Traders in Financial Futures- Futures Only Positions as of May 17, 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 123,386
Positions
16,606 82,311 1,735 9,891 7,038 240 37,822 13,230 2,482 7,700 562 0 46,910 15,788
Changes from: May 10, 2011 Total Change is: 1,908
5,833 -4,026 125 105 682 -20 -2,202 5,600 61 -382 0 0 -1,612 -514
Percent of Open Interest Represented by Each Category of Trader
13.5 66.7 1.4 8.0 5.7 0.2 30.7 10.7 2.0 6.2 0.5 0.0 38.0 12.8
Number of Traders in Each Category Total Traders: 82
10 11 6 4 4 . 26 16 6 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 68,304
Positions
13,035 40,286 141 1,002 1,204 69 24,957 16,253 19 418 0 0 28,663 10,332
Changes from: May 10, 2011 Total Change is: -4,008
-421 -13 17 169 82 -10 -4,576 -3,503 -299 0 0 0 1,112 -282
Percent of Open Interest Represented by Each Category of Trader
19.1 59.0 0.2 1.5 1.8 0.1 36.5 23.8 0.0 0.6 0.0 0.0 42.0 15.1
Number of Traders in Each Category Total Traders: 40
5 7 . . . . 16 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 103,753
Positions
16,480 29,169 480 7,963 23,823 1,329 42,806 22,573 463 3,339 3,406 0 30,893 22,510
Changes from: May 10, 2011 Total Change is: -4,364
7,702 -14,472 -76 2,051 766 -29 -8,740 5,602 254 -431 3 0 -5,095 3,588
Percent of Open Interest Represented by Each Category of Trader
15.9 28.1 0.5 7.7 23.0 1.3 41.3 21.8 0.4 3.2 3.3 0.0 29.8 21.7
Number of Traders in Each Category Total Traders: 94
11 9 . 6 14 5 27 21 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 103,453
Positions
15,685 34,496 2,822 27,094 8,300 348 30,933 16,827 1,093 900 2,408 0 24,578 37,159
Changes from: May 10, 2011 Total Change is: 1,164
12 1,620 69 770 835 -38 803 -1,559 390 0 -155 0 -842 2
Percent of Open Interest Represented by Each Category of Trader
15.2 33.3 2.7 26.2 8.0 0.3 29.9 16.3 1.1 0.9 2.3 0.0 23.8 35.9
Number of Traders in Each Category Total Traders: 94
9 17 4 9 8 . 20 24 8 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 250,533
Positions
76,683 112,131 669 33,225 24,112 2,468 60,895 53,397 785 22,001 13,322 301 53,506 43,348
Changes from: May 10, 2011 Total Change is: 7,606
22,668 -7,703 -563 1,159 760 63 -8,091 7,460 -164 -688 6,404 80 -6,858 1,269
Percent of Open Interest Represented by Each Category of Trader
30.6 44.8 0.3 13.3 9.6 1.0 24.3 21.3 0.3 8.8 5.3 0.1 21.4 17.3
Number of Traders in Each Category Total Traders: 176
23 17 9 18 16 10 35 46 16 10 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 115,090
Positions
12,031 84,721 499 8,399 3,365 144 59,489 8,306 442 797 1,041 0 33,289 16,572
Changes from: May 10, 2011 Total Change is: -13,224
69 -7,489 15 -1,962 -4 -14 -11,266 -4,235 44 -440 429 0 330 -1,970
Percent of Open Interest Represented by Each Category of Trader
10.5 73.6 0.4 7.3 2.9 0.1 51.7 7.2 0.4 0.7 0.9 0.0 28.9 14.4
Number of Traders in Each Category Total Traders: 76
4 13 . 7 4 . 29 15 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 99,819
Positions
14,684 33,011 54,315 0 0 0 27,665 11,327 834 1,645 0 0 676 332
Changes from: May 10, 2011 Total Change is: 599
501 -264 1,087 0 0 0 -983 -199 -100 0 0 0 94 75
Percent of Open Interest Represented by Each Category of Trader
14.7 33.1 54.4 0.0 0.0 0.0 27.7 11.3 0.8 1.6 0.0 0.0 0.7 0.3
Number of Traders in Each Category Total Traders: 22
5 10 11 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 147,582
Positions
8,371 122,079 298 15,549 977 0 111,290 19,218 249 4,289 2,792 0 7,536 1,969
Changes from: May 10, 2011 Total Change is: -10,804
3,885 -5,873 -12 -781 -466 -45 -11,345 -4,153 -112 -1,513 -219 0 -881 76
Percent of Open Interest Represented by Each Category of Trader
5.7 82.7 0.2 10.5 0.7 0.0 75.4 13.0 0.2 2.9 1.9 0.0 5.1 1.3
Number of Traders in Each Category Total Traders: 123
8 15 . 9 . 0 56 14 . 14 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 29,636
Positions
1,612 17,814 24 409 356 0 23,434 10,004 0 866 139 0 3,291 1,299
Changes from: May 10, 2011 Total Change is: -868
21 -1,725 4 -168 206 0 -4 689 -5 -162 0 0 -554 -37
Percent of Open Interest Represented by Each Category of Trader
5.4 60.1 0.1 1.4 1.2 0.0 79.1 33.8 0.0 2.9 0.5 0.0 11.1 4.4
Number of Traders in Each Category Total Traders: 45
. 13 . . . 0 14 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 77,478
Positions
19,814 37,165 9,955 3,647 1,384 665 17,967 7,169 7,617 1,257 350 0 16,557 13,175
Changes from: May 10, 2011 Total Change is: 16,978
-130 2,436 9,751 -185 -123 192 -9,010 -9,304 7,400 68 -293 0 8,893 6,920
Percent of Open Interest Represented by Each Category of Trader
25.6 48.0 12.8 4.7 1.8 0.9 23.2 9.3 9.8 1.6 0.5 0.0 21.4 17.0
Number of Traders in Each Category Total Traders: 102
21 17 7 7 4 . 32 12 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 24,357
Positions
7,265 20,233 263 459 0 0 6,955 1,055 8 0 350 0 9,407 2,448
Changes from: May 10, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
29.8 83.1 1.1 1.9 0.0 0.0 28.6 4.3 0.0 0.0 1.4 0.0 38.6 10.1
Number of Traders in Each Category Total Traders: 22
5 6 . . 0 0 5 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 106,241
Positions
44,118 52,884 363 6,376 2,767 1,330 36,867 27,071 373 2,514 0 0 14,300 21,453
Changes from: May 10, 2011 Total Change is: -14,758
4,231 -16,575 -45 -1,288 -246 383 -17,086 -5,874 -60 135 -1,285 0 -1,028 8,944
Percent of Open Interest Represented by Each Category of Trader
41.5 49.8 0.3 6.0 2.6 1.3 34.7 25.5 0.4 2.4 0.0 0.0 13.5 20.2
Number of Traders in Each Category Total Traders: 98
20 16 . 6 4 . 33 16 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 870,469
Positions
55,680 256,995 38,563 406,142 120,158 57,561 77,794 172,284 31,660 24,347 59,430 9,128 169,593 124,690
Changes from: May 10, 2011 Total Change is: 7,293
1,814 -11,418 3,775 2,699 6,623 586 -4,244 1,113 1,926 1,530 -526 1,732 -2,524 3,482
Percent of Open Interest Represented by Each Category of Trader
6.4 29.5 4.4 46.7 13.8 6.6 8.9 19.8 3.6 2.8 6.8 1.0 19.5 14.3
Number of Traders in Each Category Total Traders: 555
37 51 22 124 54 60 93 127 70 38 29 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 325,360
Positions
20,008 154,081 5,664 131,479 35,911 9,246 26,270 33,208 2,625 3,938 36,774 5,298 120,832 42,553
Changes from: May 10, 2011 Total Change is: 3,726
3,619 -5,967 -164 -1,118 461 -88 -1,362 3,956 38 -1,330 1,585 1,669 2,462 2,236
Percent of Open Interest Represented by Each Category of Trader
6.1 47.4 1.7 40.4 11.0 2.8 8.1 10.2 0.8 1.2 11.3 1.6 37.1 13.1
Number of Traders in Each Category Total Traders: 129
10 21 4 33 12 12 12 31 9 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 2,725,544
Positions
280,179 616,391 62,675 1,387,004 434,921 227,886 366,512 804,271 36,285 115,700 126,934 5,496 243,807 410,685
Changes from: May 10, 2011 Total Change is: 17,837
-1,849 -20,077 12,516 19,014 30,739 3,440 -6,871 -6,676 1,904 13,770 -11,084 843 -24,930 6,232
Percent of Open Interest Represented by Each Category of Trader
10.3 22.6 2.3 50.9 16.0 8.4 13.4 29.5 1.3 4.2 4.7 0.2 8.9 15.1
Number of Traders in Each Category Total Traders: 517
35 47 17 104 51 52 98 117 51 36 28 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 114,146
Positions
20,090 43,201 0 59,937 36,981 5,818 18,114 18,773 621 1,257 5,091 0 8,309 3,661
Changes from: May 10, 2011 Total Change is: -882
1,323 -3,468 0 2,261 1,249 109 -3,966 -25 621 -209 40 0 -1,021 592
Percent of Open Interest Represented by Each Category of Trader
17.6 37.8 0.0 52.5 32.4 5.1 15.9 16.4 0.5 1.1 4.5 0.0 7.3 3.2
Number of Traders in Each Category Total Traders: 98
8 11 0 33 14 11 17 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 93,078
Positions
14,773 41,772 6,184 16,901 13,392 2,450 28,720 10,141 10,793 3,141 3,501 745 9,369 4,100
Changes from: May 10, 2011 Total Change is: -11,254
1,546 -9,897 -683 687 3,449 170 -8,486 -322 -4,209 -162 -472 298 -415 413
Percent of Open Interest Represented by Each Category of Trader
15.9 44.9 6.6 18.2 14.4 2.6 30.9 10.9 11.6 3.4 3.8 0.8 10.1 4.4
Number of Traders in Each Category Total Traders: 240
22 31 14 33 20 12 75 38 24 13 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 20,513
Positions
4,300 16,335 321 1,600 0 0 10,126 223 0 216 2,669 0 3,950 965
Changes from: May 10, 2011 Total Change is: -3,942
60 -3,943 -2 0 0 0 -4,042 -19 0 -29 0 0 71 22
Percent of Open Interest Represented by Each Category of Trader
21.0 79.6 1.6 7.8 0.0 0.0 49.4 1.1 0.0 1.1 13.0 0.0 19.3 4.7
Number of Traders in Each Category Total Traders: 30
7 10 . . 0 0 7 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 362,823
Positions
80,333 155,152 1,347 80,507 70,959 8,250 142,158 98,775 4,780 18,123 7,656 229 27,096 15,675
Changes from: May 10, 2011 Total Change is: -36,560
4,097 -33,105 -71 3,437 17,245 848 -44,880 -24,176 1,618 879 -816 -58 -2,430 1,955
Percent of Open Interest Represented by Each Category of Trader
22.1 42.8 0.4 22.2 19.6 2.3 39.2 27.2 1.3 5.0 2.1 0.1 7.5 4.3
Number of Traders in Each Category Total Traders: 237
22 29 5 33 20 12 70 44 18 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 415,793
Positions
180,601 42,747 16,167 111,160 139,664 33,789 49,987 139,047 2,165 2,197 22,406 0 19,727 19,808
Changes from: May 10, 2011 Total Change is: 17,241
14,515 6,211 2,776 1,399 2,910 405 1,695 7,338 -3,557 9 -1,127 -225 224 2,510
Percent of Open Interest Represented by Each Category of Trader
43.4 10.3 3.9 26.7 33.6 8.1 12.0 33.4 0.5 0.5 5.4 0.0 4.7 4.8
Number of Traders in Each Category Total Traders: 264
18 20 . 53 47 27 41 64 15 4 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 48,211
Positions
9,826 6,451 1,985 7,851 1,420 1,970 14,771 9,928 4,173 216 4,357 0 7,419 17,927
Changes from: May 10, 2011 Total Change is: -1,481
-3,323 3,441 1,700 1,333 -9,652 -6 -1,820 1,818 12 0 -64 0 623 1,270
Percent of Open Interest Represented by Each Category of Trader
20.4 13.4 4.1 16.3 2.9 4.1 30.6 20.6 8.7 0.4 9.0 0.0 15.4 37.2
Number of Traders in Each Category Total Traders: 62
9 8 . 9 . . 14 13 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 57,272
Positions
25,929 25,029 1,797 7,677 2,850 660 9,641 12,919 2,567 952 3,422 1,382 6,667 6,646
Changes from: May 10, 2011 Total Change is: -3,065
-1,066 443 -25 -87 26 45 -269 -3,381 737 0 -2,913 550 -2,950 1,453
Percent of Open Interest Represented by Each Category of Trader
45.3 43.7 3.1 13.4 5.0 1.2 16.8 22.6 4.5 1.7 6.0 2.4 11.6 11.6
Number of Traders in Each Category Total Traders: 75
15 16 4 9 . . 12 14 4 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 30,728
Positions
256 6,838 0 20,063 12,319 3,461 2,673 5,992 173 419 0 0 3,683 1,945
Changes from: May 10, 2011 Total Change is: -690
0 -494 0 46 683 49 -857 -714 169 0 0 0 -97 -383
Percent of Open Interest Represented by Each Category of Trader
0.8 22.3 0.0 65.3 40.1 11.3 8.7 19.5 0.6 1.4 0.0 0.0 12.0 6.3
Number of Traders in Each Category Total Traders: 50
. . 0 18 15 7 6 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 39,818
Positions
5,443 17,739 725 15,577 4,100 1,044 6,964 12,097 484 2,124 798 17 7,440 2,814
Changes from: May 10, 2011 Total Change is: -416
-531 -105 -17 1,231 -165 -6 -1,636 -431 0 606 0 0 -63 308
Percent of Open Interest Represented by Each Category of Trader
13.7 44.6 1.8 39.1 10.3 2.6 17.5 30.4 1.2 5.3 2.0 0.0 18.7 7.1
Number of Traders in Each Category Total Traders: 56
6 6 . 13 7 4 11 5 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 721,053
Positions
17,078 99,801 8,549 298,671 157,464 68,436 118,028 142,910 23,840 14,920 69,224 480 171,051 150,349
Changes from: May 10, 2011 Total Change is: 60,417
6,647 11,930 4,092 21,777 10,831 -629 10,459 14,280 8,398 -219 7,269 480 9,412 3,766
Percent of Open Interest Represented by Each Category of Trader
2.4 13.8 1.2 41.4 21.8 9.5 16.4 19.8 3.3 2.1 9.6 0.1 23.7 20.9
Number of Traders in Each Category Total Traders: 167
11 19 9 41 22 36 27 31 21 4 10 .
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Traders in Financial Futures- Futures Only Positions as of May 17, 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 344,499
Positions
5,435 148,879 2,337 248,892 3,414 16,953 2,000 124,626 108 1,700 2,015 0 67,074 46,167
Changes from: May 10, 2011 Total Change is: 25,178
3,097 16,809 1,623 13,778 -1,719 -1,288 0 9,481 0 0 -85 0 7,968 357
Percent of Open Interest Represented by Each Category of Trader
1.6 43.2 0.7 72.2 1.0 4.9 0.6 36.2 0.0 0.5 0.6 0.0 19.5 13.4
Number of Traders in Each Category Total Traders: 69
. 12 5 34 . 16 . 17 . . . 0
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Traders in Financial Futures- Futures Only Positions as of May 17, 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 1,060,067
Positions
66,620 104,981 17,814 203,528 424,410 109,043 354,464 82,988 27,563 143,298 103,681 17,296 120,441 172,291
Changes from: May 10, 2011 Total Change is: 13,193
-9,329 5,008 8,169 -20,268 -16,850 11,346 21,252 -1,526 -312 -9,750 -13,731 6,164 5,921 14,925
Percent of Open Interest Represented by Each Category of Trader
6.3 9.9 1.7 19.2 40.0 10.3 33.4 7.8 2.6 13.5 9.8 1.6 11.4 16.3
Number of Traders in Each Category Total Traders: 275
18 37 12 37 62 40 50 33 28 9 28 5
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Traders in Financial Futures- Futures Only Positions as of May 17, 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 1,894,013
Positions
238,915 192,277 31,361 620,304 466,898 226,786 359,750 420,788 77,073 14,988 104,700 19,989 304,847 354,141
Changes from: May 10, 2011 Total Change is: 142,447
31,600 33,411 5,933 91,682 5,302 -13,182 -11,420 92,130 31,068 1,760 -7,794 5,634 -628 -10,055
Percent of Open Interest Represented by Each Category of Trader
12.6 10.2 1.7 32.8 24.7 12.0 19.0 22.2 4.1 0.8 5.5 1.1 16.1 18.7
Number of Traders in Each Category Total Traders: 296
24 49 18 39 59 44 39 60 33 5 21 5
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Traders in Financial Futures- Futures Only Positions as of May 17, 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 1,560,449
Positions
171,769 215,786 23,702 270,080 617,809 127,907 532,549 121,481 87,143 112,462 63,741 8,515 226,322 294,365
Changes from: May 10, 2011 Total Change is: 56,409
-16,500 36,831 -2,171 42,370 27,429 -12,916 -11,637 -3,295 41,517 2,789 -27,495 6,766 6,191 -10,257
Percent of Open Interest Represented by Each Category of Trader
11.0 13.8 1.5 17.3 39.6 8.2 34.1 7.8 5.6 7.2 4.1 0.5 14.5 18.9
Number of Traders in Each Category Total Traders: 228
19 26 17 25 47 39 49 36 29 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 699,377
Positions
179,704 163,816 279,504 4,148 3,609 10,730 74,352 70,709 97,463 10,721 15,324 6,229 36,526 51,993
Changes from: May 10, 2011 Total Change is: 17,757
5,648 -11,593 19,377 -466 1,501 -188 -7,176 6,598 2,849 -964 1,318 -2,397 1,074 292
Percent of Open Interest Represented by Each Category of Trader
25.7 23.4 40.0 0.6 0.5 1.5 10.6 10.1 13.9 1.5 2.2 0.9 5.2 7.4
Number of Traders in Each Category Total Traders: 139
22 38 54 4 4 4 18 27 33 . 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 is10,031,981
Positions
963,648 3,983,225 1,524,930 3,166,783 430,814 207,238 1,715,042 1,037,759 1,283,003 81,536 404,864 115,150 974,651 1,044,998
Changes from: May 10, 2011 Total Change is: 58,317
-167,098 16,197 49,947 -64,584 -131,505 5,317 153,030 39,665 84,771 -2,320 19,987 -7,925 7,179 -18,137
Percent of Open Interest Represented by Each Category of Trader
9.6 39.7 15.2 31.6 4.3 2.1 17.1 10.3 12.8 0.8 4.0 1.1 9.7 10.4
Number of Traders in Each Category Total Traders: 297
26 73 92 11 14 18 60 70 90 9 21 18
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Traders in Financial Futures- Futures Only Positions as of May 17, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,569
Positions
3,708 4,453 0 1,182 748 23 2,407 5,531 3 3,872 720 0 374 91
Changes from: May 10, 2011 Total Change is: 186
-270 -207 0 7 0 0 1,343 429 0 -1,000 -30 0 106 -6
Percent of Open Interest Represented by Each Category of Trader
32.1 38.5 0.0 10.2 6.5 0.2 20.8 47.8 0.0 33.5 6.2 0.0 3.2 0.8
Number of Traders in Each Category Total Traders: 32
. . 0 . 5 . 4 8 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 28,564
Positions
23,117 12,894 0 1,305 2,211 58 3,610 7,906 0 79 5,464 0 395 31
Changes from: May 10, 2011 Total Change is: 335
137 -1,043 0 0 -128 0 82 1,611 0 0 -73 0 116 -32
Percent of Open Interest Represented by Each Category of Trader
80.9 45.1 0.0 4.6 7.7 0.2 12.6 27.7 0.0 0.3 19.1 0.0 1.4 0.1
Number of Traders in Each Category Total Traders: 34
. 4 0 . 5 . 8 7 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 55,791
Positions
27,349 13,542 17 345 51 803 15,686 35,498 883 3,233 1,755 0 7,475 3,242
Changes from: May 10, 2011 Total Change is: 3,429
588 1,935 17 295 -94 -7 3,400 3,452 -210 -583 -378 -264 193 -1,022
Percent of Open Interest Represented by Each Category of Trader
49.0 24.3 0.0 0.6 0.1 1.4 28.1 63.6 1.6 5.8 3.1 0.0 13.4 5.8
Number of Traders in Each Category Total Traders: 104
8 6 . 4 . . 21 34 6 22 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 244,146
Positions
69,307 69,389 51,363 14,688 2,600 5,190 13,344 38,557 26,332 6,995 2,367 28,486 28,441 19,862
Changes from: May 10, 2011 Total Change is: 16,109
-2,349 -1,846 9,116 640 -209 301 1,525 -72 3,729 -49 -547 5,386 -2,190 251
Percent of Open Interest Represented by Each Category of Trader
28.4 28.4 21.0 6.0 1.1 2.1 5.5 15.8 10.8 2.9 1.0 11.7 11.6 8.1
Number of Traders in Each Category Total Traders: 127
13 11 22 14 4 6 24 23 30 8 8 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,001
Positions
492 4,596 0 2,457 200 0 2,529 2,456 672 730 77 0 1,121 0
Changes from: May 10, 2011 Total Change is: -83
0 -68 0 4 -67 0 23 98 -37 0 0 0 -73 -9
Percent of Open Interest Represented by Each Category of Trader
6.1 57.4 0.0 30.7 2.5 0.0 31.6 30.7 8.4 9.1 1.0 0.0 14.0 0.0
Number of Traders in Each Category Total Traders: 24
. 4 0 4 . 0 7 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 10,597
Positions
412 9,769 0 8,020 0 0 699 215 0 0 156 13 1,453 444
Changes from: May 10, 2011 Total Change is: -2,587
-333 -1,202 -993 -1 0 0 -806 -54 -19 0 0 0 -435 -319
Percent of Open Interest Represented by Each Category of Trader
3.9 92.2 0.0 75.7 0.0 0.0 6.6 2.0 0.0 0.0 1.5 0.1 13.7 4.2
Number of Traders in Each Category Total Traders: 20
. . 0 10 0 0 . . 0 0 . .
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Updated May 20, 2011