Traders in Financial Futures - Options and Futures Combined 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 135,859
Positions
23,387 73,119 6,568 10,048 6,740 244 34,322 23,264 4,220 10,373 0 195 46,502 21,509
Changes from: May 31, 2011 Total Change is: 535
5,183 -7,886 307 1,292 -124 -5 398 8,512 -3,303 2,188 -895 -219 -5,306 4,149
Percent of Open Interest Represented by Each Category of Trader
17.2 53.8 4.8 7.4 5.0 0.2 25.3 17.1 3.1 7.6 0.0 0.1 34.2 15.8
Number of Traders in Each Category Total Traders: 85
11 10 10 4 4 . 24 19 11 13 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 76,101
Positions
13,570 36,477 5,322 1,893 1,202 84 26,930 17,790 828 418 0 0 27,056 14,398
Changes from: May 31, 2011 Total Change is: 4,817
1,773 -786 3,264 873 2 15 -1,584 3,183 -103 0 0 0 580 -758
Percent of Open Interest Represented by Each Category of Trader
17.8 47.9 7.0 2.5 1.6 0.1 35.4 23.4 1.1 0.5 0.0 0.0 35.6 18.9
Number of Traders in Each Category Total Traders: 49
10 5 9 . . . 20 8 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 118,988
Positions
22,498 29,837 8,767 7,258 23,830 1,289 45,002 27,849 2,936 2,178 4,428 6 29,055 20,046
Changes from: May 31, 2011 Total Change is: 2,122
-2,340 517 3,215 196 1,357 8 114 213 -554 394 -44 -8 1,098 -2,581
Percent of Open Interest Represented by Each Category of Trader
18.9 25.1 7.4 6.1 20.0 1.1 37.8 23.4 2.5 1.8 3.7 0.0 24.4 16.8
Number of Traders in Each Category Total Traders: 95
10 10 9 4 13 5 29 21 14 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 113,688
Positions
16,811 38,078 4,976 27,208 8,748 348 28,322 17,121 3,487 1,400 3,907 0 31,136 37,022
Changes from: May 31, 2011 Total Change is: 4,816
-4,895 10,265 -1,831 1,471 94 0 10,912 -2,601 -2,721 -87 2,161 -72 2,038 -480
Percent of Open Interest Represented by Each Category of Trader
14.8 33.5 4.4 23.9 7.7 0.3 24.9 15.1 3.1 1.2 3.4 0.0 27.4 32.6
Number of Traders in Each Category Total Traders: 101
14 15 10 9 8 . 26 20 11 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 326,041
Positions
87,205 121,392 24,144 34,324 24,209 2,422 70,906 63,434 18,989 16,038 4,550 3,949 68,064 62,952
Changes from: May 31, 2011 Total Change is: 6,082
-16,856 8,984 8,429 136 -593 -383 17,085 2,782 -10,441 -626 -9,930 -3,371 12,109 10,604
Percent of Open Interest Represented by Each Category of Trader
26.7 37.2 7.4 10.5 7.4 0.7 21.7 19.5 5.8 4.9 1.4 1.2 20.9 19.3
Number of Traders in Each Category Total Traders: 182
23 18 20 17 17 13 38 53 42 7 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 150,041
Positions
6,075 94,029 14,407 4,877 3,733 134 78,821 9,901 6,198 4,453 969 171 34,904 20,499
Changes from: May 31, 2011 Total Change is: 23,057
-774 8,580 9,944 93 -425 -3 12,777 272 1,480 207 820 -201 -465 2,591
Percent of Open Interest Represented by Each Category of Trader
4.0 62.7 9.6 3.3 2.5 0.1 52.5 6.6 4.1 3.0 0.6 0.1 23.3 13.7
Number of Traders in Each Category Total Traders: 86
6 13 10 5 5 . 35 13 14 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 109,993
Positions
17,203 34,210 61,076 0 0 0 28,624 13,568 565 1,645 0 0 880 574
Changes from: May 31, 2011 Total Change is: 3,763
-272 149 3,473 0 0 0 1,067 652 -269 0 0 0 -236 -242
Percent of Open Interest Represented by Each Category of Trader
15.6 31.1 55.5 0.0 0.0 0.0 26.0 12.3 0.5 1.5 0.0 0.0 0.8 0.5
Number of Traders in Each Category Total Traders: 25
7 11 14 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 72,264
Positions
24,952 32,363 4,740 3,057 2,216 268 12,107 9,456 9,408 1,705 351 271 15,757 13,192
Changes from: May 31, 2011 Total Change is: -8,088
4,462 -4,110 -5,221 -1,057 677 -419 -5,130 2,483 -797 246 -190 -95 -77 -416
Percent of Open Interest Represented by Each Category of Trader
34.5 44.8 6.6 4.2 3.1 0.4 16.8 13.1 13.0 2.4 0.5 0.4 21.8 18.3
Number of Traders in Each Category Total Traders: 105
21 18 11 5 5 . 29 18 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 20,628
Positions
3,571 16,469 21 459 0 0 7,315 1,419 16 0 0 0 9,246 2,703
Changes from: May 31, 2011 Total Change is: -3,724
-3,694 -3,762 -242 0 0 0 149 -18 7 0 0 0 56 291
Percent of Open Interest Represented by Each Category of Trader
17.3 79.8 0.1 2.2 0.0 0.0 35.5 6.9 0.1 0.0 0.0 0.0 44.8 13.1
Number of Traders in Each Category Total Traders: 22
5 5 . . 0 0 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 103,272
Positions
51,646 40,672 555 5,196 4,432 535 24,743 31,233 3,623 3,410 701 541 13,022 20,979
Changes from: May 31, 2011 Total Change is: -8,726
6,413 -10,595 -59 -2,113 1,354 -837 -11,821 3,739 -345 492 -380 -191 -265 -1,412
Percent of Open Interest Represented by Each Category of Trader
50.0 39.4 0.5 5.0 4.3 0.5 24.0 30.2 3.5 3.3 0.7 0.5 12.6 20.3
Number of Traders in Each Category Total Traders: 103
22 17 5 4 5 . 31 20 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,103,967
Positions
54,914 239,797 60,599 399,432 122,607 68,087 81,301 190,619 174,166 24,768 52,790 35,857 204,845 159,446
Changes from: May 31, 2011 Total Change is: 89,205
-4,920 -15,027 5,855 -5,539 7,204 4,668 -4,082 12,105 67,599 1,245 -12,646 8,393 15,986 11,055
Percent of Open Interest Represented by Each Category of Trader
5.0 21.7 5.5 36.2 11.1 6.2 7.4 17.3 15.8 2.2 4.8 3.2 18.6 14.4
Number of Traders in Each Category Total Traders: 599
36 52 45 117 57 72 104 149 116 47 37 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 446,469
Positions
17,077 135,867 19,386 124,399 34,340 12,077 30,326 60,394 70,573 3,500 32,667 18,412 150,719 62,754
Changes from: May 31, 2011 Total Change is: 44,539
1,227 -19,691 699 -1,167 -123 286 4,332 30,076 23,212 894 -5,844 2,190 12,865 13,733
Percent of Open Interest Represented by Each Category of Trader
3.8 30.4 4.3 27.9 7.7 2.7 6.8 13.5 15.8 0.8 7.3 4.1 33.8 14.1
Number of Traders in Each Category Total Traders: 134
9 20 9 30 11 17 18 32 44 9 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,287,490
Positions
302,408 632,878 92,837 1,399,659 465,828 255,555 512,689 908,939 260,151 138,169 132,447 55,394 270,629 483,461
Changes from: May 31, 2011 Total Change is: 223,330
-32,249 21,809 27,291 -18,041 40,450 18,093 110,465 62,675 69,398 6,240 -29,522 26,529 15,604 -13,394
Percent of Open Interest Represented by Each Category of Trader
9.2 19.3 2.8 42.6 14.2 7.8 15.6 27.6 7.9 4.2 4.0 1.7 8.2 14.7
Number of Traders in Each Category Total Traders: 555
39 44 37 97 57 61 108 135 101 41 34 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 111,689
Positions
19,032 39,353 238 59,132 39,109 5,277 16,101 17,478 1,347 1,262 5,091 0 9,301 3,796
Changes from: May 31, 2011 Total Change is: -2,182
-216 -5,945 95 552 1,699 -106 -4,094 814 1,347 -289 0 0 530 -86
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 - Options and Futures Combined 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 87,851
Positions
17,124 30,218 7,045 15,586 15,137 1,926 22,155 11,378 9,216 3,018 4,267 2,254 9,528 6,410
Changes from: May 31, 2011 Total Change is: -2,086
2,580 -6,773 166 986 1,579 -212 -6,209 318 459 -148 55 878 -585 1,443
Percent of Open Interest Represented by Each Category of Trader
19.5 34.4 8.0 17.7 17.2 2.2 25.2 13.0 10.5 3.4 4.9 2.6 10.8 7.3
Number of Traders in Each Category Total Traders: 230
21 27 14 29 22 12 62 45 26 15 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 17,726
Positions
4,632 10,587 321 1,600 0 0 6,395 1,514 0 0 3,656 0 4,778 1,648
Changes from: May 31, 2011 Total Change is: -420
525 -2,211 0 0 0 0 -1,021 1,050 0 0 75 0 76 666
Percent of Open Interest Represented by Each Category of Trader
26.1 59.7 1.8 9.0 0.0 0.0 36.1 8.5 0.0 0.0 20.6 0.0 27.0 9.3
Number of Traders in Each Category Total Traders: 27
5 11 . . 0 0 5 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 350,623
Positions
90,371 126,067 5,708 73,930 79,684 5,629 105,636 76,156 19,244 21,643 9,609 4,714 23,749 23,812
Changes from: May 31, 2011 Total Change is: -8,330
7,164 -25,917 3,940 4,928 7,897 -1,060 -30,675 -8,395 7,031 189 828 3,460 -3,308 3,886
Percent of Open Interest Represented by Each Category of Trader
25.8 36.0 1.6 21.1 22.7 1.6 30.1 21.7 5.5 6.2 2.7 1.3 6.8 6.8
Number of Traders in Each Category Total Traders: 229
21 26 8 29 22 12 60 48 23 16 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 432,773
Positions
210,398 50,420 16,457 107,039 150,049 32,181 42,250 139,370 3,386 2,821 20,026 401 17,840 20,483
Changes from: May 31, 2011 Total Change is: 9,370
25,949 864 -1,046 -3,808 9,321 -1,456 -6,167 6,714 -3,311 -168 -456 391 -1,014 -1,651
Percent of Open Interest Represented by Each Category of Trader
48.6 11.7 3.8 24.7 34.7 7.4 9.8 32.2 0.8 0.7 4.6 0.1 4.1 4.7
Number of Traders in Each Category Total Traders: 269
20 17 4 47 53 26 41 72 23 4 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 773,657
Positions
10,509 104,393 31,555 293,522 142,251 82,753 101,139 114,385 57,589 13,528 80,831 10,532 172,529 149,369
Changes from: May 31, 2011 Total Change is: -32,257
1,354 450 -5,812 -5,564 -4,445 6,487 -15,452 -13,235 -8,657 -2,512 -5,163 5,195 -7,296 -7,077
Percent of Open Interest Represented by Each Category of Trader
1.4 13.5 4.1 37.9 18.4 10.7 13.1 14.8 7.4 1.7 10.4 1.4 22.3 19.3
Number of Traders in Each Category Total Traders: 168
6 22 17 40 24 41 27 34 30 6 9 8
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Traders in Financial Futures - Options and Futures Combined 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 372,645
Positions
3,153 146,902 5,857 269,507 7,628 16,765 2,000 138,148 8,574 1,500 0 0 65,290 48,772
Changes from: May 31, 2011 Total Change is: -12,350
653 -6,095 -3,786 10,062 3,390 -1,697 0 9,532 -7,871 -200 0 0 -9,512 -5,824
Percent of Open Interest Represented by Each Category of Trader
0.8 39.4 1.6 72.3 2.0 4.5 0.5 37.1 2.3 0.4 0.0 0.0 17.5 13.1
Number of Traders in Each Category Total Traders: 68
. 8 7 33 5 17 . 17 5 . 0 0
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Traders in Financial Futures - Options and Futures Combined 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,043,201
Positions
41,618 110,046 14,466 197,379 377,716 100,366 363,544 83,102 62,579 130,439 117,237 15,478 117,332 162,210
Changes from: May 31, 2011 Total Change is: -27,409
-11,143 -1,990 -9,562 21,492 -44,293 2,736 -40,220 11,613 7,186 5,558 6,479 592 -4,048 -170
Percent of Open Interest Represented by Each Category of Trader
4.0 10.5 1.4 18.9 36.2 9.6 34.8 8.0 6.0 12.5 11.2 1.5 11.2 15.5
Number of Traders in Each Category Total Traders: 272
16 41 22 33 56 42 51 34 37 10 31 10
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Traders in Financial Futures - Options and Futures Combined 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 2,229,377
Positions
210,417 123,157 179,392 572,636 528,591 254,343 344,151 389,700 255,417 38,590 94,796 24,832 349,599 379,149
Changes from: May 31, 2011 Total Change is: -42,704
5,433 -26,443 5,190 -46,992 -192 -1,223 -16,377 12,082 37,356 17,849 -99 -24,644 -19,296 -44,730
Percent of Open Interest Represented by Each Category of Trader
9.4 5.5 8.0 25.7 23.7 11.4 15.4 17.5 11.5 1.7 4.3 1.1 15.7 17.0
Number of Traders in Each Category Total Traders: 289
29 35 50 35 60 54 58 44 68 10 18 9
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Traders in Financial Futures - Options and Futures Combined 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 1,626,454
Positions
137,894 195,401 75,096 270,504 653,899 120,531 521,358 70,374 116,829 115,530 71,509 9,178 259,532 313,636
Changes from: May 31, 2011 Total Change is: -7,827
-6,101 -27,059 -11,534 -8,193 8,307 10,233 -1,181 1,385 47 938 3,108 3,068 4,897 4,619
Percent of Open Interest Represented by Each Category of Trader
8.5 12.0 4.6 16.6 40.2 7.4 32.1 4.3 7.2 7.1 4.4 0.6 16.0 19.3
Number of Traders in Each Category Total Traders: 214
17 24 30 22 49 41 49 30 44 8 15 5
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Traders in Financial Futures - Options and Futures Combined 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 968,939
Positions
236,938 176,409 286,115 1,363 11,075 11,858 64,209 95,475 292,582 7,835 10,478 27,680 40,359 57,268
Changes from: May 31, 2011 Total Change is: -95,146
14,977 9,382 -67,211 -599 4,141 -85 -801 9,934 -33,946 35 -5,524 -1,995 -5,522 -9,842
Percent of Open Interest Represented by Each Category of Trader
24.5 18.2 29.5 0.1 1.1 1.2 6.6 9.9 30.2 0.8 1.1 2.9 4.2 5.9
Number of Traders in Each Category Total Traders: 149
21 45 54 . 7 5 27 30 44 . 9 5
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Traders in Financial Futures - Options and Futures Combined 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 is17,433,600
Positions
958,409 4,394,125 3,437,871 3,281,240 341,547 278,351 1,608,063 652,910 5,621,608 44,338 431,115 1,151,246 1,052,472 1,124,826
Changes from: May 31, 2011 Total Change is: 644,649
391 96,993 224,662 72,485 20,560 -26,990 -26,978 -33,527 321,243 2,668 -11,223 117,716 -40,549 -64,785
Percent of Open Interest Represented by Each Category of Trader
5.5 25.2 19.7 18.8 2.0 1.6 9.2 3.7 32.2 0.3 2.5 6.6 6.0 6.5
Number of Traders in Each Category Total Traders: 330
30 71 101 7 23 23 78 74 124 11 30 31
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Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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
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Traders in Financial Futures - Options and Futures Combined 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 63,201
Positions
27,379 11,229 510 419 555 917 19,551 40,509 2,812 4,027 2,079 432 7,155 4,159
Changes from: May 31, 2011 Total Change is: 6,253
-126 -2,917 252 -81 555 77 4,556 5,794 1,229 227 264 427 -309 572
Percent of Open Interest Represented by Each Category of Trader
43.3 17.8 0.8 0.7 0.9 1.5 30.9 64.1 4.4 6.4 3.3 0.7 11.3 6.6
Number of Traders in Each Category Total Traders: 114
6 5 . . . . 23 38 10 25 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 244,663
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 22,626 20,188
Changes from: May 31, 2011 Total Change is: 2,305
2,486 6,818 -3,061 -1,013 146 248 1,329 -5,191 3,664 236 -1,830 -475 -1,109 1,986
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
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Traders in Financial Futures - Options and Futures Combined 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