Traders in Financial Futures - Futures Only Positions as of July 3, 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 93,160
Positions
20,455 9,013 866 20,510 34,259 252 7,773 14,523 5,220 8,945 340 44 29,095 28,643
Changes from: June 26, 2012 Total Change is: -2,661
1,248 2,500 98 -504 -99 53 -4,211 -3,827 -263 -904 -441 -13 1,835 -669
Percent of Open Interest Represented by Each Category of Trader
22.0 9.7 0.9 22.0 36.8 0.3 8.3 15.6 5.6 9.6 0.4 0.0 31.2 30.7
Number of Traders in Each Category Total Traders: 65
4 7 5 6 5 4 12 22 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 53,322
Positions
19,172 8,102 100 1,954 1,464 247 23,438 22,653 2 1,171 0 0 7,238 20,754
Changes from: June 26, 2012 Total Change is: 875
403 30 100 -99 -1 0 594 1,800 1 0 0 0 -124 -1,055
Percent of Open Interest Represented by Each Category of Trader
36.0 15.2 0.2 3.7 2.7 0.5 44.0 42.5 0.0 2.2 0.0 0.0 13.6 38.9
Number of Traders in Each Category Total Traders: 39
6 4 . . . . 6 15 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 108,208
Positions
16,658 5,362 322 9,415 33,614 10,152 43,629 26,848 575 10,762 3,664 0 16,695 27,671
Changes from: June 26, 2012 Total Change is: -6,353
2,453 -4,965 -1 -332 -845 614 -9,822 315 -371 559 13 0 547 -1,113
Percent of Open Interest Represented by Each Category of Trader
15.4 5.0 0.3 8.7 31.1 9.4 40.3 24.8 0.5 9.9 3.4 0.0 15.4 25.6
Number of Traders in Each Category Total Traders: 87
8 5 . 6 17 6 15 29 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 117,403
Positions
9,493 16,444 6 58,798 7,667 714 33,291 38,393 107 953 18,088 0 14,041 35,984
Changes from: June 26, 2012 Total Change is: -5,844
804 1,333 -33 -588 -575 13 -7,384 -5,197 56 422 -507 0 866 -934
Percent of Open Interest Represented by Each Category of Trader
8.1 14.0 0.0 50.1 6.5 0.6 28.4 32.7 0.1 0.8 15.4 0.0 12.0 30.6
Number of Traders in Each Category Total Traders: 81
5 11 . 10 5 . 19 21 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 302,289
Positions
92,856 16,184 1,186 49,586 37,213 4,267 61,617 162,223 1,558 58,506 11,751 766 31,947 67,141
Changes from: June 26, 2012 Total Change is: -13,496
-14,975 7,564 304 1,086 638 336 1,964 -22,100 573 -2,773 1,546 -4 -7 -2,353
Percent of Open Interest Represented by Each Category of Trader
30.7 5.4 0.4 16.4 12.3 1.4 20.4 53.7 0.5 19.4 3.9 0.3 10.6 22.2
Number of Traders in Each Category Total Traders: 198
23 10 7 20 22 15 25 68 9 7 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 125,706
Positions
40,663 14,869 1,662 2,440 44,438 1,028 58,816 38,531 168 3,516 2,427 22 17,391 22,561
Changes from: June 26, 2012 Total Change is: 3,322
-7,142 2,318 1,381 301 -682 113 9,649 -1,448 131 -703 158 22 -430 1,329
Percent of Open Interest Represented by Each Category of Trader
32.3 11.8 1.3 1.9 35.4 0.8 46.8 30.7 0.1 2.8 1.9 0.0 13.8 17.9
Number of Traders in Each Category Total Traders: 81
10 5 . . 9 . 23 26 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 104,539
Positions
50,935 56,278 36,739 1,963 0 483 2,818 1,253 6,315 2,209 0 2,855 222 616
Changes from: June 26, 2012 Total Change is: 2,298
1,038 2,258 51 743 0 77 421 186 -47 0 0 0 15 -227
Percent of Open Interest Represented by Each Category of Trader
48.7 53.8 35.1 1.9 0.0 0.5 2.7 1.2 6.0 2.1 0.0 2.7 0.2 0.6
Number of Traders in Each Category Total Traders: 23
8 10 11 . 0 . . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 132,669
Positions
63,240 49,182 1 20,283 1,255 1,555 42,292 56,472 608 844 19,067 102 3,744 4,427
Changes from: June 26, 2012 Total Change is: 11,145
-460 9,841 1 114 -566 0 11,103 2,323 67 -636 1,128 -3 959 -1,646
Percent of Open Interest Represented by Each Category of Trader
47.7 37.1 0.0 15.3 0.9 1.2 31.9 42.6 0.5 0.6 14.4 0.1 2.8 3.3
Number of Traders in Each Category Total Traders: 93
4 10 . 8 5 . 24 28 4 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 17,905
Positions
16,200 1,501 65 404 945 0 735 968 93 100 13,428 0 308 905
Changes from: June 26, 2012 Total Change is: -1,220
-653 106 -267 0 -922 0 -300 -215 -62 100 0 0 -38 140
Percent of Open Interest Represented by Each Category of Trader
90.5 8.4 0.4 2.3 5.3 0.0 4.1 5.4 0.5 0.6 75.0 0.0 1.7 5.1
Number of Traders in Each Category Total Traders: 20
5 5 . . . 0 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 20,483
Positions
5,421 11,739 0 427 261 0 10,875 5,244 134 297 1,265 0 3,329 1,840
Changes from: June 26, 2012 Total Change is: 3,882
-1,283 3,716 0 187 -136 0 4,567 644 -15 -210 16 0 636 -343
Percent of Open Interest Represented by Each Category of Trader
26.5 57.3 0.0 2.1 1.3 0.0 53.1 25.6 0.7 1.4 6.2 0.0 16.3 9.0
Number of Traders in Each Category Total Traders: 41
5 8 0 . . 0 9 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 45,453
Positions
13,991 30,656 67 3,938 364 453 17,654 9,666 163 1,652 15 0 7,536 4,070
Changes from: June 26, 2012 Total Change is: 146
961 -358 -79 588 -287 129 -1,433 637 103 -653 -13 0 531 15
Percent of Open Interest Represented by Each Category of Trader
30.8 67.4 0.1 8.7 0.8 1.0 38.8 21.3 0.4 3.6 0.0 0.0 16.6 9.0
Number of Traders in Each Category Total Traders: 90
17 16 . 6 4 . 29 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 90,905
Positions
27,982 61,312 134 7,875 727 905 35,308 19,332 326 3,303 30 0 15,072 8,139
Changes from: June 26, 2012 Total Change is: 292
1,922 -715 -157 1,175 -574 257 -2,866 1,273 205 -1,306 -26 0 1,062 29
Percent of Open Interest Represented by Each Category of Trader
30.8 67.4 0.1 8.7 0.8 1.0 38.8 21.3 0.4 3.6 0.0 0.0 16.6 9.0
Number of Traders in Each Category Total Traders: 90
17 16 . 6 4 . 29 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 773,321
Positions
47,400 146,507 31,862 361,624 180,317 52,427 76,684 176,558 22,155 27,938 35,966 5,945 147,286 121,583
Changes from: June 26, 2012 Total Change is: -753
-4,358 13,444 1,957 -5,966 -18,613 163 1,734 -9,017 4,314 -274 6,410 -2,748 4,425 3,337
Percent of Open Interest Represented by Each Category of Trader
6.1 18.9 4.1 46.8 23.3 6.8 9.9 22.8 2.9 3.6 4.7 0.8 19.0 15.7
Number of Traders in Each Category Total Traders: 534
33 46 28 121 54 59 87 116 63 34 42 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 227,230
Positions
21,649 62,353 6,840 103,030 29,808 7,678 14,501 30,449 1,057 1,180 6,665 5,596 65,699 76,784
Changes from: June 26, 2012 Total Change is: 1,552
4,488 5,020 -38 -3,036 -512 127 2,202 -361 -167 -1,394 -3,477 -2,580 1,950 3,540
Percent of Open Interest Represented by Each Category of Trader
9.5 27.4 3.0 45.3 13.1 3.4 6.4 13.4 0.5 0.5 2.9 2.5 28.9 33.8
Number of Traders in Each Category Total Traders: 100
10 12 6 25 8 13 18 20 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 2,730,453
Positions
223,936 515,950 29,930 1,320,062 779,639 196,652 364,797 784,427 51,609 133,789 146,506 1,745 407,933 223,995
Changes from: June 26, 2012 Total Change is: -11,526
-33,525 52,826 -731 -15,284 -91,143 816 6,514 -34,425 13,552 5,599 49,433 -841 12,374 -1,013
Percent of Open Interest Represented by Each Category of Trader
8.2 18.9 1.1 48.3 28.6 7.2 13.4 28.7 1.9 4.9 5.4 0.1 14.9 8.2
Number of Traders in Each Category Total Traders: 507
31 45 21 106 51 51 89 112 51 32 41 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 102,601
Positions
16,084 22,558 31 61,384 59,161 1,826 13,162 12,661 101 2,222 2,813 0 7,791 3,450
Changes from: June 26, 2012 Total Change is: 3,646
-5,351 7,937 31 4,137 -5,744 26 5,874 3,191 -1,139 307 -30 0 -239 -626
Percent of Open Interest Represented by Each Category of Trader
15.7 22.0 0.0 59.8 57.7 1.8 12.8 12.3 0.1 2.2 2.7 0.0 7.6 3.4
Number of Traders in Each Category Total Traders: 98
9 11 . 36 12 10 14 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 70,759
Positions
4,494 46,280 118 34,405 8,505 936 21,913 8,832 195 2,896 3,136 71 5,731 2,687
Changes from: June 26, 2012 Total Change is: 2,902
-480 4,633 37 -731 -528 -259 3,675 -1,002 -8 -326 147 70 923 -187
Percent of Open Interest Represented by Each Category of Trader
6.4 65.4 0.2 48.6 12.0 1.3 31.0 12.5 0.3 4.1 4.4 0.1 8.1 3.8
Number of Traders in Each Category Total Traders: 214
14 33 . 32 21 12 57 35 6 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 353,795
Positions
22,470 231,401 590 172,025 42,525 4,679 109,564 44,159 976 14,481 15,678 353 28,657 13,434
Changes from: June 26, 2012 Total Change is: 14,512
-2,400 23,165 185 -3,653 -2,640 -1,295 18,376 -5,012 -41 -1,629 734 352 4,617 -936
Percent of Open Interest Represented by Each Category of Trader
6.4 65.4 0.2 48.6 12.0 1.3 31.0 12.5 0.3 4.1 4.4 0.1 8.1 3.8
Number of Traders in Each Category Total Traders: 214
14 33 . 32 21 12 57 35 6 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 440,281
Positions
184,449 35,049 13,191 136,457 225,552 23,013 57,683 108,290 2,684 2,619 16,864 0 20,185 15,638
Changes from: June 26, 2012 Total Change is: 4,892
-6,137 -2,966 1,461 -1,371 2,360 3,540 4,857 265 -604 -591 409 0 3,737 427
Percent of Open Interest Represented by Each Category of Trader
41.9 8.0 3.0 31.0 51.2 5.2 13.1 24.6 0.6 0.6 3.8 0.0 4.6 3.6
Number of Traders in Each Category Total Traders: 244
20 13 . 50 42 27 40 59 13 . 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 28,497
Positions
7,800 220 0 9,311 981 446 3,304 7,017 0 1,462 6,410 0 6,174 13,423
Changes from: June 26, 2012 Total Change is: 1,088
766 0 0 1,196 -416 0 -186 456 0 -100 0 0 -588 1,048
Percent of Open Interest Represented by Each Category of Trader
27.4 0.8 0.0 32.7 3.4 1.6 11.6 24.6 0.0 5.1 22.5 0.0 21.7 47.1
Number of Traders in Each Category Total Traders: 36
5 . 0 11 . . 5 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 36,247
Positions
12,684 7,866 1,153 5,640 2,519 764 6,979 6,598 959 3,995 3,016 0 4,073 13,372
Changes from: June 26, 2012 Total Change is: 890
1,264 -1,455 632 -429 -440 -13 122 775 518 -1,203 774 0 -1 99
Percent of Open Interest Represented by Each Category of Trader
35.0 21.7 3.2 15.6 6.9 2.1 19.3 18.2 2.6 11.0 8.3 0.0 11.2 36.9
Number of Traders in Each Category Total Traders: 54
16 9 . 5 . . 8 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 66,482
Positions
1,346 12,477 2,395 48,276 27,983 5,653 5,161 15,227 4 0 0 0 3,647 2,743
Changes from: June 26, 2012 Total Change is: -1,055
-591 -2,436 1,922 -2,563 -6,695 2,182 -1,006 3,698 0 0 0 0 -999 274
Percent of Open Interest Represented by Each Category of Trader
2.0 18.8 3.6 72.6 42.1 8.5 7.8 22.9 0.0 0.0 0.0 0.0 5.5 4.1
Number of Traders in Each Category Total Traders: 65
4 . . 23 21 8 5 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 113,521
Positions
14,800 56,221 1,714 62,711 12,115 4,427 11,187 30,461 369 6,081 1,001 240 11,992 6,973
Changes from: June 26, 2012 Total Change is: 4,135
1,001 3,891 -81 1,007 3,561 -29 464 -2,610 126 124 216 17 1,506 -956
Percent of Open Interest Represented by Each Category of Trader
13.0 49.5 1.5 55.2 10.7 3.9 9.9 26.8 0.3 5.4 0.9 0.2 10.6 6.1
Number of Traders in Each Category Total Traders: 99
12 19 5 23 13 10 14 7 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 626,502
Positions
6,951 161,994 5,089 272,234 148,664 73,670 76,552 72,294 11,403 22,848 31,901 27 157,728 121,460
Changes from: June 26, 2012 Total Change is: -6,825
-2,289 198 860 9,081 -1,622 -4,741 -3,785 7,354 -5,518 -225 -499 15 -223 -2,872
Percent of Open Interest Represented by Each Category of Trader
1.1 25.9 0.8 43.5 23.7 11.8 12.2 11.5 1.8 3.6 5.1 0.0 25.2 19.4
Number of Traders in Each Category Total Traders: 160
4 24 6 42 22 30 35 17 13 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 347,164
Positions
3,011 132,700 72 233,411 13,889 33,255 3,761 96,932 1,430 8,388 22,477 0 63,836 46,409
Changes from: June 26, 2012 Total Change is: -279
-30 -5,449 -358 5,708 5,032 -1,694 -1,379 1,804 387 -147 2,954 0 -2,766 -2,955
Percent of Open Interest Represented by Each Category of Trader
0.9 38.2 0.0 67.2 4.0 9.6 1.1 27.9 0.4 2.4 6.5 0.0 18.4 13.4
Number of Traders in Each Category Total Traders: 70
. 11 . 31 6 18 . 12 4 . 5 0
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Traders in Financial Futures - Futures Only Positions as of July 3, 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 795,701
Positions
68,726 57,054 2,129 167,999 94,053 69,267 196,350 423,357 14,823 140,304 35,852 10,360 125,743 88,806
Changes from: June 26, 2012 Total Change is: -88,441
2,612 -60,467 -4,292 -1,860 -10,113 2,513 -52,953 21,899 -49,023 3,229 -984 108 11,225 11,918
Percent of Open Interest Represented by Each Category of Trader
8.6 7.2 0.3 21.1 11.8 8.7 24.7 53.2 1.9 17.6 4.5 1.3 15.8 11.2
Number of Traders in Each Category Total Traders: 211
20 15 4 42 27 37 38 33 22 20 16 4
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Traders in Financial Futures - Futures Only Positions as of July 3, 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 1,770,490
Positions
128,581 204,869 21,110 727,657 496,513 202,621 249,328 367,226 68,577 74,880 111,488 2,140 295,596 295,946
Changes from: June 26, 2012 Total Change is: 32,480
3,439 2,388 -7,229 21,326 -29,064 24,503 -335 46,328 -813 -6,273 -51 86 -2,224 -3,668
Percent of Open Interest Represented by Each Category of Trader
7.3 11.6 1.2 41.1 28.0 11.4 14.1 20.7 3.9 4.2 6.3 0.1 16.7 16.7
Number of Traders in Each Category Total Traders: 242
22 31 11 21 53 43 27 64 24 7 17 .
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Traders in Financial Futures - Futures Only Positions as of July 3, 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 1,138,496
Positions
157,262 69,003 1,202 244,561 496,901 106,231 333,170 149,725 11,887 62,992 77,191 1,374 219,817 224,982
Changes from: June 26, 2012 Total Change is: -1,036
-2,956 -28,772 -15,255 -21,262 14,057 3,927 20,698 39,957 -2,798 4,459 8,750 0 12,151 -20,902
Percent of Open Interest Represented by Each Category of Trader
13.8 6.1 0.1 21.5 43.6 9.3 29.3 13.2 1.0 5.5 6.8 0.1 19.3 19.8
Number of Traders in Each Category Total Traders: 194
15 18 4 27 38 35 42 28 18 7 19 .
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Traders in Financial Futures - Futures Only Positions as of July 3, 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 485,980
Positions
192,419 137,074 157,112 2,176 2,222 3,999 41,702 66,277 59,052 615 12,069 5,370 23,535 42,805
Changes from: June 26, 2012 Total Change is: -40,610
-17,954 -19,115 -12,829 972 -914 -66 168 4,314 -6,256 -2,519 -1,802 -349 -1,777 -3,593
Percent of Open Interest Represented by Each Category of Trader
39.6 28.2 32.3 0.4 0.5 0.8 8.6 13.6 12.2 0.1 2.5 1.1 4.8 8.8
Number of Traders in Each Category Total Traders: 95
19 28 46 . . . 19 16 24 . 5 .
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Traders in Financial Futures - Futures Only Positions as of July 3, 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 7,827,764
Positions
1,609,929 2,510,273 1,754,372 545,545 54,677 152,854 1,279,977 532,784 1,165,786 191,891 442,345 224,964 902,446 989,709
Changes from: June 26, 2012 Total Change is: 27,837
3,582 16,818 -9,194 41,870 5,408 -6,516 19,555 43,844 -55,137 -14,713 -12,540 -29,368 77,758 74,522
Percent of Open Interest Represented by Each Category of Trader
20.6 32.1 22.4 7.0 0.7 2.0 16.4 6.8 14.9 2.5 5.7 2.9 11.5 12.6
Number of Traders in Each Category Total Traders: 237
24 56 74 13 6 15 48 52 76 13 15 17
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Traders in Financial Futures - Futures Only Positions as of July 3, 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 9,995
Positions
6,583 189 0 581 802 6 1,156 8,647 50 1,359 255 0 260 46
Changes from: June 26, 2012 Total Change is: 690
681 -194 0 -15 0 0 25 888 0 0 0 0 -1 -4
Percent of Open Interest Represented by Each Category of Trader
65.9 1.9 0.0 5.8 8.0 0.1 11.6 86.5 0.5 13.6 2.6 0.0 2.6 0.5
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 6 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 12,313
Positions
9,266 6,023 0 1,028 1,069 46 1,622 5,007 0 0 100 0 351 68
Changes from: June 26, 2012 Total Change is: 1,199
1,013 1,579 0 -15 0 0 175 -391 0 0 0 0 26 11
Percent of Open Interest Represented by Each Category of Trader
75.3 48.9 0.0 8.3 8.7 0.4 13.2 40.7 0.0 0.0 0.8 0.0 2.9 0.6
Number of Traders in Each Category Total Traders: 30
. 6 0 . 5 . 6 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 65,041
Positions
13,661 28,619 500 5,797 100 307 32,822 33,107 596 5,295 366 0 6,063 1,446
Changes from: June 26, 2012 Total Change is: -1,701
-316 -882 0 -811 100 -55 733 -1,627 77 -638 291 0 -691 395
Percent of Open Interest Represented by Each Category of Trader
21.0 44.0 0.8 8.9 0.2 0.5 50.5 50.9 0.9 8.1 0.6 0.0 9.3 2.2
Number of Traders in Each Category Total Traders: 97
. 4 . 7 . . 47 11 . 20 . 0
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Traders in Financial Futures - Futures Only Positions as of July 3, 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 334,634
Positions
132,525 51,606 31,915 42,930 7,644 3,854 24,404 108,283 29,526 2,061 34,027 41,203 26,216 26,576
Changes from: June 26, 2012 Total Change is: 24,867
46 -4,759 2,975 2,817 1,348 -1,043 740 3,971 4,469 240 5,982 8,715 5,908 3,209
Percent of Open Interest Represented by Each Category of Trader
39.6 15.4 9.5 12.8 2.3 1.2 7.3 32.4 8.8 0.6 10.2 12.3 7.8 7.9
Number of Traders in Each Category Total Traders: 132
14 15 21 7 8 7 19 42 39 6 14 15
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Traders in Financial Futures - Futures Only Positions as of July 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 7,990
Positions
3,237 1,221 0 2,111 823 0 1,699 4,971 847 0 117 0 96 11
Changes from: June 26, 2012 Total Change is: -2,601
2,051 486 -2,729 0 -75 0 -2,031 982 124 0 -1,293 0 -16 -96
Percent of Open Interest Represented by Each Category of Trader
40.5 15.3 0.0 26.4 10.3 0.0 21.3 62.2 10.6 0.0 1.5 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 20
. . 0 4 . 0 . 7 . 0 . 0
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Updated July 3, 2012