Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 115,007
Positions
13,582 13,443 6,504 18,192 34,250 410 19,346 16,385 11,306 8,915 5,757 1,940 34,814 25,012
Changes from: July 24, 2012 Total Change is: -7,416
-16,698 6,471 531 -2,592 -113 78 4,544 -15,409 1,866 -302 3,416 329 4,828 -4,585
Percent of Open Interest Represented by Each Category of Trader
11.8 11.7 5.7 15.8 29.8 0.4 16.8 14.2 9.8 7.8 5.0 1.7 30.3 21.7
Number of Traders in Each Category Total Traders: 86
5 11 6 6 5 4 22 20 13 9 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 60,800
Positions
26,593 11,740 409 1,938 1,554 183 21,358 22,196 225 1,171 0 0 8,923 24,493
Changes from: July 24, 2012 Total Change is: -4,813
-2,466 3,178 281 -16 2 0 -1,891 -6,739 108 0 0 0 -829 -1,643
Percent of Open Interest Represented by Each Category of Trader
43.7 19.3 0.7 3.2 2.6 0.3 35.1 36.5 0.4 1.9 0.0 0.0 14.7 40.3
Number of Traders in Each Category Total Traders: 40
6 7 . . . . 6 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 117,255
Positions
26,068 3,491 2,470 10,041 30,782 11,531 30,608 30,317 5,951 11,510 2,856 1,117 17,958 28,738
Changes from: July 24, 2012 Total Change is: -5,018
-10,616 152 -185 1,197 -2,736 251 1,862 -873 1,770 519 -136 -1,046 1,230 -2,217
Percent of Open Interest Represented by Each Category of Trader
22.2 3.0 2.1 8.6 26.3 9.8 26.1 25.9 5.1 9.8 2.4 1.0 15.3 24.5
Number of Traders in Each Category Total Traders: 92
12 . 6 8 15 4 18 29 16 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 154,598
Positions
4,348 53,583 2,790 62,661 7,649 851 51,728 27,369 5,510 503 18,780 887 25,319 37,177
Changes from: July 24, 2012 Total Change is: 5,886
-619 8,228 -101 -47 -783 -22 3,488 -3,605 3,060 -133 -14 -2,342 2,601 1,464
Percent of Open Interest Represented by Each Category of Trader
2.8 34.7 1.8 40.5 4.9 0.6 33.5 17.7 3.6 0.3 12.1 0.6 16.4 24.0
Number of Traders in Each Category Total Traders: 96
. 16 6 10 8 6 28 22 14 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 371,166
Positions
98,798 13,056 13,535 30,848 37,681 9,802 73,205 166,185 37,011 61,769 12,612 7,362 38,836 73,922
Changes from: July 24, 2012 Total Change is: -19,530
-14,934 2,805 2,090 656 -1,941 38 -631 -17,184 777 -2,079 1,365 -3,739 -1,708 -3,742
Percent of Open Interest Represented by Each Category of Trader
26.6 3.5 3.6 8.3 10.2 2.6 19.7 44.8 10.0 16.6 3.4 2.0 10.5 19.9
Number of Traders in Each Category Total Traders: 221
24 12 13 17 26 20 28 75 37 16 23 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 161,584
Positions
22,216 37,022 4,476 2,659 43,527 1,427 90,606 35,233 8,414 1,344 5,631 1,744 28,699 24,111
Changes from: July 24, 2012 Total Change is: 17,298
-3,200 13,569 458 -96 -647 106 14,994 691 3,624 -2,683 826 -577 4,672 -753
Percent of Open Interest Represented by Each Category of Trader
13.7 22.9 2.8 1.6 26.9 0.9 56.1 21.8 5.2 0.8 3.5 1.1 17.8 14.9
Number of Traders in Each Category Total Traders: 103
7 10 6 . 10 5 27 32 17 5 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 103,664
Positions
51,448 59,421 34,117 2,758 0 0 3,069 734 6,061 3,095 0 2,855 261 476
Changes from: July 24, 2012 Total Change is: -252
-521 172 -10 400 0 0 0 -283 11 -132 0 0 0 -142
Percent of Open Interest Represented by Each Category of Trader
49.6 57.3 32.9 2.7 0.0 0.0 3.0 0.7 5.8 3.0 0.0 2.8 0.3 0.5
Number of Traders in Each Category Total Traders: 24
7 11 11 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 170,977
Positions
64,443 66,694 5 25,742 355 1,558 72,557 78,851 1,368 1,110 18,316 91 4,103 3,739
Changes from: July 24, 2012 Total Change is: 6,380
285 2,228 0 -1,784 243 0 7,776 10,135 486 -696 -6,001 -8 321 -703
Percent of Open Interest Represented by Each Category of Trader
37.7 39.0 0.0 15.1 0.2 0.9 42.4 46.1 0.8 0.6 10.7 0.1 2.4 2.2
Number of Traders in Each Category Total Traders: 94
5 10 . 9 . . 29 27 9 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 16,507
Positions
14,297 1,544 115 404 386 183 866 1,260 36 120 12,228 0 486 755
Changes from: July 24, 2012 Total Change is: 114
-121 158 50 0 -41 0 131 -14 6 0 0 0 48 -45
Percent of Open Interest Represented by Each Category of Trader
86.6 9.4 0.7 2.4 2.3 1.1 5.2 7.6 0.2 0.7 74.1 0.0 2.9 4.6
Number of Traders in Each Category Total Traders: 22
6 4 . . . . 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 24,967
Positions
4,485 18,763 0 115 101 0 15,913 3,408 186 297 724 0 3,971 1,785
Changes from: July 24, 2012 Total Change is: 1,761
-2,044 3,036 0 115 0 0 2,913 -65 52 -259 -938 0 984 -324
Percent of Open Interest Represented by Each Category of Trader
18.0 75.2 0.0 0.5 0.4 0.0 63.7 13.7 0.7 1.2 2.9 0.0 15.9 7.1
Number of Traders in Each Category Total Traders: 47
6 7 0 . . 0 16 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 50,463
Positions
13,032 31,308 134 3,394 546 568 22,282 10,934 676 1,846 355 145 8,387 5,798
Changes from: July 24, 2012 Total Change is: 9,668
-899 6,071 6 292 -125 51 9,055 1,934 120 20 -66 0 1,023 1,675
Percent of Open Interest Represented by Each Category of Trader
25.8 62.0 0.3 6.7 1.1 1.1 44.2 21.7 1.3 3.7 0.7 0.3 16.6 11.5
Number of Traders in Each Category Total Traders: 89
13 18 . 5 . . 32 13 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 100,927
Positions
26,064 62,615 269 6,787 1,092 1,136 44,564 21,868 1,352 3,692 710 290 16,773 11,595
Changes from: July 24, 2012 Total Change is: 19,336
-1,797 12,142 13 583 -249 102 18,110 3,868 240 40 -131 1 2,045 3,350
Percent of Open Interest Represented by Each Category of Trader
25.8 62.0 0.3 6.7 1.1 1.1 44.2 21.7 1.3 3.7 0.7 0.3 16.6 11.5
Number of Traders in Each Category Total Traders: 89
13 18 . 5 . . 32 13 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 917,317
Positions
47,693 145,099 42,959 353,603 167,919 55,905 76,817 184,319 133,540 27,032 33,901 21,499 158,270 132,176
Changes from: July 24, 2012 Total Change is: -30,516
-17,611 25,970 -11,811 -2,801 -24,604 -2,257 18,851 -7,210 -10,220 -1,001 3,273 1,563 -5,229 -5,219
Percent of Open Interest Represented by Each Category of Trader
5.2 15.8 4.7 38.5 18.3 6.1 8.4 20.1 14.6 2.9 3.7 2.3 17.3 14.4
Number of Traders in Each Category Total Traders: 586
36 52 42 123 54 66 92 131 108 43 53 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 304,348
Positions
27,955 64,174 6,675 101,192 29,868 10,344 14,022 39,779 54,248 28 6,631 12,948 76,936 79,680
Changes from: July 24, 2012 Total Change is: -11,980
-10,132 10,421 -5,907 1,571 -1,114 157 -1,368 -9,975 2,125 -67 690 -496 2,137 -7,882
Percent of Open Interest Represented by Each Category of Trader
9.2 21.1 2.2 33.2 9.8 3.4 4.6 13.1 17.8 0.0 2.2 4.3 25.3 26.2
Number of Traders in Each Category Total Traders: 113
14 10 7 26 8 13 16 28 37 5 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 3,064,847
Positions
234,216 540,149 45,894 1,289,735 717,936 200,126 408,244 816,971 302,187 141,802 143,130 35,972 406,671 262,483
Changes from: July 24, 2012 Total Change is: -92,681
-71,088 44,051 4,176 -24,661 -120,258 -9,267 48,683 -38,585 -9,321 2,110 19,694 3,515 -36,829 13,313
Percent of Open Interest Represented by Each Category of Trader
7.6 17.6 1.5 42.1 23.4 6.5 13.3 26.7 9.9 4.6 4.7 1.2 13.3 8.6
Number of Traders in Each Category Total Traders: 550
36 48 35 107 51 57 92 125 100 40 51 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 104,091
Positions
17,648 23,071 0 58,402 60,868 2,209 14,270 10,862 0 1,922 2,821 0 9,640 4,260
Changes from: July 24, 2012 Total Change is: -1,576
-721 2,001 0 -2,203 -2,192 126 1,196 172 -789 -589 -30 0 1,404 -864
Percent of Open Interest Represented by Each Category of Trader
17.0 22.2 0.0 56.1 58.5 2.1 13.7 10.4 0.0 1.8 2.7 0.0 9.3 4.1
Number of Traders in Each Category Total Traders: 86
10 8 0 35 12 11 10 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 75,097
Positions
5,808 47,254 411 34,456 8,763 1,063 24,729 10,599 683 2,055 3,037 206 5,685 3,081
Changes from: July 24, 2012 Total Change is: -7,329
-1,246 -1,108 -2,951 -1,617 -293 -15 5,179 2,618 -3,543 812 73 -573 -3,375 -1,537
Percent of Open Interest Represented by Each Category of Trader
7.7 62.9 0.5 45.9 11.7 1.4 32.9 14.1 0.9 2.7 4.0 0.3 7.6 4.1
Number of Traders in Each Category Total Traders: 223
15 32 7 31 21 11 65 35 14 15 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 375,485
Positions
29,038 236,269 2,057 172,282 43,814 5,313 123,647 52,997 3,415 10,277 15,186 1,031 28,425 15,404
Changes from: July 24, 2012 Total Change is: 15,811
615 16,587 450 -6,584 -1,465 -75 22,428 6,468 -2,858 1,290 363 -97 643 -3,562
Percent of Open Interest Represented by Each Category of Trader
7.7 62.9 0.5 45.9 11.7 1.4 32.9 14.1 0.9 2.7 4.0 0.3 7.6 4.1
Number of Traders in Each Category Total Traders: 223
15 32 7 31 21 11 65 35 14 15 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 439,515
Positions
182,740 36,646 13,895 132,287 222,869 26,197 60,999 106,210 2,798 1,520 16,515 183 18,896 14,202
Changes from: July 24, 2012 Total Change is: -4,875
1,678 1,846 1,340 -4,784 -6,285 274 -1,515 583 -2,005 -981 -767 14 1,105 125
Percent of Open Interest Represented by Each Category of Trader
41.6 8.3 3.2 30.1 50.7 6.0 13.9 24.2 0.6 0.3 3.8 0.0 4.3 3.2
Number of Traders in Each Category Total Traders: 244
19 16 4 56 40 30 47 49 17 . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 31,261
Positions
9,105 267 0 9,922 1,199 434 3,409 8,403 2 1,659 6,248 0 6,730 14,708
Changes from: July 24, 2012 Total Change is: 2,226
973 47 0 881 145 -10 34 1,555 1 -3 -4 0 350 492
Percent of Open Interest Represented by Each Category of Trader
29.1 0.9 0.0 31.7 3.8 1.4 10.9 26.9 0.0 5.3 20.0 0.0 21.5 47.0
Number of Traders in Each Category Total Traders: 37
6 . 0 13 . . 6 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 50,766
Positions
22,699 8,691 1,671 5,272 2,890 1,089 8,024 2,815 360 6,130 3,017 0 5,521 30,233
Changes from: July 24, 2012 Total Change is: 5,352
3,564 -184 25 269 -79 -85 628 934 44 -361 -717 0 1,268 5,414
Percent of Open Interest Represented by Each Category of Trader
44.7 17.1 3.3 10.4 5.7 2.1 15.8 5.5 0.7 12.1 5.9 0.0 10.9 59.6
Number of Traders in Each Category Total Traders: 49
15 10 4 4 . . 8 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 66,651
Positions
1,234 12,719 2,319 46,670 29,224 5,558 6,006 13,793 238 208 0 0 4,418 2,800
Changes from: July 24, 2012 Total Change is: -3,028
30 -944 162 -2,172 -2,426 -332 -16 596 0 0 0 0 -700 -84
Percent of Open Interest Represented by Each Category of Trader
1.9 19.1 3.5 70.0 43.8 8.3 9.0 20.7 0.4 0.3 0.0 0.0 6.6 4.2
Number of Traders in Each Category Total Traders: 65
. . . 24 22 8 7 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 116,446
Positions
12,887 59,900 2,025 67,035 12,799 4,614 13,458 28,330 783 3,868 2,204 73 11,703 5,718
Changes from: July 24, 2012 Total Change is: -1,415
256 406 86 -2,228 544 -216 1,436 -1,403 372 -1,596 320 -124 599 -1,400
Percent of Open Interest Represented by Each Category of Trader
11.1 51.4 1.7 57.6 11.0 4.0 11.6 24.3 0.7 3.3 1.9 0.1 10.1 4.9
Number of Traders in Each Category Total Traders: 100
9 19 5 23 12 10 16 8 . 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 702,014
Positions
16,734 131,282 26,532 253,639 143,965 86,171 61,581 69,462 54,459 25,497 38,899 4,580 172,821 146,664
Changes from: July 24, 2012 Total Change is: -82,383
3,415 -28,491 -13,730 -31,802 163 8,188 -6,577 -5,915 -27,406 -1,666 -399 -5,544 -7,261 -9,250
Percent of Open Interest Represented by Each Category of Trader
2.4 18.7 3.8 36.1 20.5 12.3 8.8 9.9 7.8 3.6 5.5 0.7 24.6 20.9
Number of Traders in Each Category Total Traders: 156
7 18 18 41 22 33 22 30 32 6 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 356,147
Positions
4,417 136,021 303 236,206 13,712 35,783 4,062 92,070 3,845 9,152 20,016 0 62,379 54,397
Changes from: July 24, 2012 Total Change is: 5,943
1,933 5,165 187 10,848 -2,108 1,573 2,056 -1,347 721 -422 -100 0 -10,953 1,852
Percent of Open Interest Represented by Each Category of Trader
1.2 38.2 0.1 66.3 3.9 10.0 1.1 25.9 1.1 2.6 5.6 0.0 17.5 15.3
Number of Traders in Each Category Total Traders: 70
. 11 . 32 6 15 . 11 5 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 1,234,331
Positions
44,106 135,075 98,795 193,247 96,072 79,625 350,987 550,873 133,230 175,864 35,568 19,242 139,234 85,851
Changes from: July 24, 2012 Total Change is: 27,573
-3,124 -30,499 894 5,932 18,389 10,003 44,397 32,679 -1,034 -32,377 -8,106 -1,651 4,531 6,896
Percent of Open Interest Represented by Each Category of Trader
3.6 10.9 8.0 15.7 7.8 6.5 28.4 44.6 10.8 14.2 2.9 1.6 11.3 7.0
Number of Traders in Each Category Total Traders: 246
15 28 19 44 26 38 53 38 38 26 16 9
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 2,135,131
Positions
104,595 188,495 188,332 619,099 548,484 209,206 326,737 243,793 263,836 71,522 110,050 36,404 315,400 346,531
Changes from: July 24, 2012 Total Change is: -124,413
5,040 -39,551 -14,232 -30,059 16,066 -18,929 17,426 -56,261 -44,200 -23,665 8,168 -1,131 -14,662 25,657
Percent of Open Interest Represented by Each Category of Trader
4.9 8.8 8.8 29.0 25.7 9.8 15.3 11.4 12.4 3.3 5.2 1.7 14.8 16.2
Number of Traders in Each Category Total Traders: 263
21 32 44 24 58 50 45 51 63 9 23 14
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 1,279,446
Positions
134,658 84,990 33,674 269,195 527,492 84,560 334,313 138,334 79,160 75,045 64,021 10,388 258,453 256,826
Changes from: July 24, 2012 Total Change is: 24,770
9,699 9,154 -2,826 3,407 10,863 3,488 14,837 2,694 -9,816 10,286 -1,494 -851 -3,452 13,559
Percent of Open Interest Represented by Each Category of Trader
10.5 6.6 2.6 21.0 41.2 6.6 26.1 10.8 6.2 5.9 5.0 0.8 20.2 20.1
Number of Traders in Each Category Total Traders: 200
10 23 19 28 41 39 44 29 38 9 16 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 544,449
Positions
216,989 188,389 162,877 991 1,450 4,109 23,213 31,733 91,679 3,542 12,893 13,462 27,586 37,857
Changes from: July 24, 2012 Total Change is: 11,041
6,921 16,358 -969 991 -213 18 1,615 -5,158 -1,831 2,865 314 1,439 -8 1,083
Percent of Open Interest Represented by Each Category of Trader
39.9 34.6 29.9 0.2 0.3 0.8 4.3 5.8 16.8 0.7 2.4 2.5 5.1 7.0
Number of Traders in Each Category Total Traders: 93
24 24 40 . . . 15 14 26 5 4 5
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 is12,310,074
Positions
1,394,856 2,728,575 2,840,355 525,091 79,912 246,432 1,435,878 308,072 3,896,707 113,627 329,266 953,861 903,266 926,894
Changes from: July 24, 2012 Total Change is: -22,149
-102,163 -20,809 58,083 -5,181 19,729 7,460 72,159 36,081 51,588 -24,188 -55,627 -48,988 -30,918 -69,665
Percent of Open Interest Represented by Each Category of Trader
11.3 22.2 23.1 4.3 0.6 2.0 11.7 2.5 31.7 0.9 2.7 7.7 7.3 7.5
Number of Traders in Each Category Total Traders: 266
29 56 84 10 13 21 65 54 90 14 18 24
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 9,951
Positions
6,728 381 0 572 757 6 915 8,484 70 1,339 215 0 321 38
Changes from: July 24, 2012 Total Change is: -419
-151 45 0 -16 -45 0 -292 1,110 44 0 -80 0 -4 -1,493
Percent of Open Interest Represented by Each Category of Trader
67.6 3.8 0.0 5.7 7.6 0.1 9.2 85.3 0.7 13.5 2.2 0.0 3.2 0.4
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 14,378
Positions
11,340 6,906 0 921 685 46 1,759 6,641 0 0 56 0 312 44
Changes from: July 24, 2012 Total Change is: 164
61 505 0 -104 -10 -2 215 -258 0 0 -90 0 -6 19
Percent of Open Interest Represented by Each Category of Trader
78.9 48.0 0.0 6.4 4.8 0.3 12.2 46.2 0.0 0.0 0.4 0.0 2.2 0.3
Number of Traders in Each Category Total Traders: 33
4 7 0 . 4 . 6 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 66,807
Positions
14,440 37,198 1,496 5,833 70 253 32,818 25,209 1,117 4,791 221 29 6,030 1,214
Changes from: July 24, 2012 Total Change is: -3,358
458 -758 24 -862 -14 43 -1,693 -2,672 -111 -39 37 -3 -1,177 95
Percent of Open Interest Represented by Each Category of Trader
21.6 55.7 2.2 8.7 0.1 0.4 49.1 37.7 1.7 7.2 0.3 0.0 9.0 1.8
Number of Traders in Each Category Total Traders: 106
5 . . 7 . . 52 11 6 23 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 312,880
Positions
121,200 35,157 28,086 41,178 8,050 4,978 20,973 114,871 36,613 2,173 26,471 36,166 21,513 22,488
Changes from: July 24, 2012 Total Change is: -11,176
-6,315 240 2,112 1,040 -326 -333 2,184 -6,443 -2,858 -193 760 -2,695 -4,118 -1,633
Percent of Open Interest Represented by Each Category of Trader
38.7 11.2 9.0 13.2 2.6 1.6 6.7 36.7 11.7 0.7 8.5 11.6 6.9 7.2
Number of Traders in Each Category Total Traders: 128
17 12 19 8 8 7 15 37 34 8 17 12
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 8,525
Positions
2,915 1,151 0 2,694 389 0 1,908 6,050 900 0 30 0 108 5
Changes from: July 24, 2012 Total Change is: 186
73 -163 0 266 22 0 -151 330 0 0 0 0 -2 -3
Percent of Open Interest Represented by Each Category of Trader
34.2 13.5 0.0 31.6 4.6 0.0 22.4 71.0 10.6 0.0 0.4 0.0 1.3 0.1
Number of Traders in Each Category Total Traders: 21
. . 0 5 . 0 . 5 . 0 . 0
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Updated August 3, 2012