304 7,017 0 1,462 6,410 0 6,174 13,423
Changes from: June 26, 2012 Total Change is: 1,088
766 0 0 1,196 -416 0 -186 456 0 -100 0 0 -588 1,048
Percent of Open Interest Represented by Each Category of Trader
27.4 0.8 0.0 32.7 3.4 1.6 11.6 24.6 0.0 5.1 22.5 0.0 21.7 47.1
Number of Traders in Each Category Total Traders: 36
5 . 0 11 . . 5 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 36,247
Positions
12,684 7,866 1,153 5,640 2,519 764 6,979 6,598 959 3,995 3,016 0 4,073 13,372
Changes from: June 26, 2012 Total Change is: 890
1,264 -1,455 632 -429 -440 -13 122 775 518 -1,203 774 0 -1 99
Percent of Open Interest Represented by Each Category of Trader
35.0 21.7 3.2 15.6 6.9 2.1 19.3 18.2 2.6 11.0 8.3 0.0 11.2 36.9
Number of Traders in Each Category Total Traders: 54
16 9 . 5 . . 8 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 66,482
Positions
1,346 12,477 2,395 48,276 27,983 5,653 5,161 15,227 4 0 0 0 3,647 2,743
Changes from: June 26, 2012 Total Change is: -1,055
-591 -2,436 1,922 -2,563 -6,695 2,182 -1,006 3,698 0 0 0 0 -999 274
Percent of Open Interest Represented by Each Category of Trader
2.0 18.8 3.6 72.6 42.1 8.5 7.8 22.9 0.0 0.0 0.0 0.0 5.5 4.1
Number of Traders in Each Category Total Traders: 65
4 . . 23 21 8 5 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 113,521
Positions
14,800 56,221 1,714 62,711 12,115 4,427 11,187 30,461 369 6,081 1,001 240 11,992 6,973
Changes from: June 26, 2012 Total Change is: 4,135
1,001 3,891 -81 1,007 3,561 -29 464 -2,610 126 124 216 17 1,506 -956
Percent of Open Interest Represented by Each Category of Trader
13.0 49.5 1.5 55.2 10.7 3.9 9.9 26.8 0.3 5.4 0.9 0.2 10.6 6.1
Number of Traders in Each Category Total Traders: 99
12 19 5 23 13 10 14 7 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 730,614
Positions
5,383 160,239 32,613 276,167 146,456 77,439 69,463 73,564 67,483 24,432 31,359 5,984 171,651 135,477
Changes from: June 26, 2012 Total Change is: -2,003
-2,319 317 4,847 8,781 -1,681 -4,480 -3,314 7,174 -4,606 127 -146 -642 -398 -2,785
Percent of Open Interest Represented by Each Category of Trader
0.7 21.9 4.5 37.8 20.0 10.6 9.5 10.1 9.2 3.3 4.3 0.8 23.5 18.5
Number of Traders in Each Category Total Traders: 165
6 22 21 42 22 33 26 29 40 9 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 348,086
Positions
2,603 132,700 618 233,369 13,889 33,311 3,761 96,943 1,496 8,388 22,477 0 64,540 46,652
Changes from: June 26, 2012 Total Change is: -485
119 -5,457 -507 5,701 5,032 -1,692 -1,379 1,794 376 -147 2,954 0 -2,955 -2,984
Percent of Open Interest Represented by Each Category of Trader
0.7 38.1 0.2 67.0 4.0 9.6 1.1 27.9 0.4 2.4 6.5 0.0 18.5 13.4
Number of Traders in Each Category Total Traders: 70
. 11 4 31 6 18 . 12 4 . 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 839,475
Positions
69,153 57,035 14,101 167,999 94,705 69,267 193,757 423,206 38,487 144,788 37,195 14,664 127,259 90,815
Changes from: June 26, 2012 Total Change is: -88,727
1,026 -60,987 -3,749 -1,860 -10,113 2,513 -54,952 19,367 -46,667 3,378 -1,069 -58 11,643 12,036
Percent of Open Interest Represented by Each Category of Trader
8.2 6.8 1.7 20.0 11.3 8.3 23.1 50.4 4.6 17.2 4.4 1.7 15.2 10.8
Number of Traders in Each Category Total Traders: 215
18 17 14 42 27 37 38 36 34 20 17 6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 2,126,356
Positions
83,338 212,518 177,667 729,377 499,761 223,936 240,885 321,899 245,602 84,907 100,630 25,850 314,793 318,492
Changes from: June 26, 2012 Total Change is: 53,036
1,167 -1,785 -142 20,994 -26,750 32,753 -1,958 41,013 14,607 -8,177 210 -2,217 -3,991 -4,652
Percent of Open Interest Represented by Each Category of Trader
3.9 10.0 8.4 34.3 23.5 10.5 11.3 15.1 11.6 4.0 4.7 1.2 14.8 15.0
Number of Traders in Each Category Total Traders: 251
15 39 45 21 54 47 41 53 67 11 17 11
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 1,221,354
Positions
159,377 69,565 17,063 244,644 499,609 107,151 328,899 144,717 65,271 62,992 77,372 7,051 228,906 233,554
Changes from: June 26, 2012 Total Change is: 10,772
-3,531 -26,347 -15,141 -21,346 14,879 4,535 20,302 37,349 7,184 4,766 7,680 1,298 12,705 -20,664
Percent of Open Interest Represented by Each Category of Trader
13.0 5.7 1.4 20.0 40.9 8.8 26.9 11.8 5.3 5.2 6.3 0.6 18.7 19.1
Number of Traders in Each Category Total Traders: 197
16 18 15 27 38 36 40 31 36 7 20 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 527,184
Positions
193,353 137,292 164,442 2,176 2,222 3,999 37,573 60,803 90,562 0 13,969 10,721 24,357 43,173
Changes from: June 26, 2012 Total Change is: -61,204
-17,494 -19,939 -14,291 972 -914 -66 -1,010 5,270 -23,002 -2,154 -2,841 -1,559 -2,600 -3,861
Percent of Open Interest Represented by Each Category of Trader
36.7 26.0 31.2 0.4 0.4 0.8 7.1 11.5 17.2 0.0 2.6 2.0 4.6 8.2
Number of Traders in Each Category Total Traders: 96
20 27 46 . . . 19 17 29 0 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 is11,852,732
Positions
1,580,300 2,590,968 2,717,078 518,176 61,998 214,923 1,186,121 320,753 3,661,705 197,102 403,399 842,918 934,408 1,038,989
Changes from: June 26, 2012 Total Change is: 239,000
732 35,921 -6,456 34,252 4,132 5,600 -2,879 -30,426 101,722 -14,676 9,825 48,761 71,944 69,921
Percent of Open Interest Represented by Each Category of Trader
13.3 21.9 22.9 4.4 0.5 1.8 10.0 2.7 30.9 1.7 3.4 7.1 7.9 8.8
Number of Traders in Each Category Total Traders: 253
28 54 81 13 11 20 52 56 89 15 16 22
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 9,995
Positions
6,583 189 0 581 802 6 1,156 8,647 50 1,359 255 0 260 46
Changes from: June 26, 2012 Total Change is: 690
681 -194 0 -15 0 0 25 888 0 0 0 0 -1 -4
Percent of Open Interest Represented by Each Category of Trader
65.9 1.9 0.0 5.8 8.0 0.1 11.6 86.5 0.5 13.6 2.6 0.0 2.6 0.5
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 6 8 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 12,313
Positions
9,266 6,023 0 1,028 1,069 46 1,622 5,007 0 0 100 0 351 68
Changes from: June 26, 2012 Total Change is: 1,199
1,013 1,579 0 -15 0 0 175 -391 0 0 0 0 26 11
Percent of Open Interest Represented by Each Category of Trader
75.3 48.9 0.0 8.3 8.7 0.4 13.2 40.7 0.0 0.0 0.8 0.0 2.9 0.6
Number of Traders in Each Category Total Traders: 30
. 6 0 . 5 . 6 8 0 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 65,668
Positions
13,661 28,685 516 5,797 100 307 32,807 33,109 1,091 5,317 366 0 6,172 1,494
Changes from: June 26, 2012 Total Change is: -1,650
-316 -841 -10 -811 100 -55 822 -1,552 23 -635 291 0 -668 394
Percent of Open Interest Represented by Each Category of Trader
20.8 43.7 0.8 8.8 0.2 0.5 50.0 50.4 1.7 8.1 0.6 0.0 9.4 2.3
Number of Traders in Each Category Total Traders: 99
. 4 . 7 . . 47 11 6 22 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 334,634
Positions
132,525 51,606 31,915 42,930 7,644 3,854 24,404 108,283 29,526 2,061 34,027 41,203 26,216 26,576
Changes from: June 26, 2012 Total Change is: 24,867
46 -4,759 2,975 2,817 1,348 -1,043 740 3,971 4,469 240 5,982 8,715 5,908 3,209
Percent of Open Interest Represented by Each Category of Trader
39.6 15.4 9.5 12.8 2.3 1.2 7.3 32.4 8.8 0.6 10.2 12.3 7.8 7.9
Number of Traders in Each Category Total Traders: 132
14 15 21 7 8 7 19 42 39 6 14 15
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 7,990
Positions
3,237 1,221 0 2,111 823 0 1,699 4,971 847 0 117 0 96 11
Changes from: June 26, 2012 Total Change is: -2,601
2,051 486 -2,729 0 -75 0 -2,031 982 124 0 -1,293 0 -16 -96
Percent of Open Interest Represented by Each Category of Trader
40.5 15.3 0.0 26.4 10.3 0.0 21.3 62.2 10.6 0.0 1.5 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 20
. . 0 4 . 0 . 7 . 0 . 0
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Updated July 3, 2012