Traders in Financial Futures - Futures Only Positions as of July 31, 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 101,082
Positions
14,354 13,551 964 18,192 34,021 392 19,031 18,463 5,339 9,798 5,605 279 32,733 22,468
Changes from: July 24, 2012 Total Change is: -9,980
-16,408 7,298 -592 -2,592 -430 220 4,440 -14,336 -858 352 3,615 96 5,362 -4,993
Percent of Open Interest Represented by Each Category of Trader
14.2 13.4 1.0 18.0 33.7 0.4 18.8 18.3 5.3 9.7 5.5 0.3 32.4 22.2
Number of Traders in Each Category Total Traders: 84
7 9 4 6 5 4 20 22 5 11 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 59,536
Positions
26,575 11,810 35 1,938 1,554 183 21,356 22,283 16 1,171 0 0 8,262 23,655
Changes from: July 24, 2012 Total Change is: -4,839
-2,353 3,248 -38 -16 2 0 -1,893 -6,663 -11 0 0 0 -528 -1,377
Percent of Open Interest Represented by Each Category of Trader
44.6 19.8 0.1 3.3 2.6 0.3 35.9 37.4 0.0 2.0 0.0 0.0 13.9 39.7
Number of Traders in Each Category Total Traders: 40
5 8 . . . . 5 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 110,770
Positions
26,291 3,234 1,019 10,041 30,721 11,508 30,710 31,545 2,456 11,543 2,754 216 16,986 27,317
Changes from: July 24, 2012 Total Change is: -5,373
-10,578 289 -58 1,197 -2,874 363 1,579 -5 720 545 -540 -565 1,424 -2,703
Percent of Open Interest Represented by Each Category of Trader
23.7 2.9 0.9 9.1 27.7 10.4 27.7 28.5 2.2 10.4 2.5 0.2 15.3 24.7
Number of Traders in Each Category Total Traders: 89
12 . 4 8 15 4 19 27 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 144,095
Positions
3,921 54,035 245 62,761 7,430 708 51,404 29,278 779 601 18,331 2 23,674 33,287
Changes from: July 24, 2012 Total Change is: 5,062
-989 7,974 24 -94 -840 8 3,193 -2,216 366 0 -1,219 -240 2,794 1,205
Percent of Open Interest Represented by Each Category of Trader
2.7 37.5 0.2 43.6 5.2 0.5 35.7 20.3 0.5 0.4 12.7 0.0 16.4 23.1
Number of Traders in Each Category Total Traders: 90
. 15 . 10 6 . 24 24 4 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 311,436
Positions
97,695 14,994 1,431 30,822 37,342 9,022 74,744 167,704 1,596 60,388 9,891 3,025 32,713 66,431
Changes from: July 24, 2012 Total Change is: -13,007
-13,314 5,644 738 762 -1,734 93 1,852 -13,671 -97 -2,267 -210 -369 -405 -3,401
Percent of Open Interest Represented by Each Category of Trader
31.4 4.8 0.5 9.9 12.0 2.9 24.0 53.8 0.5 19.4 3.2 1.0 10.5 21.3
Number of Traders in Each Category Total Traders: 199
24 12 8 17 23 14 28 66 11 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 144,498
Positions
21,855 36,652 220 3,018 43,270 1,028 88,730 36,029 389 1,387 5,534 364 27,507 21,012
Changes from: July 24, 2012 Total Change is: 13,203
-3,192 12,794 1 154 -470 -3 12,709 1,602 269 -1,730 760 -88 5,083 -1,662
Percent of Open Interest Represented by Each Category of Trader
15.1 25.4 0.2 2.1 29.9 0.7 61.4 24.9 0.3 1.0 3.8 0.3 19.0 14.5
Number of Traders in Each Category Total Traders: 98
6 11 4 . 8 . 28 30 5 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 102,438
Positions
50,222 58,195 34,117 2,758 0 0 3,069 734 6,061 3,095 0 2,855 261 476
Changes from: July 24, 2012 Total Change is: -36
-305 388 -10 400 0 0 0 -283 11 -132 0 0 0 -142
Percent of Open Interest Represented by Each Category of Trader
49.0 56.8 33.3 2.7 0.0 0.0 3.0 0.7 5.9 3.0 0.0 2.8 0.3 0.5
Number of Traders in Each Category Total Traders: 24
7 11 11 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 170,977
Positions
64,443 66,694 5 25,742 355 1,558 72,557 78,851 1,368 1,110 18,316 91 4,103 3,739
Changes from: July 24, 2012 Total Change is: 6,380
285 2,228 0 -1,784 243 0 7,776 10,135 486 -696 -6,001 -8 321 -703
Percent of Open Interest Represented by Each Category of Trader
37.7 39.0 0.0 15.1 0.2 0.9 42.4 46.1 0.8 0.6 10.7 0.1 2.4 2.2
Number of Traders in Each Category Total Traders: 94
5 10 . 9 . . 29 27 9 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 16,507
Positions
14,297 1,544 115 404 386 183 866 1,260 36 120 12,228 0 486 755
Changes from: July 24, 2012 Total Change is: 114
-121 158 50 0 -41 0 131 -14 6 0 0 0 48 -45
Percent of Open Interest Represented by Each Category of Trader
86.6 9.4 0.7 2.4 2.3 1.1 5.2 7.6 0.2 0.7 74.1 0.0 2.9 4.6
Number of Traders in Each Category Total Traders: 22
6 4 . . . . 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 24,967
Positions
4,485 18,763 0 115 101 0 15,913 3,408 186 297 724 0 3,971 1,785
Changes from: July 24, 2012 Total Change is: 1,761
-2,044 3,036 0 115 0 0 2,913 -65 52 -259 -938 0 984 -324
Percent of Open Interest Represented by Each Category of Trader
18.0 75.2 0.0 0.5 0.4 0.0 63.7 13.7 0.7 1.2 2.9 0.0 15.9 7.1
Number of Traders in Each Category Total Traders: 47
6 7 0 . . 0 16 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 49,096
Positions
13,032 31,340 96 3,394 546 568 22,329 10,446 98 1,327 355 0 8,253 5,649
Changes from: July 24, 2012 Total Change is: 9,516
-864 6,103 -32 292 -125 51 8,994 1,934 56 -55 -66 0 1,074 1,594
Percent of Open Interest Represented by Each Category of Trader
26.5 63.8 0.2 6.9 1.1 1.2 45.5 21.3 0.2 2.7 0.7 0.0 16.8 11.5
Number of Traders in Each Category Total Traders: 89
13 18 . 5 . . 32 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 98,191
Positions
26,064 62,679 191 6,787 1,092 1,136 44,658 20,891 195 2,654 710 0 16,506 11,297
Changes from: July 24, 2012 Total Change is: 19,032
-1,727 12,206 -63 583 -249 102 17,987 3,868 112 -110 -131 0 2,148 3,187
Percent of Open Interest Represented by Each Category of Trader
26.5 63.8 0.2 6.9 1.1 1.2 45.5 21.3 0.2 2.7 0.7 0.0 16.8 11.5
Number of Traders in Each Category Total Traders: 89
13 18 . 5 . . 32 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 781,796
Positions
47,144 145,858 37,591 354,476 167,810 53,350 78,580 190,087 29,711 26,752 32,778 6,756 147,436 117,855
Changes from: July 24, 2012 Total Change is: -35,676
-17,584 26,606 -12,381 -2,470 -23,942 -2,940 19,022 -5,391 -16,489 -764 4,285 974 -3,044 -6,397
Percent of Open Interest Represented by Each Category of Trader
6.0 18.7 4.8 45.3 21.5 6.8 10.1 24.3 3.8 3.4 4.2 0.9 18.9 15.1
Number of Traders in Each Category Total Traders: 545
34 53 28 123 52 62 90 114 66 32 44 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 230,496
Positions
27,309 64,236 4,030 101,945 30,489 8,176 14,526 40,081 1,631 82 6,428 4,380 68,417 71,045
Changes from: July 24, 2012 Total Change is: -14,948
-10,269 10,421 -5,826 1,670 -465 -332 -2,280 -10,254 196 6 465 -632 2,519 -8,521
Percent of Open Interest Represented by Each Category of Trader
11.8 27.9 1.7 44.2 13.2 3.5 6.3 17.4 0.7 0.0 2.8 1.9 29.7 30.8
Number of Traders in Each Category Total Traders: 101
13 11 4 26 8 13 14 23 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 2,756,499
Positions
232,554 541,490 34,425 1,290,334 714,285 198,191 407,933 837,690 52,737 139,850 138,250 5,380 395,095 234,051
Changes from: July 24, 2012 Total Change is: -103,642
-72,408 45,089 3,058 -23,502 -120,185 -10,237 32,248 -49,949 -9,164 2,649 25,597 1,529 -27,815 10,620
Percent of Open Interest Represented by Each Category of Trader
8.4 19.6 1.2 46.8 25.9 7.2 14.8 30.4 1.9 5.1 5.0 0.2 14.3 8.5
Number of Traders in Each Category Total Traders: 519
34 49 20 107 49 53 93 111 55 33 42 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 104,090
Positions
17,648 23,071 0 58,402 60,868 2,209 14,270 10,861 0 1,922 2,821 0 9,639 4,260
Changes from: July 24, 2012 Total Change is: -1,576
-721 2,001 0 -2,203 -2,192 126 1,196 171 -789 -589 -30 0 1,404 -863
Percent of Open Interest Represented by Each Category of Trader
17.0 22.2 0.0 56.1 58.5 2.1 13.7 10.4 0.0 1.8 2.7 0.0 9.3 4.1
Number of Traders in Each Category Total Traders: 86
10 8 0 35 12 11 10 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 73,700
Positions
5,807 47,427 173 34,456 8,763 1,063 24,666 10,187 166 1,797 3,037 0 5,572 2,885
Changes from: July 24, 2012 Total Change is: -7,309
-1,178 -1,081 -2,980 -1,617 -293 -15 4,896 2,325 -3,226 691 73 -554 -3,326 -1,557
Percent of Open Interest Represented by Each Category of Trader
7.9 64.4 0.2 46.8 11.9 1.4 33.5 13.8 0.2 2.4 4.1 0.0 7.6 3.9
Number of Traders in Each Category Total Traders: 220
15 32 4 31 21 11 66 34 7 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 368,502
Positions
29,037 237,134 863 172,282 43,814 5,313 123,329 50,935 832 8,987 15,186 1 27,858 14,424
Changes from: July 24, 2012 Total Change is: 15,896
956 16,719 306 -6,584 -1,465 -75 21,013 5,003 -1,273 683 363 0 870 -3,682
Percent of Open Interest Represented by Each Category of Trader
7.9 64.4 0.2 46.8 11.9 1.4 33.5 13.8 0.2 2.4 4.1 0.0 7.6 3.9
Number of Traders in Each Category Total Traders: 220
15 32 4 31 21 11 66 34 7 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 437,406
Positions
182,740 36,646 13,895 132,287 222,869 26,197 60,137 105,965 2,106 1,520 16,037 0 18,524 13,691
Changes from: July 24, 2012 Total Change is: -4,840
1,678 1,846 1,340 -4,784 -6,285 274 -1,448 669 -2,049 -981 -691 0 1,130 56
Percent of Open Interest Represented by Each Category of Trader
41.8 8.4 3.2 30.2 51.0 6.0 13.7 24.2 0.5 0.3 3.7 0.0 4.2 3.1
Number of Traders in Each Category Total Traders: 244
19 16 4 56 40 30 48 48 10 . 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 31,261
Positions
9,105 267 0 9,922 1,199 434 3,409 8,403 2 1,659 6,248 0 6,730 14,708
Changes from: July 24, 2012 Total Change is: 2,226
973 47 0 881 145 -10 34 1,555 1 -3 -4 0 350 492
Percent of Open Interest Represented by Each Category of Trader
29.1 0.9 0.0 31.7 3.8 1.4 10.9 26.9 0.0 5.3 20.0 0.0 21.5 47.0
Number of Traders in Each Category Total Traders: 37
6 . 0 13 . . 6 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 50,766
Positions
22,699 8,691 1,671 5,272 2,890 1,089 8,024 2,815 360 6,130 3,017 0 5,521 30,233
Changes from: July 24, 2012 Total Change is: 5,352
3,564 -184 25 269 -79 -85 628 934 44 -361 -717 0 1,268 5,414
Percent of Open Interest Represented by Each Category of Trader
44.7 17.1 3.3 10.4 5.7 2.1 15.8 5.5 0.7 12.1 5.9 0.0 10.9 59.6
Number of Traders in Each Category Total Traders: 49
15 10 4 4 . . 8 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 66,651
Positions
1,234 12,719 2,319 46,670 29,224 5,558 6,006 13,793 238 208 0 0 4,418 2,800
Changes from: July 24, 2012 Total Change is: -3,028
30 -944 162 -2,172 -2,426 -332 -16 596 0 0 0 0 -700 -84
Percent of Open Interest Represented by Each Category of Trader
1.9 19.1 3.5 70.0 43.8 8.3 9.0 20.7 0.4 0.3 0.0 0.0 6.6 4.2
Number of Traders in Each Category Total Traders: 65
. . . 24 22 8 7 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 116,446
Positions
12,887 59,900 2,025 67,035 12,799 4,614 13,458 28,330 783 3,868 2,204 73 11,703 5,718
Changes from: July 24, 2012 Total Change is: -1,415
256 406 86 -2,228 544 -216 1,436 -1,403 372 -1,596 320 -124 599 -1,400
Percent of Open Interest Represented by Each Category of Trader
11.1 51.4 1.7 57.6 11.0 4.0 11.6 24.3 0.7 3.3 1.9 0.1 10.1 4.9
Number of Traders in Each Category Total Traders: 100
9 19 5 23 12 10 16 8 . 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 616,688
Positions
18,372 133,375 7,130 249,511 145,462 80,453 70,883 70,187 9,234 23,976 41,081 27 157,102 129,739
Changes from: July 24, 2012 Total Change is: -28,018
3,103 -27,475 997 -31,797 -1,399 11,122 -6,090 -9,042 -388 102 463 27 -5,094 -2,323
Percent of Open Interest Represented by Each Category of Trader
3.0 21.6 1.2 40.5 23.6 13.0 11.5 11.4 1.5 3.9 6.7 0.0 25.5 21.0
Number of Traders in Each Category Total Traders: 155
6 19 9 40 23 31 29 22 14 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 355,526
Positions
4,417 136,021 303 236,216 13,712 35,772 4,062 92,070 3,845 9,152 20,016 0 61,759 53,787
Changes from: July 24, 2012 Total Change is: 6,427
1,933 5,165 187 10,848 -2,108 1,573 2,056 -1,297 796 -422 -100 0 -10,544 2,211
Percent of Open Interest Represented by Each Category of Trader
1.2 38.3 0.1 66.4 3.9 10.1 1.1 25.9 1.1 2.6 5.6 0.0 17.4 15.1
Number of Traders in Each Category Total Traders: 70
. 11 . 32 6 15 . 11 5 . 4 0
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Traders in Financial Futures - Futures Only Positions as of July 31, 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 1,062,819
Positions
55,438 153,374 26,839 190,120 96,759 77,855 374,297 542,708 38,139 152,588 33,760 10,951 136,592 82,434
Changes from: July 24, 2012 Total Change is: 44,939
-8,736 -29,460 8,156 6,395 16,913 11,617 44,732 43,807 -6,367 -15,768 -8,050 255 4,655 8,068
Percent of Open Interest Represented by Each Category of Trader
5.2 14.4 2.5 17.9 9.1 7.3 35.2 51.1 3.6 14.4 3.2 1.0 12.9 7.8
Number of Traders in Each Category Total Traders: 239
15 26 6 43 26 38 54 35 22 25 15 6
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Traders in Financial Futures - Futures Only Positions as of July 31, 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 1,757,686
Positions
151,548 187,560 27,560 627,226 553,625 173,633 347,668 290,338 67,342 67,796 131,163 3,882 291,031 322,583
Changes from: July 24, 2012 Total Change is: -52,464
-7,404 -25,850 3,261 -39,771 12,676 -7,675 21,392 -68,237 -6,357 131 7,935 1,272 -17,313 30,511
Percent of Open Interest Represented by Each Category of Trader
8.6 10.7 1.6 35.7 31.5 9.9 19.8 16.5 3.8 3.9 7.5 0.2 16.6 18.4
Number of Traders in Each Category Total Traders: 254
23 30 18 24 57 44 37 56 39 6 21 6
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Traders in Financial Futures - Futures Only Positions as of July 31, 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 1,174,916
Positions
127,996 83,071 10,445 269,143 528,197 82,109 342,331 139,059 20,491 75,261 62,652 2,682 244,458 246,210
Changes from: July 24, 2012 Total Change is: 39,216
-442 4,814 5,397 2,571 18,200 2,643 19,506 -4,693 786 10,515 -3,619 1,273 -3,033 14,415
Percent of Open Interest Represented by Each Category of Trader
10.9 7.1 0.9 22.9 45.0 7.0 29.1 11.8 1.7 6.4 5.3 0.2 20.8 21.0
Number of Traders in Each Category Total Traders: 195
12 20 7 28 41 38 45 25 24 8 16 4
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Traders in Financial Futures - Futures Only Positions as of July 31, 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 503,514
Positions
215,227 189,423 155,031 991 1,450 4,109 26,911 32,483 63,399 3,369 12,514 7,510 26,967 37,595
Changes from: July 24, 2012 Total Change is: 10,425
5,655 16,210 -1,448 991 -213 18 1,208 -6,522 -515 3,114 455 1,399 3 1,041
Percent of Open Interest Represented by Each Category of Trader
42.7 37.6 30.8 0.2 0.3 0.8 5.3 6.5 12.6 0.7 2.5 1.5 5.4 7.5
Number of Traders in Each Category Total Traders: 92
22 26 39 . . . 14 15 25 4 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 7,934,103
Positions
1,407,171 2,632,718 1,830,304 544,830 67,471 154,866 1,552,837 494,065 1,199,563 104,431 398,737 280,959 859,142 875,420
Changes from: July 24, 2012 Total Change is: -2,408
-102,794 -13,179 59,001 -18,123 12,022 14,642 76,602 -9,504 1,062 -28,874 -29,615 23,382 -27,306 -60,219
Percent of Open Interest Represented by Each Category of Trader
17.7 33.2 23.1 6.9 0.9 2.0 19.6 6.2 15.1 1.3 5.0 3.5 10.8 11.0
Number of Traders in Each Category Total Traders: 250
29 54 76 11 8 17 60 50 77 11 17 22
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Traders in Financial Futures - Futures Only Positions as of July 31, 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 9,951
Positions
6,728 381 0 572 757 6 915 8,484 70 1,339 215 0 321 38
Changes from: July 24, 2012 Total Change is: -419
-151 45 0 -16 -45 0 -292 1,110 44 0 -80 0 -4 -1,493
Percent of Open Interest Represented by Each Category of Trader
67.6 3.8 0.0 5.7 7.6 0.1 9.2 85.3 0.7 13.5 2.2 0.0 3.2 0.4
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 14,378
Positions
11,340 6,906 0 921 685 46 1,759 6,641 0 0 56 0 312 44
Changes from: July 24, 2012 Total Change is: 164
61 505 0 -104 -10 -2 215 -258 0 0 -90 0 -6 19
Percent of Open Interest Represented by Each Category of Trader
78.9 48.0 0.0 6.4 4.8 0.3 12.2 46.2 0.0 0.0 0.4 0.0 2.2 0.3
Number of Traders in Each Category Total Traders: 33
4 7 0 . 4 . 6 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 66,186
Positions
14,469 37,198 1,411 5,833 70 253 32,870 25,209 625 4,746 241 4 5,975 1,175
Changes from: July 24, 2012 Total Change is: -3,368
487 -772 -1 -862 -14 43 -1,805 -2,745 -28 -84 50 4 -1,122 95
Percent of Open Interest Represented by Each Category of Trader
21.9 56.2 2.1 8.8 0.1 0.4 49.7 38.1 0.9 7.2 0.4 0.0 9.0 1.8
Number of Traders in Each Category Total Traders: 106
5 . . 7 . . 52 11 5 22 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 312,880
Positions
121,200 35,157 28,086 41,178 8,050 4,978 20,973 114,871 36,613 2,173 26,471 36,166 21,513 22,488
Changes from: July 24, 2012 Total Change is: -11,176
-6,315 240 2,112 1,040 -326 -333 2,184 -6,443 -2,858 -193 760 -2,695 -4,118 -1,633
Percent of Open Interest Represented by Each Category of Trader
38.7 11.2 9.0 13.2 2.6 1.6 6.7 36.7 11.7 0.7 8.5 11.6 6.9 7.2
Number of Traders in Each Category Total Traders: 128
17 12 19 8 8 7 15 37 34 8 17 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,525
Positions
2,915 1,151 0 2,694 389 0 1,908 6,050 900 0 30 0 108 5
Changes from: July 24, 2012 Total Change is: 186
73 -163 0 266 22 0 -151 330 0 0 0 0 -2 -3
Percent of Open Interest Represented by Each Category of Trader
34.2 13.5 0.0 31.6 4.6 0.0 22.4 71.0 10.6 0.0 0.4 0.0 1.3 0.1
Number of Traders in Each Category Total Traders: 21
. . 0 5 . 0 . 5 . 0 . 0
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Updated August 3, 2012