Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 121,478
Positions
10,773 86,337 1,610 9,786 6,356 260 40,024 7,630 2,421 8,082 562 0 48,522 16,302
Changes from: May 3, 2011 Total Change is: -18,441
1,143 -9,605 -2,813 -434 -100 -3 -16,033 -7,887 662 -369 562 0 -594 743
Percent of Open Interest Represented by Each Category of Trader
8.9 71.1 1.3 8.1 5.2 0.2 32.9 6.3 2.0 6.7 0.5 0.0 39.9 13.4
Number of Traders in Each Category Total Traders: 84
8 11 6 4 . . 33 13 6 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 72,312
Positions
13,456 40,299 124 833 1,122 79 29,533 19,756 318 418 0 0 27,551 10,614
Changes from: May 3, 2011 Total Change is: -466
2,984 -108 -2,341 -21 2 0 194 2,295 300 0 0 0 -1,582 -614
Percent of Open Interest Represented by Each Category of Trader
18.6 55.7 0.2 1.2 1.6 0.1 40.8 27.3 0.4 0.6 0.0 0.0 38.1 14.7
Number of Traders in Each Category Total Traders: 47
7 6 . . . . 22 8 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 108,117
Positions
8,778 43,641 556 5,912 23,057 1,358 51,546 16,971 209 3,770 3,403 0 35,988 18,922
Changes from: May 3, 2011 Total Change is: -15,886
3,871 -11,466 -780 -1,015 1,217 -10 -15,711 -7,128 -8 566 -499 -27 -2,772 2,815
Percent of Open Interest Represented by Each Category of Trader
8.1 40.4 0.5 5.5 21.3 1.3 47.7 15.7 0.2 3.5 3.1 0.0 33.3 17.5
Number of Traders in Each Category Total Traders: 96
10 11 4 . 13 5 32 20 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 102,289
Positions
15,673 32,876 2,753 26,324 7,465 386 30,130 18,386 703 900 2,563 0 25,420 37,157
Changes from: May 3, 2011 Total Change is: -2,301
-12,174 16,374 -893 1,467 -565 -135 9,896 -15,769 290 -436 -403 0 -316 -1,200
Percent of Open Interest Represented by Each Category of Trader
15.3 32.1 2.7 25.7 7.3 0.4 29.5 18.0 0.7 0.9 2.5 0.0 24.9 36.3
Number of Traders in Each Category Total Traders: 96
9 18 4 9 7 . 22 24 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 242,927
Positions
54,015 119,834 1,232 32,066 23,352 2,405 68,986 45,937 949 22,689 6,918 221 60,364 42,079
Changes from: May 3, 2011 Total Change is: -21,410
27,751 -17,058 -231 -478 1,431 -53 -36,419 -1,690 -1,354 38 1,155 -93 -10,571 -3,517
Percent of Open Interest Represented by Each Category of Trader
22.2 49.3 0.5 13.2 9.6 1.0 28.4 18.9 0.4 9.3 2.8 0.1 24.8 17.3
Number of Traders in Each Category Total Traders: 167
20 18 7 18 17 10 36 39 15 8 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 128,314
Positions
11,962 92,210 484 10,361 3,369 158 70,755 12,541 398 1,237 612 0 32,959 18,542
Changes from: May 3, 2011 Total Change is: -14,014
1,351 -11,739 135 -1,102 30 0 -10,791 -2,648 89 -848 -44 0 -2,848 163
Percent of Open Interest Represented by Each Category of Trader
9.3 71.9 0.4 8.1 2.6 0.1 55.1 9.8 0.3 1.0 0.5 0.0 25.7 14.5
Number of Traders in Each Category Total Traders: 74
5 12 . 6 4 . 31 12 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 99,220
Positions
14,183 33,275 53,228 0 0 0 28,648 11,526 934 1,645 0 0 582 257
Changes from: May 3, 2011 Total Change is: -3,048
-2,072 -2,405 -1,256 0 0 0 986 501 266 -930 0 0 -42 -154
Percent of Open Interest Represented by Each Category of Trader
14.3 33.5 53.6 0.0 0.0 0.0 28.9 11.6 0.9 1.7 0.0 0.0 0.6 0.3
Number of Traders in Each Category Total Traders: 24
5 10 12 0 0 0 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 158,386
Positions
4,486 127,952 310 16,330 1,443 45 122,635 23,371 361 5,802 3,011 0 8,417 1,893
Changes from: May 3, 2011 Total Change is: -4,577
3,299 -3,027 50 -639 -300 0 -6,131 -1,490 246 -1,110 0 0 -292 -56
Percent of Open Interest Represented by Each Category of Trader
2.8 80.8 0.2 10.3 0.9 0.0 77.4 14.8 0.2 3.7 1.9 0.0 5.3 1.2
Number of Traders in Each Category Total Traders: 130
7 15 4 9 . . 66 12 4 15 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 30,504
Positions
1,591 19,539 20 577 150 0 23,438 9,315 5 1,028 139 0 3,845 1,336
Changes from: May 3, 2011 Total Change is: -1,116
-158 -399 2 -859 15 0 509 -557 -235 45 0 0 -420 58
Percent of Open Interest Represented by Each Category of Trader
5.2 64.1 0.1 1.9 0.5 0.0 76.8 30.5 0.0 3.4 0.5 0.0 12.6 4.4
Number of Traders in Each Category Total Traders: 47
. 13 . . . 0 14 11 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 60,500
Positions
19,944 34,730 204 3,832 1,507 474 26,977 16,473 217 1,190 643 0 7,664 6,255
Changes from: May 3, 2011 Total Change is: -5,025
-1,155 -2,453 -732 -374 242 -3 -3,507 -1,929 207 -123 -778 0 662 421
Percent of Open Interest Represented by Each Category of Trader
33.0 57.4 0.3 6.3 2.5 0.8 44.6 27.2 0.4 2.0 1.1 0.0 12.7 10.3
Number of Traders in Each Category Total Traders: 107
18 16 . 8 4 . 42 15 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 120,999
Positions
39,887 69,459 408 7,664 3,013 947 53,953 32,945 433 2,379 1,285 0 15,328 12,509
Changes from: May 3, 2011 Total Change is: -10,049
-2,310 -4,906 -1,463 -748 483 -5 -7,013 -3,857 413 -246 -1,555 0 1,323 841
Percent of Open Interest Represented by Each Category of Trader
33.0 57.4 0.3 6.3 2.5 0.8 44.6 27.2 0.4 2.0 1.1 0.0 12.7 10.3
Number of Traders in Each Category Total Traders: 107
18 16 . 8 4 . 42 15 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 863,175
Positions
53,866 268,413 34,788 403,444 113,535 56,975 82,038 171,171 29,734 22,817 59,956 7,397 172,117 121,208
Changes from: May 3, 2011 Total Change is: -21,903
2,766 -4,837 -15,404 -127 -816 -1,783 -12,609 1,157 -6,020 -66 -375 1,396 9,944 4,778
Percent of Open Interest Represented by Each Category of Trader
6.2 31.1 4.0 46.7 13.2 6.6 9.5 19.8 3.4 2.6 6.9 0.9 19.9 14.0
Number of Traders in Each Category Total Traders: 539
35 52 18 124 51 59 88 122 63 35 30 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 321,634
Positions
16,389 160,048 5,828 132,597 35,450 9,334 27,632 29,252 2,587 5,268 35,189 3,629 118,370 40,317
Changes from: May 3, 2011 Total Change is: -68
7,438 -6,040 300 -5,144 1,077 218 -5,869 3,925 232 -252 -254 1,570 1,439 -1,096
Percent of Open Interest Represented by Each Category of Trader
5.1 49.8 1.8 41.2 11.0 2.9 8.6 9.1 0.8 1.6 10.9 1.1 36.8 12.5
Number of Traders in Each Category Total Traders: 126
8 21 . 32 12 12 12 29 8 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,707,707
Positions
282,028 636,468 50,159 1,367,990 404,182 224,446 373,383 810,947 34,381 101,930 138,018 4,653 268,737 404,453
Changes from: May 3, 2011 Total Change is: -109,174
-17,983 11,393 -83,895 25,763 -8,786 -10,682 -53,846 -33,983 -11,116 122 -1,415 -60 42,523 29,370
Percent of Open Interest Represented by Each Category of Trader
10.4 23.5 1.9 50.5 14.9 8.3 13.8 29.9 1.3 3.8 5.1 0.2 9.9 14.9
Number of Traders in Each Category Total Traders: 498
32 48 12 105 48 51 90 114 43 32 28 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 115,028
Positions
18,767 46,669 0 57,676 35,732 5,709 22,080 18,798 0 1,466 5,051 0 9,330 3,069
Changes from: May 3, 2011 Total Change is: -4,562
-740 -733 -4,435 -1,462 1,523 -114 2,074 -569 -51 -96 0 0 262 -183
Percent of Open Interest Represented by Each Category of Trader
16.3 40.6 0.0 50.1 31.1 5.0 19.2 16.3 0.0 1.3 4.4 0.0 8.1 2.7
Number of Traders in Each Category Total Traders: 97
7 10 0 34 13 12 17 13 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 104,332
Positions
13,227 51,669 6,867 16,214 9,943 2,280 37,206 10,462 15,002 3,304 3,973 447 9,784 3,687
Changes from: May 3, 2011 Total Change is: -2,304
-172 311 -618 -1,189 260 -190 425 -1,289 -104 -999 -753 274 269 -196
Percent of Open Interest Represented by Each Category of Trader
12.7 49.5 6.6 15.5 9.5 2.2 35.7 10.0 14.4 3.2 3.8 0.4 9.4 3.5
Number of Traders in Each Category Total Traders: 254
24 32 14 33 21 12 81 37 18 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 24,455
Positions
4,240 20,278 323 1,600 0 0 14,168 242 0 245 2,669 0 3,879 943
Changes from: May 3, 2011 Total Change is: 335
192 965 -250 -259 0 0 107 -24 0 23 -369 0 522 13
Percent of Open Interest Represented by Each Category of Trader
17.3 82.9 1.3 6.5 0.0 0.0 57.9 1.0 0.0 1.0 10.9 0.0 15.9 3.9
Number of Traders in Each Category Total Traders: 29
5 12 . . 0 0 6 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 399,383
Positions
76,236 188,257 1,418 77,070 53,714 7,402 187,038 122,951 3,162 17,244 8,472 287 29,526 13,720
Changes from: May 3, 2011 Total Change is: -13,193
942 -506 -4,601 -4,648 1,300 -950 1,806 -6,109 -733 -3,775 -584 33 -1,267 -1,043
Percent of Open Interest Represented by Each Category of Trader
19.1 47.1 0.4 19.3 13.4 1.9 46.8 30.8 0.8 4.3 2.1 0.1 7.4 3.4
Number of Traders in Each Category Total Traders: 251
24 30 6 33 21 12 80 40 13 13 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 398,552
Positions
166,086 36,536 13,391 109,761 136,754 33,384 48,292 131,709 5,722 2,188 23,533 225 19,503 17,298
Changes from: May 3, 2011 Total Change is: 480
8,154 -2,287 1,831 -3,582 2,386 -59 -6,205 -3,236 1,751 34 1,418 225 -1,669 -1,549
Percent of Open Interest Represented by Each Category of Trader
41.7 9.2 3.4 27.5 34.3 8.4 12.1 33.0 1.4 0.5 5.9 0.1 4.9 4.3
Number of Traders in Each Category Total Traders: 260
18 20 . 50 46 28 42 61 17 5 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 49,692
Positions
13,149 3,010 285 6,518 11,072 1,976 16,591 8,110 4,161 216 4,421 0 6,796 16,657
Changes from: May 3, 2011 Total Change is: -5,501
790 547 -5,530 595 122 0 -1,301 -33 30 0 -562 0 -85 -75
Percent of Open Interest Represented by Each Category of Trader
26.5 6.1 0.6 13.1 22.3 4.0 33.4 16.3 8.4 0.4 8.9 0.0 13.7 33.5
Number of Traders in Each Category Total Traders: 65
10 6 . 10 4 . 16 13 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 60,337
Positions
26,995 24,586 1,822 7,764 2,824 615 9,910 16,300 1,830 952 6,335 832 9,617 5,193
Changes from: May 3, 2011 Total Change is: -4,399
223 1,778 -6,029 204 51 0 -274 -594 41 0 -366 367 1,069 353
Percent of Open Interest Represented by Each Category of Trader
44.7 40.7 3.0 12.9 4.7 1.0 16.4 27.0 3.0 1.6 10.5 1.4 15.9 8.6
Number of Traders in Each Category Total Traders: 80
17 15 . 9 . . 13 17 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 31,418
Positions
256 7,332 0 20,017 11,636 3,412 3,530 6,706 4 419 0 0 3,780 2,328
Changes from: May 3, 2011 Total Change is: -1,470
0 -544 -901 59 683 0 -663 -755 -44 0 0 0 79 91
Percent of Open Interest Represented by Each Category of Trader
0.8 23.3 0.0 63.7 37.0 10.9 11.2 21.3 0.0 1.3 0.0 0.0 12.0 7.4
Number of Traders in Each Category Total Traders: 51
. . 0 21 13 7 5 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 40,234
Positions
5,974 17,844 742 14,346 4,265 1,050 8,600 12,528 484 1,518 798 17 7,503 2,506
Changes from: May 3, 2011 Total Change is: -1,673
-474 -504 -200 -426 32 -24 -709 -680 96 406 0 0 -342 -393
Percent of Open Interest Represented by Each Category of Trader
14.8 44.4 1.8 35.7 10.6 2.6 21.4 31.1 1.2 3.8 2.0 0.0 18.6 6.2
Number of Traders in Each Category Total Traders: 59
7 6 . 13 7 . 14 5 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 660,636
Positions
10,431 87,871 4,457 276,894 146,633 69,065 107,569 128,630 15,442 15,139 61,955 0 161,639 146,583
Changes from: May 3, 2011 Total Change is: 53,411
5,298 15,947 -1,205 13,407 7,367 1,096 19,700 9,711 7,590 -22 13,201 -218 7,765 -78
Percent of Open Interest Represented by Each Category of Trader
1.6 13.3 0.7 41.9 22.2 10.5 16.3 19.5 2.3 2.3 9.4 0.0 24.5 22.2
Number of Traders in Each Category Total Traders: 156
6 20 10 41 21 35 26 30 17 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 319,321
Positions
2,338 132,070 714 235,114 5,133 18,241 2,000 115,145 108 1,700 2,100 0 59,106 45,810
Changes from: May 3, 2011 Total Change is: 1,935
2,338 1,984 -988 3,291 -456 -318 0 -1,214 0 0 2,100 0 -2,388 827
Percent of Open Interest Represented by Each Category of Trader
0.7 41.4 0.2 73.6 1.6 5.7 0.6 36.1 0.0 0.5 0.7 0.0 18.5 14.3
Number of Traders in Each Category Total Traders: 69
. 12 . 34 . 16 . 17 . . . 0
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Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,046,874
Positions
75,949 99,973 9,645 223,796 441,260 97,697 333,212 84,514 27,875 153,048 117,412 11,132 114,520 157,366
Changes from: May 3, 2011 Total Change is: -20,178
-21,027 2,143 -5,757 13,110 -6,291 -3,275 -6,132 -9,996 2,873 -3,184 4,715 1,792 1,422 -6,382
Percent of Open Interest Represented by Each Category of Trader
7.3 9.5 0.9 21.4 42.2 9.3 31.8 8.1 2.7 14.6 11.2 1.1 10.9 15.0
Number of Traders in Each Category Total Traders: 274
19 35 10 38 59 40 48 35 25 9 30 7
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Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,751,566
Positions
207,315 158,866 25,428 528,622 461,596 239,968 371,170 328,658 46,005 13,228 112,494 14,355 305,475 364,196
Changes from: May 3, 2011 Total Change is: 47,384
2,944 1,356 -10,253 40,383 -26,363 10,092 -7,011 37,979 14,846 -22,114 41,331 4,499 13,998 -26,103
Percent of Open Interest Represented by Each Category of Trader
11.8 9.1 1.5 30.2 26.4 13.7 21.2 18.8 2.6 0.8 6.4 0.8 17.4 20.8
Number of Traders in Each Category Total Traders: 278
26 39 16 34 56 45 41 56 35 6 20 .
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Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,504,040
Positions
188,269 178,955 25,873 227,710 590,380 140,823 544,186 124,776 45,626 109,673 91,236 1,749 220,131 304,622
Changes from: May 3, 2011 Total Change is: 46,252
-1,596 9,225 2,389 24,434 -42,824 11,651 16,217 36,978 9,630 -1,766 12,394 1,041 -15,748 5,768
Percent of Open Interest Represented by Each Category of Trader
12.5 11.9 1.7 15.1 39.3 9.4 36.2 8.3 3.0 7.3 6.1 0.1 14.6 20.3
Number of Traders in Each Category Total Traders: 224
21 22 14 26 48 40 47 33 22 10 17 .
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Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 681,620
Positions
174,056 175,409 260,127 4,614 2,108 10,918 81,528 64,111 94,614 11,685 14,006 8,626 35,452 51,701
Changes from: May 3, 2011 Total Change is: 34,955
-5,134 -6,707 33,416 -1,683 201 -231 -4,103 1,271 10,642 -64 293 -423 2,535 -3,507
Percent of Open Interest Represented by Each Category of Trader
25.5 25.7 38.2 0.7 0.3 1.6 12.0 9.4 13.9 1.7 2.1 1.3 5.2 7.6
Number of Traders in Each Category Total Traders: 138
22 37 54 4 . 4 22 24 33 . 10 5
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Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is 9,973,664
Positions
1,130,746 3,967,028 1,474,983 3,231,367 562,319 201,921 1,562,012 998,094 1,198,232 83,856 384,877 123,075 967,472 1,063,135
Changes from: May 3, 2011 Total Change is: -145,637
-22,728 687 -166,578 42,688 -100,216 -1,564 87,919 171,227 -26,228 11,044 47,985 -35,265 -34,925 -35,685
Percent of Open Interest Represented by Each Category of Trader
11.3 39.8 14.8 32.4 5.6 2.0 15.7 10.0 12.0 0.8 3.9 1.2 9.7 10.7
Number of Traders in Each Category Total Traders: 289
28 71 91 12 14 18 53 68 85 12 18 19
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Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 11,383
Positions
3,978 4,660 0 1,175 748 23 1,064 5,102 3 4,872 750 0 268 97
Changes from: May 3, 2011 Total Change is: 565
495 47 0 -73 0 0 146 577 -4 47 30 0 -46 -85
Percent of Open Interest Represented by Each Category of Trader
34.9 40.9 0.0 10.3 6.6 0.2 9.3 44.8 0.0 42.8 6.6 0.0 2.4 0.9
Number of Traders in Each Category Total Traders: 32
. . 0 . 5 . 4 8 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 28,229
Positions
22,980 13,937 0 1,305 2,339 58 3,528 6,295 0 79 5,537 0 279 63
Changes from: May 3, 2011 Total Change is: 294
-75 -124 0 0 374 0 339 -22 0 1 73 0 29 -7
Percent of Open Interest Represented by Each Category of Trader
81.4 49.4 0.0 4.6 8.3 0.2 12.5 22.3 0.0 0.3 19.6 0.0 1.0 0.2
Number of Traders in Each Category Total Traders: 33
. 4 0 . 5 . 7 6 0 . 5 0
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Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 52,362
Positions
26,761 11,607 0 50 145 810 12,286 32,046 1,093 3,816 2,133 264 7,282 4,264
Changes from: May 3, 2011 Total Change is: -1,539
1,460 3,556 0 -33 -724 237 -2,667 -3,526 259 123 -621 51 -969 -771
Percent of Open Interest Represented by Each Category of Trader
51.1 22.2 0.0 0.1 0.3 1.5 23.5 61.2 2.1 7.3 4.1 0.5 13.9 8.1
Number of Traders in Each Category Total Traders: 114
8 5 0 . . . 13 44 7 31 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 228,037
Positions
71,656 71,235 42,247 14,048 2,809 4,889 11,819 38,629 22,603 7,044 2,914 23,100 30,631 19,611
Changes from: May 3, 2011 Total Change is: 13,029
2,592 6,892 4,095 2,351 -4 -333 -883 -3,018 -42 -615 918 1,256 4,608 3,265
Percent of Open Interest Represented by Each Category of Trader
31.4 31.2 18.5 6.2 1.2 2.1 5.2 16.9 9.9 3.1 1.3 10.1 13.4 8.6
Number of Traders in Each Category Total Traders: 122
13 12 21 13 5 4 21 23 26 9 7 22
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Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 8,084
Positions
492 4,664 0 2,453 267 0 2,506 2,358 709 730 77 0 1,194 9
Changes from: May 3, 2011 Total Change is: 561
0 -202 0 6 -130 0 -97 212 672 0 0 0 -20 9
Percent of Open Interest Represented by Each Category of Trader
6.1 57.7 0.0 30.3 3.3 0.0 31.0 29.2 8.8 9.0 1.0 0.0 14.8 0.1
Number of Traders in Each Category Total Traders: 24
. 4 0 4 . 0 7 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 13,184
Positions
745 10,971 993 8,021 0 0 1,505 269 19 0 156 13 1,888 763
Changes from: May 3, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.7 83.2 7.5 60.8 0.0 0.0 11.4 2.0 0.1 0.0 1.2 0.1 14.3 5.8
Number of Traders in Each Category Total Traders: 24
. . . 10 0 0 5 . . 0 . .
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Updated May 13, 2010