Traders in Financial Futures - Futures Only Positions as of May 22, 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 130,992
Positions
14,921 21,927 1,071 20,670 34,010 181 50,338 47,936 978 8,342 35 1 34,490 24,853
Changes from: May 15, 2012 Total Change is: -9,181
1,501 -16,803 -415 98 -30 -4 -8,349 4,070 433 -620 -481 -143 -1,682 4,192
Percent of Open Interest Represented by Each Category of Trader
11.4 16.7 0.8 15.8 26.0 0.1 38.4 36.6 0.7 6.4 0.0 0.0 26.3 19.0
Number of Traders in Each Category Total Traders: 77
6 8 4 6 4 . 18 25 6 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 71,832
Positions
32,664 6,278 10 813 1,459 242 23,864 34,594 185 5,407 446 76 8,571 28,542
Changes from: May 15, 2012 Total Change is: 8,289
7,601 191 -58 -18 -35 -8 1,374 6,532 91 729 0 46 -1,468 1,530
Percent of Open Interest Represented by Each Category of Trader
45.5 8.7 0.0 1.1 2.0 0.3 33.2 48.2 0.3 7.5 0.6 0.1 11.9 39.7
Number of Traders in Each Category Total Traders: 40
8 4 . . . . 5 16 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 184,497
Positions
20,970 92,097 922 9,843 36,681 6,850 92,449 21,642 995 25,883 3,564 34 26,551 21,712
Changes from: May 15, 2012 Total Change is: -14,773
16,760 -7,723 643 -465 -10,666 597 -22,501 -2,735 631 2,014 70 34 -12,486 4,376
Percent of Open Interest Represented by Each Category of Trader
11.4 49.9 0.5 5.3 19.9 3.7 50.1 11.7 0.5 14.0 1.9 0.0 14.4 11.8
Number of Traders in Each Category Total Traders: 89
8 9 6 6 15 . 27 16 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 142,168
Positions
33,944 44,695 1,380 62,700 9,844 756 16,839 42,473 228 11,007 2,387 0 15,314 40,405
Changes from: May 15, 2012 Total Change is: 2,893
-1,229 8,131 1,180 -352 -351 -52 1,322 -4,052 -53 -195 20 0 2,272 -1,930
Percent of Open Interest Represented by Each Category of Trader
23.9 31.4 1.0 44.1 6.9 0.5 11.8 29.9 0.2 7.7 1.7 0.0 10.8 28.4
Number of Traders in Each Category Total Traders: 78
6 11 . 8 6 . 16 24 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 376,708
Positions
178,530 17,772 1,051 27,194 41,543 9,692 68,915 216,214 2,531 56,122 11,896 1,588 31,085 74,421
Changes from: May 15, 2012 Total Change is: 20,034
19,501 3,178 906 -1,190 -4,661 2,134 -3,467 21,231 406 317 -1,959 310 1,117 -1,511
Percent of Open Interest Represented by Each Category of Trader
47.4 4.7 0.3 7.2 11.0 2.6 18.3 57.4 0.7 14.9 3.2 0.4 8.3 19.8
Number of Traders in Each Category Total Traders: 186
24 12 4 15 21 13 21 68 15 10 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 139,963
Positions
85,293 11,727 372 1,659 45,270 887 29,340 52,448 142 3,277 1,851 0 18,993 27,266
Changes from: May 15, 2012 Total Change is: -4,038
16,337 -4,799 -80 -276 1,735 -275 -21,050 -3,156 -28 1,162 469 -6 178 2,102
Percent of Open Interest Represented by Each Category of Trader
60.9 8.4 0.3 1.2 32.3 0.6 21.0 37.5 0.1 2.3 1.3 0.0 13.6 19.5
Number of Traders in Each Category Total Traders: 83
14 4 4 . 9 . 13 36 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 108,556
Positions
54,895 61,344 33,680 1,700 0 0 3,565 2,528 7,788 3,587 0 2,948 393 268
Changes from: May 15, 2012 Total Change is: -22,332
21,568 20,885 -42,002 -178 0 0 -957 88 -62 -500 0 0 -201 -1,241
Percent of Open Interest Represented by Each Category of Trader
50.6 56.5 31.0 1.6 0.0 0.0 3.3 2.3 7.2 3.3 0.0 2.7 0.4 0.2
Number of Traders in Each Category Total Traders: 25
7 12 11 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 189,254
Positions
79,694 90,338 10,158 23,935 1,048 1,551 51,566 50,726 17,111 2,047 11,212 111 3,081 6,999
Changes from: May 15, 2012 Total Change is: 14,868
8,044 -18,906 5,235 -9,489 254 0 1,618 16,426 10,114 496 72 111 -1,261 1,562
Percent of Open Interest Represented by Each Category of Trader
42.1 47.7 5.4 12.6 0.6 0.8 27.2 26.8 9.0 1.1 5.9 0.1 1.6 3.7
Number of Traders in Each Category Total Traders: 118
11 9 . 9 . . 25 44 10 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 20,542
Positions
14,627 2,503 1,375 391 225 184 3,115 1,714 116 120 13,433 0 614 992
Changes from: May 15, 2012 Total Change is: 283
145 -255 186 0 173 82 122 1 71 -20 0 0 -303 25
Percent of Open Interest Represented by Each Category of Trader
71.2 12.2 6.7 1.9 1.1 0.9 15.2 8.3 0.6 0.6 65.4 0.0 3.0 4.8
Number of Traders in Each Category Total Traders: 23
7 . . . . . 7 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 21,439
Positions
8,373 5,806 0 211 130 0 7,433 11,528 0 3,799 608 0 1,623 3,367
Changes from: May 15, 2012 Total Change is: 4,176
4,280 -1,047 0 -191 130 0 113 3,593 -162 1,028 146 0 -892 1,516
Percent of Open Interest Represented by Each Category of Trader
39.1 27.1 0.0 1.0 0.6 0.0 34.7 53.8 0.0 17.7 2.8 0.0 7.6 15.7
Number of Traders in Each Category Total Traders: 50
9 . 0 . . 0 8 22 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 67,190
Positions
17,108 28,547 10,549 4,752 3,184 403 15,983 7,395 7,116 1,344 1,522 1,276 8,661 7,201
Changes from: May 15, 2012 Total Change is: 17,130
4,294 -2,998 9,646 881 360 -22 -5,734 -1,694 6,831 -1,006 993 1,276 965 2,739
Percent of Open Interest Represented by Each Category of Trader
25.5 42.5 15.7 7.1 4.7 0.6 23.8 11.0 10.6 2.0 2.3 1.9 12.9 10.7
Number of Traders in Each Category Total Traders: 103
16 17 5 7 6 . 27 18 16 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 16,237
Positions
9,611 8,681 0 1,050 0 0 4,169 2,612 0 0 2,174 0 1,407 2,770
Changes from: May 15, 2012 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
59.2 53.5 0.0 6.5 0.0 0.0 25.7 16.1 0.0 0.0 13.4 0.0 8.7 17.1
Number of Traders in Each Category Total Traders: 20
4 6 0 . 0 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 101,906
Positions
34,132 58,869 1,960 7,403 6,367 805 37,188 23,125 671 5,240 1,247 0 14,507 8,862
Changes from: May 15, 2012 Total Change is: 1,786
8,504 -4,220 154 -339 719 -43 -6,246 4,949 101 540 189 0 -885 -63
Percent of Open Interest Represented by Each Category of Trader
33.5 57.8 1.9 7.3 6.2 0.8 36.5 22.7 0.7 5.1 1.2 0.0 14.2 8.7
Number of Traders in Each Category Total Traders: 100
15 16 . 6 6 . 27 21 10 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 873,488
Positions
60,464 151,868 52,397 359,681 182,562 47,079 78,011 198,249 64,445 35,248 27,749 9,204 166,960 139,935
Changes from: May 15, 2012 Total Change is: 21,606
3,494 -24,016 16,772 2,770 596 759 -14,837 8,577 7,886 -2,878 -1,011 1,099 6,541 10,945
Percent of Open Interest Represented by Each Category of Trader
6.9 17.4 6.0 41.2 20.9 5.4 8.9 22.7 7.4 4.0 3.2 1.1 19.1 16.0
Number of Traders in Each Category Total Traders: 538
38 49 31 118 63 66 70 132 75 34 33 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 273,358
Positions
31,700 61,219 9,362 105,928 32,054 8,320 30,035 55,563 2,909 10,469 6,163 5,397 69,238 92,371
Changes from: May 15, 2012 Total Change is: 15,039
7,038 3,296 -899 1,237 -89 35 4,319 3,610 -72 1,033 -725 323 2,025 9,560
Percent of Open Interest Represented by Each Category of Trader
11.6 22.4 3.4 38.8 11.7 3.0 11.0 20.3 1.1 3.8 2.3 2.0 25.3 33.8
Number of Traders in Each Category Total Traders: 110
14 11 7 27 9 15 19 22 11 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 3,000,650
Positions
268,242 577,667 90,753 1,294,156 777,931 168,403 472,946 946,498 74,613 136,014 120,052 6,913 488,610 237,820
Changes from: May 15, 2012 Total Change is: 32,835
50,679 -68,162 19,955 5,753 1,511 5,535 -43,277 77,338 -12,717 -14,438 3,687 -1,235 22,580 6,923
Percent of Open Interest Represented by Each Category of Trader
8.9 19.3 3.0 43.1 25.9 5.6 15.8 31.5 2.5 4.5 4.0 0.2 16.3 7.9
Number of Traders in Each Category Total Traders: 510
38 46 24 104 60 57 75 123 63 32 32 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 105,500
Positions
26,497 16,290 375 53,795 63,699 2,202 9,588 11,247 2,558 1,697 4,503 0 8,788 4,626
Changes from: May 15, 2012 Total Change is: 3,464
5,848 -1,423 -7 -1,139 3,209 -22 -3,983 -319 2,540 0 10 0 227 -524
Percent of Open Interest Represented by Each Category of Trader
25.1 15.4 0.4 51.0 60.4 2.1 9.1 10.7 2.4 1.6 4.3 0.0 8.3 4.4
Number of Traders in Each Category Total Traders: 89
13 7 . 32 11 11 12 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 101,472
Positions
7,393 36,336 14,364 28,283 8,896 1,489 23,996 12,195 16,026 1,193 6,385 460 8,268 5,320
Changes from: May 15, 2012 Total Change is: -832
1,270 -3,939 1,353 -432 649 -48 -5,775 -3,030 3,449 -269 356 -123 -257 501
Percent of Open Interest Represented by Each Category of Trader
7.3 35.8 14.2 27.9 8.8 1.5 23.6 12.0 15.8 1.2 6.3 0.5 8.1 5.2
Number of Traders in Each Category Total Traders: 226
22 32 14 29 22 11 52 47 15 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 22,449
Positions
10,354 12,679 656 1,036 0 0 6,158 8,253 0 329 0 0 3,916 861
Changes from: May 15, 2012 Total Change is: 1,189
630 368 27 0 0 0 41 742 0 0 0 0 491 52
Percent of Open Interest Represented by Each Category of Trader
46.1 56.5 2.9 4.6 0.0 0.0 27.4 36.8 0.0 1.5 0.0 0.0 17.4 3.8
Number of Traders in Each Category Total Traders: 27
10 6 . . 0 0 . 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 395,117
Positions
52,280 185,372 1,453 136,235 44,482 7,447 156,954 87,473 12,366 5,966 33,572 655 21,761 22,297
Changes from: May 15, 2012 Total Change is: -10,105
9,643 -15,093 189 -2,161 3,243 -241 -20,276 -10,053 8,439 -1,343 1,781 -613 -3,742 2,243
Percent of Open Interest Represented by Each Category of Trader
13.2 46.9 0.4 34.5 11.3 1.9 39.7 22.1 3.1 1.5 8.5 0.2 5.5 5.6
Number of Traders in Each Category Total Traders: 224
22 31 7 29 22 11 53 45 10 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 439,673
Positions
198,630 30,114 14,160 131,003 221,476 20,068 54,568 121,133 3,108 2,838 12,887 250 15,048 16,477
Changes from: May 15, 2012 Total Change is: 9,420
13,425 4,826 434 612 7,323 706 -5,539 -5,942 174 82 1,475 0 -474 424
Percent of Open Interest Represented by Each Category of Trader
45.2 6.8 3.2 29.8 50.4 4.6 12.4 27.6 0.7 0.6 2.9 0.1 3.4 3.7
Number of Traders in Each Category Total Traders: 248
21 14 6 51 45 25 36 60 11 6 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 35,095
Positions
12,135 435 0 9,064 1,244 114 4,209 4,216 0 1,734 7,080 0 7,839 22,006
Changes from: May 15, 2012 Total Change is: -424
-106 -373 0 -379 337 -20 137 404 0 -100 181 0 44 -953
Percent of Open Interest Represented by Each Category of Trader
34.6 1.2 0.0 25.8 3.5 0.3 12.0 12.0 0.0 4.9 20.2 0.0 22.3 62.7
Number of Traders in Each Category Total Traders: 40
7 . 0 11 . . 8 . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 68,620
Positions
24,570 7,774 2,119 5,925 3,549 794 8,809 2,626 6,799 7,734 0 0 11,870 44,959
Changes from: May 15, 2012 Total Change is: 1,999
6,630 -3,003 -487 174 281 176 -1,233 -254 271 1,107 0 0 -4,639 5,015
Percent of Open Interest Represented by Each Category of Trader
35.8 11.3 3.1 8.6 5.2 1.2 12.8 3.8 9.9 11.3 0.0 0.0 17.3 65.5
Number of Traders in Each Category Total Traders: 55
17 10 4 5 . . 9 5 . 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 61,124
Positions
222 15,009 1,209 43,596 26,846 3,596 8,265 12,481 5 244 0 0 3,987 1,978
Changes from: May 15, 2012 Total Change is: 2,013
-875 28 1 4,222 3,043 -312 -220 -478 0 -543 0 0 -260 -269
Percent of Open Interest Represented by Each Category of Trader
0.4 24.6 2.0 71.3 43.9 5.9 13.5 20.4 0.0 0.4 0.0 0.0 6.5 3.2
Number of Traders in Each Category Total Traders: 63
. 5 . 20 22 8 9 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 96,846
Positions
13,192 33,984 2,323 49,293 6,317 4,237 12,551 40,667 65 5,907 2,737 223 9,055 6,293
Changes from: May 15, 2012 Total Change is: 5,078
-468 -133 402 1,615 636 1,512 2,289 894 -6 547 450 -11 -802 1,334
Percent of Open Interest Represented by Each Category of Trader
13.6 35.1 2.4 50.9 6.5 4.4 13.0 42.0 0.1 6.1 2.8 0.2 9.3 6.5
Number of Traders in Each Category Total Traders: 90
7 17 6 22 9 10 15 9 . 8 . .
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Traders in Financial Futures - Futures Only Positions as of May 22, 2012
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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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 688,700
Positions
11,789 173,535 5,049 291,322 157,955 75,040 95,710 76,637 16,847 24,531 36,535 66 168,346 147,036
Changes from: May 15, 2012 Total Change is: 42,716
3,458 42,181 1,733 20,675 15,540 -2,185 11,382 -729 5,598 1,266 -14,934 -59 848 -4,429
Percent of Open Interest Represented by Each Category of Trader
1.7 25.2 0.7 42.3 22.9 10.9 13.9 11.1 2.4 3.6 5.3 0.0 24.4 21.3
Number of Traders in Each Category Total Traders: 178
6 27 11 39 24 28 29 33 26 8 12 .
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Traders in Financial Futures - Futures Only Positions as of May 22, 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 :
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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 359,292
Positions
2,478 144,314 1,079 242,109 12,391 29,128 9,508 95,920 56 8,699 18,413 0 66,235 57,991
Changes from: May 15, 2012 Total Change is: -6,056
0 6,300 325 -11,783 -1,210 2,160 1,970 -14,685 0 505 -542 0 767 1,596
Percent of Open Interest Represented by Each Category of Trader
0.7 40.2 0.3 67.4 3.4 8.1 2.6 26.7 0.0 2.4 5.1 0.0 18.4 16.1
Number of Traders in Each Category Total Traders: 67
. 11 4 32 5 19 4 8 . . 4 0
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Traders in Financial Futures - Futures Only Positions as of May 22, 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 :
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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 962,943
Positions
77,819 152,808 17,986 226,216 113,749 62,008 245,728 430,343 31,724 174,808 48,102 3,580 123,074 102,643
Changes from: May 15, 2012 Total Change is: -52,458
5,822 -28,102 336 5,988 317 -14,590 -49,587 -18,955 3,684 -5,600 450 -924 2,413 5,326
Percent of Open Interest Represented by Each Category of Trader
8.1 15.9 1.9 23.5 11.8 6.4 25.5 44.7 3.3 18.2 5.0 0.4 12.8 10.7
Number of Traders in Each Category Total Traders: 227
17 21 9 39 27 37 43 41 27 19 20 .
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Traders in Financial Futures - Futures Only Positions as of May 22, 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 :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,010,955
Positions
112,264 231,570 99,164 766,191 559,611 211,758 331,373 379,068 82,748 100,884 118,579 21,565 285,008 306,892
Changes from: May 15, 2012 Total Change is: 104,544
-16,829 35,206 40,788 80,455 32,800 -7,219 5,123 -8,129 26,653 -5,177 -16,925 2,585 -21,835 -1,215
Percent of Open Interest Represented by Each Category of Trader
5.6 11.5 4.9 38.1 27.8 10.5 16.5 18.9 4.1 5.0 5.9 1.1 14.2 15.3
Number of Traders in Each Category Total Traders: 303
28 46 31 25 59 47 42 70 38 11 22 8
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Traders in Financial Futures - Futures Only Positions as of May 22, 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 :
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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 1,423,810
Positions
76,517 142,369 40,316 260,442 525,932 146,456 306,495 161,309 47,310 278,332 80,766 24,006 243,936 255,346
Changes from: May 15, 2012 Total Change is: 15,137
-1,690 5,247 12,809 -50,823 9,582 -2,438 28,309 -38,748 21,704 -4,413 5,651 1,795 9,884 -465
Percent of Open Interest Represented by Each Category of Trader
5.4 10.0 2.8 18.3 36.9 10.3 21.5 11.3 3.3 19.5 5.7 1.7 17.1 17.9
Number of Traders in Each Category Total Traders: 198
10 25 11 27 35 32 37 34 24 9 21 7
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Traders in Financial Futures - Futures Only Positions as of May 22, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 539,386
Positions
199,640 136,190 192,624 965 10,022 4,193 47,024 59,731 64,179 2,220 12,132 5,933 22,608 54,382
Changes from: May 15, 2012 Total Change is: 10,858
9,222 -1,882 -1,413 400 777 435 -3,206 3,034 3,763 499 353 369 789 5,422
Percent of Open Interest Represented by Each Category of Trader
37.0 25.2 35.7 0.2 1.9 0.8 8.7 11.1 11.9 0.4 2.2 1.1 4.2 10.1
Number of Traders in Each Category Total Traders: 90
22 26 43 . . . 13 18 22 . . .
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Traders in Financial Futures - Futures Only Positions as of May 22, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,591,135
Positions
2,291,837 2,067,363 1,957,594 302,618 92,202 201,178 896,011 603,083 1,709,270 197,621 687,486 262,091 772,915 1,010,868
Changes from: May 15, 2012 Total Change is: -243,104
58,615 -20,456 15,967 -91,496 -130,408 -6,185 -114,460 -14,595 -98,875 -148 -3,723 -6,685 163 21,856
Percent of Open Interest Represented by Each Category of Trader
26.7 24.1 22.8 3.5 1.1 2.3 10.4 7.0 19.9 2.3 8.0 3.1 9.0 11.8
Number of Traders in Each Category Total Traders: 253
35 48 80 13 6 16 51 58 88 12 16 20
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Traders in Financial Futures - Futures Only Positions as of May 22, 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 :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 8,464
Positions
4,181 275 0 632 973 6 1,714 6,511 343 1,345 215 0 243 141
Changes from: May 15, 2012 Total Change is: 55
-21 22 0 -8 0 0 -95 -50 126 25 -60 0 28 17
Percent of Open Interest Represented by Each Category of Trader
49.4 3.2 0.0 7.5 11.5 0.1 20.3 76.9 4.1 15.9 2.5 0.0 2.9 1.7
Number of Traders in Each Category Total Traders: 27
. . 0 . 4 . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 9,041
Positions
5,963 4,002 0 1,147 1,975 45 1,596 2,583 0 40 396 0 250 40
Changes from: May 15, 2012 Total Change is: 394
-173 157 0 -3 -476 0 603 621 0 -32 130 0 -1 -38
Percent of Open Interest Represented by Each Category of Trader
66.0 44.3 0.0 12.7 21.8 0.5 17.7 28.6 0.0 0.4 4.4 0.0 2.8 0.4
Number of Traders in Each Category Total Traders: 32
. 5 0 . 5 . 7 8 0 . . 0
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Traders in Financial Futures - Futures Only Positions as of May 22, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 74,493
Positions
14,063 36,893 0 5,863 63 225 42,631 34,459 575 5,107 710 18 6,011 1,550
Changes from: May 15, 2012 Total Change is: 15,114
264 13,654 0 1,788 63 -9 16,221 1,478 -75 -3,235 59 9 151 -65
Percent of Open Interest Represented by Each Category of Trader
18.9 49.5 0.0 7.9 0.1 0.3 57.2 46.3 0.8 6.9 1.0 0.0 8.1 2.1
Number of Traders in Each Category Total Traders: 125
8 . 0 8 . . 54 17 . 29 4 .
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Traders in Financial Futures - Futures Only Positions as of May 22, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 287,635
Positions
124,558 61,977 26,615 34,151 3,796 6,753 11,239 98,019 26,670 1,776 9,952 36,255 19,618 17,598
Changes from: May 15, 2012 Total Change is: -38,931
-12,826 3,420 -6,668 -2,524 -168 -58 4,588 -8,786 -1,433 416 -230 -14,404 -6,022 -10,604
Percent of Open Interest Represented by Each Category of Trader
43.3 21.5 9.3 11.9 1.3 2.3 3.9 34.1 9.3 0.6 3.5 12.6 6.8 6.1
Number of Traders in Each Category Total Traders: 130
14 12 19 9 9 10 20 43 40 6 8 11
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Traders in Financial Futures - Futures Only Positions as of May 22, 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 :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 7,149
Positions
1,458 808 307 2,484 1,043 0 2,220 3,398 594 0 988 0 86 11
Changes from: May 15, 2012 Total Change is: 173
541 -3 3 -386 22 0 76 -275 0 0 461 0 -61 -35
Percent of Open Interest Represented by Each Category of Trader
20.4 11.3 4.3 34.7 14.6 0.0 31.1 47.5 8.3 0.0 13.8 0.0 1.2 0.2
Number of Traders in Each Category Total Traders: 24
. . . 6 . 0 5 4 . 0 . 0
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Updated May 25, 2012