Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 145,799
Positions
14,086 23,911 7,420 20,670 34,010 181 50,664 47,264 4,952 8,005 10 1,198 38,623 26,852
Changes from: May 15, 2012 Total Change is: -5,774
937 -16,394 1,686 98 -30 -4 -7,615 4,366 596 -741 -685 342 -1,072 4,349
Percent of Open Interest Represented by Each Category of Trader
9.7 16.4 5.1 14.2 23.3 0.1 34.7 32.4 3.4 5.5 0.0 0.8 26.5 18.4
Number of Traders in Each Category Total Traders: 79
7 7 7 6 4 . 20 24 14 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 73,203
Positions
32,460 6,278 423 813 1,459 242 23,804 34,594 275 5,467 446 76 9,643 29,410
Changes from: May 15, 2012 Total Change is: 8,513
7,531 191 33 -18 -35 -8 1,314 6,522 159 764 0 46 -1,309 1,604
Percent of Open Interest Represented by Each Category of Trader
44.3 8.6 0.6 1.1 2.0 0.3 32.5 47.3 0.4 7.5 0.6 0.1 13.2 40.2
Number of Traders in Each Category Total Traders: 40
8 4 . . . . 5 16 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 190,928
Positions
20,370 92,879 3,232 9,843 36,681 6,850 92,541 21,534 2,814 26,201 3,564 221 28,856 23,153
Changes from: May 15, 2012 Total Change is: -13,780
16,047 -7,262 1,213 -465 -10,666 597 -22,457 -2,845 1,158 2,312 70 42 -12,226 3,914
Percent of Open Interest Represented by Each Category of Trader
10.7 48.6 1.7 5.2 19.2 3.6 48.5 11.3 1.5 13.7 1.9 0.1 15.1 12.1
Number of Traders in Each Category Total Traders: 90
10 8 9 6 15 . 26 17 11 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 155,118
Positions
34,799 44,028 5,385 62,700 10,078 1,063 17,252 42,422 4,414 10,624 2,766 849 18,032 44,112
Changes from: May 15, 2012 Total Change is: 4,775
-1,310 8,286 1,568 -352 -300 163 1,391 -4,396 997 -389 98 428 2,279 -2,068
Percent of Open Interest Represented by Each Category of Trader
22.4 28.4 3.5 40.4 6.5 0.7 11.1 27.3 2.8 6.8 1.8 0.5 11.6 28.4
Number of Traders in Each Category Total Traders: 87
6 12 7 8 8 5 15 27 13 . 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 444,126
Positions
179,602 16,147 13,908 27,058 43,357 12,605 69,194 215,870 39,067 55,563 12,278 8,353 38,775 82,540
Changes from: May 15, 2012 Total Change is: 23,602
20,394 2,669 1,903 -1,609 -4,107 1,574 -4,420 20,550 3,090 -525 -2,004 1,266 1,930 -1,339
Percent of Open Interest Represented by Each Category of Trader
40.4 3.6 3.1 6.1 9.8 2.8 15.6 48.6 8.8 12.5 2.8 1.9 8.7 18.6
Number of Traders in Each Category Total Traders: 199
24 12 16 15 26 17 23 70 36 10 19 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 157,310
Positions
86,623 10,942 4,997 1,659 46,229 1,174 28,102 52,850 7,049 2,558 1,467 2,762 22,386 29,838
Changes from: May 15, 2012 Total Change is: -872
16,553 -5,206 1,050 -276 1,932 -213 -21,498 -3,476 1,804 759 314 759 192 2,166
Percent of Open Interest Represented by Each Category of Trader
55.1 7.0 3.2 1.1 29.4 0.7 17.9 33.6 4.5 1.6 0.9 1.8 14.2 19.0
Number of Traders in Each Category Total Traders: 88
15 4 9 . 11 4 11 38 15 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 109,579
Positions
55,918 62,367 33,680 1,700 0 0 3,565 2,528 7,788 3,587 0 2,948 393 268
Changes from: May 15, 2012 Total Change is: -22,225
21,675 20,992 -42,002 -178 0 0 -957 88 -62 -500 0 0 -201 -1,241
Percent of Open Interest Represented by Each Category of Trader
51.0 56.9 30.7 1.6 0.0 0.0 3.3 2.3 7.1 3.3 0.0 2.7 0.4 0.2
Number of Traders in Each Category Total Traders: 25
7 12 11 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 189,254
Positions
79,694 90,338 10,158 23,935 1,048 1,551 51,566 50,726 17,111 2,047 11,212 111 3,081 6,999
Changes from: May 15, 2012 Total Change is: 14,868
8,044 -18,906 5,235 -9,489 254 0 1,618 16,426 10,114 496 72 111 -1,261 1,562
Percent of Open Interest Represented by Each Category of Trader
42.1 47.7 5.4 12.6 0.6 0.8 27.2 26.8 9.0 1.1 5.9 0.1 1.6 3.7
Number of Traders in Each Category Total Traders: 118
11 9 . 9 . . 25 44 10 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 20,542
Positions
14,627 2,503 1,375 391 225 184 3,115 1,714 116 120 13,433 0 614 992
Changes from: May 15, 2012 Total Change is: 283
145 -255 186 0 173 82 122 1 71 -20 0 0 -303 25
Percent of Open Interest Represented by Each Category of Trader
71.2 12.2 6.7 1.9 1.1 0.9 15.2 8.3 0.6 0.6 65.4 0.0 3.0 4.8
Number of Traders in Each Category Total Traders: 23
7 . . . . . 7 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 21,439
Positions
8,373 5,806 0 211 130 0 7,433 11,528 0 3,799 608 0 1,623 3,367
Changes from: May 15, 2012 Total Change is: 4,176
4,280 -1,047 0 -191 130 0 113 3,593 -162 1,028 146 0 -892 1,516
Percent of Open Interest Represented by Each Category of Trader
39.1 27.1 0.0 1.0 0.6 0.0 34.7 53.8 0.0 17.7 2.8 0.0 7.6 15.7
Number of Traders in Each Category Total Traders: 50
9 . 0 . . 0 8 22 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 68,717
Positions
17,139 28,547 10,550 4,752 3,184 403 15,471 7,378 8,309 1,328 1,175 1,897 8,869 7,276
Changes from: May 15, 2012 Total Change is: 17,066
4,325 -2,966 9,614 881 360 -22 -5,631 -1,701 6,747 -1,074 977 1,303 923 2,754
Percent of Open Interest Represented by Each Category of Trader
24.9 41.5 15.4 6.9 4.6 0.6 22.5 10.7 12.1 1.9 1.7 2.8 12.9 10.6
Number of Traders in Each Category Total Traders: 103
16 17 6 7 6 . 27 19 19 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 16,263
Positions
9,611 8,681 0 1,050 0 0 4,158 2,612 19 0 2,173 1 1,424 2,777
Changes from: May 15, 2012 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
59.1 53.4 0.0 6.5 0.0 0.0 25.6 16.1 0.1 0.0 13.4 0.0 8.8 17.1
Number of Traders in Each Category Total Traders: 20
4 6 0 . 0 0 4 . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 104,907
Positions
34,194 58,869 1,961 7,403 6,367 805 36,164 23,071 3,041 5,208 555 1,241 14,890 8,997
Changes from: May 15, 2012 Total Change is: 1,605
8,566 -4,156 90 -339 719 -43 -6,040 4,913 -83 404 158 52 -1,003 -46
Percent of Open Interest Represented by Each Category of Trader
32.6 56.1 1.9 7.1 6.1 0.8 34.5 22.0 2.9 5.0 0.5 1.2 14.2 8.6
Number of Traders in Each Category Total Traders: 100
15 16 4 6 6 . 27 21 15 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,036,810
Positions
60,753 151,117 59,468 358,971 182,912 49,282 76,923 192,764 184,775 30,768 27,112 35,580 180,291 153,800
Changes from: May 15, 2012 Total Change is: 1,727
2,448 -23,776 15,581 2,721 719 901 -8,979 12,163 -13,922 -2,836 -1,562 -164 5,977 11,786
Percent of Open Interest Represented by Each Category of Trader
5.9 14.6 5.7 34.6 17.6 4.8 7.4 18.6 17.8 3.0 2.6 3.4 17.4 14.8
Number of Traders in Each Category Total Traders: 566
38 49 41 118 65 70 76 135 100 44 40 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 361,992
Positions
31,702 60,828 13,563 105,369 32,193 10,231 29,811 55,695 65,631 11,254 6,709 16,209 78,222 100,932
Changes from: May 15, 2012 Total Change is: 6,773
6,830 3,034 -1,380 1,314 20 88 3,163 2,738 -7,384 1,484 -1,404 -151 2,811 11,213
Percent of Open Interest Represented by Each Category of Trader
8.8 16.8 3.7 29.1 8.9 2.8 8.2 15.4 18.1 3.1 1.9 4.5 21.6 27.9
Number of Traders in Each Category Total Traders: 124
14 12 13 28 9 17 20 28 38 8 4 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,374,094
Positions
270,284 576,472 104,497 1,293,398 778,989 169,859 464,949 914,730 366,335 113,835 118,278 80,593 510,344 264,342
Changes from: May 15, 2012 Total Change is: -25,230
46,448 -65,695 16,452 5,122 1,585 5,982 -35,598 72,240 -57,799 -14,359 6,451 -7,309 15,831 2,864
Percent of Open Interest Represented by Each Category of Trader
8.0 17.1 3.1 38.3 23.1 5.0 13.8 27.1 10.9 3.4 3.5 2.4 15.1 7.8
Number of Traders in Each Category Total Traders: 528
38 46 34 104 62 61 77 124 90 39 38 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 105,516
Positions
26,497 16,290 375 53,795 63,699 2,202 9,594 11,247 2,563 1,697 4,503 0 8,793 4,637
Changes from: May 15, 2012 Total Change is: 3,460
5,848 -1,423 -7 -1,139 3,209 -22 -3,986 -319 2,539 0 10 0 226 -528
Percent of Open Interest Represented by Each Category of Trader
25.1 15.4 0.4 51.0 60.4 2.1 9.1 10.7 2.4 1.6 4.3 0.0 8.3 4.4
Number of Traders in Each Category Total Traders: 89
13 7 . 32 11 11 12 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 102,944
Positions
7,393 36,259 14,534 28,283 8,896 1,489 23,897 12,363 16,890 1,241 6,267 761 8,456 5,485
Changes from: May 15, 2012 Total Change is: -1,958
1,210 -3,851 1,239 -432 649 -48 -5,493 -3,117 2,521 -263 452 -284 -406 483
Percent of Open Interest Represented by Each Category of Trader
7.2 35.2 14.1 27.5 8.6 1.4 23.2 12.0 16.4 1.2 6.1 0.7 8.2 5.3
Number of Traders in Each Category Total Traders: 229
22 32 17 29 22 11 51 48 21 10 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 22,456
Positions
10,354 12,679 656 1,036 0 0 6,158 8,253 0 329 0 0 3,923 868
Changes from: May 15, 2012 Total Change is: 1,188
630 368 27 0 0 0 41 742 0 0 0 0 490 51
Percent of Open Interest Represented by Each Category of Trader
46.1 56.5 2.9 4.6 0.0 0.0 27.4 36.8 0.0 1.5 0.0 0.0 17.5 3.9
Number of Traders in Each Category Total Traders: 27
10 6 . . 0 0 . 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 402,436
Positions
52,280 184,986 2,302 136,235 44,482 7,447 156,525 88,381 16,617 6,206 32,978 2,158 22,666 23,085
Changes from: May 15, 2012 Total Change is: -15,728
9,339 -14,654 -383 -2,161 3,243 -241 -18,800 -10,424 3,731 -1,313 2,261 -1,422 -4,478 2,160
Percent of Open Interest Represented by Each Category of Trader
13.0 46.0 0.6 33.9 11.1 1.9 38.9 22.0 4.1 1.5 8.2 0.5 5.6 5.7
Number of Traders in Each Category Total Traders: 227
22 31 10 29 22 11 52 46 16 10 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 442,261
Positions
198,630 30,112 14,163 131,003 221,476 20,068 55,505 121,265 4,113 2,435 13,136 815 15,529 17,114
Changes from: May 15, 2012 Total Change is: 9,097
13,425 4,826 434 612 7,323 706 -5,528 -6,082 65 205 1,662 -252 -570 415
Percent of Open Interest Represented by Each Category of Trader
44.9 6.8 3.2 29.6 50.1 4.5 12.6 27.4 0.9 0.6 3.0 0.2 3.5 3.9
Number of Traders in Each Category Total Traders: 248
21 14 7 51 45 25 35 61 15 5 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 35,095
Positions
12,135 435 0 9,064 1,244 114 4,209 4,216 0 1,734 7,080 0 7,839 22,006
Changes from: May 15, 2012 Total Change is: -424
-106 -373 0 -379 337 -20 137 404 0 -100 181 0 44 -953
Percent of Open Interest Represented by Each Category of Trader
34.6 1.2 0.0 25.8 3.5 0.3 12.0 12.0 0.0 4.9 20.2 0.0 22.3 62.7
Number of Traders in Each Category Total Traders: 40
7 . 0 11 . . 8 . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 68,620
Positions
24,570 7,774 2,119 5,925 3,549 794 8,809 2,626 6,799 7,734 0 0 11,870 44,959
Changes from: May 15, 2012 Total Change is: 1,999
6,630 -3,003 -487 174 281 176 -1,233 -254 271 1,107 0 0 -4,639 5,015
Percent of Open Interest Represented by Each Category of Trader
35.8 11.3 3.1 8.6 5.2 1.2 12.8 3.8 9.9 11.3 0.0 0.0 17.3 65.5
Number of Traders in Each Category Total Traders: 55
17 10 4 5 . . 9 5 . 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 61,124
Positions
222 15,009 1,209 43,596 26,846 3,596 8,265 12,481 5 244 0 0 3,987 1,978
Changes from: May 15, 2012 Total Change is: 2,013
-875 28 1 4,222 3,043 -312 -220 -478 0 -543 0 0 -260 -269
Percent of Open Interest Represented by Each Category of Trader
0.4 24.6 2.0 71.3 43.9 5.9 13.5 20.4 0.0 0.4 0.0 0.0 6.5 3.2
Number of Traders in Each Category Total Traders: 63
. 5 . 20 22 8 9 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 96,846
Positions
13,192 33,984 2,323 49,293 6,317 4,237 12,551 40,667 65 5,907 2,737 223 9,055 6,293
Changes from: May 15, 2012 Total Change is: 5,078
-468 -133 402 1,615 636 1,512 2,289 894 -6 547 450 -11 -802 1,334
Percent of Open Interest Represented by Each Category of Trader
13.6 35.1 2.4 50.9 6.5 4.4 13.0 42.0 0.1 6.1 2.8 0.2 9.3 6.5
Number of Traders in Each Category Total Traders: 90
7 17 6 22 9 10 15 9 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 904,753
Positions
9,232 174,428 51,246 291,173 154,499 90,193 91,171 71,369 125,476 23,938 32,569 31,431 190,894 173,543
Changes from: May 15, 2012 Total Change is: 71,023
-91 37,510 12,755 20,833 15,241 670 10,308 2,844 16,582 1,771 -18,058 6,612 1,583 -3,134
Percent of Open Interest Represented by Each Category of Trader
1.0 19.3 5.7 32.2 17.1 10.0 10.1 7.9 13.9 2.6 3.6 3.5 21.1 19.2
Number of Traders in Each Category Total Traders: 184
6 27 27 39 25 33 33 34 49 9 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 363,792
Positions
2,628 142,706 2,844 242,103 12,391 29,183 7,995 95,920 1,651 8,699 18,413 0 68,689 60,684
Changes from: May 15, 2012 Total Change is: -5,412
-1,146 4,934 1,573 -11,783 -1,210 2,167 1,838 -14,700 146 505 -542 0 1,288 2,221
Percent of Open Interest Represented by Each Category of Trader
0.7 39.2 0.8 66.5 3.4 8.0 2.2 26.4 0.5 2.4 5.1 0.0 18.9 16.7
Number of Traders in Each Category Total Traders: 67
. 10 6 32 5 19 4 8 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 1,021,306
Positions
75,608 154,813 28,337 226,216 114,557 62,145 243,409 424,738 76,035 173,511 47,291 9,728 126,317 103,661
Changes from: May 15, 2012 Total Change is: -51,546
7,246 -26,243 -586 5,988 1,082 -14,639 -52,209 -21,073 5,103 -5,264 -297 444 2,371 4,663
Percent of Open Interest Represented by Each Category of Trader
7.4 15.2 2.8 22.1 11.2 6.1 23.8 41.6 7.4 17.0 4.6 1.0 12.4 10.1
Number of Traders in Each Category Total Traders: 231
16 23 16 39 28 38 44 41 35 19 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 2,609,657
Positions
68,372 242,831 316,017 771,217 572,216 239,969 321,668 309,713 375,577 102,657 112,635 105,991 308,189 334,708
Changes from: May 15, 2012 Total Change is: 129,211
-18,021 30,794 59,101 74,905 43,428 -9,588 1,754 -22,517 43,826 -5,665 -23,018 8,765 -25,865 -1,580
Percent of Open Interest Represented by Each Category of Trader
2.6 9.3 12.1 29.6 21.9 9.2 12.3 11.9 14.4 3.9 4.3 4.1 11.8 12.8
Number of Traders in Each Category Total Traders: 321
27 48 65 24 61 50 55 67 90 13 26 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 1,645,527
Positions
77,351 157,363 101,093 260,525 526,489 153,044 310,754 136,126 163,756 264,456 80,392 55,307 259,241 271,956
Changes from: May 15, 2012 Total Change is: 7,675
17,834 18,385 -3,320 -50,761 9,797 -2,790 20,946 -38,529 18,134 -5,003 3,575 3,166 9,469 -743
Percent of Open Interest Represented by Each Category of Trader
4.7 9.6 6.1 15.8 32.0 9.3 18.9 8.3 10.0 16.1 4.9 3.4 15.8 16.5
Number of Traders in Each Category Total Traders: 202
12 23 25 26 37 37 36 36 41 9 22 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 623,534
Positions
202,438 136,659 202,975 965 10,022 4,193 39,077 50,794 131,150 323 15,129 16,796 25,619 55,817
Changes from: May 15, 2012 Total Change is: 12,784
8,666 -1,954 -515 400 777 435 -2,956 2,497 4,925 139 515 864 827 5,241
Percent of Open Interest Represented by Each Category of Trader
32.5 21.9 32.6 0.2 1.6 0.7 6.3 8.1 21.0 0.1 2.4 2.7 4.1 9.0
Number of Traders in Each Category Total Traders: 94
24 25 44 . . . 12 19 24 . 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 is13,702,139
Positions
2,270,909 2,148,494 3,288,252 261,486 109,881 292,231 801,660 385,332 4,901,719 196,319 624,222 867,569 821,993 1,084,438
Changes from: May 15, 2012 Total Change is: -256,125
22,088 -11,469 17,727 -82,054 -134,389 -25,853 -127,990 -27,207 -27,997 -2,743 -39,210 -26,566 -2,738 18,840
Percent of Open Interest Represented by Each Category of Trader
16.6 15.7 24.0 1.9 0.8 2.1 5.9 2.8 35.8 1.4 4.6 6.3 6.0 7.9
Number of Traders in Each Category Total Traders: 276
36 50 85 9 15 20 58 67 109 13 20 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 8,464
Positions
4,181 275 0 632 973 6 1,714 6,511 343 1,345 215 0 243 141
Changes from: May 15, 2012 Total Change is: 55
-21 22 0 -8 0 0 -95 -50 126 25 -60 0 28 17
Percent of Open Interest Represented by Each Category of Trader
49.4 3.2 0.0 7.5 11.5 0.1 20.3 76.9 4.1 15.9 2.5 0.0 2.9 1.7
Number of Traders in Each Category Total Traders: 27
. . 0 . 4 . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 9,041
Positions
5,963 4,002 0 1,147 1,975 45 1,596 2,583 0 40 396 0 250 40
Changes from: May 15, 2012 Total Change is: 394
-173 157 0 -3 -476 0 603 621 0 -32 130 0 -1 -38
Percent of Open Interest Represented by Each Category of Trader
66.0 44.3 0.0 12.7 21.8 0.5 17.7 28.6 0.0 0.4 4.4 0.0 2.8 0.4
Number of Traders in Each Category Total Traders: 32
. 5 0 . 5 . 7 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 75,200
Positions
14,063 36,901 19 5,863 63 225 42,633 34,427 1,207 5,107 711 18 6,064 1,629
Changes from: May 15, 2012 Total Change is: 15,179
264 13,643 18 1,788 63 -9 16,222 1,482 -25 -3,235 59 9 147 -61
Percent of Open Interest Represented by Each Category of Trader
18.7 49.1 0.0 7.8 0.1 0.3 56.7 45.8 1.6 6.8 0.9 0.0 8.1 2.2
Number of Traders in Each Category Total Traders: 125
8 . . 8 . . 54 17 5 29 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 287,635
Positions
124,558 61,977 26,615 34,151 3,796 6,753 11,239 98,019 26,670 1,776 9,952 36,255 19,618 17,598
Changes from: May 15, 2012 Total Change is: -38,931
-12,826 3,420 -6,668 -2,524 -168 -58 4,588 -8,786 -1,433 416 -230 -14,404 -6,022 -10,604
Percent of Open Interest Represented by Each Category of Trader
43.3 21.5 9.3 11.9 1.3 2.3 3.9 34.1 9.3 0.6 3.5 12.6 6.8 6.1
Number of Traders in Each Category Total Traders: 130
14 12 19 9 9 10 20 43 40 6 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 7,149
Positions
1,458 808 307 2,484 1,043 0 2,220 3,398 594 0 988 0 86 11
Changes from: May 15, 2012 Total Change is: 173
541 -3 3 -386 22 0 76 -275 0 0 461 0 -61 -35
Percent of Open Interest Represented by Each Category of Trader
20.4 11.3 4.3 34.7 14.6 0.0 31.1 47.5 8.3 0.0 13.8 0.0 1.2 0.2
Number of Traders in Each Category Total Traders: 24
. . . 6 . 0 5 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 25, 2012