Traders in Financial Futures- Futures Only Positions as of June 7, 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 129,110
Positions
24,338 73,097 3,915 10,048 6,740 244 34,606 22,778 2,478 10,437 0 1 43,043 19,857
Changes from: May 31, 2011 Total Change is: 3,456
5,871 -8,368 1,236 1,292 -124 -5 -176 8,680 -1,656 2,050 -895 1 -5,157 4,587
Percent of Open Interest Represented by Each Category of Trader
18.9 56.6 3.0 7.8 5.2 0.2 26.8 17.6 1.9 8.1 0.0 0.0 33.3 15.4
Number of Traders in Each Category Total Traders: 84
11 10 8 4 4 . 26 16 8 13 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 74,339
Positions
13,131 36,477 5,085 1,893 1,202 84 26,932 17,576 672 418 0 0 26,124 13,243
Changes from: May 31, 2011 Total Change is: 6,626
1,890 -1,114 4,201 873 2 15 -1,776 2,978 661 0 0 0 762 -117
Percent of Open Interest Represented by Each Category of Trader
17.7 49.1 6.8 2.5 1.6 0.1 36.2 23.6 0.9 0.6 0.0 0.0 35.1 17.8
Number of Traders in Each Category Total Traders: 49
10 5 9 . . . 20 8 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 113,641
Positions
22,290 29,594 6,281 7,258 23,830 1,289 45,049 27,844 1,421 2,178 4,428 6 27,869 18,948
Changes from: May 31, 2011 Total Change is: 5,556
-1,187 905 3,995 196 1,357 8 -277 141 900 394 -22 6 1,521 -1,734
Percent of Open Interest Represented by Each Category of Trader
19.6 26.0 5.5 6.4 21.0 1.1 39.6 24.5 1.3 1.9 3.9 0.0 24.5 16.7
Number of Traders in Each Category Total Traders: 94
10 9 4 4 13 5 29 21 12 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 106,199
Positions
15,416 38,073 2,670 27,208 8,748 348 28,036 16,535 1,902 1,400 3,534 0 29,219 34,389
Changes from: May 31, 2011 Total Change is: 10,270
-5,770 9,306 1,225 1,471 94 0 10,869 -3,018 646 -85 1,972 0 1,914 45
Percent of Open Interest Represented by Each Category of Trader
14.5 35.9 2.5 25.6 8.2 0.3 26.4 15.6 1.8 1.3 3.3 0.0 27.5 32.4
Number of Traders in Each Category Total Traders: 94
13 15 5 9 8 . 22 19 5 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 296,126
Positions
86,262 121,951 16,229 34,242 23,907 2,285 71,419 63,880 4,894 16,182 5,707 40 64,573 57,233
Changes from: May 31, 2011 Total Change is: 26,025
-17,677 6,335 15,145 238 -445 -254 15,409 2,907 896 -432 -10,238 -82 12,782 11,761
Percent of Open Interest Represented by Each Category of Trader
29.1 41.2 5.5 11.6 8.1 0.8 24.1 21.6 1.7 5.5 1.9 0.0 21.8 19.3
Number of Traders in Each Category Total Traders: 171
23 18 15 17 16 12 36 45 19 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 145,346
Positions
5,232 94,299 13,155 4,877 3,304 134 79,063 9,830 4,502 4,454 843 1 33,928 19,278
Changes from: May 31, 2011 Total Change is: 27,844
-1,286 7,295 12,644 93 3 0 12,518 -60 3,105 208 767 1 561 4,089
Percent of Open Interest Represented by Each Category of Trader
3.6 64.9 9.1 3.4 2.3 0.1 54.4 6.8 3.1 3.1 0.6 0.0 23.3 13.3
Number of Traders in Each Category Total Traders: 82
6 13 8 5 4 . 34 12 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 109,160
Positions
16,414 33,421 61,032 0 0 0 28,624 13,568 565 1,645 0 0 880 574
Changes from: May 31, 2011 Total Change is: 3,889
-153 268 3,480 0 0 0 1,067 652 -269 0 0 0 -236 -242
Percent of Open Interest Represented by Each Category of Trader
15.0 30.6 55.9 0.0 0.0 0.0 26.2 12.4 0.5 1.5 0.0 0.0 0.8 0.5
Number of Traders in Each Category Total Traders: 25
7 11 12 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 150,067
Positions
6,910 116,090 8,104 15,805 1,855 0 98,969 11,684 6,938 4,047 2,299 0 9,294 3,097
Changes from: May 31, 2011 Total Change is: 7,537
712 -6,000 7,157 -181 112 0 -7,368 -1,933 6,749 -178 -52 0 646 1,504
Percent of Open Interest Represented by Each Category of Trader
4.6 77.4 5.4 10.5 1.2 0.0 65.9 7.8 4.6 2.7 1.5 0.0 6.2 2.1
Number of Traders in Each Category Total Traders: 119
7 13 4 8 . 0 59 13 10 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 37,227
Positions
1,777 22,419 4,830 223 166 0 24,133 7,450 446 883 510 0 4,935 1,406
Changes from: May 31, 2011 Total Change is: 6,312
165 1,258 4,830 115 -34 0 196 -348 292 10 266 0 704 48
Percent of Open Interest Represented by Each Category of Trader
4.8 60.2 13.0 0.6 0.4 0.0 64.8 20.0 1.2 2.4 1.4 0.0 13.3 3.8
Number of Traders in Each Category Total Traders: 55
. 14 4 . . 0 19 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 70,449
Positions
24,860 32,363 4,688 3,057 2,216 268 12,350 9,721 7,970 1,705 179 0 15,553 13,045
Changes from: May 31, 2011 Total Change is: -7,981
4,406 -4,101 -5,195 -1,057 677 -419 -5,074 2,398 -715 246 -221 0 -175 -406
Percent of Open Interest Represented by Each Category of Trader
35.3 45.9 6.7 4.3 3.1 0.4 17.5 13.8 11.3 2.4 0.3 0.0 22.1 18.5
Number of Traders in Each Category Total Traders: 104
21 18 8 5 5 . 29 17 16 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 20,585
Positions
3,571 16,469 21 459 0 0 7,315 1,419 16 0 0 0 9,203 2,660
Changes from: May 31, 2011 Total Change is: -3,730
-3,694 -3,762 -242 0 0 0 149 -18 7 0 0 0 50 285
Percent of Open Interest Represented by Each Category of Trader
17.3 80.0 0.1 2.2 0.0 0.0 35.5 6.9 0.1 0.0 0.0 0.0 44.7 12.9
Number of Traders in Each Category Total Traders: 22
5 5 . . 0 0 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 99,727
Positions
51,461 40,672 449 5,196 4,432 535 25,229 31,764 748 3,410 358 0 12,699 20,769
Changes from: May 31, 2011 Total Change is: -8,502
6,301 -10,576 -7 -2,113 1,354 -837 -11,708 3,568 -181 492 -442 0 -449 -1,381
Percent of Open Interest Represented by Each Category of Trader
51.6 40.8 0.5 5.2 4.4 0.5 25.3 31.9 0.8 3.4 0.4 0.0 12.7 20.8
Number of Traders in Each Category Total Traders: 102
22 17 . 4 5 . 31 19 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 948,917
Positions
56,731 237,943 47,562 400,823 123,014 65,305 83,317 194,831 61,305 23,687 53,536 19,680 190,506 145,741
Changes from: May 31, 2011 Total Change is: 43,377
-5,847 -16,333 5,142 -4,883 6,245 4,603 -3,795 10,546 31,152 35 -11,538 5,235 11,735 8,324
Percent of Open Interest Represented by Each Category of Trader
6.0 25.1 5.0 42.2 13.0 6.9 8.8 20.5 6.5 2.5 5.6 2.1 20.1 15.4
Number of Traders in Each Category Total Traders: 568
35 51 31 117 57 65 99 137 76 38 34 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 347,103
Positions
19,827 136,030 8,506 125,758 34,456 9,911 26,905 59,656 3,307 2,683 32,444 9,014 141,192 53,779
Changes from: May 31, 2011 Total Change is: 14,950
865 -20,342 542 -481 -922 158 2,198 27,155 603 -82 -5,562 608 10,539 12,710
Percent of Open Interest Represented by Each Category of Trader
5.7 39.2 2.5 36.2 9.9 2.9 7.8 17.2 1.0 0.8 9.3 2.6 40.7 15.5
Number of Traders in Each Category Total Traders: 120
10 19 5 30 11 14 8 32 11 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 3,009,071
Positions
304,209 629,255 75,592 1,399,818 467,283 252,480 531,860 925,673 40,191 136,169 136,607 22,180 246,572 459,810
Changes from: May 31, 2011 Total Change is: 142,133
-33,871 19,736 23,310 -18,018 39,827 18,233 119,804 66,725 2,975 4,924 -25,540 18,795 5,981 -21,928
Percent of Open Interest Represented by Each Category of Trader
10.1 20.9 2.5 46.5 15.5 8.4 17.7 30.8 1.3 4.5 4.5 0.7 8.2 15.3
Number of Traders in Each Category Total Traders: 536
37 44 22 97 57 56 106 127 55 37 31 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 111,680
Positions
19,032 39,353 238 59,132 39,109 5,277 16,101 17,473 1,345 1,262 5,091 0 9,293 3,794
Changes from: May 31, 2011 Total Change is: -2,189
-216 -5,945 95 552 1,699 -106 -4,094 811 1,345 -289 0 0 524 -88
Percent of Open Interest Represented by Each Category of Trader
17.0 35.2 0.2 52.9 35.0 4.7 14.4 15.6 1.2 1.1 4.6 0.0 8.3 3.4
Number of Traders in Each Category Total Traders: 97
8 12 . 34 13 10 15 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 85,862
Positions
17,083 30,224 6,936 15,586 15,137 1,926 22,317 11,352 7,863 2,975 4,292 1,883 9,294 6,249
Changes from: May 31, 2011 Total Change is: -2,521
2,546 -6,868 242 986 1,579 -212 -6,273 364 186 -159 -114 855 -691 1,448
Percent of Open Interest Represented by Each Category of Trader
19.9 35.2 8.1 18.2 17.6 2.2 26.0 13.2 9.2 3.5 5.0 2.2 10.8 7.3
Number of Traders in Each Category Total Traders: 228
21 27 14 29 22 12 62 45 21 13 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 17,715
Positions
4,632 10,587 321 1,600 0 0 6,395 1,514 0 0 3,656 0 4,767 1,637
Changes from: May 31, 2011 Total Change is: -422
525 -2,211 0 0 0 0 -1,021 1,050 0 0 75 0 74 664
Percent of Open Interest Represented by Each Category of Trader
26.1 59.8 1.8 9.0 0.0 0.0 36.1 8.5 0.0 0.0 20.6 0.0 26.9 9.2
Number of Traders in Each Category Total Traders: 27
5 11 . . 0 0 5 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 340,737
Positions
90,291 126,221 5,036 73,930 79,684 5,629 106,443 76,026 12,480 21,300 9,608 2,991 22,637 23,062
Changes from: May 31, 2011 Total Change is: -10,495
7,421 -25,970 3,895 4,928 7,897 -1,060 -30,996 -8,167 5,665 978 827 2,500 -3,826 3,918
Percent of Open Interest Represented by Each Category of Trader
26.5 37.0 1.5 21.7 23.4 1.7 31.2 22.3 3.7 6.3 2.8 0.9 6.6 6.8
Number of Traders in Each Category Total Traders: 227
21 26 7 29 22 12 60 48 15 14 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 431,301
Positions
210,398 50,420 16,457 107,039 150,049 32,181 42,235 138,910 2,684 2,520 20,013 358 17,429 20,229
Changes from: May 31, 2011 Total Change is: 9,196
25,949 864 -1,046 -3,808 9,321 -1,456 -5,993 6,384 -3,236 -353 -462 358 -1,219 -1,531
Percent of Open Interest Represented by Each Category of Trader
48.8 11.7 3.8 24.8 34.8 7.5 9.8 32.2 0.6 0.6 4.6 0.1 4.0 4.7
Number of Traders in Each Category Total Traders: 267
20 17 4 47 53 26 38 73 15 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 61,071
Positions
9,105 8,600 4,486 7,709 1,499 1,780 15,242 8,658 13,062 216 4,112 281 9,190 18,593
Changes from: May 31, 2011 Total Change is: 14,298
-18 834 2,629 59 187 -100 1,371 -273 8,449 0 233 281 1,627 2,058
Percent of Open Interest Represented by Each Category of Trader
14.9 14.1 7.3 12.6 2.5 2.9 25.0 14.2 21.4 0.4 6.7 0.5 15.0 30.4
Number of Traders in Each Category Total Traders: 60
11 6 4 10 . . 10 15 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 81,827
Positions
24,559 22,290 3,834 7,965 3,984 919 10,020 12,422 9,215 1,816 3,812 818 22,681 24,533
Changes from: May 31, 2011 Total Change is: 21,891
2,442 -4,715 1,828 -41 1,039 350 1,008 -916 6,388 -309 -336 409 9,816 17,844
Percent of Open Interest Represented by Each Category of Trader
30.0 27.2 4.7 9.7 4.9 1.1 12.2 15.2 11.3 2.2 4.7 1.0 27.7 30.0
Number of Traders in Each Category Total Traders: 77
19 16 8 7 . . 15 11 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 30,660
Positions
256 5,840 0 19,597 13,782 3,619 2,108 5,485 315 419 0 0 4,346 1,619
Changes from: May 31, 2011 Total Change is: 1,093
0 431 0 1,303 1,021 -13 -357 -547 311 0 0 0 -151 -110
Percent of Open Interest Represented by Each Category of Trader
0.8 19.0 0.0 63.9 45.0 11.8 6.9 17.9 1.0 1.4 0.0 0.0 14.2 5.3
Number of Traders in Each Category Total Traders: 47
. . 0 17 16 9 4 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 38,800
Positions
5,860 15,167 649 14,948 5,826 1,210 6,093 12,304 449 1,721 829 17 7,853 2,349
Changes from: May 31, 2011 Total Change is: -1,053
561 -2,379 46 -735 1,728 107 -511 -194 -87 -219 31 0 -215 -305
Percent of Open Interest Represented by Each Category of Trader
15.1 39.1 1.7 38.5 15.0 3.1 15.7 31.7 1.2 4.4 2.1 0.0 20.2 6.1
Number of Traders in Each Category Total Traders: 60
7 7 . 13 9 4 10 7 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 691,900
Positions
14,894 104,810 7,993 284,153 141,688 75,592 101,665 117,647 20,656 17,308 80,343 4,000 165,639 139,171
Changes from: May 31, 2011 Total Change is: -49,053
1,532 277 -7,837 -8,028 -4,294 4,414 -15,876 -12,464 -17,862 -1 -4,824 2,398 -7,793 -8,861
Percent of Open Interest Represented by Each Category of Trader
2.2 15.1 1.2 41.1 20.5 10.9 14.7 17.0 3.0 2.5 11.6 0.6 23.9 20.1
Number of Traders in Each Category Total Traders: 162
8 20 9 39 23 36 24 35 9 . 10 .
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Traders in Financial Futures- Futures Only Positions as of June 7, 2011
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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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 365,413
Positions
2,664 143,932 3,921 269,737 7,605 16,260 2,000 139,422 6,884 1,500 0 0 62,447 47,389
Changes from: May 31, 2011 Total Change is: -13,419
51 -6,903 -4,308 10,062 3,389 -1,642 0 9,830 -8,164 -200 0 0 -9,218 -5,621
Percent of Open Interest Represented by Each Category of Trader
0.7 39.4 1.1 73.8 2.1 4.4 0.5 38.2 1.9 0.4 0.0 0.0 17.1 13.0
Number of Traders in Each Category Total Traders: 68
. 8 5 34 4 16 . 17 4 . 0 0
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Traders in Financial Futures- Futures Only Positions as of June 7, 2011
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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 1,014,910
Positions
44,425 109,961 8,453 200,414 376,710 97,331 362,576 89,690 40,863 130,452 116,952 13,909 116,487 161,041
Changes from: May 31, 2011 Total Change is: -31,905
-10,497 -2,525 -9,948 22,403 -44,607 1,825 -39,134 14,507 1,842 5,571 6,802 301 -4,268 -102
Percent of Open Interest Represented by Each Category of Trader
4.4 10.8 0.8 19.7 37.1 9.6 35.7 8.8 4.0 12.9 11.5 1.4 11.5 15.9
Number of Traders in Each Category Total Traders: 264
15 41 13 33 56 42 46 32 27 11 30 8
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Traders in Financial Futures- Futures Only Positions as of June 7, 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 1,819,249
Positions
230,903 127,410 27,937 576,033 488,417 223,513 337,987 437,540 55,551 33,887 99,652 7,906 325,532 351,323
Changes from: May 31, 2011 Total Change is: -153,887
22,567 -16,906 -42,124 -45,020 -19,177 -8,921 -22,559 32,455 -25,353 16,693 1,254 -26,993 -22,177 -48,122
Percent of Open Interest Represented by Each Category of Trader
12.7 7.0 1.5 31.7 26.8 12.3 18.6 24.1 3.1 1.9 5.5 0.4 17.9 19.3
Number of Traders in Each Category Total Traders: 277
32 30 19 36 56 44 40 57 32 8 18 5
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Traders in Financial Futures- Futures Only Positions as of June 7, 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 1,521,026
Positions
143,428 198,766 45,149 273,339 648,376 112,122 529,019 94,405 47,696 116,688 71,080 488 253,097 302,944
Changes from: May 31, 2011 Total Change is: -34,943
-4,100 -29,447 -20,174 -9,307 6,199 9,623 -3,891 4,719 -13,336 1,764 5,778 -700 5,178 2,395
Percent of Open Interest Represented by Each Category of Trader
9.4 13.1 3.0 18.0 42.6 7.4 34.8 6.2 3.1 7.7 4.7 0.0 16.6 19.9
Number of Traders in Each Category Total Traders: 211
18 23 17 22 49 39 40 36 23 9 14 .
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Traders in Financial Futures- Futures Only Positions as of June 7, 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 699,273
Positions
231,866 171,354 239,419 1,363 11,004 11,858 61,261 93,730 102,507 8,464 9,680 6,178 36,357 53,543
Changes from: May 31, 2011 Total Change is: -52,514
14,516 3,411 -57,488 -599 4,141 -85 -7,334 6,555 5,288 -1,534 -5,461 74 -5,352 -8,949
Percent of Open Interest Represented by Each Category of Trader
33.2 24.5 34.2 0.2 1.6 1.7 8.8 13.4 14.7 1.2 1.4 0.9 5.2 7.7
Number of Traders in Each Category Total Traders: 139
18 46 51 . 7 5 21 28 35 . 7 .
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Traders in Financial Futures- Futures Only Positions as of June 7, 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 is10,507,948
Positions
1,000,117 4,209,609 1,731,493 3,298,503 256,007 172,408 1,694,245 1,067,324 1,413,476 43,906 462,852 174,280 979,520 1,020,499
Changes from: May 31, 2011 Total Change is: 305,228
23,759 79,098 162,618 83,116 16,093 -42,112 -16,378 15,154 90,669 4,064 9,033 38,393 -38,901 -63,718
Percent of Open Interest Represented by Each Category of Trader
9.5 40.1 16.5 31.4 2.4 1.6 16.1 10.2 13.5 0.4 4.4 1.7 9.3 9.7
Number of Traders in Each Category Total Traders: 303
33 66 94 11 15 18 65 67 93 10 25 22
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Traders in Financial Futures- Futures Only Positions as of June 7, 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 14,948
Positions
4,807 5,092 1,101 1,289 722 23 3,791 7,410 3 3,526 496 0 408 101
Changes from: May 31, 2011 Total Change is: 1,125
0 185 959 11 0 0 452 -2 -5 -300 -38 0 8 26
Percent of Open Interest Represented by Each Category of Trader
32.2 34.1 7.4 8.6 4.8 0.2 25.4 49.6 0.0 23.6 3.3 0.0 2.7 0.7
Number of Traders in Each Category Total Traders: 30
4 . . . 5 . 5 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 28,683
Positions
22,239 11,800 0 1,210 2,989 58 3,320 6,942 1,393 175 5,455 0 288 46
Changes from: May 31, 2011 Total Change is: 306
62 -823 0 -3 403 0 -1,088 -524 1,277 96 -52 0 -38 25
Percent of Open Interest Represented by Each Category of Trader
77.5 41.1 0.0 4.2 10.4 0.2 11.6 24.2 4.9 0.6 19.0 0.0 1.0 0.2
Number of Traders in Each Category Total Traders: 35
4 4 0 . 5 . 10 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 62,825
Positions
27,383 11,229 485 419 555 917 19,551 40,560 2,540 4,027 2,069 432 7,071 4,038
Changes from: May 31, 2011 Total Change is: 7,031
-204 -2,917 337 -81 555 77 4,725 5,841 1,675 227 401 432 -157 630
Percent of Open Interest Represented by Each Category of Trader
43.6 17.9 0.8 0.7 0.9 1.5 31.1 64.6 4.0 6.4 3.3 0.7 11.3 6.4
Number of Traders in Each Category Total Traders: 112
6 5 . . . . 23 38 8 25 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 244,662
Positions
81,680 77,914 38,880 16,417 3,160 5,617 12,025 34,627 31,104 6,828 3,687 29,486 22,625 20,187
Changes from: May 31, 2011 Total Change is: 2,306
2,486 6,818 -3,061 -1,013 146 248 1,330 -5,191 3,664 236 -1,830 -475 -1,109 1,987
Percent of Open Interest Represented by Each Category of Trader
33.4 31.8 15.9 6.7 1.3 2.3 4.9 14.2 12.7 2.8 1.5 12.1 9.2 8.3
Number of Traders in Each Category Total Traders: 134
14 12 21 14 4 7 25 24 34 8 9 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 7,966
Positions
598 4,429 8 2,400 275 0 2,439 2,491 672 640 0 0 1,209 91
Changes from: May 31, 2011 Total Change is: 9
20 -54 8 -23 41 0 8 43 0 0 0 0 -4 -29
Percent of Open Interest Represented by Each Category of Trader
7.5 55.6 0.1 30.1 3.5 0.0 30.6 31.3 8.4 8.0 0.0 0.0 15.2 1.1
Number of Traders in Each Category Total Traders: 22
. . . 4 . 0 6 4 . . 0 0
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Updated June 10, 2011