Traders in Financial Futures - Futures Only Positions as of June 5, 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 137,391
Positions
32,760 18,424 1,473 22,362 34,461 178 31,139 42,858 7,800 8,674 1,616 89 32,916 30,492
Changes from: May 29, 2012 Total Change is: 10,765
11,896 -858 -139 1,509 40 -9 -9,628 413 5,637 280 1,472 -7 1,226 4,216
Percent of Open Interest Represented by Each Category of Trader
23.8 13.4 1.1 16.3 25.1 0.1 22.7 31.2 5.7 6.3 1.2 0.1 24.0 22.2
Number of Traders in Each Category Total Traders: 86
10 6 7 6 5 . 13 33 13 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 71,967
Positions
35,039 6,543 10 1,133 1,463 242 22,615 34,643 389 5,074 425 76 7,389 28,176
Changes from: May 29, 2012 Total Change is: 72
2,100 70 0 221 0 0 -2,841 1,501 164 130 -2 0 298 -1,661
Percent of Open Interest Represented by Each Category of Trader
48.7 9.1 0.0 1.6 2.0 0.3 31.4 48.1 0.5 7.1 0.6 0.1 10.3 39.2
Number of Traders in Each Category Total Traders: 45
8 5 . . . . 7 18 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 184,583
Positions
37,064 65,295 3,814 9,349 36,913 7,879 78,194 29,033 2,957 28,902 6,045 20 16,404 32,627
Changes from: May 29, 2012 Total Change is: 3,148
8,592 -19,559 2,272 -348 1,125 623 -3,489 4,519 2,042 1,504 2,082 -52 -7,996 10,096
Percent of Open Interest Represented by Each Category of Trader
20.1 35.4 2.1 5.1 20.0 4.3 42.4 15.7 1.6 15.7 3.3 0.0 8.9 17.7
Number of Traders in Each Category Total Traders: 96
9 10 7 4 16 4 22 26 13 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 169,663
Positions
31,069 66,944 6,854 61,841 8,715 670 33,970 47,536 961 10,132 2,497 36 24,130 35,450
Changes from: May 29, 2012 Total Change is: 28,979
-875 17,706 5,416 -956 -1,222 -105 16,052 8,999 765 -212 51 0 8,894 -2,631
Percent of Open Interest Represented by Each Category of Trader
18.3 39.5 4.0 36.4 5.1 0.4 20.0 28.0 0.6 6.0 1.5 0.0 14.2 20.9
Number of Traders in Each Category Total Traders: 83
6 14 5 9 6 . 21 19 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 401,812
Positions
194,354 17,632 2,121 30,689 42,554 8,681 74,691 234,828 5,211 53,822 13,876 1,221 31,022 75,688
Changes from: May 29, 2012 Total Change is: 7,652
7,592 -496 826 3,253 286 -1,253 -670 7,141 2,040 -2,297 -236 -9 -1,830 -647
Percent of Open Interest Represented by Each Category of Trader
48.4 4.4 0.5 7.6 10.6 2.2 18.6 58.4 1.3 13.4 3.5 0.3 7.7 18.8
Number of Traders in Each Category Total Traders: 195
25 12 6 17 24 12 24 65 20 9 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 158,833
Positions
122,667 9,393 698 2,396 44,816 894 10,509 68,429 4,400 4,216 2,448 26 13,027 27,729
Changes from: May 29, 2012 Total Change is: 16,217
15,751 426 406 572 -179 7 -3,536 12,569 3,916 574 385 26 -1,499 -1,339
Percent of Open Interest Represented by Each Category of Trader
77.2 5.9 0.4 1.5 28.2 0.6 6.6 43.1 2.8 2.7 1.5 0.0 8.2 17.5
Number of Traders in Each Category Total Traders: 90
13 5 5 . 9 . 17 37 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 108,216
Positions
55,804 58,369 35,783 1,240 0 0 1,473 2,864 7,805 2,977 0 2,905 229 490
Changes from: May 29, 2012 Total Change is: 439
-207 -1,379 1,457 -199 0 0 -93 156 17 -510 0 -43 17 231
Percent of Open Interest Represented by Each Category of Trader
51.6 53.9 33.1 1.1 0.0 0.0 1.4 2.6 7.2 2.8 0.0 2.7 0.2 0.5
Number of Traders in Each Category Total Traders: 25
8 9 12 . 0 0 . 4 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 192,370
Positions
85,944 87,529 11,669 19,241 1,879 1,705 48,075 46,829 21,058 1,615 13,683 107 2,956 7,911
Changes from: May 29, 2012 Total Change is: 4,912
3,075 -2,537 -219 533 100 154 -6,373 1,593 5,489 -710 -3,348 107 2,856 3,573
Percent of Open Interest Represented by Each Category of Trader
44.7 45.5 6.1 10.0 1.0 0.9 25.0 24.3 10.9 0.8 7.1 0.1 1.5 4.1
Number of Traders in Each Category Total Traders: 120
10 7 . 8 . . 19 50 8 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 19,747
Positions
17,446 1,603 55 200 2,239 0 1,403 1,347 188 100 13,428 0 355 887
Changes from: May 29, 2012 Total Change is: -1,294
3,317 -597 -2,619 -191 1,391 -78 -1,633 462 -36 0 0 0 -54 183
Percent of Open Interest Represented by Each Category of Trader
88.3 8.1 0.3 1.0 11.3 0.0 7.1 6.8 1.0 0.5 68.0 0.0 1.8 4.5
Number of Traders in Each Category Total Traders: 21
6 . . . . 0 4 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 21,530
Positions
8,903 5,377 0 0 277 0 6,979 11,712 152 3,900 763 0 1,596 3,249
Changes from: May 29, 2012 Total Change is: 77
-162 -10 -1 0 -21 0 198 101 -5 131 41 0 -84 -28
Percent of Open Interest Represented by Each Category of Trader
41.4 25.0 0.0 0.0 1.3 0.0 32.4 54.4 0.7 18.1 3.5 0.0 7.4 15.1
Number of Traders in Each Category Total Traders: 45
9 . 0 0 . 0 7 17 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 72,252
Positions
17,676 25,155 19,534 4,083 3,780 407 11,812 6,524 6,291 1,190 1,499 1,276 9,986 7,789
Changes from: May 29, 2012 Total Change is: 3,519
-2,087 -2,951 7,039 -426 1,405 -146 -603 -2,292 271 -560 167 0 29 26
Percent of Open Interest Represented by Each Category of Trader
24.5 34.8 27.0 5.7 5.2 0.6 16.3 9.0 8.7 1.6 2.1 1.8 13.8 10.8
Number of Traders in Each Category Total Traders: 95
18 16 12 5 8 . 22 14 11 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 20,486
Positions
13,884 12,947 0 1,070 0 0 4,156 1,614 0 0 2,174 0 1,376 3,751
Changes from: May 29, 2012 Total Change is: 2,985
3,038 2,972 0 0 0 0 -23 -9 0 0 0 0 -30 22
Percent of Open Interest Represented by Each Category of Trader
67.8 63.2 0.0 5.2 0.0 0.0 20.3 7.9 0.0 0.0 10.6 0.0 6.7 18.3
Number of Traders in Each Category Total Traders: 22
6 7 0 . 0 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 103,532
Positions
42,371 59,202 4,280 6,026 7,560 813 26,849 21,358 1,043 4,931 1,201 0 17,219 8,075
Changes from: May 29, 2012 Total Change is: 1,067
1,435 -161 2,393 -851 2,809 -291 -1,219 -4,626 601 -1,119 334 0 118 8
Percent of Open Interest Represented by Each Category of Trader
40.9 57.2 4.1 5.8 7.3 0.8 25.9 20.6 1.0 4.8 1.2 0.0 16.6 7.8
Number of Traders in Each Category Total Traders: 93
17 15 7 4 8 . 22 17 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 933,308
Positions
60,587 128,868 87,174 357,833 197,795 50,751 84,497 202,297 69,593 29,514 29,399 13,817 179,542 153,615
Changes from: May 29, 2012 Total Change is: 52,119
397 -13,988 29,111 -2,758 15,384 3,236 3,181 -1,277 6,885 -3,623 -1,955 4,509 11,181 10,215
Percent of Open Interest Represented by Each Category of Trader
6.5 13.8 9.3 38.3 21.2 5.4 9.1 21.7 7.5 3.2 3.1 1.5 19.2 16.5
Number of Traders in Each Category Total Traders: 555
36 50 38 118 66 67 79 127 75 30 45 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 300,032
Positions
45,410 59,591 17,228 108,380 31,836 8,291 31,148 57,862 3,281 8,442 7,026 9,496 68,356 105,421
Changes from: May 29, 2012 Total Change is: 26,919
14,338 1,781 7,796 -565 1,026 -188 1,943 3,723 372 -1,542 153 3,831 934 8,425
Percent of Open Interest Represented by Each Category of Trader
15.1 19.9 5.7 36.1 10.6 2.8 10.4 19.3 1.1 2.8 2.3 3.2 22.8 35.1
Number of Traders in Each Category Total Traders: 117
14 11 8 29 9 15 19 25 11 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 3,166,379
Positions
309,541 580,037 116,076 1,274,343 856,876 185,219 486,819 942,245 111,486 117,084 123,588 9,881 555,930 240,971
Changes from: May 29, 2012 Total Change is: 126,001
22,909 13,768 13,959 -8,376 74,380 14,530 4,814 -26,377 33,943 -10,659 -10,795 3,645 51,236 8,948
Percent of Open Interest Represented by Each Category of Trader
9.8 18.3 3.7 40.2 27.1 5.8 15.4 29.8 3.5 3.7 3.9 0.3 17.6 7.6
Number of Traders in Each Category Total Traders: 529
38 47 33 105 63 59 82 121 64 28 43 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 107,175
Positions
24,387 16,980 383 58,394 67,176 2,526 10,075 11,486 1,711 1,706 3,201 0 7,993 3,712
Changes from: May 29, 2012 Total Change is: 3,322
-38 752 -56 2,982 3,864 139 226 -1,594 1,065 -245 20 0 -751 -868
Percent of Open Interest Represented by Each Category of Trader
22.8 15.8 0.4 54.5 62.7 2.4 9.4 10.7 1.6 1.6 3.0 0.0 7.5 3.5
Number of Traders in Each Category Total Traders: 93
12 9 . 33 13 12 12 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 99,322
Positions
7,879 31,865 15,957 26,731 8,804 1,417 22,610 13,244 15,932 1,233 7,034 28 7,536 5,043
Changes from: May 29, 2012 Total Change is: 611
676 -534 -460 284 -128 118 699 1,275 270 162 718 -430 -708 -218
Percent of Open Interest Represented by Each Category of Trader
7.9 32.1 16.1 26.9 8.9 1.4 22.8 13.3 16.0 1.2 7.1 0.0 7.6 5.1
Number of Traders in Each Category Total Traders: 217
17 34 16 29 22 10 47 46 14 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 22,740
Positions
10,003 12,921 745 1,036 0 0 7,796 8,007 0 0 0 0 3,160 1,067
Changes from: May 29, 2012 Total Change is: -58
-255 -4 79 0 0 0 509 -369 0 -329 0 0 -62 236
Percent of Open Interest Represented by Each Category of Trader
44.0 56.8 3.3 4.6 0.0 0.0 34.3 35.2 0.0 0.0 0.0 0.0 13.9 4.7
Number of Traders in Each Category Total Traders: 24
10 6 . . 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 382,912
Positions
62,777 168,116 2,661 128,475 44,020 7,084 149,781 101,894 3,947 6,166 35,169 139 21,882 19,882
Changes from: May 29, 2012 Total Change is: 3,343
1,038 -6,268 920 1,419 -641 590 2,303 9,573 -3 810 1,946 -503 -3,231 -2,271
Percent of Open Interest Represented by Each Category of Trader
16.4 43.9 0.7 33.6 11.5 1.9 39.1 26.6 1.0 1.6 9.2 0.0 5.7 5.2
Number of Traders in Each Category Total Traders: 216
19 32 7 29 22 10 46 46 10 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 457,455
Positions
212,127 37,469 19,422 132,247 224,495 18,034 52,537 123,092 3,652 4,601 12,470 460 14,375 18,361
Changes from: May 29, 2012 Total Change is: 15,855
8,706 5,534 4,431 1,328 2,178 -1,291 1,615 2,424 -113 1,654 1,159 210 -685 1,323
Percent of Open Interest Represented by Each Category of Trader
46.4 8.2 4.2 28.9 49.1 3.9 11.5 26.9 0.8 1.0 2.7 0.1 3.1 4.0
Number of Traders in Each Category Total Traders: 240
20 15 4 50 46 23 32 59 12 4 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 41,501
Positions
11,861 559 1,153 8,879 1,450 432 4,637 2,900 4,371 1,862 7,219 31 8,275 23,386
Changes from: May 29, 2012 Total Change is: 6,553
-631 124 1,153 -165 206 250 1,043 -351 4,304 -18 81 31 586 755
Percent of Open Interest Represented by Each Category of Trader
28.6 1.3 2.8 21.4 3.5 1.0 11.2 7.0 10.5 4.5 17.4 0.1 19.9 56.4
Number of Traders in Each Category Total Traders: 44
7 . . 11 . . 9 5 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 68,827
Positions
26,906 6,993 3,701 2,933 5,905 3,730 6,812 3,264 8,098 8,952 248 0 7,695 36,888
Changes from: May 29, 2012 Total Change is: -2,408
672 -833 1,759 -3,128 2,685 2,863 -1,782 1,247 1,789 55 25 0 -4,636 -11,943
Percent of Open Interest Represented by Each Category of Trader
39.1 10.2 5.4 4.3 8.6 5.4 9.9 4.7 11.8 13.0 0.4 0.0 11.2 53.6
Number of Traders in Each Category Total Traders: 61
18 11 8 4 4 . 11 7 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 67,249
Positions
1,337 14,847 1,741 47,901 31,237 3,647 7,576 12,779 348 236 0 0 4,463 2,650
Changes from: May 29, 2012 Total Change is: 5,286
1,115 -641 855 2,883 4,545 -163 -27 332 343 -8 0 0 288 15
Percent of Open Interest Represented by Each Category of Trader
2.0 22.1 2.6 71.2 46.4 5.4 11.3 19.0 0.5 0.4 0.0 0.0 6.6 3.9
Number of Traders in Each Category Total Traders: 64
. 4 . 20 20 8 10 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 107,172
Positions
14,525 34,508 2,862 56,587 8,267 3,730 11,875 42,166 3,155 3,971 4,371 223 10,244 7,890
Changes from: May 29, 2012 Total Change is: 9,915
2,653 2,008 -1,267 6,908 1,683 -973 270 1,952 3,090 -1,295 1,472 -18 547 1,968
Percent of Open Interest Represented by Each Category of Trader
13.6 32.2 2.7 52.8 7.7 3.5 11.1 39.3 2.9 3.7 4.1 0.2 9.6 7.4
Number of Traders in Each Category Total Traders: 88
7 19 6 20 10 4 13 8 6 6 5 .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 705,472
Positions
11,226 189,397 10,355 307,241 136,847 83,357 81,153 73,765 29,086 24,952 43,008 1,255 156,847 138,402
Changes from: May 29, 2012 Total Change is: -84,648
2,226 -3,285 -34,015 16,158 -10,548 10,313 -17,808 -3,506 -29,171 2,562 4,330 -530 -34,383 -18,236
Percent of Open Interest Represented by Each Category of Trader
1.6 26.8 1.5 43.6 19.4 11.8 11.5 10.5 4.1 3.5 6.1 0.2 22.2 19.6
Number of Traders in Each Category Total Traders: 161
7 20 12 38 23 31 32 23 17 5 13 .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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 371,441
Positions
2,478 147,920 3,423 231,922 7,710 35,514 7,049 87,428 17,520 9,335 17,352 0 64,200 54,574
Changes from: May 29, 2012 Total Change is: -31,640
0 11,867 -13,132 -3,347 -2,715 6,074 -564 -13,290 1,294 146 -3,171 0 -22,111 -18,567
Percent of Open Interest Represented by Each Category of Trader
0.7 39.8 0.9 62.4 2.1 9.6 1.9 23.5 4.7 2.5 4.7 0.0 17.3 14.7
Number of Traders in Each Category Total Traders: 66
. 10 5 31 4 19 4 10 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 974,385
Positions
69,114 165,420 12,665 189,419 83,096 63,740 237,102 415,323 89,099 172,372 45,427 890 139,984 98,725
Changes from: May 29, 2012 Total Change is: 25,826
-21,692 21,731 -2,074 -1,183 -35,286 998 510 -9,761 57,026 -12,141 4,670 -5,101 9,483 -6,377
Percent of Open Interest Represented by Each Category of Trader
7.1 17.0 1.3 19.4 8.5 6.5 24.3 42.6 9.1 17.7 4.7 0.1 14.4 10.1
Number of Traders in Each Category Total Traders: 222
20 18 10 44 26 35 40 34 24 23 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 1,875,549
Positions
107,796 210,831 46,886 761,076 577,289 168,479 334,546 398,720 48,631 88,474 107,816 20,737 298,924 296,160
Changes from: May 29, 2012 Total Change is: -272,217
28,336 -8,646 -65,366 -75,142 18,344 -23,990 38,671 9,012 -101,135 -16,047 -27,716 -31,567 -25,977 -41,153
Percent of Open Interest Represented by Each Category of Trader
5.7 11.2 2.5 40.6 30.8 9.0 17.8 21.3 2.6 4.7 5.7 1.1 15.9 15.8
Number of Traders in Each Category Total Traders: 263
20 35 17 25 55 48 38 64 33 7 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 1,229,067
Positions
108,457 140,164 14,892 198,895 469,954 127,181 282,439 135,282 28,488 216,816 66,431 3,994 247,905 242,681
Changes from: May 29, 2012 Total Change is: -82,692
17,087 -2,016 416 -32,586 -52,908 6,291 -6,032 -10,591 -6,621 -48,501 -2,946 -11,069 -1,677 -3,248
Percent of Open Interest Represented by Each Category of Trader
8.8 11.4 1.2 16.2 38.2 10.3 23.0 11.0 2.3 17.6 5.4 0.3 20.2 19.7
Number of Traders in Each Category Total Traders: 186
8 23 11 27 36 31 43 25 19 8 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 494,175
Positions
189,604 122,836 173,987 960 7,274 4,065 37,357 55,420 60,979 1,079 11,783 6,099 20,045 51,732
Changes from: May 29, 2012 Total Change is: -45,682
-2,862 -6,667 -25,080 75 -478 0 -11,322 -11,365 -2,364 -2,886 -573 555 -1,798 290
Percent of Open Interest Represented by Each Category of Trader
38.4 24.9 35.2 0.2 1.5 0.8 7.6 11.2 12.3 0.2 2.4 1.2 4.1 10.5
Number of Traders in Each Category Total Traders: 87
21 25 43 . . . 16 14 23 . . .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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 8,593,930
Positions
2,299,734 2,319,940 1,876,268 391,466 43,663 217,560 933,648 660,056 1,613,070 185,834 598,792 291,509 784,841 973,072
Changes from: May 29, 2012 Total Change is: 23,069
45,777 178,108 -64,616 98,798 -24,383 -1,598 -27,261 44,522 -37,016 -16,106 -61,435 -3,485 28,576 -7,028
Percent of Open Interest Represented by Each Category of Trader
26.8 27.0 21.8 4.6 0.5 2.5 10.9 7.7 18.8 2.2 7.0 3.4 9.1 11.3
Number of Traders in Each Category Total Traders: 256
30 57 81 14 5 15 44 68 88 10 18 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 8,713
Positions
5,347 483 0 604 973 6 1,066 6,680 88 1,337 410 0 265 73
Changes from: May 29, 2012 Total Change is: 284
1,290 68 0 -28 0 0 -822 269 -129 -3 125 0 -24 -49
Percent of Open Interest Represented by Each Category of Trader
61.4 5.5 0.0 6.9 11.2 0.1 12.2 76.7 1.0 15.3 4.7 0.0 3.0 0.8
Number of Traders in Each Category Total Traders: 32
4 . 0 . 5 . 6 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 12,076
Positions
6,724 4,656 0 1,058 1,918 47 2,683 4,063 1,181 71 186 0 312 25
Changes from: May 29, 2012 Total Change is: 2,436
727 716 0 -89 -2 2 585 730 1,174 31 -180 0 6 -4
Percent of Open Interest Represented by Each Category of Trader
55.7 38.6 0.0 8.8 15.9 0.4 22.2 33.6 9.8 0.6 1.5 0.0 2.6 0.2
Number of Traders in Each Category Total Traders: 36
. 5 0 . 6 . 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 80,104
Positions
15,264 45,953 0 6,175 153 225 46,969 30,550 731 3,671 785 145 6,924 1,562
Changes from: May 29, 2012 Total Change is: 3,360
1,044 119 0 224 153 0 3,739 2,592 128 -1,875 317 77 23 -26
Percent of Open Interest Represented by Each Category of Trader
19.1 57.4 0.0 7.7 0.2 0.3 58.6 38.1 0.9 4.6 1.0 0.2 8.6 1.9
Number of Traders in Each Category Total Traders: 109
8 4 0 7 . . 52 13 4 16 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 277,015
Positions
114,695 54,134 37,223 25,671 4,142 6,602 18,458 82,735 28,854 1,108 18,388 23,202 21,202 21,735
Changes from: May 29, 2012 Total Change is: 4,427
9,100 946 6,443 -8,275 792 105 1,375 -4,813 2,564 -201 3,831 -6,738 54 1,297
Percent of Open Interest Represented by Each Category of Trader
41.4 19.5 13.4 9.3 1.5 2.4 6.7 29.9 10.4 0.4 6.6 8.4 7.7 7.8
Number of Traders in Each Category Total Traders: 126
14 12 19 10 9 10 17 39 39 6 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 8,978
Positions
2,029 782 0 2,063 971 0 4,072 4,220 704 0 2,288 0 110 13
Changes from: May 29, 2012 Total Change is: 971
224 -26 -307 -23 0 0 947 542 110 0 650 0 20 2
Percent of Open Interest Represented by Each Category of Trader
22.6 8.7 0.0 23.0 10.8 0.0 45.4 47.0 7.8 0.0 25.5 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 23
. . 0 4 . 0 5 5 . 0 . 0
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Updated June 8, 2012