Traders in Financial Futures - Futures Only Positions as of June 19, 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 131,671
Positions
36,466 19,730 8,836 21,587 34,883 172 16,264 31,863 7,591 10,452 1,208 969 29,334 26,419
Changes from: June 12, 2012 Total Change is: -3,366
3,170 44 2,658 16 558 -28 -4,929 -92 -4,567 633 -8 929 -1,248 -2,860
Percent of Open Interest Represented by Each Category of Trader
27.7 15.0 6.7 16.4 26.5 0.1 12.4 24.2 5.8 7.9 0.9 0.7 22.3 20.1
Number of Traders in Each Category Total Traders: 86
10 8 11 6 6 . 15 26 9 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 55,756
Positions
17,171 7,976 0 2,058 1,848 267 27,850 23,139 0 1,141 0 0 7,269 22,526
Changes from: June 12, 2012 Total Change is: -36,267
-17,964 -821 -2,370 450 390 25 7,219 -8,783 -18,979 -3,910 -401 -76 -662 -5,252
Percent of Open Interest Represented by Each Category of Trader
30.8 14.3 0.0 3.7 3.3 0.5 49.9 41.5 0.0 2.0 0.0 0.0 13.0 40.4
Number of Traders in Each Category Total Traders: 34
4 . 0 . 4 . 6 12 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 121,624
Positions
20,785 3,499 592 9,786 34,677 9,272 52,178 39,600 1,384 11,108 4,024 0 16,519 28,576
Changes from: June 12, 2012 Total Change is: -57,024
-25,994 -46,857 -5,134 -1,191 -1,082 884 -6,275 -148 -1,324 -18,181 -370 -5 196 -2,988
Percent of Open Interest Represented by Each Category of Trader
17.1 2.9 0.5 8.0 28.5 7.6 42.9 32.6 1.1 9.1 3.3 0.0 13.6 23.5
Number of Traders in Each Category Total Traders: 83
8 5 4 5 16 5 12 30 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 123,868
Positions
2,192 28,348 231 61,007 8,122 699 41,708 35,047 50 500 19,427 0 17,481 31,944
Changes from: June 12, 2012 Total Change is: -50,410
-34,068 -38,353 -8,194 -1,260 -141 -20 6,746 -13,297 -2,725 -8,998 16,333 -1,298 -593 -2,715
Percent of Open Interest Represented by Each Category of Trader
1.8 22.9 0.2 49.3 6.6 0.6 33.7 28.3 0.0 0.4 15.7 0.0 14.1 25.8
Number of Traders in Each Category Total Traders: 74
. 13 . 9 5 . 19 18 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 311,933
Positions
107,732 10,283 707 37,306 36,896 4,108 67,141 182,918 995 61,678 8,597 860 31,406 66,569
Changes from: June 12, 2012 Total Change is: -110,198
-61,750 -8,486 -12,759 5,770 -4,495 -4,491 -10,187 -34,821 -35,489 9,964 -4,319 -1,009 -247 -4,329
Percent of Open Interest Represented by Each Category of Trader
34.5 3.3 0.2 12.0 11.8 1.3 21.5 58.6 0.3 19.8 2.8 0.3 10.1 21.3
Number of Traders in Each Category Total Traders: 178
19 10 4 18 23 12 26 55 9 9 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 130,234
Positions
56,667 14,879 151 2,144 44,680 910 50,151 42,157 110 5,133 2,810 0 14,968 24,537
Changes from: June 12, 2012 Total Change is: -65,241
-60,970 5,194 -15,736 0 -477 4 30,438 -28,560 -21,636 1,868 183 -9 800 -4,204
Percent of Open Interest Represented by Each Category of Trader
43.5 11.4 0.1 1.6 34.3 0.7 38.5 32.4 0.1 3.9 2.2 0.0 11.5 18.8
Number of Traders in Each Category Total Traders: 79
11 4 . . 9 4 19 27 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 101,291
Positions
50,988 53,579 36,260 0 84 322 2,154 1,303 6,312 2,209 0 2,855 191 576
Changes from: June 12, 2012 Total Change is: -3,411
-2,356 -4,123 561 -747 84 183 563 590 -806 -768 0 -50 9 150
Percent of Open Interest Represented by Each Category of Trader
50.3 52.9 35.8 0.0 0.1 0.3 2.1 1.3 6.2 2.2 0.0 2.8 0.2 0.6
Number of Traders in Each Category Total Traders: 24
8 9 11 0 . . . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 109,795
Positions
64,007 34,426 0 17,260 2,121 1,973 21,981 46,716 618 1,364 16,939 105 2,487 6,897
Changes from: June 12, 2012 Total Change is: -88,821
-25,587 -56,465 -10,202 -934 107 1 -35,922 1,004 -15,899 210 -6,206 -315 -173 -846
Percent of Open Interest Represented by Each Category of Trader
58.3 31.4 0.0 15.7 1.9 1.8 20.0 42.5 0.6 1.2 15.4 0.1 2.3 6.3
Number of Traders in Each Category Total Traders: 97
4 8 0 8 4 4 16 41 4 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 21,484
Positions
18,073 2,525 248 404 3,137 0 2,170 1,237 154 0 13,428 0 435 755
Changes from: June 12, 2012 Total Change is: 740
-70 922 114 204 53 0 617 -325 3 0 0 0 -128 -27
Percent of Open Interest Represented by Each Category of Trader
84.1 11.8 1.2 1.9 14.6 0.0 10.1 5.8 0.7 0.0 62.5 0.0 2.0 3.5
Number of Traders in Each Category Total Traders: 21
6 . . . . 0 5 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 12,612
Positions
6,380 3,637 0 102 455 0 3,372 5,096 149 297 834 0 2,312 2,441
Changes from: June 12, 2012 Total Change is: -14,873
-1,437 -1,876 -6,080 102 78 0 -3,423 -5,404 -856 -3,669 292 0 490 -1,027
Percent of Open Interest Represented by Each Category of Trader
50.6 28.8 0.0 0.8 3.6 0.0 26.7 40.4 1.2 2.4 6.6 0.0 18.3 19.4
Number of Traders in Each Category Total Traders: 34
4 . 0 . . 0 6 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 38,715
Positions
13,492 22,181 4 3,838 305 268 12,558 11,287 291 1,925 119 0 6,341 4,261
Changes from: June 12, 2012 Total Change is: -50,066
-4,965 -4,383 -30,268 -500 -1,869 -72 -146 3,411 -7,989 991 -1,571 -1,510 -5,608 -5,816
Percent of Open Interest Represented by Each Category of Trader
34.8 57.3 0.0 9.9 0.8 0.7 32.4 29.2 0.8 5.0 0.3 0.0 16.4 11.0
Number of Traders in Each Category Total Traders: 80
16 15 . 6 . . 22 14 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 77,430
Positions
26,983 44,362 7 7,676 610 535 25,116 22,574 582 3,849 238 0 12,682 8,522
Changes from: June 12, 2012 Total Change is: -52,291
-15,487 -16,005 -24,202 1,160 -3,737 -143 -3,497 -1,680 -3,964 -571 -1,346 -468 -5,119 -746
Percent of Open Interest Represented by Each Category of Trader
34.8 57.3 0.0 9.9 0.8 0.7 32.4 29.2 0.8 5.0 0.3 0.0 16.4 11.0
Number of Traders in Each Category Total Traders: 80
16 15 . 6 . . 22 14 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 740,602
Positions
44,749 137,155 25,735 364,100 177,275 51,967 65,277 180,663 12,766 28,545 30,816 7,419 140,045 116,807
Changes from: June 12, 2012 Total Change is: -275,653
-7,222 -3,282 -110,047 -9,343 -4,404 -8,101 -15,527 -32,665 -69,167 -3,900 692 -9,495 -42,851 -39,185
Percent of Open Interest Represented by Each Category of Trader
6.0 18.5 3.5 49.2 23.9 7.0 8.8 24.4 1.7 3.9 4.2 1.0 18.9 15.8
Number of Traders in Each Category Total Traders: 526
32 47 26 123 58 62 75 120 60 33 36 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 222,518
Positions
15,382 61,297 6,248 105,450 29,944 7,724 11,129 28,393 1,284 3,426 10,334 7,133 64,742 70,161
Changes from: June 12, 2012 Total Change is: -109,684
-28,031 -2,663 -31,353 -2,585 -630 -66 -22,917 -29,091 -8,514 -1,477 2,309 -3,397 -11,344 -36,279
Percent of Open Interest Represented by Each Category of Trader
6.9 27.5 2.8 47.4 13.5 3.5 5.0 12.8 0.6 1.5 4.6 3.2 29.1 31.5
Number of Traders in Each Category Total Traders: 98
7 13 6 25 8 14 16 18 8 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,590,421
Positions
214,985 447,444 29,281 1,317,243 760,650 197,221 290,820 781,426 37,332 125,594 102,410 1,428 376,517 233,229
Changes from: June 12, 2012 Total Change is: -829,846
-56,240 -163,380 -233,184 -36,589 -21,665 -37,378 -168,336 -223,155 -97,980 -29,417 -25,384 -13,188 -157,534 -14,532
Percent of Open Interest Represented by Each Category of Trader
8.3 17.3 1.1 50.9 29.4 7.6 11.2 30.2 1.4 4.8 4.0 0.1 14.5 9.0
Number of Traders in Each Category Total Traders: 496
31 45 21 108 55 52 76 118 44 31 32 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 95,423
Positions
17,290 14,833 21 56,250 62,483 1,580 9,558 9,511 234 2,126 2,823 0 8,364 3,938
Changes from: June 12, 2012 Total Change is: -19,241
-1,663 -2,897 -10,490 -5,106 -1,516 -1,489 -574 -1,913 -530 420 -363 0 191 -43
Percent of Open Interest Represented by Each Category of Trader
18.1 15.5 0.0 58.9 65.5 1.7 10.0 10.0 0.2 2.2 3.0 0.0 8.8 4.1
Number of Traders in Each Category Total Traders: 88
10 9 . 35 12 10 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 65,970
Positions
3,967 40,836 100 34,092 8,796 755 18,490 9,627 30 2,928 2,961 0 5,607 2,866
Changes from: June 12, 2012 Total Change is: -49,557
-1,660 6,475 -24,236 2,641 -221 -191 -1,777 -2,239 -18,360 1,974 -4,025 -1,245 -6,704 -5,516
Percent of Open Interest Represented by Each Category of Trader
6.0 61.9 0.2 51.7 13.3 1.1 28.0 14.6 0.0 4.4 4.5 0.0 8.5 4.3
Number of Traders in Each Category Total Traders: 202
14 31 . 27 21 13 49 38 7 12 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 329,850
Positions
19,837 204,178 500 170,459 43,978 3,777 92,450 48,133 150 14,642 14,805 1 28,034 14,328
Changes from: June 12, 2012 Total Change is: -132,857
-28,161 33,565 -55,365 18,386 -1,103 -955 -42,356 -45,337 -17,625 9,868 -20,540 -2,119 -14,530 -23,378
Percent of Open Interest Represented by Each Category of Trader
6.0 61.9 0.2 51.7 13.3 1.1 28.0 14.6 0.0 4.4 4.5 0.0 8.5 4.3
Number of Traders in Each Category Total Traders: 202
14 31 . 27 21 13 49 38 7 12 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 433,255
Positions
184,863 42,534 15,670 138,124 220,672 18,278 57,593 104,571 1,806 2,834 16,225 0 14,087 13,499
Changes from: June 12, 2012 Total Change is: -49,022
-14,704 1,760 -21,439 8,082 -2,337 -5,908 -3,217 -16,171 -7,277 -2,303 2,753 -1,796 -460 1,393
Percent of Open Interest Represented by Each Category of Trader
42.7 9.8 3.6 31.9 50.9 4.2 13.3 24.1 0.4 0.7 3.7 0.0 3.3 3.1
Number of Traders in Each Category Total Traders: 240
18 16 . 50 46 27 39 52 8 4 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 28,364
Positions
7,607 0 0 8,666 1,447 432 3,073 7,742 0 1,577 6,040 0 7,009 12,703
Changes from: June 12, 2012 Total Change is: 560
377 0 0 68 -34 55 -101 -1,527 0 115 1,467 0 46 599
Percent of Open Interest Represented by Each Category of Trader
26.8 0.0 0.0 30.6 5.1 1.5 10.8 27.3 0.0 5.6 21.3 0.0 24.7 44.8
Number of Traders in Each Category Total Traders: 34
5 0 0 11 4 . 6 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 39,398
Positions
13,530 7,390 1,949 6,647 3,130 717 7,397 4,965 429 4,338 1,855 0 4,391 18,963
Changes from: June 12, 2012 Total Change is: 1,699
339 3,323 1,810 -413 -401 -166 -1,041 -1,587 245 1,224 886 0 -299 -2,411
Percent of Open Interest Represented by Each Category of Trader
34.3 18.8 4.9 16.9 7.9 1.8 18.8 12.6 1.1 11.0 4.7 0.0 11.1 48.1
Number of Traders in Each Category Total Traders: 51
16 11 . 5 . . 7 4 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 66,672
Positions
1,031 16,696 473 51,393 31,928 3,152 5,893 11,745 4 0 0 0 4,726 2,674
Changes from: June 12, 2012 Total Change is: -5,769
573 252 -3,615 1,391 1,673 -393 -804 -836 -1,781 0 0 0 -1,140 -1,069
Percent of Open Interest Represented by Each Category of Trader
1.5 25.0 0.7 77.1 47.9 4.7 8.8 17.6 0.0 0.0 0.0 0.0 7.1 4.0
Number of Traders in Each Category Total Traders: 59
. . . 21 20 8 7 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 110,487
Positions
15,122 50,304 1,472 64,138 7,976 3,914 8,262 36,292 243 6,011 1,656 223 11,102 8,407
Changes from: June 12, 2012 Total Change is: -25,650
173 7,779 -15,103 2,599 -137 -502 -2,222 -1,778 -7,772 1,821 -2,111 -384 -4,260 -5,642
Percent of Open Interest Represented by Each Category of Trader
13.7 45.5 1.3 58.1 7.2 3.5 7.5 32.8 0.2 5.4 1.5 0.2 10.0 7.6
Number of Traders in Each Category Total Traders: 88
12 18 5 23 9 7 10 6 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 649,558
Positions
16,852 174,473 4,659 279,649 144,068 78,057 83,670 71,191 11,557 23,586 38,796 12 151,516 126,745
Changes from: June 12, 2012 Total Change is: -27,293
7,396 -4,542 -4,960 -9,103 3,979 -1,561 -17,071 -16,531 -6,257 -1,091 828 -401 5,755 2,152
Percent of Open Interest Represented by Each Category of Trader
2.6 26.9 0.7 43.1 22.2 12.0 12.9 11.0 1.8 3.6 6.0 0.0 23.3 19.5
Number of Traders in Each Category Total Traders: 163
9 22 10 40 23 33 30 20 12 7 12 .
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Traders in Financial Futures - Futures Only Positions as of June 19, 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 345,539
Positions
7,878 139,858 1,239 226,005 7,359 32,421 4,843 90,500 1,217 8,535 19,054 0 63,401 53,891
Changes from: June 12, 2012 Total Change is: -11,296
3,142 -3,948 -2,435 -32 -1,914 -1,270 1,652 1,221 -6,764 0 1,554 0 -5,589 2,260
Percent of Open Interest Represented by Each Category of Trader
2.3 40.5 0.4 65.4 2.1 9.4 1.4 26.2 0.4 2.5 5.5 0.0 18.3 15.6
Number of Traders in Each Category Total Traders: 67
. 10 6 30 4 18 . 11 . . 5 0
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Traders in Financial Futures - Futures Only Positions as of June 19, 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 912,151
Positions
61,831 132,902 11,366 175,030 91,863 74,178 236,956 413,335 73,076 147,112 36,250 528 132,074 78,653
Changes from: June 12, 2012 Total Change is: -68,607
-9,218 -21,633 454 -24,824 4,769 6,212 -26,220 -39,386 -15,646 1,719 -4,028 64 -1,148 587
Percent of Open Interest Represented by Each Category of Trader
6.8 14.6 1.2 19.2 10.1 8.1 26.0 45.3 8.0 16.1 4.0 0.1 14.5 8.6
Number of Traders in Each Category Total Traders: 213
22 17 13 41 27 36 36 34 23 20 16 4
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Traders in Financial Futures - Futures Only Positions as of June 19, 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 1,759,586
Positions
121,581 181,719 25,078 667,855 548,692 211,563 324,092 343,357 42,856 86,889 109,926 3,172 276,500 293,223
Changes from: June 12, 2012 Total Change is: -44,524
2,686 5,189 -7,486 -48,763 6,223 4,473 51,309 -47,936 -3,352 -23,273 -4,040 -3,406 -16,712 5,811
Percent of Open Interest Represented by Each Category of Trader
6.9 10.3 1.4 38.0 31.2 12.0 18.4 19.5 2.4 4.9 6.2 0.2 15.7 16.7
Number of Traders in Each Category Total Traders: 262
25 36 13 24 55 47 34 61 28 8 19 4
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Traders in Financial Futures - Futures Only Positions as of June 19, 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 1,115,987
Positions
137,932 110,702 7,362 244,666 467,118 107,622 324,077 110,564 9,905 62,930 66,073 1,374 220,119 235,267
Changes from: June 12, 2012 Total Change is: -18,257
27,010 2,390 -8 3,722 5,271 -5,830 3,478 3,997 -10,504 -27,826 990 -2,385 -5,914 -12,178
Percent of Open Interest Represented by Each Category of Trader
12.4 9.9 0.7 21.9 41.9 9.6 29.0 9.9 0.9 5.6 5.9 0.1 19.7 21.1
Number of Traders in Each Category Total Traders: 187
15 20 6 26 39 31 38 24 17 10 15 .
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Traders in Financial Futures - Futures Only Positions as of June 19, 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 515,363
Positions
206,807 138,349 170,870 554 2,912 4,065 34,671 63,949 67,097 940 12,296 7,244 23,115 48,581
Changes from: June 12, 2012 Total Change is: 17,701
13,110 9,426 -32 -646 -4,362 0 -627 9,895 4,082 168 1,286 -70 1,716 -2,524
Percent of Open Interest Represented by Each Category of Trader
40.1 26.8 33.2 0.1 0.6 0.8 6.7 12.4 13.0 0.2 2.4 1.4 4.5 9.4
Number of Traders in Each Category Total Traders: 95
23 26 45 . . . 18 15 26 . 4 .
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Traders in Financial Futures - Futures Only Positions as of June 19, 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 7,827,521
Positions
1,774,487 2,472,410 1,710,419 480,500 50,867 151,913 1,177,479 526,979 1,236,163 198,486 482,734 269,922 828,152 926,114
Changes from: June 12, 2012 Total Change is: -765,801
-390,913 78,670 -197,133 31,292 3,186 -14,376 87,955 -208,924 -301,503 2,827 -92,432 3,981 12,069 -37,270
Percent of Open Interest Represented by Each Category of Trader
22.7 31.6 21.9 6.1 0.6 1.9 15.0 6.7 15.8 2.5 6.2 3.4 10.6 11.8
Number of Traders in Each Category Total Traders: 233
27 52 74 11 7 16 42 56 79 13 14 19
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Traders in Financial Futures - Futures Only Positions as of June 19, 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 9,430
Positions
6,092 530 0 605 866 6 1,134 7,661 45 1,347 255 0 201 67
Changes from: June 12, 2012 Total Change is: -3,089
-742 47 0 7 -107 0 -54 -697 -2,104 10 -40 0 -206 -188
Percent of Open Interest Represented by Each Category of Trader
64.6 5.6 0.0 6.4 9.2 0.1 12.0 81.2 0.5 14.3 2.7 0.0 2.1 0.7
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 9,308
Positions
6,226 4,905 0 1,058 1,036 46 1,691 3,204 0 0 70 0 287 47
Changes from: June 12, 2012 Total Change is: -2,065
-1,904 -303 0 0 -973 0 307 -203 -461 -40 -40 0 33 -85
Percent of Open Interest Represented by Each Category of Trader
66.9 52.7 0.0 11.4 11.1 0.5 18.2 34.4 0.0 0.0 0.8 0.0 3.1 0.5
Number of Traders in Each Category Total Traders: 31
. 6 0 . 5 . 6 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 69,963
Positions
14,573 29,789 500 6,731 0 381 36,894 37,015 532 4,597 502 67 5,688 1,177
Changes from: June 12, 2012 Total Change is: -11,347
-280 -18,514 -60 -241 0 135 -9,822 7,836 -493 188 58 -63 -711 -246
Percent of Open Interest Represented by Each Category of Trader
20.8 42.6 0.7 9.6 0.0 0.5 52.7 52.9 0.8 6.6 0.7 0.1 8.1 1.7
Number of Traders in Each Category Total Traders: 97
5 4 . 8 0 . 44 11 4 18 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 343,374
Positions
122,283 54,879 46,395 43,602 5,489 4,845 25,035 107,323 30,976 5,312 26,766 38,687 26,239 28,014
Changes from: June 12, 2012 Total Change is: 35,870
-484 -2,537 5,959 7,604 1,571 -939 8,201 15,850 -389 4,239 4,986 8,368 3,311 3,001
Percent of Open Interest Represented by Each Category of Trader
35.6 16.0 13.5 12.7 1.6 1.4 7.3 31.3 9.0 1.5 7.8 11.3 7.6 8.2
Number of Traders in Each Category Total Traders: 141
18 12 24 9 7 8 21 44 45 7 14 14
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Traders in Financial Futures - Futures Only Positions as of June 19, 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 10,591
Positions
1,186 735 2,729 2,111 898 0 3,730 3,989 723 0 1,410 0 112 107
Changes from: June 12, 2012 Total Change is: 2,368
-172 -41 2,729 100 19 0 -227 -35 19 0 -328 0 -81 5
Percent of Open Interest Represented by Each Category of Trader
11.2 6.9 25.8 19.9 8.5 0.0 35.2 37.7 6.8 0.0 13.3 0.0 1.1 1.0
Number of Traders in Each Category Total Traders: 22
. . 4 4 . 0 4 5 . 0 . 0
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Updated June 22, 2012