Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 159,108
Positions
29,694 19,877 12,482 22,362 34,461 178 31,736 41,828 14,131 8,122 1,436 1,956 38,447 32,759
Changes from: May 29, 2012 Total Change is: 15,699
10,352 -1,110 3,174 1,509 40 -9 -9,402 214 6,933 173 1,406 436 2,532 4,615
Percent of Open Interest Represented by Each Category of Trader
18.7 12.5 7.8 14.1 21.7 0.1 19.9 26.3 8.9 5.1 0.9 1.2 24.2 20.6
Number of Traders in Each Category Total Traders: 89
10 6 9 6 5 . 18 30 21 10 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 74,304
Positions
34,847 6,500 1,101 1,133 1,463 242 22,476 34,643 1,130 5,136 425 76 8,163 28,724
Changes from: May 29, 2012 Total Change is: 343
2,198 95 71 221 0 0 -3,079 1,488 559 118 -2 0 255 -1,869
Percent of Open Interest Represented by Each Category of Trader
46.9 8.7 1.5 1.5 2.0 0.3 30.2 46.6 1.5 6.9 0.6 0.1 11.0 38.7
Number of Traders in Each Category Total Traders: 45
8 5 4 . . . 6 19 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 199,170
Positions
35,241 66,015 9,887 9,471 36,913 7,930 78,358 30,537 6,922 29,337 3,952 2,588 19,437 34,427
Changes from: May 29, 2012 Total Change is: 9,484
8,365 -19,789 4,706 -226 1,125 674 -3,103 6,516 3,489 1,610 896 1,418 -7,449 10,450
Percent of Open Interest Represented by Each Category of Trader
17.7 33.1 5.0 4.8 18.5 4.0 39.3 15.3 3.5 14.7 2.0 1.3 9.8 17.3
Number of Traders in Each Category Total Traders: 99
11 9 9 5 16 5 22 27 16 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 185,878
Positions
32,440 65,152 12,605 61,841 9,183 781 34,280 47,082 6,386 9,863 3,122 978 26,703 40,589
Changes from: May 29, 2012 Total Change is: 32,221
-695 16,721 6,997 -956 -1,032 -131 15,792 8,727 2,181 -257 -36 394 8,896 -1,601
Percent of Open Interest Represented by Each Category of Trader
17.5 35.1 6.8 33.3 4.9 0.4 18.4 25.3 3.4 5.3 1.7 0.5 14.4 21.8
Number of Traders in Each Category Total Traders: 91
7 15 10 9 7 5 20 22 15 . 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 497,323
Positions
195,519 16,783 20,915 30,017 44,290 12,991 74,015 234,901 56,567 53,845 14,012 11,717 41,737 85,147
Changes from: May 29, 2012 Total Change is: 12,893
9,548 -113 2,136 2,799 287 -2,323 -1,687 6,974 5,228 -2,141 885 118 -784 -298
Percent of Open Interest Represented by Each Category of Trader
39.3 3.4 4.2 6.0 8.9 2.6 14.9 47.2 11.4 10.8 2.8 2.4 8.4 17.1
Number of Traders in Each Category Total Traders: 210
25 12 15 16 28 15 24 72 41 9 24 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 180,480
Positions
124,457 8,328 6,510 2,149 46,118 1,382 8,894 69,043 12,903 3,262 1,850 3,624 17,298 30,722
Changes from: May 29, 2012 Total Change is: 18,452
15,783 264 987 325 -15 226 -3,596 12,829 4,875 183 -4 669 -1,003 -1,380
Percent of Open Interest Represented by Each Category of Trader
69.0 4.6 3.6 1.2 25.6 0.8 4.9 38.3 7.1 1.8 1.0 2.0 9.6 17.0
Number of Traders in Each Category Total Traders: 96
16 . 10 . 11 6 18 38 19 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 109,679
Positions
57,267 59,832 35,783 1,240 0 0 1,473 2,864 7,805 2,977 0 2,905 229 490
Changes from: May 29, 2012 Total Change is: 655
9 -1,163 1,457 -199 0 0 -93 156 17 -510 0 -43 17 231
Percent of Open Interest Represented by Each Category of Trader
52.2 54.6 32.6 1.1 0.0 0.0 1.3 2.6 7.1 2.7 0.0 2.6 0.2 0.4
Number of Traders in Each Category Total Traders: 25
8 9 12 . 0 0 . 4 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 192,370
Positions
85,944 87,529 11,669 19,241 1,879 1,705 48,075 46,829 21,058 1,615 13,683 107 2,956 7,911
Changes from: May 29, 2012 Total Change is: 4,912
3,075 -2,537 -219 533 100 154 -6,373 1,593 5,489 -710 -3,348 107 2,856 3,573
Percent of Open Interest Represented by Each Category of Trader
44.7 45.5 6.1 10.0 1.0 0.9 25.0 24.3 10.9 0.8 7.1 0.1 1.5 4.1
Number of Traders in Each Category Total Traders: 120
10 7 . 8 . . 19 50 8 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 19,747
Positions
17,446 1,603 55 200 2,239 0 1,403 1,347 188 100 13,428 0 355 887
Changes from: May 29, 2012 Total Change is: -1,294
3,317 -597 -2,619 -191 1,391 -78 -1,633 462 -36 0 0 0 -54 183
Percent of Open Interest Represented by Each Category of Trader
88.3 8.1 0.3 1.0 11.3 0.0 7.1 6.8 1.0 0.5 68.0 0.0 1.8 4.5
Number of Traders in Each Category Total Traders: 21
6 . . . . 0 4 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 21,530
Positions
8,903 5,377 0 0 277 0 6,979 11,712 152 3,900 763 0 1,596 3,249
Changes from: May 29, 2012 Total Change is: 77
-162 -10 -1 0 -21 0 198 101 -5 131 41 0 -84 -28
Percent of Open Interest Represented by Each Category of Trader
41.4 25.0 0.0 0.0 1.3 0.0 32.4 54.4 0.7 18.1 3.5 0.0 7.4 15.1
Number of Traders in Each Category Total Traders: 45
9 . 0 0 . 0 7 17 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 74,061
Positions
17,705 25,155 19,534 4,083 3,780 407 11,206 6,525 7,715 1,213 1,144 1,873 10,326 7,929
Changes from: May 29, 2012 Total Change is: 3,760
-2,090 -2,947 7,034 -426 1,405 -146 -708 -2,258 452 -527 149 -16 185 87
Percent of Open Interest Represented by Each Category of Trader
23.9 34.0 26.4 5.5 5.1 0.5 15.1 8.8 10.4 1.6 1.5 2.5 13.9 10.7
Number of Traders in Each Category Total Traders: 95
18 16 13 5 8 . 23 14 13 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 20,582
Positions
13,884 12,947 0 1,070 0 0 4,168 1,614 43 0 2,174 0 1,417 3,804
Changes from: May 29, 2012 Total Change is: 3,056
3,038 2,972 0 0 0 0 -3 -9 27 0 0 -0 -5 66
Percent of Open Interest Represented by Each Category of Trader
67.5 62.9 0.0 5.2 0.0 0.0 20.2 7.8 0.2 0.0 10.6 0.0 6.9 18.5
Number of Traders in Each Category Total Traders: 22
6 7 0 . 0 0 4 . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 106,958
Positions
42,429 59,202 4,281 6,026 7,560 813 25,638 21,383 3,783 4,978 492 1,193 17,817 8,250
Changes from: May 29, 2012 Total Change is: 1,409
1,429 -155 2,384 -851 2,809 -291 -1,429 -4,518 870 -1,054 298 -31 381 42
Percent of Open Interest Represented by Each Category of Trader
39.7 55.4 4.0 5.6 7.1 0.8 24.0 20.0 3.5 4.7 0.5 1.1 16.7 7.7
Number of Traders in Each Category Total Traders: 93
17 15 8 4 8 . 22 17 10 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 1,128,233
Positions
60,425 127,508 95,633 357,274 198,831 52,720 73,494 187,038 229,078 24,991 28,753 40,099 194,519 168,573
Changes from: May 29, 2012 Total Change is: 86,713
-169 -14,359 30,543 -2,551 16,316 2,944 -5,108 -8,629 44,896 -3,415 -2,428 5,366 14,207 12,065
Percent of Open Interest Represented by Each Category of Trader
5.4 11.3 8.5 31.7 17.6 4.7 6.5 16.6 20.3 2.2 2.5 3.6 17.2 14.9
Number of Traders in Each Category Total Traders: 590
36 50 47 118 69 71 81 135 108 42 55 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 404,241
Positions
45,463 58,588 22,122 107,927 32,359 9,929 30,378 58,017 81,444 9,018 7,438 20,002 77,959 114,343
Changes from: May 29, 2012 Total Change is: 44,480
14,380 1,445 8,602 -420 1,560 -499 1,629 4,040 15,800 -1,692 -300 4,398 2,282 9,434
Percent of Open Interest Represented by Each Category of Trader
11.2 14.5 5.5 26.7 8.0 2.5 7.5 14.4 20.1 2.2 1.8 4.9 19.3 28.3
Number of Traders in Each Category Total Traders: 131
14 12 14 30 9 17 21 29 40 7 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 3,619,959
Positions
308,936 578,728 133,431 1,273,813 859,442 186,874 473,972 903,501 479,773 94,702 121,407 85,654 582,803 271,149
Changes from: May 29, 2012 Total Change is: 211,167
20,032 13,756 16,931 -8,194 76,236 14,755 2,750 -26,912 109,046 -9,642 -11,663 5,864 59,624 13,154
Percent of Open Interest Represented by Each Category of Trader
8.5 16.0 3.7 35.2 23.7 5.2 13.1 25.0 13.3 2.6 3.4 2.4 16.1 7.5
Number of Traders in Each Category Total Traders: 554
38 47 41 105 66 63 82 126 99 37 51 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 107,184
Positions
24,387 16,980 383 58,394 67,176 2,526 10,071 11,486 1,717 1,706 3,201 0 7,999 3,714
Changes from: May 29, 2012 Total Change is: 3,310
-38 752 -56 2,982 3,864 139 222 -1,594 1,071 -245 20 0 -765 -886
Percent of Open Interest Represented by Each Category of Trader
22.8 15.8 0.4 54.5 62.7 2.4 9.4 10.7 1.6 1.6 3.0 0.0 7.5 3.5
Number of Traders in Each Category Total Traders: 93
12 9 . 33 13 12 12 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 101,063
Positions
7,879 31,773 16,151 26,731 8,804 1,417 22,573 13,525 16,958 1,284 6,924 325 7,746 5,187
Changes from: May 29, 2012 Total Change is: 888
676 -554 -439 284 -128 118 773 1,427 370 172 739 -408 -659 -237
Percent of Open Interest Represented by Each Category of Trader
7.8 31.4 16.0 26.4 8.7 1.4 22.3 13.4 16.8 1.3 6.9 0.3 7.7 5.1
Number of Traders in Each Category Total Traders: 220
17 34 18 29 22 10 48 46 22 10 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 22,749
Positions
10,003 12,921 745 1,036 0 0 7,796 8,007 0 0 0 0 3,169 1,076
Changes from: May 29, 2012 Total Change is: -60
-255 -4 79 0 0 0 509 -369 0 -329 0 0 -64 234
Percent of Open Interest Represented by Each Category of Trader
44.0 56.8 3.3 4.6 0.0 0.0 34.3 35.2 0.0 0.0 0.0 0.0 13.9 4.7
Number of Traders in Each Category Total Traders: 24
10 6 . . 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 391,575
Positions
62,800 167,682 3,608 128,475 44,020 7,084 149,664 103,368 9,011 6,419 34,618 1,626 22,888 20,559
Changes from: May 29, 2012 Total Change is: 4,738
1,050 -6,357 1,015 1,419 -641 590 2,681 10,339 491 861 2,050 -393 -2,976 -2,355
Percent of Open Interest Represented by Each Category of Trader
16.0 42.8 0.9 32.8 11.2 1.8 38.2 26.4 2.3 1.6 8.8 0.4 5.8 5.3
Number of Traders in Each Category Total Traders: 219
19 32 10 29 22 10 47 46 19 10 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 460,077
Positions
212,127 37,466 19,425 132,247 224,495 18,034 53,608 123,424 4,510 3,986 12,470 1,248 14,893 19,006
Changes from: May 29, 2012 Total Change is: 15,998
8,706 5,534 4,431 1,328 2,178 -1,291 1,892 2,845 -438 1,654 1,159 214 -498 1,366
Percent of Open Interest Represented by Each Category of Trader
46.1 8.1 4.2 28.7 48.8 3.9 11.7 26.8 1.0 0.9 2.7 0.3 3.2 4.1
Number of Traders in Each Category Total Traders: 240
20 15 5 50 46 23 31 60 14 4 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 41,501
Positions
11,861 559 1,153 8,879 1,450 432 4,637 2,900 4,371 1,862 7,219 31 8,275 23,386
Changes from: May 29, 2012 Total Change is: 6,553
-631 124 1,153 -165 206 250 1,043 -351 4,304 -18 81 31 586 755
Percent of Open Interest Represented by Each Category of Trader
28.6 1.3 2.8 21.4 3.5 1.0 11.2 7.0 10.5 4.5 17.4 0.1 19.9 56.4
Number of Traders in Each Category Total Traders: 44
7 . . 11 . . 9 5 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 68,827
Positions
26,906 6,993 3,701 2,933 5,905 3,730 6,812 3,264 8,098 8,952 248 0 7,695 36,888
Changes from: May 29, 2012 Total Change is: -2,408
672 -833 1,759 -3,128 2,685 2,863 -1,782 1,247 1,789 55 25 0 -4,636 -11,943
Percent of Open Interest Represented by Each Category of Trader
39.1 10.2 5.4 4.3 8.6 5.4 9.9 4.7 11.8 13.0 0.4 0.0 11.2 53.6
Number of Traders in Each Category Total Traders: 61
18 11 8 4 4 . 11 7 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 67,249
Positions
1,337 14,847 1,741 47,901 31,237 3,647 7,576 12,779 348 236 0 0 4,463 2,650
Changes from: May 29, 2012 Total Change is: 5,286
1,115 -641 855 2,883 4,545 -163 -27 332 343 -8 0 0 288 15
Percent of Open Interest Represented by Each Category of Trader
2.0 22.1 2.6 71.2 46.4 5.4 11.3 19.0 0.5 0.4 0.0 0.0 6.6 3.9
Number of Traders in Each Category Total Traders: 64
. 4 . 20 20 8 10 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 107,172
Positions
14,525 34,508 2,862 56,587 8,267 3,730 11,875 42,166 3,155 3,971 4,371 223 10,244 7,890
Changes from: May 29, 2012 Total Change is: 9,915
2,653 2,008 -1,267 6,908 1,683 -973 270 1,952 3,090 -1,295 1,472 -18 547 1,968
Percent of Open Interest Represented by Each Category of Trader
13.6 32.2 2.7 52.8 7.7 3.5 11.1 39.3 2.9 3.7 4.1 0.2 9.6 7.4
Number of Traders in Each Category Total Traders: 88
7 19 6 20 10 4 13 8 6 6 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 898,463
Positions
8,638 185,937 43,432 315,378 145,870 88,955 74,975 70,431 129,080 25,875 39,042 35,400 176,729 160,316
Changes from: May 29, 2012 Total Change is: -14,933
1,732 -3,851 -22,150 18,747 -4,552 11,545 -17,871 -7,843 9,041 2,369 4,988 9,884 -28,231 -11,996
Percent of Open Interest Represented by Each Category of Trader
1.0 20.7 4.8 35.1 16.2 9.9 8.3 7.8 14.4 2.9 4.3 3.9 19.7 17.8
Number of Traders in Each Category Total Traders: 166
8 20 24 38 23 33 30 28 45 7 12 9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 373,596
Positions
2,478 147,920 3,423 231,888 7,710 35,576 7,049 87,424 17,554 9,335 17,352 0 66,293 56,637
Changes from: May 29, 2012 Total Change is: -30,928
0 11,867 -13,132 -3,328 -2,715 6,037 -564 -13,294 1,328 146 -3,171 0 -21,415 -17,849
Percent of Open Interest Represented by Each Category of Trader
0.7 39.6 0.9 62.1 2.1 9.5 1.9 23.4 4.7 2.5 4.6 0.0 17.7 15.2
Number of Traders in Each Category Total Traders: 66
. 10 5 31 4 19 4 10 6 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 1,026,459
Positions
65,545 166,330 23,082 189,419 84,104 63,740 231,012 419,913 116,014 189,643 46,648 6,743 141,262 99,886
Changes from: May 29, 2012 Total Change is: 49,524
-23,737 20,791 4,404 -1,183 -35,102 998 -2,746 -7,154 69,418 -5,125 4,666 -2,350 9,845 -6,147
Percent of Open Interest Represented by Each Category of Trader
6.4 16.2 2.2 18.5 8.2 6.2 22.5 40.9 11.3 18.5 4.5 0.7 13.8 9.7
Number of Traders in Each Category Total Traders: 225
18 21 15 44 26 35 40 36 36 22 18 8
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,334,270
Positions
58,012 226,486 225,504 767,257 575,647 187,712 328,778 355,256 280,355 101,121 95,663 63,015 322,516 324,632
Changes from: May 29, 2012 Total Change is: -128,552
-1,205 -13,115 13,925 -73,741 18,620 -19,148 38,611 -15,499 -26,347 -7,045 -22,851 -31,034 -22,568 -33,102
Percent of Open Interest Represented by Each Category of Trader
2.5 9.7 9.7 32.9 24.7 8.0 14.1 15.2 12.0 4.3 4.1 2.7 13.8 13.9
Number of Traders in Each Category Total Traders: 268
18 38 49 25 55 50 54 49 68 9 20 13
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 1,308,276
Positions
107,499 139,287 32,464 198,404 469,951 127,954 276,901 126,206 80,130 217,553 67,587 11,602 255,768 253,094
Changes from: May 29, 2012 Total Change is: -52,089
16,544 -2,503 6,056 -33,167 -52,970 6,754 -6,293 -12,920 14,380 -47,806 -2,683 -6,438 -2,118 -1,765
Percent of Open Interest Represented by Each Category of Trader
8.2 10.6 2.5 15.2 35.9 9.8 21.2 9.6 6.1 16.6 5.2 0.9 19.6 19.3
Number of Traders in Each Category Total Traders: 190
11 22 19 27 36 32 42 27 34 9 16 9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 558,152
Positions
190,216 124,210 181,483 960 7,274 4,065 33,355 48,865 110,683 360 14,224 14,828 22,202 52,519
Changes from: May 29, 2012 Total Change is: -65,187
-5,138 -5,754 -27,440 75 -478 0 -6,485 -8,319 -20,065 -1,710 -1,083 -1,753 -2,670 -294
Percent of Open Interest Represented by Each Category of Trader
34.1 22.3 32.5 0.2 1.3 0.7 6.0 8.8 19.8 0.1 2.5 2.7 4.0 9.4
Number of Traders in Each Category Total Traders: 90
23 24 44 . . . 15 15 25 . 6 5
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,131,988
Positions
2,324,856 2,435,339 3,180,228 357,821 56,706 296,699 808,666 447,717 5,079,602 188,879 531,455 1,064,773 830,465 1,039,470
Changes from: May 29, 2012 Total Change is: 431,152
74,762 195,917 -61,825 104,700 -27,447 -12,026 -39,169 39,971 193,868 -11,488 -38,035 158,457 23,873 -17,728
Percent of Open Interest Represented by Each Category of Trader
16.5 17.2 22.5 2.5 0.4 2.1 5.7 3.2 35.9 1.3 3.8 7.5 5.9 7.4
Number of Traders in Each Category Total Traders: 280
31 58 88 12 12 21 46 80 109 11 23 24
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 8,713
Positions
5,347 483 0 604 973 6 1,066 6,680 88 1,337 410 0 265 73
Changes from: May 29, 2012 Total Change is: 284
1,290 68 0 -28 0 0 -822 269 -129 -3 125 0 -24 -49
Percent of Open Interest Represented by Each Category of Trader
61.4 5.5 0.0 6.9 11.2 0.1 12.2 76.7 1.0 15.3 4.7 0.0 3.0 0.8
Number of Traders in Each Category Total Traders: 32
4 . 0 . 5 . 6 9 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 12,076
Positions
6,724 4,656 0 1,058 1,918 47 2,683 4,063 1,181 71 186 0 312 25
Changes from: May 29, 2012 Total Change is: 2,436
727 716 0 -89 -2 2 585 730 1,174 31 -180 0 6 -4
Percent of Open Interest Represented by Each Category of Trader
55.7 38.6 0.0 8.8 15.9 0.4 22.2 33.6 9.8 0.6 1.5 0.0 2.6 0.2
Number of Traders in Each Category Total Traders: 36
. 5 0 . 6 . 9 8 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 81,142
Positions
15,264 45,933 51 6,175 153 225 46,968 30,561 1,624 3,671 805 158 7,006 1,633
Changes from: May 29, 2012 Total Change is: 3,539
1,044 115 10 224 153 0 3,737 2,598 284 -1,875 336 87 27 -45
Percent of Open Interest Represented by Each Category of Trader
18.8 56.6 0.1 7.6 0.2 0.3 57.9 37.7 2.0 4.5 1.0 0.2 8.6 2.0
Number of Traders in Each Category Total Traders: 110
8 4 . 7 . . 52 13 8 16 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 277,015
Positions
114,695 54,134 37,223 25,671 4,142 6,602 18,458 82,735 28,854 1,108 18,388 23,202 21,202 21,735
Changes from: May 29, 2012 Total Change is: 4,427
9,100 946 6,443 -8,275 792 105 1,375 -4,813 2,564 -201 3,831 -6,738 54 1,297
Percent of Open Interest Represented by Each Category of Trader
41.4 19.5 13.4 9.3 1.5 2.4 6.7 29.9 10.4 0.4 6.6 8.4 7.7 7.8
Number of Traders in Each Category Total Traders: 126
14 12 19 10 9 10 17 39 39 6 12 11
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 8,978
Positions
2,029 782 0 2,063 971 0 4,072 4,220 704 0 2,288 0 110 13
Changes from: May 29, 2012 Total Change is: 971
224 -26 -307 -23 0 0 947 542 110 0 650 0 20 2
Percent of Open Interest Represented by Each Category of Trader
22.6 8.7 0.0 23.0 10.8 0.0 45.4 47.0 7.8 0.0 25.5 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 23
. . 0 4 . 0 5 5 . 0 . 0
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Updated June 8, 2012