Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 140,173
Positions
13,420 38,730 1,486 20,572 34,040 185 58,687 43,866 545 8,962 516 144 36,172 20,661
Changes from: May 8, 2012 Total Change is: -8,242
1,664 -10,753 591 210 -14 4 -1,281 6,570 -1,055 -1,656 -1,589 -722 -5,997 -1,274
Percent of Open Interest Represented by Each Category of Trader
9.6 27.6 1.1 14.7 24.3 0.1 41.9 31.3 0.4 6.4 0.4 0.1 25.8 14.7
Number of Traders in Each Category Total Traders: 85
6 10 4 7 4 . 28 18 7 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 63,543
Positions
25,063 6,087 68 831 1,494 250 22,490 28,062 94 4,678 446 30 10,039 27,012
Changes from: May 8, 2012 Total Change is: 17,826
8,405 -2,359 -106 0 -4 0 7,147 14,197 0 3,095 36 0 -715 6,062
Percent of Open Interest Represented by Each Category of Trader
39.4 9.6 0.1 1.3 2.4 0.4 35.4 44.2 0.1 7.4 0.7 0.0 15.8 42.5
Number of Traders in Each Category Total Traders: 39
8 4 . . . . 6 14 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 199,270
Positions
4,210 99,820 279 10,308 47,347 6,253 114,950 24,377 364 23,869 3,494 0 39,037 17,336
Changes from: May 8, 2012 Total Change is: -531
-2,087 1,266 224 710 709 -70 3,762 -1,315 87 -330 0 0 -2,827 -1,432
Percent of Open Interest Represented by Each Category of Trader
2.1 50.1 0.1 5.2 23.8 3.1 57.7 12.2 0.2 12.0 1.8 0.0 19.6 8.7
Number of Traders in Each Category Total Traders: 105
4 13 5 7 15 4 40 16 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 139,275
Positions
35,173 36,564 200 63,052 10,195 808 15,517 46,525 281 11,202 2,367 0 13,042 42,335
Changes from: May 8, 2012 Total Change is: -2,567
-2,613 3,285 0 -1,707 536 -17 2,400 -5,639 61 335 -401 0 -1,026 -392
Percent of Open Interest Represented by Each Category of Trader
25.3 26.3 0.1 45.3 7.3 0.6 11.1 33.4 0.2 8.0 1.7 0.0 9.4 30.4
Number of Traders in Each Category Total Traders: 83
8 8 . 8 7 . 16 30 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 356,674
Positions
159,029 14,594 145 28,384 46,204 7,558 72,382 194,983 2,125 55,805 13,855 1,278 29,968 75,932
Changes from: May 8, 2012 Total Change is: 35,637
21,589 -446 -31 1,129 -770 281 12,217 28,500 1,113 -345 244 685 -1,001 6,061
Percent of Open Interest Represented by Each Category of Trader
44.6 4.1 0.0 8.0 13.0 2.1 20.3 54.7 0.6 15.6 3.9 0.4 8.4 21.3
Number of Traders in Each Category Total Traders: 190
24 10 . 15 20 12 22 74 17 9 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 144,001
Positions
68,956 16,526 452 1,935 43,535 1,162 50,390 55,604 170 2,115 1,382 6 18,815 25,164
Changes from: May 8, 2012 Total Change is: -8,107
14,799 -4,747 -69 -248 698 256 -19,792 -4,924 -72 120 240 -272 -2,829 783
Percent of Open Interest Represented by Each Category of Trader
47.9 11.5 0.3 1.3 30.2 0.8 35.0 38.6 0.1 1.5 1.0 0.0 13.1 17.5
Number of Traders in Each Category Total Traders: 85
12 7 6 . 9 . 18 31 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 130,888
Positions
33,327 40,459 75,682 1,878 0 0 4,522 2,440 7,850 4,087 0 2,948 594 1,509
Changes from: May 8, 2012 Total Change is: 5,476
-5,847 -7,888 11,952 -495 0 0 -17 12 25 0 0 0 -142 1,375
Percent of Open Interest Represented by Each Category of Trader
25.5 30.9 57.8 1.4 0.0 0.0 3.5 1.9 6.0 3.1 0.0 2.3 0.5 1.2
Number of Traders in Each Category Total Traders: 26
7 12 11 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 174,386
Positions
71,650 109,244 4,923 33,424 794 1,551 49,948 34,300 6,997 1,551 11,140 0 4,342 5,437
Changes from: May 8, 2012 Total Change is: 14,217
10,331 -3,957 4,923 3,218 158 -253 -9,519 3,630 6,186 -115 1,148 0 -554 2,382
Percent of Open Interest Represented by Each Category of Trader
41.1 62.6 2.8 19.2 0.5 0.9 28.6 19.7 4.0 0.9 6.4 0.0 2.5 3.1
Number of Traders in Each Category Total Traders: 104
8 10 . 9 . . 31 34 10 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 20,259
Positions
14,482 2,758 1,189 391 52 102 2,993 1,713 45 140 13,433 0 917 967
Changes from: May 8, 2012 Total Change is: 1,282
612 501 -43 -260 52 102 597 445 25 -20 0 0 269 200
Percent of Open Interest Represented by Each Category of Trader
71.5 13.6 5.9 1.9 0.3 0.5 14.8 8.5 0.2 0.7 66.3 0.0 4.5 4.8
Number of Traders in Each Category Total Traders: 21
6 . . . . . 6 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 17,263
Positions
4,093 6,853 0 402 0 0 7,320 7,935 162 2,771 462 0 2,515 1,851
Changes from: May 8, 2012 Total Change is: -706
1,598 -2,153 -94 17 -100 0 -2,648 2,217 37 598 14 0 -214 -627
Percent of Open Interest Represented by Each Category of Trader
23.7 39.7 0.0 2.3 0.0 0.0 42.4 46.0 0.9 16.1 2.7 0.0 14.6 10.7
Number of Traders in Each Category Total Traders: 46
7 5 0 . 0 0 9 17 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,060
Positions
12,814 31,545 903 3,871 2,824 424 21,717 9,088 285 2,350 529 0 7,696 4,463
Changes from: May 8, 2012 Total Change is: -1,764
-889 8 -9 -30 -58 66 -1,133 -2,357 122 -409 294 0 518 171
Percent of Open Interest Represented by Each Category of Trader
25.6 63.0 1.8 7.7 5.6 0.8 43.4 18.2 0.6 4.7 1.1 0.0 15.4 8.9
Number of Traders in Each Category Total Traders: 101
13 21 . 6 6 . 31 17 7 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 100,120
Positions
25,628 63,089 1,806 7,742 5,648 848 43,434 18,176 570 4,700 1,058 0 15,392 8,925
Changes from: May 8, 2012 Total Change is: -3,527
-1,778 16 -18 -59 -116 131 -2,266 -4,713 244 -817 587 0 1,036 342
Percent of Open Interest Represented by Each Category of Trader
25.6 63.0 1.8 7.7 5.6 0.8 43.4 18.2 0.6 4.7 1.1 0.0 15.4 8.9
Number of Traders in Each Category Total Traders: 101
13 21 . 6 6 . 31 17 7 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 851,882
Positions
56,969 175,884 35,626 356,911 181,966 46,319 92,848 189,673 56,559 38,125 28,760 8,105 160,419 128,990
Changes from: May 8, 2012 Total Change is: 29,164
2,187 -18,972 10,643 -5,597 10,577 1,704 6,917 -1,335 11,007 -6,102 3,255 -125 8,530 12,410
Percent of Open Interest Represented by Each Category of Trader
6.7 20.6 4.2 41.9 21.4 5.4 10.9 22.3 6.6 4.5 3.4 1.0 18.8 15.1
Number of Traders in Each Category Total Traders: 559
34 51 29 119 71 66 87 126 73 35 35 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 258,319
Positions
24,662 57,923 10,261 104,691 32,143 8,285 25,716 51,953 2,981 9,436 6,888 5,074 67,213 82,811
Changes from: May 8, 2012 Total Change is: 9,107
1,703 -11,830 3,454 -616 393 348 3,802 7,138 237 409 -47 139 -369 9,275
Percent of Open Interest Represented by Each Category of Trader
9.5 22.4 4.0 40.5 12.4 3.2 10.0 20.1 1.2 3.7 2.7 2.0 26.0 32.1
Number of Traders in Each Category Total Traders: 116
14 11 8 26 9 15 21 25 13 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,967,815
Positions
217,563 645,829 70,798 1,288,403 776,420 162,868 516,223 869,160 87,330 150,452 116,365 8,148 466,030 230,897
Changes from: May 8, 2012 Total Change is: 100,286
41,453 3,325 -3,090 -23,809 52,014 5,686 48,329 -9,614 21,097 -32,992 16,076 -884 44,496 15,676
Percent of Open Interest Represented by Each Category of Trader
7.3 21.8 2.4 43.4 26.2 5.5 17.4 29.3 2.9 5.1 3.9 0.3 15.7 7.8
Number of Traders in Each Category Total Traders: 529
34 49 21 105 68 57 87 120 58 32 34 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 102,036
Positions
20,649 17,713 382 54,934 60,490 2,224 13,571 11,566 18 1,697 4,493 0 8,561 5,150
Changes from: May 8, 2012 Total Change is: -601
3,030 -926 -42 -3,233 1,823 141 710 -362 -1,101 -2 10 0 -104 -144
Percent of Open Interest Represented by Each Category of Trader
20.2 17.4 0.4 53.8 59.3 2.2 13.3 11.3 0.0 1.7 4.4 0.0 8.4 5.0
Number of Traders in Each Category Total Traders: 93
13 8 . 32 10 10 14 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 102,304
Positions
6,122 40,275 13,011 28,715 8,248 1,538 29,771 15,224 12,577 1,462 6,029 583 8,526 4,820
Changes from: May 8, 2012 Total Change is: -1,907
-43 1,305 -1,614 -2,502 -211 319 3,988 447 -1,247 250 178 -19 -1,038 -1,065
Percent of Open Interest Represented by Each Category of Trader
6.0 39.4 12.7 28.1 8.1 1.5 29.1 14.9 12.3 1.4 5.9 0.6 8.3 4.7
Number of Traders in Each Category Total Traders: 232
19 32 14 32 22 11 56 49 22 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 21,260
Positions
9,724 12,311 629 1,036 0 0 6,117 7,511 0 329 0 0 3,425 809
Changes from: May 8, 2012 Total Change is: 643
212 726 7 0 0 0 1,360 -123 0 0 0 0 -936 33
Percent of Open Interest Represented by Each Category of Trader
45.7 57.9 3.0 4.9 0.0 0.0 28.8 35.3 0.0 1.5 0.0 0.0 16.1 3.8
Number of Traders in Each Category Total Traders: 29
10 7 . . 0 0 5 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 405,222
Positions
42,637 200,465 1,264 138,396 41,239 7,688 177,230 97,526 3,927 7,309 31,791 1,268 25,503 20,054
Changes from: May 8, 2012 Total Change is: -12,749
-9,568 -5,398 188 -12,512 -1,057 1,595 16,974 6,685 -10,073 1,251 892 -93 -511 -5,488
Percent of Open Interest Represented by Each Category of Trader
10.5 49.5 0.3 34.2 10.2 1.9 43.7 24.1 1.0 1.8 7.8 0.3 6.3 4.9
Number of Traders in Each Category Total Traders: 230
19 32 5 32 22 11 57 46 16 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 430,253
Positions
185,205 25,288 13,726 130,391 214,153 19,362 60,107 127,075 2,934 2,756 11,412 250 15,522 16,053
Changes from: May 8, 2012 Total Change is: 15,759
8,475 545 2,774 -1,108 12,989 204 5,971 -793 423 -55 609 -22 -903 -970
Percent of Open Interest Represented by Each Category of Trader
43.0 5.9 3.2 30.3 49.8 4.5 14.0 29.5 0.7 0.6 2.7 0.1 3.6 3.7
Number of Traders in Each Category Total Traders: 254
22 14 5 52 45 25 40 59 13 6 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 35,519
Positions
12,241 808 0 9,443 907 134 4,072 3,812 0 1,834 6,899 0 7,795 22,959
Changes from: May 8, 2012 Total Change is: -5,627
-157 50 0 -728 397 -64 -4,787 -6,582 0 -743 181 0 852 391
Percent of Open Interest Represented by Each Category of Trader
34.5 2.3 0.0 26.6 2.6 0.4 11.5 10.7 0.0 5.2 19.4 0.0 21.9 64.6
Number of Traders in Each Category Total Traders: 40
7 . 0 11 . . 7 . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 66,621
Positions
17,940 10,777 2,606 5,751 3,268 618 10,042 2,880 6,528 6,627 0 0 16,509 39,944
Changes from: May 8, 2012 Total Change is: -3,459
1,243 738 369 -2,759 165 -5 -6,711 1,109 -999 1,749 0 0 3,654 -4,836
Percent of Open Interest Represented by Each Category of Trader
26.9 16.2 3.9 8.6 4.9 0.9 15.1 4.3 9.8 9.9 0.0 0.0 24.8 60.0
Number of Traders in Each Category Total Traders: 51
13 12 6 5 . . 9 5 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 59,111
Positions
1,097 14,981 1,208 39,374 23,803 3,908 8,485 12,959 5 787 0 0 4,247 2,247
Changes from: May 8, 2012 Total Change is: -466
875 156 -28 -378 2,056 152 23 -1,992 -179 -36 0 0 -895 -631
Percent of Open Interest Represented by Each Category of Trader
1.9 25.3 2.0 66.6 40.3 6.6 14.4 21.9 0.0 1.3 0.0 0.0 7.2 3.8
Number of Traders in Each Category Total Traders: 62
. 4 . 19 22 9 9 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 91,768
Positions
13,660 34,117 1,921 47,678 5,681 2,725 10,262 39,773 71 5,360 2,287 234 9,857 4,959
Changes from: May 8, 2012 Total Change is: 6,403
3,992 -428 90 4,599 -698 -113 -827 5,234 7 -447 1,602 0 -898 709
Percent of Open Interest Represented by Each Category of Trader
14.9 37.2 2.1 52.0 6.2 3.0 11.2 43.3 0.1 5.8 2.5 0.3 10.7 5.4
Number of Traders in Each Category Total Traders: 91
8 16 6 22 10 10 13 10 . 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 645,984
Positions
8,331 131,354 3,316 270,647 142,415 77,225 84,328 77,366 11,249 23,265 51,469 125 167,498 151,465
Changes from: May 8, 2012 Total Change is: 34,354
-2,533 1,464 536 29,893 -4,439 -1,992 -6,511 25,762 2,418 2,165 991 74 10,304 9,540
Percent of Open Interest Represented by Each Category of Trader
1.3 20.3 0.5 41.9 22.0 12.0 13.1 12.0 1.7 3.6 8.0 0.0 25.9 23.4
Number of Traders in Each Category Total Traders: 176
5 23 9 41 25 30 28 35 23 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 365,348
Positions
2,478 138,014 754 253,892 13,601 26,968 7,538 110,605 56 8,194 18,955 0 65,468 56,395
Changes from: May 8, 2012 Total Change is: 7,028
0 526 219 3,629 -339 -2,099 2,433 3,098 0 0 3,584 0 2,846 2,039
Percent of Open Interest Represented by Each Category of Trader
0.7 37.8 0.2 69.5 3.7 7.4 2.1 30.3 0.0 2.2 5.2 0.0 17.9 15.4
Number of Traders in Each Category Total Traders: 69
. 11 4 34 6 22 . 8 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,015,401
Positions
71,997 180,910 17,650 220,228 113,432 76,598 295,315 449,298 28,040 180,408 47,652 4,504 120,661 97,317
Changes from: May 8, 2012 Total Change is: 17,486
4,148 -9,370 7,810 307 -31,415 1,193 2,050 44,684 211 2,486 3,818 -3,233 2,514 3,788
Percent of Open Interest Represented by Each Category of Trader
7.1 17.8 1.7 21.7 11.2 7.5 29.1 44.2 2.8 17.8 4.7 0.4 11.9 9.6
Number of Traders in Each Category Total Traders: 226
13 25 11 40 26 40 43 38 23 21 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,906,411
Positions
129,093 196,364 58,376 685,736 526,811 218,977 326,250 387,197 56,095 106,061 135,504 18,980 306,843 308,107
Changes from: May 8, 2012 Total Change is: 21,869
15,814 -36,353 16,677 8,954 24,150 -5,590 -42,852 42,546 13,166 -7,847 -4,115 -1,379 24,926 -27,233
Percent of Open Interest Represented by Each Category of Trader
6.8 10.3 3.1 36.0 27.6 11.5 17.1 20.3 2.9 5.6 7.1 1.0 16.1 16.2
Number of Traders in Each Category Total Traders: 303
26 46 20 27 59 51 42 70 41 11 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,408,673
Positions
78,207 137,122 27,507 311,265 516,350 148,894 278,186 200,057 25,606 282,745 75,115 22,211 234,052 255,811
Changes from: May 8, 2012 Total Change is: 39,005
-33,431 25,927 2,928 -40,645 2,901 6,443 8,873 24,326 13 98,762 -14,355 1,776 -5,714 -10,954
Percent of Open Interest Represented by Each Category of Trader
5.6 9.7 2.0 22.1 36.7 10.6 19.7 14.2 1.8 20.1 5.3 1.6 16.6 18.2
Number of Traders in Each Category Total Traders: 205
9 29 10 26 36 34 37 37 31 11 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 528,528
Positions
190,418 138,072 194,037 565 9,245 3,758 50,230 56,697 60,416 1,721 11,779 5,564 21,819 48,960
Changes from: May 8, 2012 Total Change is: 28,813
10,839 -2,773 13,347 0 7,685 501 -553 -1,035 6,010 461 1,030 760 -2,552 3,288
Percent of Open Interest Represented by Each Category of Trader
36.0 26.1 36.7 0.1 1.7 0.7 9.5 10.7 11.4 0.3 2.2 1.1 4.1 9.3
Number of Traders in Each Category Total Traders: 90
25 23 43 . . . 16 16 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,834,239
Positions
2,233,222 2,087,819 1,941,627 394,114 222,610 207,363 1,010,471 617,678 1,808,145 197,769 691,209 268,776 772,752 989,012
Changes from: May 8, 2012 Total Change is: -110,013
169,044 -201,737 44,686 -44,196 -122,734 17,338 -202,832 -44,590 32,208 -13,499 174,804 -58,275 -54,487 48,287
Percent of Open Interest Represented by Each Category of Trader
25.3 23.6 22.0 4.5 2.5 2.3 11.4 7.0 20.5 2.2 7.8 3.0 8.7 11.2
Number of Traders in Each Category Total Traders: 253
37 49 82 14 7 16 51 55 88 13 14 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 8,409
Positions
4,202 253 0 640 973 6 1,809 6,561 217 1,320 275 0 215 124
Changes from: May 8, 2012 Total Change is: 190
155 -6 0 9 0 0 -15 190 -5 0 -5 0 46 16
Percent of Open Interest Represented by Each Category of Trader
50.0 3.0 0.0 7.6 11.6 0.1 21.5 78.0 2.6 15.7 3.3 0.0 2.6 1.5
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 8,647
Positions
6,136 3,845 0 1,150 2,451 45 993 1,962 0 72 266 0 251 78
Changes from: May 8, 2012 Total Change is: 162
272 62 0 0 125 0 -100 44 0 0 -95 0 -10 26
Percent of Open Interest Represented by Each Category of Trader
71.0 44.5 0.0 13.3 28.3 0.5 11.5 22.7 0.0 0.8 3.1 0.0 2.9 0.9
Number of Traders in Each Category Total Traders: 29
. 5 0 . 5 . 4 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 59,379
Positions
13,799 23,239 0 4,075 0 234 26,410 32,981 650 8,342 651 9 5,860 1,615
Changes from: May 8, 2012 Total Change is: 13,383
-1,548 3,460 -71 1,910 -987 -20 12,023 11,375 -416 1,333 143 -14 186 -87
Percent of Open Interest Represented by Each Category of Trader
23.2 39.1 0.0 6.9 0.0 0.4 44.5 55.5 1.1 14.0 1.1 0.0 9.9 2.7
Number of Traders in Each Category Total Traders: 126
9 . 0 8 0 . 48 19 6 30 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 326,566
Positions
137,384 58,557 33,283 36,675 3,964 6,811 6,651 106,805 28,103 1,360 10,182 50,659 25,640 28,202
Changes from: May 8, 2012 Total Change is: -219
-6,484 -3,628 1,556 -1,944 -302 -1,064 -337 -3,157 6,665 -513 -3,572 870 1,032 2,413
Percent of Open Interest Represented by Each Category of Trader
42.1 17.9 10.2 11.2 1.2 2.1 2.0 32.7 8.6 0.4 3.1 15.5 7.9 8.6
Number of Traders in Each Category Total Traders: 138
15 13 22 9 9 9 17 44 47 6 13 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,976
Positions
917 811 304 2,870 1,021 0 2,144 3,673 594 0 527 0 147 46
Changes from: May 8, 2012 Total Change is: -115
73 -165 7 -50 -67 0 93 76 0 -290 0 0 52 34
Percent of Open Interest Represented by Each Category of Trader
13.1 11.6 4.4 41.1 14.6 0.0 30.7 52.7 8.5 0.0 7.6 0.0 2.1 0.7
Number of Traders in Each Category Total Traders: 21
. . . 5 . 0 5 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 21, 2012