Traders in Financial Futures - Futures Only Positions as of June 12, 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 135,037
Positions
33,296 19,686 6,178 21,571 34,325 200 21,193 31,955 12,158 9,819 1,216 40 30,582 29,279
Changes from: June 5, 2012 Total Change is: -2,354
536 1,262 4,705 -791 -136 22 -9,946 -10,903 4,358 1,145 -400 -49 -2,334 -1,213
Percent of Open Interest Represented by Each Category of Trader
24.7 14.6 4.6 16.0 25.4 0.1 15.7 23.7 9.0 7.3 0.9 0.0 22.6 21.7
Number of Traders in Each Category Total Traders: 81
8 7 7 6 5 . 15 27 11 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 92,023
Positions
35,135 8,797 2,370 1,608 1,458 242 20,631 31,922 18,979 5,051 401 76 7,931 27,778
Changes from: June 5, 2012 Total Change is: 20,056
96 2,254 2,360 475 -5 0 -1,984 -2,721 18,590 -23 -24 0 542 -398
Percent of Open Interest Represented by Each Category of Trader
38.2 9.6 2.6 1.7 1.6 0.3 22.4 34.7 20.6 5.5 0.4 0.1 8.6 30.2
Number of Traders in Each Category Total Traders: 42
8 5 5 . . . 5 16 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 178,648
Positions
46,779 50,356 5,726 10,977 35,759 8,388 58,453 39,748 2,708 29,289 4,394 5 16,323 31,564
Changes from: June 5, 2012 Total Change is: -5,935
9,715 -14,939 1,912 1,628 -1,154 509 -19,741 10,715 -249 387 -1,651 -15 -81 -1,063
Percent of Open Interest Represented by Each Category of Trader
26.2 28.2 3.2 6.1 20.0 4.7 32.7 22.2 1.5 16.4 2.5 0.0 9.1 17.7
Number of Traders in Each Category Total Traders: 98
13 7 7 7 16 4 18 29 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 174,278
Positions
36,260 66,701 8,425 62,267 8,263 719 34,962 48,344 2,775 9,498 3,094 1,298 18,074 34,659
Changes from: June 5, 2012 Total Change is: 4,615
5,191 -243 1,571 426 -452 49 992 808 1,814 -634 597 1,262 -6,056 -791
Percent of Open Interest Represented by Each Category of Trader
20.8 38.3 4.8 35.7 4.7 0.4 20.1 27.7 1.6 5.4 1.8 0.7 10.4 19.9
Number of Traders in Each Category Total Traders: 79
7 12 7 10 5 4 21 15 8 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 422,131
Positions
169,482 18,769 13,466 31,536 41,391 8,599 77,328 217,739 36,484 51,714 12,916 1,869 31,653 70,898
Changes from: June 5, 2012 Total Change is: 20,319
-24,872 1,137 11,345 847 -1,163 -82 2,637 -17,089 31,273 -2,108 -960 648 631 -4,790
Percent of Open Interest Represented by Each Category of Trader
40.1 4.4 3.2 7.5 9.8 2.0 18.3 51.6 8.6 12.3 3.1 0.4 7.5 16.8
Number of Traders in Each Category Total Traders: 190
25 13 15 18 22 12 21 59 23 9 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 195,475
Positions
117,637 9,685 15,887 2,144 45,157 906 19,713 70,717 21,746 3,265 2,627 9 14,168 28,741
Changes from: June 5, 2012 Total Change is: 36,642
-5,030 292 15,189 -252 341 12 9,204 2,288 17,346 -951 179 -17 1,141 1,012
Percent of Open Interest Represented by Each Category of Trader
60.2 5.0 8.1 1.1 23.1 0.5 10.1 36.2 11.1 1.7 1.3 0.0 7.2 14.7
Number of Traders in Each Category Total Traders: 86
13 5 10 . 9 . 14 37 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 104,702
Positions
53,344 57,702 35,699 747 0 139 1,591 713 7,118 2,977 0 2,905 182 426
Changes from: June 5, 2012 Total Change is: -3,514
-2,460 -667 -84 -493 0 139 118 -2,151 -687 0 0 0 -47 -64
Percent of Open Interest Represented by Each Category of Trader
50.9 55.1 34.1 0.7 0.0 0.1 1.5 0.7 6.8 2.8 0.0 2.8 0.2 0.4
Number of Traders in Each Category Total Traders: 26
9 9 12 . 0 . . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 198,616
Positions
89,594 90,891 10,202 18,194 2,014 1,972 57,903 45,712 16,517 1,154 23,145 420 2,660 7,743
Changes from: June 5, 2012 Total Change is: 6,246
3,650 3,362 -1,467 -1,047 135 267 9,828 -1,117 -4,541 -461 9,462 313 -296 -168
Percent of Open Interest Represented by Each Category of Trader
45.1 45.8 5.1 9.2 1.0 1.0 29.2 23.0 8.3 0.6 11.7 0.2 1.3 3.9
Number of Traders in Each Category Total Traders: 117
11 7 . 8 4 . 19 47 11 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 20,744
Positions
18,143 1,603 134 200 3,084 0 1,553 1,562 151 0 13,428 0 563 782
Changes from: June 5, 2012 Total Change is: 997
697 0 79 0 845 0 150 215 -37 -100 0 0 208 -105
Percent of Open Interest Represented by Each Category of Trader
87.5 7.7 0.6 1.0 14.9 0.0 7.5 7.5 0.7 0.0 64.7 0.0 2.7 3.8
Number of Traders in Each Category Total Traders: 21
6 . . . . 0 4 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 27,485
Positions
7,817 5,513 6,080 0 377 0 6,795 10,500 1,005 3,966 542 0 1,822 3,468
Changes from: June 5, 2012 Total Change is: 5,955
-1,086 136 6,080 0 100 0 -184 -1,212 853 66 -221 0 226 219
Percent of Open Interest Represented by Each Category of Trader
28.4 20.1 22.1 0.0 1.4 0.0 24.7 38.2 3.7 14.4 2.0 0.0 6.6 12.6
Number of Traders in Each Category Total Traders: 49
9 4 5 0 . 0 9 17 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 88,781
Positions
18,457 26,564 30,271 4,338 2,174 339 12,704 7,876 8,280 934 1,690 1,510 11,949 10,077
Changes from: June 5, 2012 Total Change is: 16,529
781 1,410 10,738 255 -1,607 -68 892 1,352 1,990 -256 192 234 1,963 2,289
Percent of Open Interest Represented by Each Category of Trader
20.8 29.9 34.1 4.9 2.4 0.4 14.3 8.9 9.3 1.1 1.9 1.7 13.5 11.4
Number of Traders in Each Category Total Traders: 93
18 16 21 6 5 . 21 12 17 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 23,920
Positions
12,842 12,001 2,546 1,080 0 0 4,251 1,603 153 0 2,174 0 3,048 5,443
Changes from: June 5, 2012 Total Change is: 3,434
-1,042 -946 2,546 10 0 0 95 -11 153 0 0 0 1,672 1,692
Percent of Open Interest Represented by Each Category of Trader
53.7 50.2 10.6 4.5 0.0 0.0 17.8 6.7 0.6 0.0 9.1 0.0 12.7 22.8
Number of Traders in Each Category Total Traders: 21
5 6 . . 0 0 4 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 129,721
Positions
42,470 60,367 24,209 6,516 4,347 678 28,613 24,254 4,546 4,420 1,584 468 17,801 9,268
Changes from: June 5, 2012 Total Change is: 26,189
99 1,165 19,929 490 -3,213 -135 1,764 2,896 3,503 -511 383 468 582 1,193
Percent of Open Interest Represented by Each Category of Trader
32.7 46.5 18.7 5.0 3.4 0.5 22.1 18.7 3.5 3.4 1.2 0.4 13.7 7.1
Number of Traders in Each Category Total Traders: 92
16 17 16 5 5 . 22 15 15 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 1,016,255
Positions
51,971 140,438 135,781 373,443 181,679 60,068 80,804 213,327 81,933 32,445 30,124 16,913 182,896 155,992
Changes from: June 5, 2012 Total Change is: 82,948
-8,617 11,570 48,607 15,610 -16,117 9,317 -3,693 11,031 12,341 2,931 725 3,096 3,354 2,377
Percent of Open Interest Represented by Each Category of Trader
5.1 13.8 13.4 36.7 17.9 5.9 8.0 21.0 8.1 3.2 3.0 1.7 18.0 15.3
Number of Traders in Each Category Total Traders: 564
35 46 45 121 63 71 76 134 95 33 52 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 332,202
Positions
43,413 63,960 37,601 108,035 30,574 7,790 34,046 57,484 9,798 4,903 8,025 10,530 76,086 106,440
Changes from: June 5, 2012 Total Change is: 32,170
-1,997 4,369 20,373 -345 -1,262 -501 2,898 -378 6,517 -3,539 999 1,034 7,730 1,019
Percent of Open Interest Represented by Each Category of Trader
13.1 19.3 11.3 32.5 9.2 2.3 10.2 17.3 2.9 1.5 2.4 3.2 22.9 32.0
Number of Traders in Each Category Total Traders: 121
14 12 15 28 9 18 23 23 25 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 3,420,267
Positions
271,225 610,824 262,465 1,353,832 782,315 234,599 459,156 1,004,581 135,312 155,011 127,794 14,616 534,051 247,761
Changes from: June 5, 2012 Total Change is: 253,888
-38,316 30,787 146,389 79,489 -74,561 49,380 -27,663 62,336 23,826 37,927 4,206 4,735 -21,879 6,790
Percent of Open Interest Represented by Each Category of Trader
7.9 17.9 7.7 39.6 22.9 6.9 13.4 29.4 4.0 4.5 3.7 0.4 15.6 7.2
Number of Traders in Each Category Total Traders: 528
35 43 42 106 58 58 76 130 84 32 47 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 114,664
Positions
18,953 17,730 10,511 61,356 63,999 3,069 10,132 11,424 764 1,706 3,186 0 8,173 3,981
Changes from: June 5, 2012 Total Change is: 7,489
-5,434 750 10,128 2,962 -3,177 543 57 -62 -947 0 -15 0 180 269
Percent of Open Interest Represented by Each Category of Trader
16.5 15.5 9.2 53.5 55.8 2.7 8.8 10.0 0.7 1.5 2.8 0.0 7.1 3.5
Number of Traders in Each Category Total Traders: 96
12 10 12 36 12 13 11 11 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 115,527
Positions
5,627 34,361 24,336 31,451 9,016 946 20,267 11,866 18,390 955 6,986 1,245 12,311 8,381
Changes from: June 5, 2012 Total Change is: 16,205
-2,252 2,496 8,379 4,720 212 -470 -2,343 -1,378 2,459 -278 -48 1,217 4,774 3,338
Percent of Open Interest Represented by Each Category of Trader
4.9 29.7 21.1 27.2 7.8 0.8 17.5 10.3 15.9 0.8 6.0 1.1 10.7 7.3
Number of Traders in Each Category Total Traders: 211
17 31 23 27 22 14 48 45 24 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 22,986
Positions
8,711 12,922 479 1,036 0 0 8,018 7,884 123 83 0 738 3,798 840
Changes from: June 5, 2012 Total Change is: 246
-1,292 1 -266 0 0 0 222 -123 123 83 0 738 638 -227
Percent of Open Interest Represented by Each Category of Trader
37.9 56.2 2.1 4.5 0.0 0.0 34.9 34.3 0.5 0.4 0.0 3.2 16.5 3.7
Number of Traders in Each Category Total Traders: 25
9 7 4 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 462,707
Positions
47,998 170,613 55,865 152,073 45,081 4,732 134,806 93,470 17,775 4,774 35,345 2,120 42,564 37,706
Changes from: June 5, 2012 Total Change is: 79,795
-14,779 2,497 53,204 23,598 1,061 -2,352 -14,975 -8,424 13,828 -1,392 176 1,981 20,682 17,824
Percent of Open Interest Represented by Each Category of Trader
10.4 36.9 12.1 32.9 9.7 1.0 29.1 20.2 3.8 1.0 7.6 0.5 9.2 8.1
Number of Traders in Each Category Total Traders: 211
15 33 19 27 22 14 48 45 22 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 482,277
Positions
199,567 40,774 37,109 130,042 223,009 24,186 60,810 120,742 9,083 5,137 13,472 1,796 14,547 12,106
Changes from: June 5, 2012 Total Change is: 24,822
-12,560 3,305 17,687 -2,205 -1,486 6,152 8,273 -2,350 5,431 536 1,002 1,336 172 -6,255
Percent of Open Interest Represented by Each Category of Trader
41.4 8.5 7.7 27.0 46.2 5.0 12.6 25.0 1.9 1.1 2.8 0.4 3.0 2.5
Number of Traders in Each Category Total Traders: 249
20 15 7 49 45 26 35 64 21 5 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 27,804
Positions
7,230 0 0 8,598 1,481 377 3,174 9,269 0 1,462 4,573 0 6,963 12,104
Changes from: June 5, 2012 Total Change is: -13,697
-4,631 -559 -1,153 -281 31 -55 -1,463 6,369 -4,371 -400 -2,646 -31 -1,312 -11,282
Percent of Open Interest Represented by Each Category of Trader
26.0 0.0 0.0 30.9 5.3 1.4 11.4 33.3 0.0 5.3 16.4 0.0 25.0 43.5
Number of Traders in Each Category Total Traders: 34
5 0 0 10 4 . 6 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 37,699
Positions
13,191 4,067 139 7,060 3,531 883 8,438 6,552 184 3,114 969 0 4,690 21,374
Changes from: June 5, 2012 Total Change is: -31,128
-13,715 -2,926 -3,562 4,127 -2,374 -2,847 1,626 3,288 -7,914 -5,838 721 0 -3,005 -15,514
Percent of Open Interest Represented by Each Category of Trader
35.0 10.8 0.4 18.7 9.4 2.3 22.4 17.4 0.5 8.3 2.6 0.0 12.4 56.7
Number of Traders in Each Category Total Traders: 51
15 8 . 6 . . 7 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 72,441
Positions
458 16,444 4,088 50,002 30,255 3,545 6,697 12,581 1,785 0 0 0 5,866 3,743
Changes from: June 5, 2012 Total Change is: 5,192
-879 1,597 2,347 2,101 -982 -102 -879 -198 1,437 -236 0 0 1,403 1,093
Percent of Open Interest Represented by Each Category of Trader
0.6 22.7 5.6 69.0 41.8 4.9 9.2 17.4 2.5 0.0 0.0 0.0 8.1 5.2
Number of Traders in Each Category Total Traders: 62
. 5 . 21 20 8 8 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 136,137
Positions
14,949 42,525 16,575 61,539 8,113 4,416 10,484 38,070 8,015 4,190 3,767 607 15,362 14,049
Changes from: June 5, 2012 Total Change is: 28,965
424 8,017 13,713 4,952 -154 686 -1,391 -4,096 4,860 219 -604 384 5,118 6,159
Percent of Open Interest Represented by Each Category of Trader
11.0 31.2 12.2 45.2 6.0 3.2 7.7 28.0 5.9 3.1 2.8 0.4 11.3 10.3
Number of Traders in Each Category Total Traders: 87
7 19 9 20 9 6 12 8 5 7 5 .
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Traders in Financial Futures - Futures Only Positions as of June 12, 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 676,851
Positions
9,456 179,015 9,619 288,752 140,089 79,618 100,741 87,722 17,814 24,677 37,968 413 145,761 124,593
Changes from: June 5, 2012 Total Change is: -28,621
-1,770 -10,382 -736 -18,489 3,242 -3,739 19,588 13,957 -11,272 -275 -5,040 -842 -11,086 -13,809
Percent of Open Interest Represented by Each Category of Trader
1.4 26.4 1.4 42.7 20.7 11.8 14.9 13.0 2.6 3.6 5.6 0.1 21.5 18.4
Number of Traders in Each Category Total Traders: 166
5 23 11 41 22 29 35 22 14 6 12 .
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Traders in Financial Futures - Futures Only Positions as of June 12, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 356,835
Positions
4,736 143,806 3,674 226,037 9,273 33,691 3,191 89,279 7,981 8,535 17,500 0 68,990 51,631
Changes from: June 5, 2012 Total Change is: -14,606
2,258 -4,114 251 -5,885 1,563 -1,823 -3,858 1,851 -9,539 -800 148 0 4,790 -2,943
Percent of Open Interest Represented by Each Category of Trader
1.3 40.3 1.0 63.3 2.6 9.4 0.9 25.0 2.2 2.4 4.9 0.0 19.3 14.5
Number of Traders in Each Category Total Traders: 66
. 11 7 29 5 18 . 10 4 . 4 0
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Traders in Financial Futures - Futures Only Positions as of June 12, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 980,758
Positions
71,049 154,535 10,912 199,854 87,094 67,966 263,176 452,721 88,722 145,393 40,278 464 133,222 78,066
Changes from: June 5, 2012 Total Change is: 6,373
1,935 -10,885 -1,753 10,435 3,998 4,226 26,074 37,398 -377 -26,979 -5,149 -426 -6,762 -20,659
Percent of Open Interest Represented by Each Category of Trader
7.2 15.8 1.1 20.4 8.9 6.9 26.8 46.2 9.0 14.8 4.1 0.0 13.6 8.0
Number of Traders in Each Category Total Traders: 222
20 20 10 41 26 34 44 34 23 20 17 .
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Traders in Financial Futures - Futures Only Positions as of June 12, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,804,110
Positions
118,895 176,530 32,564 716,618 542,469 207,090 272,783 391,293 46,208 110,162 113,966 6,578 293,212 287,412
Changes from: June 5, 2012 Total Change is: -71,439
11,099 -34,301 -14,322 -44,458 -34,820 38,611 -61,763 -7,427 -2,423 21,688 6,150 -14,159 -5,712 -8,748
Percent of Open Interest Represented by Each Category of Trader
6.6 9.8 1.8 39.7 30.1 11.5 15.1 21.7 2.6 6.1 6.3 0.4 16.3 15.9
Number of Traders in Each Category Total Traders: 261
19 39 18 24 59 51 31 63 27 8 18 5
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Traders in Financial Futures - Futures Only Positions as of June 12, 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 1,134,244
Positions
110,922 108,312 7,370 240,944 461,847 113,452 320,599 106,567 20,409 90,756 65,083 3,759 226,033 247,445
Changes from: June 5, 2012 Total Change is: -94,823
2,465 -31,852 -7,522 42,049 -8,107 -13,729 38,160 -28,715 -8,079 -126,060 -1,348 -235 -21,872 4,764
Percent of Open Interest Represented by Each Category of Trader
9.8 9.5 0.6 21.2 40.7 10.0 28.3 9.4 1.8 8.0 5.7 0.3 19.9 21.8
Number of Traders in Each Category Total Traders: 181
15 20 9 26 36 31 39 24 19 8 13 .
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Traders in Financial Futures - Futures Only Positions as of June 12, 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 497,662
Positions
193,697 128,923 170,902 1,200 7,274 4,065 35,298 54,054 63,015 772 11,010 7,314 21,399 51,105
Changes from: June 5, 2012 Total Change is: 3,487
4,093 6,087 -3,085 240 0 0 -2,059 -1,366 2,036 -307 -773 1,215 1,354 -627
Percent of Open Interest Represented by Each Category of Trader
38.9 25.9 34.3 0.2 1.5 0.8 7.1 10.9 12.7 0.2 2.2 1.5 4.3 10.3
Number of Traders in Each Category Total Traders: 89
20 25 44 . . . 18 12 24 . 4 .
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Traders in Financial Futures - Futures Only Positions as of June 12, 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 8,593,322
Positions
2,165,400 2,393,740 1,907,552 449,208 47,681 166,289 1,089,524 735,903 1,537,666 195,659 575,166 265,941 816,083 963,384
Changes from: June 5, 2012 Total Change is: -608
-134,334 73,800 31,284 57,742 4,018 -51,271 155,876 75,847 -75,404 9,825 -23,626 -25,568 31,242 -9,688
Percent of Open Interest Represented by Each Category of Trader
25.2 27.9 22.2 5.2 0.6 1.9 12.7 8.6 17.9 2.3 6.7 3.1 9.5 11.2
Number of Traders in Each Category Total Traders: 256
33 53 80 14 6 15 45 67 93 11 16 19
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Traders in Financial Futures - Futures Only Positions as of June 12, 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 12,519
Positions
6,834 483 0 598 973 6 1,188 8,358 2,149 1,337 295 0 407 255
Changes from: June 5, 2012 Total Change is: 3,806
1,487 0 0 -6 0 0 122 1,678 2,061 0 -115 0 142 182
Percent of Open Interest Represented by Each Category of Trader
54.6 3.9 0.0 4.8 7.8 0.0 9.5 66.8 17.2 10.7 2.4 0.0 3.3 2.0
Number of Traders in Each Category Total Traders: 30
. . 0 . 5 . 5 9 . . . 0
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Traders in Financial Futures - Futures Only Positions as of June 12, 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 11,373
Positions
8,130 5,208 0 1,058 2,009 46 1,384 3,407 461 40 110 0 254 132
Changes from: June 5, 2012 Total Change is: -703
1,406 552 0 0 91 -1 -1,299 -656 -720 -31 -76 0 -58 107
Percent of Open Interest Represented by Each Category of Trader
71.5 45.8 0.0 9.3 17.7 0.4 12.2 30.0 4.1 0.4 1.0 0.0 2.2 1.2
Number of Traders in Each Category Total Traders: 30
. 5 0 . 6 . 5 8 . . . 0
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Traders in Financial Futures - Futures Only Positions as of June 12, 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 81,310
Positions
14,853 48,303 560 6,972 0 246 46,716 29,179 1,025 4,409 444 130 6,399 1,423
Changes from: June 5, 2012 Total Change is: 1,206
-411 2,350 560 797 -153 21 -253 -1,371 294 738 -341 -15 -525 -139
Percent of Open Interest Represented by Each Category of Trader
18.3 59.4 0.7 8.6 0.0 0.3 57.5 35.9 1.3 5.4 0.5 0.2 7.9 1.8
Number of Traders in Each Category Total Traders: 106
8 4 . 8 0 . 47 11 6 22 4 .
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Traders in Financial Futures - Futures Only Positions as of June 12, 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 307,504
Positions
122,767 57,416 40,436 35,998 3,918 5,784 16,834 91,473 31,365 1,073 21,780 30,319 22,928 25,013
Changes from: June 5, 2012 Total Change is: 30,489
8,072 3,282 3,213 10,327 -224 -818 -1,624 8,738 2,511 -35 3,392 7,117 1,726 3,278
Percent of Open Interest Represented by Each Category of Trader
39.9 18.7 13.1 11.7 1.3 1.9 5.5 29.7 10.2 0.3 7.1 9.9 7.5 8.1
Number of Traders in Each Category Total Traders: 129
18 13 23 9 6 8 17 41 38 . 12 14
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Traders in Financial Futures - Futures Only Positions as of June 12, 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 8,223
Positions
1,358 776 0 2,011 879 0 3,957 4,024 704 0 1,738 0 193 102
Changes from: June 5, 2012 Total Change is: -755
-671 -6 0 -52 -92 0 -115 -196 0 0 -550 0 83 89
Percent of Open Interest Represented by Each Category of Trader
16.5 9.4 0.0 24.5 10.7 0.0 48.1 48.9 8.6 0.0 21.1 0.0 2.3 1.2
Number of Traders in Each Category Total Traders: 22
. . 0 . . 0 5 5 . 0 . 0
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Updated June 15, 2012