Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 117,168
Positions
9,732 47,178 3,239 9,857 6,392 262 27,022 30,832 7,202 6,980 954 259 52,615 20,851
Changes from: June 28, 2011 Total Change is: 15,866
1,510 12,687 -518 -1,235 -103 0 11,714 4,940 627 -3,709 954 6 7,471 -2,727
Percent of Open Interest Represented by Each Category of Trader
8.3 40.3 2.8 8.4 5.5 0.2 23.1 26.3 6.1 6.0 0.8 0.2 44.9 17.8
Number of Traders in Each Category Total Traders: 86
6 14 6 4 4 . 26 21 11 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 50,203
Positions
3,629 24,720 1,030 1,246 1,122 158 17,698 9,661 587 418 0 0 25,435 12,924
Changes from: June 28, 2011 Total Change is: -3,896
1,611 -2,447 -120 -249 8 14 -4,236 -1,010 -58 0 0 0 -858 -283
Percent of Open Interest Represented by Each Category of Trader
7.2 49.2 2.1 2.5 2.2 0.3 35.3 19.2 1.2 0.8 0.0 0.0 50.7 25.7
Number of Traders in Each Category Total Traders: 43
6 9 5 . . . 17 6 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 125,918
Positions
52,249 1,433 4,879 4,476 29,292 956 32,921 54,278 3,307 2,042 5,073 63 25,025 26,637
Changes from: June 28, 2011 Total Change is: 15,687
12,244 -1,272 703 -1,165 -725 21 881 15,644 324 662 0 7 2,010 985
Percent of Open Interest Represented by Each Category of Trader
41.5 1.1 3.9 3.6 23.3 0.8 26.1 43.1 2.6 1.6 4.0 0.0 19.9 21.2
Number of Traders in Each Category Total Traders: 90
13 4 8 4 13 4 19 29 13 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 102,714
Positions
11,108 38,328 2,792 25,474 8,146 424 33,262 12,765 3,203 1,475 4,025 17 24,960 33,014
Changes from: June 28, 2011 Total Change is: 489
1,467 3,451 86 -1,324 -531 32 254 -981 193 -936 -302 -0 717 -1,458
Percent of Open Interest Represented by Each Category of Trader
10.8 37.3 2.7 24.8 7.9 0.4 32.4 12.4 3.1 1.4 3.9 0.0 24.3 32.1
Number of Traders in Each Category Total Traders: 102
11 12 10 9 7 . 29 23 17 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 237,636
Positions
23,307 64,871 13,014 30,152 27,513 2,655 63,988 47,253 22,662 14,571 4,134 6,099 61,189 49,435
Changes from: June 28, 2011 Total Change is: 10,179
642 11,194 -822 -1,871 -1,216 -137 11,334 5,184 331 271 -1,711 -341 772 -2,303
Percent of Open Interest Represented by Each Category of Trader
9.8 27.3 5.5 12.7 11.6 1.1 26.9 19.9 9.5 6.1 1.7 2.6 25.7 20.8
Number of Traders in Each Category Total Traders: 184
19 17 16 15 21 14 44 44 42 10 14 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 130,287
Positions
3,294 79,277 3,524 2,866 3,991 179 78,359 18,467 2,788 2,195 4,508 209 36,873 17,344
Changes from: June 28, 2011 Total Change is: 30,072
42 24,474 1,667 -439 -251 22 20,265 3,951 98 1,213 3,903 -30 7,233 -3,762
Percent of Open Interest Represented by Each Category of Trader
2.5 60.8 2.7 2.2 3.1 0.1 60.1 14.2 2.1 1.7 3.5 0.2 28.3 13.3
Number of Traders in Each Category Total Traders: 86
6 16 7 . 6 . 30 16 13 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 102,974
Positions
43,383 60,596 26,571 0 0 0 29,227 14,213 476 1,645 0 0 1,673 1,119
Changes from: June 28, 2011 Total Change is: 781
13 985 92 0 0 0 570 -298 0 0 0 0 106 2
Percent of Open Interest Represented by Each Category of Trader
42.1 58.8 25.8 0.0 0.0 0.0 28.4 13.8 0.5 1.6 0.0 0.0 1.6 1.1
Number of Traders in Each Category Total Traders: 26
7 12 15 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 125,229
Positions
9,745 85,082 444 13,611 1,302 111 88,332 33,456 247 4,213 2,164 0 8,526 2,423
Changes from: June 28, 2011 Total Change is: 26,299
-4,184 16,761 196 -886 200 57 27,520 9,178 0 1,558 -146 0 2,038 53
Percent of Open Interest Represented by Each Category of Trader
7.8 67.9 0.4 10.9 1.0 0.1 70.5 26.7 0.2 3.4 1.7 0.0 6.8 1.9
Number of Traders in Each Category Total Traders: 116
8 13 . 9 . . 55 13 . 11 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 38,168
Positions
29,477 27,533 66 2,311 0 0 4,359 138 11 493 10,098 0 1,451 322
Changes from: June 28, 2011 Total Change is: -476
2,417 2,016 -2,417 200 0 0 1,697 -2 0 20 2,417 -2,417 24 -73
Percent of Open Interest Represented by Each Category of Trader
77.2 72.1 0.2 6.1 0.0 0.0 11.4 0.4 0.0 1.3 26.5 0.0 3.8 0.8
Number of Traders in Each Category Total Traders: 22
. 6 . . 0 0 9 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 30,520
Positions
2,480 24,889 1 215 229 0 22,179 4,125 0 1,154 105 0 4,491 1,171
Changes from: June 28, 2011 Total Change is: 868
93 1,406 0 -2 -55 0 501 -317 0 197 0 0 79 -166
Percent of Open Interest Represented by Each Category of Trader
8.1 81.5 0.0 0.7 0.8 0.0 72.7 13.5 0.0 3.8 0.3 0.0 14.7 3.8
Number of Traders in Each Category Total Traders: 42
. 7 . . . 0 16 8 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 51,303
Positions
15,579 29,671 245 3,188 1,873 712 20,460 11,547 1,491 2,961 1,433 255 6,413 4,078
Changes from: June 28, 2011 Total Change is: 10,334
-233 6,806 -27 525 -578 260 9,193 2,955 101 88 822 67 360 -72
Percent of Open Interest Represented by Each Category of Trader
30.4 57.8 0.5 6.2 3.6 1.4 39.9 22.5 2.9 5.8 2.8 0.5 12.5 7.9
Number of Traders in Each Category Total Traders: 91
19 13 5 6 4 . 25 19 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 102,607
Positions
31,159 59,343 489 6,376 3,745 1,423 40,919 23,095 2,982 5,922 2,865 509 12,827 8,155
Changes from: June 28, 2011 Total Change is: 20,668
-465 13,613 -54 1,050 -1,156 520 18,385 5,910 202 175 1,644 134 721 -145
Percent of Open Interest Represented by Each Category of Trader
30.4 57.8 0.5 6.2 3.6 1.4 39.9 22.5 2.9 5.8 2.8 0.5 12.5 7.9
Number of Traders in Each Category Total Traders: 91
19 13 5 6 4 . 25 19 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 910,680
Positions
48,044 214,856 35,459 389,423 114,050 59,914 76,860 154,091 124,942 23,553 78,020 30,169 122,315 99,178
Changes from: June 28, 2011 Total Change is: 14,950
8,960 9,955 1,525 -10,335 -10,169 -3,294 7,419 -6,079 9,357 870 7,087 3,946 -3,498 2,622
Percent of Open Interest Represented by Each Category of Trader
5.3 23.6 3.9 42.8 12.5 6.6 8.4 16.9 13.7 2.6 8.6 3.3 13.4 10.9
Number of Traders in Each Category Total Traders: 569
30 59 37 116 50 65 83 147 110 35 48 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 352,677
Positions
21,269 113,989 11,322 125,649 35,809 10,583 27,004 26,582 58,901 5,109 34,592 18,072 74,768 42,827
Changes from: June 28, 2011 Total Change is: 12,036
1,412 9,935 1,221 232 -1,536 -1,217 3,771 -6,449 5,000 2,165 1,592 1,124 -1,671 2,365
Percent of Open Interest Represented by Each Category of Trader
6.0 32.3 3.2 35.6 10.2 3.0 7.7 7.5 16.7 1.4 9.8 5.1 21.2 12.1
Number of Traders in Each Category Total Traders: 132
9 16 8 29 13 16 15 32 42 7 10 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,790,012
Positions
172,124 542,586 82,433 1,328,901 401,236 236,620 332,258 720,521 247,233 95,315 220,234 57,393 237,735 281,757
Changes from: June 28, 2011 Total Change is: 14,571
38,555 912 710 -54,859 -45,194 -8,360 25,589 9,195 14,437 -4,278 29,673 11,912 -9,134 1,286
Percent of Open Interest Represented by Each Category of Trader
6.2 19.4 3.0 47.6 14.4 8.5 11.9 25.8 8.9 3.4 7.9 2.1 8.5 10.1
Number of Traders in Each Category Total Traders: 518
29 54 30 101 44 57 85 133 97 30 42 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 105,094
Positions
12,095 40,623 66 57,400 37,585 2,990 21,541 14,411 9 1,690 3,655 0 9,303 5,755
Changes from: June 28, 2011 Total Change is: -1,656
60 613 -13 -5,855 -2,350 17 3,688 335 3 217 0 0 228 -260
Percent of Open Interest Represented by Each Category of Trader
11.5 38.7 0.1 54.6 35.8 2.8 20.5 13.7 0.0 1.6 3.5 0.0 8.9 5.5
Number of Traders in Each Category Total Traders: 91
9 12 . 32 12 10 12 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 60,674
Positions
17,002 22,956 586 12,000 6,965 1,539 18,571 18,957 2,608 2,366 3,234 281 5,722 3,549
Changes from: June 28, 2011 Total Change is: 5,697
-1,620 3,619 144 348 -1,054 -87 5,403 2,049 718 -54 323 29 816 -44
Percent of Open Interest Represented by Each Category of Trader
28.0 37.8 1.0 19.8 11.5 2.5 30.6 31.2 4.3 3.9 5.3 0.5 9.4 5.8
Number of Traders in Each Category Total Traders: 237
27 31 6 26 18 10 50 58 27 14 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 303,371
Positions
85,009 114,780 2,930 59,999 34,827 7,693 92,854 94,784 13,038 11,830 16,168 1,405 28,612 17,746
Changes from: June 28, 2011 Total Change is: 28,483
-8,100 18,094 719 1,738 -5,270 -434 27,013 10,246 3,590 -268 1,614 144 4,082 -220
Percent of Open Interest Represented by Each Category of Trader
28.0 37.8 1.0 19.8 11.5 2.5 30.6 31.2 4.3 3.9 5.3 0.5 9.4 5.8
Number of Traders in Each Category Total Traders: 237
27 31 6 26 18 10 50 58 27 14 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 417,526
Positions
197,069 39,110 10,015 112,365 156,469 31,470 42,156 137,066 4,988 2,557 21,733 113 16,793 16,562
Changes from: June 28, 2011 Total Change is: -19,103
-15,545 4,360 318 -2,084 -9,564 -1,786 8,494 -2,391 -906 -171 790 112 -7,535 -10,036
Percent of Open Interest Represented by Each Category of Trader
47.2 9.4 2.4 26.9 37.5 7.5 10.1 32.8 1.2 0.6 5.2 0.0 4.0 4.0
Number of Traders in Each Category Total Traders: 254
17 17 . 50 46 28 31 71 22 5 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 35,341
Positions
8,938 7,894 35 8,438 0 2,680 7,526 12,757 1 1,162 4,075 0 6,561 7,899
Changes from: June 28, 2011 Total Change is: 4,328
3,277 -176 0 53 -543 169 728 4,222 0 326 50 0 -225 606
Percent of Open Interest Represented by Each Category of Trader
25.3 22.3 0.1 23.9 0.0 7.6 21.3 36.1 0.0 3.3 11.5 0.0 18.6 22.4
Number of Traders in Each Category Total Traders: 54
10 5 . 10 0 . 10 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 47,706
Positions
15,759 18,488 1,702 6,979 1,660 569 14,853 2,476 29 1,001 1,205 0 6,814 21,577
Changes from: June 28, 2011 Total Change is: 6,867
3,806 -1,623 483 -464 -109 0 3,002 -250 28 -531 237 0 543 8,101
Percent of Open Interest Represented by Each Category of Trader
33.0 38.8 3.6 14.6 3.5 1.2 31.1 5.2 0.1 2.1 2.5 0.0 14.3 45.2
Number of Traders in Each Category Total Traders: 60
14 12 5 6 . . 14 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 31,268
Positions
0 5,953 491 20,360 12,025 4,173 2,997 7,904 3 415 0 0 2,829 719
Changes from: June 28, 2011 Total Change is: -526
-200 357 42 -734 -1,602 -131 476 1,039 0 0 0 0 21 -231
Percent of Open Interest Represented by Each Category of Trader
0.0 19.0 1.6 65.1 38.5 13.3 9.6 25.3 0.0 1.3 0.0 0.0 9.0 2.3
Number of Traders in Each Category Total Traders: 49
0 4 . 18 14 9 5 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 44,725
Positions
8,229 15,004 1,141 17,683 4,342 1,805 8,475 18,483 528 1,156 922 187 5,521 2,313
Changes from: June 28, 2011 Total Change is: 3,612
481 972 0 1,588 -1,960 7 995 4,140 84 3 -236 6 448 599
Percent of Open Interest Represented by Each Category of Trader
18.4 33.5 2.6 39.5 9.7 4.0 18.9 41.3 1.2 2.6 2.1 0.4 12.3 5.2
Number of Traders in Each Category Total Traders: 62
7 6 . 14 8 5 13 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 676,182
Positions
13,271 73,592 18,574 282,641 129,512 77,804 56,059 65,787 57,001 13,600 101,125 3,649 153,582 149,139
Changes from: June 28, 2011 Total Change is: -41,026
1,901 -20,963 -5,146 -9,573 -8,663 -6,497 -24,917 -15,803 9,956 -142 1,947 -53 -6,556 4,195
Percent of Open Interest Represented by Each Category of Trader
2.0 10.9 2.7 41.8 19.2 11.5 8.3 9.7 8.4 2.0 15.0 0.5 22.7 22.1
Number of Traders in Each Category Total Traders: 154
7 17 14 41 22 41 24 30 30 4 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 386,953
Positions
8,545 160,647 1,703 279,645 12,390 21,223 9,858 136,941 2,773 1,500 5,535 0 61,707 45,741
Changes from: June 28, 2011 Total Change is: -7,152
-15,734 5,601 -1,955 15,995 2,005 604 0 -14,469 -1,970 0 2,140 0 -4,091 892
Percent of Open Interest Represented by Each Category of Trader
2.2 41.5 0.4 72.3 3.2 5.5 2.5 35.4 0.7 0.4 1.4 0.0 15.9 11.8
Number of Traders in Each Category Total Traders: 76
. 11 . 36 5 17 . 17 4 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 1,040,582
Positions
47,601 116,145 7,835 299,559 371,868 101,118 348,384 91,027 81,383 38,546 110,715 9,283 106,873 151,208
Changes from: June 28, 2011 Total Change is: -44,674
-6,859 -21,766 -1,534 8,339 -24,966 14,710 -53,580 -16,310 7,394 -4,747 4,857 -6,175 -2,222 -882
Percent of Open Interest Represented by Each Category of Trader
4.6 11.2 0.8 28.8 35.7 9.7 33.5 8.7 7.8 3.7 10.6 0.9 10.3 14.5
Number of Traders in Each Category Total Traders: 266
13 39 16 30 61 44 54 34 30 8 27 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 2,236,819
Positions
199,866 170,806 208,054 583,283 488,601 259,668 352,835 365,675 256,889 28,151 90,126 33,400 314,673 363,600
Changes from: June 28, 2011 Total Change is: -10,760
-37,143 17,474 6,601 -2,005 -7,432 19,426 -15,349 -46,355 23,884 449 -6,971 3,204 -9,828 -20,592
Percent of Open Interest Represented by Each Category of Trader
8.9 7.6 9.3 26.1 21.8 11.6 15.8 16.3 11.5 1.3 4.0 1.5 14.1 16.3
Number of Traders in Each Category Total Traders: 290
25 39 55 32 62 57 59 44 74 12 17 11
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 1,601,414
Positions
135,502 161,309 52,288 266,330 640,511 135,304 477,360 120,408 98,532 191,498 72,833 16,075 228,525 304,154
Changes from: June 28, 2011 Total Change is: -103,569
26,100 -61,785 -4,029 -5,082 -43,001 12,136 -126,835 7,400 -5,203 16,785 -10,080 -2,143 -15,299 3,136
Percent of Open Interest Represented by Each Category of Trader
8.5 10.1 3.3 16.6 40.0 8.4 29.8 7.5 6.2 12.0 4.5 1.0 14.3 19.0
Number of Traders in Each Category Total Traders: 206
15 26 20 17 51 37 44 30 39 9 14 5
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 968,139
Positions
224,005 197,655 293,883 3,573 12,878 13,989 68,378 56,007 289,238 2,692 14,970 36,563 35,819 52,957
Changes from: June 28, 2011 Total Change is: -95,729
-1,645 -9,702 -24,226 715 46 -68 -19,843 -4,220 -37,368 1,726 -3,653 -8,628 -6,392 -7,909
Percent of Open Interest Represented by Each Category of Trader
23.1 20.4 30.4 0.4 1.3 1.4 7.1 5.8 29.9 0.3 1.5 3.8 3.7 5.5
Number of Traders in Each Category Total Traders: 146
21 39 53 4 8 7 28 27 43 . 10 6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 is16,045,964
Positions
811,216 3,935,378 3,113,435 3,419,401 539,308 279,407 1,255,600 520,605 5,083,691 46,870 433,450 1,111,504 924,840 1,029,185
Changes from: June 28, 2011 Total Change is: -148,538
-103,426 -142,500 -14,480 -13,633 -64,231 -18,679 -91,082 -8,959 60,726 6,235 13,207 49,995 -24,194 -23,616
Percent of Open Interest Represented by Each Category of Trader
5.1 24.5 19.4 21.3 3.4 1.7 7.8 3.2 31.7 0.3 2.7 6.9 5.8 6.4
Number of Traders in Each Category Total Traders: 307
33 62 92 8 24 26 62 75 118 12 22 28
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 13,911
Positions
7,461 5,904 0 1,238 861 12 1,402 6,518 16 3,500 550 0 282 50
Changes from: June 28, 2011 Total Change is: 507
2,802 401 0 -309 -5 3 -1,890 129 4 -26 -21 0 -77 -4
Percent of Open Interest Represented by Each Category of Trader
53.6 42.4 0.0 8.9 6.2 0.1 10.1 46.9 0.1 25.2 4.0 0.0 2.0 0.4
Number of Traders in Each Category Total Traders: 29
4 . 0 . 4 . 5 7 . . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 25,408
Positions
19,012 10,565 0 1,244 2,659 58 4,796 6,610 0 40 5,446 0 258 70
Changes from: June 28, 2011 Total Change is: -158
502 -875 0 43 72 0 -606 655 0 -39 0 0 -58 -10
Percent of Open Interest Represented by Each Category of Trader
74.8 41.6 0.0 4.9 10.5 0.2 18.9 26.0 0.0 0.2 21.4 0.0 1.0 0.3
Number of Traders in Each Category Total Traders: 32
5 4 0 . 5 . 5 8 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 48,108
Positions
12,399 14,828 346 314 922 918 21,568 24,831 1,683 3,859 1,264 0 7,022 3,316
Changes from: June 28, 2011 Total Change is: -3,109
-86 -2,677 331 0 230 -135 -3,033 -1,647 318 85 -90 -0 -589 562
Percent of Open Interest Represented by Each Category of Trader
25.8 30.8 0.7 0.7 1.9 1.9 44.8 51.6 3.5 8.0 2.6 0.0 14.6 6.9
Number of Traders in Each Category Total Traders: 106
. 5 . . . . 28 31 8 27 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 212,404
Positions
71,265 56,208 31,074 13,231 3,029 6,406 14,740 48,203 23,373 8,068 3,791 19,755 24,492 20,565
Changes from: June 28, 2011 Total Change is: 176
-6,911 -18,340 2,580 3,120 987 161 6,574 20,669 -2,462 -746 -385 -3,527 1,387 494
Percent of Open Interest Represented by Each Category of Trader
33.6 26.5 14.6 6.2 1.4 3.0 6.9 22.7 11.0 3.8 1.8 9.3 11.5 9.7
Number of Traders in Each Category Total Traders: 126
12 11 18 13 4 7 24 25 34 12 7 23
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 6,219
Positions
98 4,320 0 2,352 363 0 1,722 913 486 640 0 0 921 137
Changes from: June 28, 2011 Total Change is: 58
-7 0 0 0 0 0 63 30 0 0 0 0 2 28
Percent of Open Interest Represented by Each Category of Trader
1.6 69.5 0.0 37.8 5.8 0.0 27.7 14.7 7.8 10.3 0.0 0.0 14.8 2.2
Number of Traders in Each Category Total Traders: 20
. . 0 4 . 0 6 . . . 0 0
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Updated July 8, 2011