Traders in Financial Futures - Futures Only Positions as of July 17, 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 103,963
Positions
28,639 7,391 1,792 20,914 34,358 214 8,766 25,729 5,589 9,087 964 54 28,908 27,872
Changes from: July 10, 2012 Total Change is: 3,357
4,445 -791 274 46 61 -12 -1,987 3,806 96 431 396 10 54 -483
Percent of Open Interest Represented by Each Category of Trader
27.5 7.1 1.7 20.1 33.0 0.2 8.4 24.7 5.4 8.7 0.9 0.1 27.8 26.8
Number of Traders in Each Category Total Traders: 72
8 6 5 6 5 4 13 22 5 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 62,836
Positions
26,759 8,550 0 1,954 1,543 183 24,356 27,393 24 1,171 0 0 8,389 25,143
Changes from: July 10, 2012 Total Change is: 4,719
4,483 -236 0 0 4 0 394 5,806 3 0 0 0 -161 -858
Percent of Open Interest Represented by Each Category of Trader
42.6 13.6 0.0 3.1 2.5 0.3 38.8 43.6 0.0 1.9 0.0 0.0 13.4 40.0
Number of Traders in Each Category Total Traders: 42
5 4 0 . . . 7 18 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 116,976
Positions
32,850 4,185 1,064 8,859 33,508 10,897 33,744 32,729 961 11,821 2,757 0 16,780 30,875
Changes from: July 10, 2012 Total Change is: -640
3,251 800 -380 27 -85 880 -3,396 -193 -13 104 -605 0 -1,113 -1,044
Percent of Open Interest Represented by Each Category of Trader
28.1 3.6 0.9 7.6 28.6 9.3 28.8 28.0 0.8 10.1 2.4 0.0 14.3 26.4
Number of Traders in Each Category Total Traders: 88
11 4 . 5 17 6 13 32 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 121,806
Positions
8,340 28,932 247 61,307 8,205 774 33,249 30,816 227 601 17,724 2 17,059 34,879
Changes from: July 10, 2012 Total Change is: 6,284
-1,248 4,812 106 2,124 465 64 3,778 1,134 19 0 -116 0 1,441 -200
Percent of Open Interest Represented by Each Category of Trader
6.8 23.8 0.2 50.3 6.7 0.6 27.3 25.3 0.2 0.5 14.6 0.0 14.0 28.6
Number of Traders in Each Category Total Traders: 85
5 12 . 9 7 4 20 24 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 323,228
Positions
119,716 9,307 622 32,308 38,595 6,320 66,581 185,076 1,252 59,537 9,207 2,219 34,673 70,630
Changes from: July 10, 2012 Total Change is: -3,146
8,224 1,300 114 -7,280 898 1,790 -4,206 -5,915 -174 -1,056 201 341 -899 -1,701
Percent of Open Interest Represented by Each Category of Trader
37.0 2.9 0.2 10.0 11.9 2.0 20.6 57.3 0.4 18.4 2.8 0.7 10.7 21.9
Number of Traders in Each Category Total Traders: 192
27 10 6 17 24 13 20 69 11 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 122,934
Positions
33,658 15,945 762 2,598 43,810 1,031 60,611 33,858 100 2,866 3,129 367 20,941 23,932
Changes from: July 10, 2012 Total Change is: 1,699
1,819 -272 -301 125 257 -6 -2,960 1,927 -6 257 59 -135 2,906 176
Percent of Open Interest Represented by Each Category of Trader
27.4 13.0 0.6 2.1 35.6 0.8 49.3 27.5 0.1 2.3 2.5 0.3 17.0 19.5
Number of Traders in Each Category Total Traders: 80
8 7 . . 9 . 19 27 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 103,812
Positions
50,578 57,425 35,372 2,443 0 0 3,069 1,385 6,050 3,227 0 2,855 218 725
Changes from: July 10, 2012 Total Change is: -25
-37 847 -771 684 0 -144 0 61 0 263 0 0 -20 -18
Percent of Open Interest Represented by Each Category of Trader
48.7 55.3 34.1 2.4 0.0 0.0 3.0 1.3 5.8 3.1 0.0 2.8 0.2 0.7
Number of Traders in Each Category Total Traders: 23
7 11 11 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 159,971
Positions
62,979 61,666 5 25,146 560 1,558 63,976 73,525 703 1,179 17,656 99 4,326 4,199
Changes from: July 10, 2012 Total Change is: 17,502
-274 9,725 -6 1,542 -204 3 15,711 8,887 -325 297 -534 0 554 -44
Percent of Open Interest Represented by Each Category of Trader
39.4 38.5 0.0 15.7 0.4 1.0 40.0 46.0 0.4 0.7 11.0 0.1 2.7 2.6
Number of Traders in Each Category Total Traders: 98
4 12 . 8 . . 31 28 5 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 16,330
Positions
14,419 1,394 65 404 427 183 735 1,197 26 100 12,228 0 398 810
Changes from: July 10, 2012 Total Change is: -1,146
-1,252 38 0 0 -101 101 0 -44 -3 0 -1,200 0 8 63
Percent of Open Interest Represented by Each Category of Trader
88.3 8.5 0.4 2.5 2.6 1.1 4.5 7.3 0.2 0.6 74.9 0.0 2.4 5.0
Number of Traders in Each Category Total Traders: 21
6 4 . . . . . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 23,328
Positions
6,376 16,266 0 100 205 0 12,962 3,788 134 297 840 0 3,459 2,095
Changes from: July 10, 2012 Total Change is: 972
1,365 2,631 0 -110 -27 0 -11 -1,895 0 0 -224 0 -272 487
Percent of Open Interest Represented by Each Category of Trader
27.3 69.7 0.0 0.4 0.9 0.0 55.6 16.2 0.6 1.3 3.6 0.0 14.8 9.0
Number of Traders in Each Category Total Traders: 42
5 8 0 . . 0 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 41,606
Positions
14,790 27,571 110 3,242 511 578 13,668 8,968 85 1,960 209 0 7,175 3,576
Changes from: July 10, 2012 Total Change is: -1,675
1,311 -2,322 40 -557 -63 139 -2,269 1,137 -172 16 -194 0 -183 -240
Percent of Open Interest Represented by Each Category of Trader
35.5 66.3 0.3 7.8 1.2 1.4 32.9 21.6 0.2 4.7 0.5 0.0 17.2 8.6
Number of Traders in Each Category Total Traders: 81
17 16 . 4 4 . 24 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 83,211
Positions
29,579 55,142 219 6,483 1,022 1,156 27,336 17,935 169 3,919 417 0 14,350 7,151
Changes from: July 10, 2012 Total Change is: -3,349
2,622 -4,643 79 -1,113 -125 277 -4,537 2,274 -343 31 -388 0 -365 -480
Percent of Open Interest Represented by Each Category of Trader
35.5 66.3 0.3 7.8 1.2 1.4 32.9 21.6 0.2 4.7 0.5 0.0 17.2 8.6
Number of Traders in Each Category Total Traders: 81
17 16 . 4 4 . 24 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 801,482
Positions
51,842 127,321 45,883 360,923 185,772 55,469 68,919 194,064 30,595 26,426 29,702 7,057 154,368 125,619
Changes from: July 10, 2012 Total Change is: 7,456
1,572 -1,602 3,737 -894 -2,064 1,909 -2,373 -14 9 -926 1,982 26 4,395 3,473
Percent of Open Interest Represented by Each Category of Trader
6.5 15.9 5.7 45.0 23.2 6.9 8.6 24.2 3.8 3.3 3.7 0.9 19.3 15.7
Number of Traders in Each Category Total Traders: 550
36 48 30 120 58 61 85 128 67 36 38 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 239,779
Positions
29,969 59,942 7,681 103,537 30,562 7,900 15,619 39,263 1,619 75 7,204 5,279 68,100 80,329
Changes from: July 10, 2012 Total Change is: 4,939
2,244 766 -107 1,965 89 222 791 1,691 429 -1,110 -232 -857 1,362 2,938
Percent of Open Interest Represented by Each Category of Trader
12.5 25.0 3.2 43.2 12.7 3.3 6.5 16.4 0.7 0.0 3.0 2.2 28.4 33.5
Number of Traders in Each Category Total Traders: 104
11 11 7 27 8 13 18 21 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 2,808,514
Positions
266,801 494,329 33,577 1,314,672 803,793 210,104 354,195 861,700 57,183 132,215 112,949 8,428 431,339 226,451
Changes from: July 10, 2012 Total Change is: 12,583
11,961 3,482 3,897 -13,558 -10,029 7,699 -19,874 -12,579 1,955 1,382 11,530 3,955 15,166 2,673
Percent of Open Interest Represented by Each Category of Trader
9.5 17.6 1.2 46.8 28.6 7.5 12.6 30.7 2.0 4.7 4.0 0.3 15.4 8.1
Number of Traders in Each Category Total Traders: 521
34 47 24 104 55 53 88 122 56 35 36 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 107,748
Positions
17,064 24,392 0 61,581 60,787 2,107 14,954 13,173 93 2,517 2,831 0 9,432 4,365
Changes from: July 10, 2012 Total Change is: 2,610
37 2,302 0 956 308 248 1,227 536 -876 -231 21 0 1,249 71
Percent of Open Interest Represented by Each Category of Trader
15.8 22.6 0.0 57.2 56.4 2.0 13.9 12.2 0.1 2.3 2.6 0.0 8.8 4.1
Number of Traders in Each Category Total Traders: 96
10 10 0 34 12 10 13 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 67,892
Positions
5,617 43,980 157 34,835 8,899 1,288 17,862 7,702 488 1,752 2,851 64 5,828 2,461
Changes from: July 10, 2012 Total Change is: -1,897
1,104 -710 -53 -1,842 43 72 -1,186 -619 -193 -61 -62 -17 279 -357
Percent of Open Interest Represented by Each Category of Trader
8.3 64.8 0.2 51.3 13.1 1.9 26.3 11.3 0.7 2.6 4.2 0.1 8.6 3.6
Number of Traders in Each Category Total Traders: 214
17 33 . 31 23 13 55 35 12 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 339,460
Positions
28,083 219,899 786 174,176 44,496 6,442 89,310 38,512 2,439 8,760 14,257 322 29,142 12,307
Changes from: July 10, 2012 Total Change is: -9,484
5,519 -3,550 -267 -9,209 214 359 -5,930 -3,097 -965 -303 -309 -83 1,395 -1,786
Percent of Open Interest Represented by Each Category of Trader
8.3 64.8 0.2 51.3 13.1 1.9 26.3 11.3 0.7 2.6 4.2 0.1 8.6 3.6
Number of Traders in Each Category Total Traders: 214
17 33 . 31 23 13 55 35 12 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 433,515
Positions
173,641 32,735 12,786 137,297 226,958 25,211 59,499 103,685 2,746 3,023 15,579 0 19,312 13,815
Changes from: July 10, 2012 Total Change is: -990
-1,774 -314 -248 -996 -1,523 1,648 430 1,182 40 -503 -546 0 413 -1,229
Percent of Open Interest Represented by Each Category of Trader
40.1 7.6 2.9 31.7 52.4 5.8 13.7 23.9 0.6 0.7 3.6 0.0 4.5 3.2
Number of Traders in Each Category Total Traders: 240
21 13 4 52 41 28 42 50 12 5 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 29,531
Positions
9,233 220 0 8,987 854 447 2,954 7,468 0 1,662 6,255 0 6,248 14,287
Changes from: July 10, 2012 Total Change is: -149
-58 0 0 -278 100 -26 -24 367 0 0 0 0 237 -590
Percent of Open Interest Represented by Each Category of Trader
31.3 0.7 0.0 30.4 2.9 1.5 10.0 25.3 0.0 5.6 21.2 0.0 21.2 48.4
Number of Traders in Each Category Total Traders: 35
6 . 0 11 . . 5 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 44,945
Positions
17,295 8,315 1,871 6,107 2,570 687 7,837 1,848 651 5,452 4,034 0 5,045 24,969
Changes from: July 10, 2012 Total Change is: 3,878
2,352 1,522 -7 359 -30 -142 276 -59 -158 808 503 0 390 2,249
Percent of Open Interest Represented by Each Category of Trader
38.5 18.5 4.2 13.6 5.7 1.5 17.4 4.1 1.4 12.1 9.0 0.0 11.2 55.6
Number of Traders in Each Category Total Traders: 53
15 12 4 5 . . 10 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 67,127
Positions
1,134 13,238 2,105 47,518 29,926 5,722 6,021 13,263 4 208 0 0 4,415 2,869
Changes from: July 10, 2012 Total Change is: 334
-200 -57 -21 94 458 2 -280 -37 0 0 0 0 739 -11
Percent of Open Interest Represented by Each Category of Trader
1.7 19.7 3.1 70.8 44.6 8.5 9.0 19.8 0.0 0.3 0.0 0.0 6.6 4.3
Number of Traders in Each Category Total Traders: 63
. . . 23 21 8 7 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 116,891
Positions
13,304 57,825 1,859 69,020 12,163 4,749 10,816 31,177 411 4,950 1,431 267 11,515 7,009
Changes from: July 10, 2012 Total Change is: -339
-414 -656 52 -871 210 486 123 1,284 42 985 -275 27 -769 -1,509
Percent of Open Interest Represented by Each Category of Trader
11.4 49.5 1.6 59.0 10.4 4.1 9.3 26.7 0.4 4.2 1.2 0.2 9.9 6.0
Number of Traders in Each Category Total Traders: 98
9 19 5 24 11 11 15 8 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 626,253
Positions
7,612 137,117 6,163 271,612 149,647 68,295 72,812 89,271 11,247 22,784 38,117 644 165,084 125,752
Changes from: July 10, 2012 Total Change is: -15,647
1,599 -19,813 381 -5,834 3,959 1,174 -5,335 -5,929 525 -981 6,410 644 -7,820 -2,998
Percent of Open Interest Represented by Each Category of Trader
1.2 21.9 1.0 43.4 23.9 10.9 11.6 14.3 1.8 3.6 6.1 0.1 26.4 20.1
Number of Traders in Each Category Total Traders: 159
5 21 6 42 22 30 30 22 14 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 348,652
Positions
2,484 130,446 323 231,360 14,229 35,474 4,096 97,977 1,172 8,594 20,116 0 65,149 48,915
Changes from: July 10, 2012 Total Change is: -4,469
0 -1,304 0 -1,040 347 -223 -1,834 -2,608 -174 0 -240 0 -1,198 -267
Percent of Open Interest Represented by Each Category of Trader
0.7 37.4 0.1 66.4 4.1 10.2 1.2 28.1 0.3 2.5 5.8 0.0 18.7 14.0
Number of Traders in Each Category Total Traders: 67
. 10 . 32 6 19 . 10 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 991,502
Positions
68,509 149,269 10,415 176,926 86,237 69,749 318,131 516,778 33,448 172,427 38,099 11,226 130,671 76,281
Changes from: July 10, 2012 Total Change is: 123,337
13,618 81,418 3,132 -10,768 -5,315 7,603 62,059 24,614 21,382 20,285 400 733 5,293 -10,630
Percent of Open Interest Represented by Each Category of Trader
6.9 15.1 1.1 17.8 8.7 7.0 32.1 52.1 3.4 17.4 3.8 1.1 13.2 7.7
Number of Traders in Each Category Total Traders: 230
16 23 6 43 26 35 47 37 21 24 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,803,643
Positions
138,678 190,789 23,198 690,483 506,516 194,745 311,951 402,511 75,456 64,494 122,318 6,230 298,408 281,880
Changes from: July 10, 2012 Total Change is: 6,342
-5,658 7,708 -2,481 -30,077 1,110 8,408 26,405 -10,916 7,585 -6,150 10,994 1,575 6,735 -17,641
Percent of Open Interest Represented by Each Category of Trader
7.7 10.6 1.3 38.3 28.1 10.8 17.3 22.3 4.2 3.6 6.8 0.3 16.5 15.6
Number of Traders in Each Category Total Traders: 270
23 33 14 24 54 45 37 68 32 10 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,133,638
Positions
130,033 73,559 756 259,494 497,462 84,347 356,077 144,792 15,055 61,919 83,900 1,409 224,548 232,358
Changes from: July 10, 2012 Total Change is: 942
-10,759 -2,279 -2,107 8,147 -1,622 -9,181 8,175 1,096 966 1,773 7,767 35 3,893 6,267
Percent of Open Interest Represented by Each Category of Trader
11.5 6.5 0.1 22.9 43.9 7.4 31.4 12.8 1.3 5.5 7.4 0.1 19.8 20.5
Number of Traders in Each Category Total Traders: 196
14 19 . 30 36 36 44 28 19 6 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 486,461
Positions
203,003 154,774 158,146 530 1,663 3,999 29,652 47,381 60,492 215 12,783 5,786 24,638 41,437
Changes from: July 10, 2012 Total Change is: -1,161
2,669 9,257 1,478 -1,644 -536 0 -8,492 -17,137 2,016 66 370 -253 2,999 3,644
Percent of Open Interest Represented by Each Category of Trader
41.7 31.8 32.5 0.1 0.3 0.8 6.1 9.7 12.4 0.0 2.6 1.2 5.1 8.5
Number of Traders in Each Category Total Traders: 95
23 27 44 . . . 16 17 25 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 7,867,261
Positions
1,513,444 2,616,505 1,728,805 553,453 52,140 146,762 1,427,876 503,122 1,169,034 127,702 393,859 273,646 926,539 983,388
Changes from: July 10, 2012 Total Change is: 81,787
-85,980 67,225 2,758 10,764 1,781 -8,274 111,175 -153 21,507 2,223 -14,646 -16,392 44,006 27,981
Percent of Open Interest Represented by Each Category of Trader
19.2 33.3 22.0 7.0 0.7 1.9 18.1 6.4 14.9 1.6 5.0 3.5 11.8 12.5
Number of Traders in Each Category Total Traders: 237
24 52 70 10 8 16 55 48 77 13 17 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,005
Positions
6,519 247 0 587 802 6 1,221 8,627 25 1,339 255 0 308 43
Changes from: July 10, 2012 Total Change is: -127
-298 30 0 1 0 0 183 -131 -25 0 0 0 12 -1
Percent of Open Interest Represented by Each Category of Trader
65.2 2.5 0.0 5.9 8.0 0.1 12.2 86.2 0.2 13.4 2.5 0.0 3.1 0.4
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 6 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 12,098
Positions
9,231 6,296 0 1,028 695 48 1,433 4,888 0 0 146 0 358 25
Changes from: July 10, 2012 Total Change is: 14
-26 -11 0 0 -363 2 56 377 0 0 46 0 -18 -37
Percent of Open Interest Represented by Each Category of Trader
76.3 52.0 0.0 8.5 5.7 0.4 11.8 40.4 0.0 0.0 1.2 0.0 3.0 0.2
Number of Traders in Each Category Total Traders: 32
. 6 0 . 4 . 4 12 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 68,675
Positions
13,993 37,777 1,412 6,626 69 217 32,918 27,131 553 6,216 392 0 6,740 1,124
Changes from: July 10, 2012 Total Change is: 3,750
585 4,413 911 723 9 -11 1,128 -1,390 -78 642 22 0 -150 -126
Percent of Open Interest Represented by Each Category of Trader
20.4 55.0 2.1 9.6 0.1 0.3 47.9 39.5 0.8 9.1 0.6 0.0 9.8 1.6
Number of Traders in Each Category Total Traders: 117
4 4 . 8 . . 57 9 . 28 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 350,768
Positions
124,268 37,972 36,077 39,844 8,719 6,334 29,119 117,503 35,953 2,467 31,899 51,329 25,377 24,982
Changes from: July 10, 2012 Total Change is: 16,425
-3,552 -9,362 832 -2,444 223 -533 5,185 5,697 3,873 -202 4,246 9,515 3,751 1,934
Percent of Open Interest Represented by Each Category of Trader
35.4 10.8 10.3 11.4 2.5 1.8 8.3 33.5 10.2 0.7 9.1 14.6 7.2 7.1
Number of Traders in Each Category Total Traders: 147
18 11 21 9 9 11 26 43 48 10 14 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,343
Positions
2,842 1,224 0 2,472 722 0 2,029 5,460 900 0 30 0 100 7
Changes from: July 10, 2012 Total Change is: 353
-395 3 0 361 -101 0 330 489 53 0 -87 0 4 -4
Percent of Open Interest Represented by Each Category of Trader
34.1 14.7 0.0 29.6 8.7 0.0 24.3 65.4 10.8 0.0 0.4 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 21
. 4 0 5 . 0 . 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 20, 2012