Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 143,823
Positions
35,428 19,621 14,824 21,587 34,883 172 16,472 30,758 11,321 9,362 933 3,035 31,620 28,275
Changes from: June 12, 2012 Total Change is: -2,600
3,470 -353 3,044 16 558 -28 -4,836 -168 -4,411 268 -81 1,205 -1,327 -2,366
Percent of Open Interest Represented by Each Category of Trader
24.6 13.6 10.3 15.0 24.3 0.1 11.5 21.4 7.9 6.5 0.6 2.1 22.0 19.7
Number of Traders in Each Category Total Traders: 87
10 8 12 6 6 . 18 24 17 11 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 56,853
Positions
17,213 7,976 155 2,058 1,848 267 27,850 23,139 0 1,141 0 0 8,168 23,468
Changes from: June 12, 2012 Total Change is: -36,174
-17,791 -749 -2,834 450 390 25 7,219 -8,767 -19,001 -3,937 -401 -76 -230 -4,762
Percent of Open Interest Represented by Each Category of Trader
30.3 14.0 0.3 3.6 3.3 0.5 49.0 40.7 0.0 2.0 0.0 0.0 14.4 41.3
Number of Traders in Each Category Total Traders: 34
4 . . . 4 . 6 12 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 128,788
Positions
20,251 3,307 3,519 10,093 34,677 9,399 52,306 39,622 3,166 11,109 3,959 817 18,128 30,322
Changes from: June 12, 2012 Total Change is: -57,477
-25,576 -46,090 -5,947 -1,083 -1,082 925 -6,532 -877 -1,793 -18,218 -299 204 542 -2,517
Percent of Open Interest Represented by Each Category of Trader
15.7 2.6 2.7 7.8 26.9 7.3 40.6 30.8 2.5 8.6 3.1 0.6 14.1 23.5
Number of Traders in Each Category Total Traders: 86
11 . 7 6 16 6 13 30 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 133,033
Positions
2,615 27,521 3,313 61,007 8,642 855 41,532 34,329 2,981 503 19,148 1,031 19,196 35,212
Changes from: June 12, 2012 Total Change is: -49,784
-33,907 -38,169 -8,240 -1,260 -54 60 6,770 -13,430 -2,702 -9,176 16,155 -921 -408 -2,482
Percent of Open Interest Represented by Each Category of Trader
2.0 20.7 2.5 45.9 6.5 0.6 31.2 25.8 2.2 0.4 14.4 0.8 14.4 26.5
Number of Traders in Each Category Total Traders: 81
. 14 5 9 7 5 19 20 11 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 361,083
Positions
107,968 8,924 11,777 37,427 37,954 5,166 68,744 182,334 27,267 61,727 10,372 4,624 36,381 72,663
Changes from: June 12, 2012 Total Change is: -115,377
-62,757 -8,531 -12,607 6,018 -4,758 -6,172 -9,428 -35,373 -36,912 9,374 -4,538 -2,325 -568 -4,160
Percent of Open Interest Represented by Each Category of Trader
29.9 2.5 3.3 10.4 10.5 1.4 19.0 50.5 7.6 17.1 2.9 1.3 10.1 20.1
Number of Traders in Each Category Total Traders: 194
18 11 10 19 25 15 27 59 34 11 24 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 142,279
Positions
56,429 14,323 4,417 2,144 44,963 923 50,730 42,082 4,728 4,773 2,501 1,377 16,759 26,966
Changes from: June 12, 2012 Total Change is: -63,363
-61,850 5,305 -14,994 0 -1,033 -94 31,210 -28,937 -20,582 1,581 -21 293 1,073 -3,301
Percent of Open Interest Represented by Each Category of Trader
39.7 10.1 3.1 1.5 31.6 0.6 35.7 29.6 3.3 3.4 1.8 1.0 11.8 19.0
Number of Traders in Each Category Total Traders: 83
11 4 6 . 11 5 21 26 13 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 102,540
Positions
52,237 54,828 36,260 0 84 322 2,154 1,303 6,312 2,209 0 2,855 191 576
Changes from: June 12, 2012 Total Change is: -3,552
-2,497 -4,264 561 -747 84 183 563 590 -806 -768 0 -50 9 150
Percent of Open Interest Represented by Each Category of Trader
50.9 53.5 35.4 0.0 0.1 0.3 2.1 1.3 6.2 2.2 0.0 2.8 0.2 0.6
Number of Traders in Each Category Total Traders: 24
8 9 11 0 . . . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 109,795
Positions
64,007 34,426 0 17,260 2,121 1,973 21,981 46,716 618 1,364 16,939 105 2,487 6,897
Changes from: June 12, 2012 Total Change is: -88,821
-25,587 -56,465 -10,202 -934 107 1 -35,922 1,004 -15,899 210 -6,206 -315 -173 -846
Percent of Open Interest Represented by Each Category of Trader
58.3 31.4 0.0 15.7 1.9 1.8 20.0 42.5 0.6 1.2 15.4 0.1 2.3 6.3
Number of Traders in Each Category Total Traders: 97
4 8 0 8 4 4 16 41 4 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 21,484
Positions
18,073 2,525 248 404 3,137 0 2,170 1,237 154 0 13,428 0 435 755
Changes from: June 12, 2012 Total Change is: 740
-70 922 114 204 53 0 617 -325 3 0 0 0 -128 -27
Percent of Open Interest Represented by Each Category of Trader
84.1 11.8 1.2 1.9 14.6 0.0 10.1 5.8 0.7 0.0 62.5 0.0 2.0 3.5
Number of Traders in Each Category Total Traders: 21
6 . . . . 0 5 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 12,612
Positions
6,380 3,637 0 102 455 0 3,372 5,096 149 297 834 0 2,312 2,441
Changes from: June 12, 2012 Total Change is: -14,873
-1,437 -1,876 -6,080 102 78 0 -3,423 -5,404 -856 -3,669 292 0 490 -1,027
Percent of Open Interest Represented by Each Category of Trader
50.6 28.8 0.0 0.8 3.6 0.0 26.7 40.4 1.2 2.4 6.6 0.0 18.3 19.4
Number of Traders in Each Category Total Traders: 34
4 . 0 . . 0 6 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 40,046
Positions
13,526 22,184 5 3,838 305 268 12,536 11,790 889 2,376 119 151 6,458 4,336
Changes from: June 12, 2012 Total Change is: -50,799
-4,963 -4,380 -30,267 -500 -1,869 -72 288 3,896 -8,928 1,465 -1,158 -2,134 -5,688 -5,888
Percent of Open Interest Represented by Each Category of Trader
33.8 55.4 0.0 9.6 0.8 0.7 31.3 29.4 2.2 5.9 0.3 0.4 16.1 10.8
Number of Traders in Each Category Total Traders: 80
16 15 . 6 . . 22 14 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 80,092
Positions
27,052 44,368 9 7,676 610 535 25,072 23,580 1,779 4,752 238 302 12,916 8,672
Changes from: June 12, 2012 Total Change is: -53,574
-15,483 -15,999 -24,201 1,160 -3,737 -143 -2,631 -758 -5,726 378 -520 -1,716 -5,212 -774
Percent of Open Interest Represented by Each Category of Trader
33.8 55.4 0.0 9.6 0.8 0.7 31.3 29.4 2.2 5.9 0.3 0.4 16.1 10.8
Number of Traders in Each Category Total Traders: 80
16 15 . 6 . . 22 14 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 877,801
Positions
44,763 136,530 31,513 363,466 177,163 54,380 63,976 176,093 117,600 28,638 32,058 23,035 150,429 129,428
Changes from: June 12, 2012 Total Change is: -327,903
-6,973 -2,212 -112,825 -9,212 -5,137 -8,030 -7,040 -20,272 -121,222 777 1,305 -19,345 -44,034 -40,167
Percent of Open Interest Represented by Each Category of Trader
5.1 15.6 3.6 41.4 20.2 6.2 7.3 20.1 13.4 3.3 3.7 2.6 17.1 14.7
Number of Traders in Each Category Total Traders: 563
34 46 40 123 61 67 78 130 98 43 46 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 297,900
Positions
15,577 61,009 9,162 104,979 29,583 9,787 12,353 29,356 55,336 3,454 10,533 15,896 71,356 77,238
Changes from: June 12, 2012 Total Change is: -134,493
-27,852 -1,698 -33,084 -2,497 -1,357 35 -20,077 -26,669 -32,639 -1,965 2,215 -4,707 -11,707 -36,588
Percent of Open Interest Represented by Each Category of Trader
5.2 20.5 3.1 35.2 9.9 3.3 4.1 9.9 18.6 1.2 3.5 5.3 24.0 25.9
Number of Traders in Each Category Total Traders: 112
9 11 8 26 8 15 17 25 37 7 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,899,508
Positions
215,102 446,778 42,587 1,316,430 761,896 198,971 289,370 764,938 280,063 125,923 107,628 35,698 395,365 260,950
Changes from: June 12, 2012 Total Change is: -967,052
-55,164 -162,125 -239,146 -36,440 -21,763 -37,463 -155,078 -188,279 -222,647 -6,076 -24,329 -53,407 -161,631 -17,893
Percent of Open Interest Represented by Each Category of Trader
7.4 15.4 1.5 45.4 26.3 6.9 10.0 26.4 9.7 4.3 3.7 1.2 13.6 9.0
Number of Traders in Each Category Total Traders: 522
33 44 34 108 58 57 78 122 87 37 42 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 95,425
Positions
17,290 14,833 21 56,250 62,483 1,580 9,558 9,511 234 2,126 2,823 0 8,366 3,940
Changes from: June 12, 2012 Total Change is: -19,248
-1,663 -2,897 -10,490 -5,106 -1,516 -1,489 -574 -1,916 -533 420 -363 0 187 -44
Percent of Open Interest Represented by Each Category of Trader
18.1 15.5 0.0 58.9 65.5 1.7 10.0 10.0 0.2 2.2 3.0 0.0 8.8 4.1
Number of Traders in Each Category Total Traders: 88
10 9 . 35 12 10 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 67,168
Positions
3,969 40,817 194 34,092 8,796 755 18,499 9,720 728 3,043 2,961 175 5,712 3,019
Changes from: June 12, 2012 Total Change is: -49,995
-1,658 6,545 -24,312 2,641 -221 -191 -1,804 -2,437 -18,575 2,052 -3,878 -1,374 -6,773 -5,551
Percent of Open Interest Represented by Each Category of Trader
5.9 60.8 0.3 50.8 13.1 1.1 27.5 14.5 1.1 4.5 4.4 0.3 8.5 4.5
Number of Traders in Each Category Total Traders: 204
14 31 6 27 21 13 49 38 16 14 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 335,838
Positions
19,844 204,087 970 170,459 43,978 3,777 92,493 48,601 3,642 15,215 14,807 877 28,560 15,097
Changes from: June 12, 2012 Total Change is: -134,998
-28,154 33,917 -55,749 18,386 -1,103 -955 -42,544 -46,381 -18,647 10,259 -19,806 -2,764 -14,830 -23,511
Percent of Open Interest Represented by Each Category of Trader
5.9 60.8 0.3 50.8 13.1 1.1 27.5 14.5 1.1 4.5 4.4 0.3 8.5 4.5
Number of Traders in Each Category Total Traders: 204
14 31 6 27 21 13 49 38 16 14 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 435,135
Positions
184,863 42,534 15,670 138,124 220,672 18,278 58,560 104,818 2,329 2,834 16,674 140 14,337 14,020
Changes from: June 12, 2012 Total Change is: -49,701
-14,704 1,763 -21,442 8,082 -2,337 -5,908 -3,478 -16,433 -7,493 -1,772 3,202 -2,369 -616 1,317
Percent of Open Interest Represented by Each Category of Trader
42.5 9.8 3.6 31.7 50.7 4.2 13.5 24.1 0.5 0.7 3.8 0.0 3.3 3.2
Number of Traders in Each Category Total Traders: 240
18 16 4 50 46 27 40 51 14 4 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 28,364
Positions
7,607 0 0 8,666 1,447 432 3,073 7,742 0 1,577 6,040 0 7,009 12,703
Changes from: June 12, 2012 Total Change is: 560
377 0 0 68 -34 55 -101 -1,527 0 115 1,467 0 46 599
Percent of Open Interest Represented by Each Category of Trader
26.8 0.0 0.0 30.6 5.1 1.5 10.8 27.3 0.0 5.6 21.3 0.0 24.7 44.8
Number of Traders in Each Category Total Traders: 34
5 0 0 11 4 . 6 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 39,398
Positions
13,530 7,390 1,949 6,647 3,130 717 7,397 4,965 429 4,338 1,855 0 4,391 18,963
Changes from: June 12, 2012 Total Change is: 1,699
339 3,323 1,810 -413 -401 -166 -1,041 -1,587 245 1,224 886 0 -299 -2,411
Percent of Open Interest Represented by Each Category of Trader
34.3 18.8 4.9 16.9 7.9 1.8 18.8 12.6 1.1 11.0 4.7 0.0 11.1 48.1
Number of Traders in Each Category Total Traders: 51
16 11 . 5 . . 7 4 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 66,672
Positions
1,031 16,696 473 51,393 31,928 3,152 5,893 11,745 4 0 0 0 4,726 2,674
Changes from: June 12, 2012 Total Change is: -5,769
573 252 -3,615 1,391 1,673 -393 -804 -836 -1,781 0 0 0 -1,140 -1,069
Percent of Open Interest Represented by Each Category of Trader
1.5 25.0 0.7 77.1 47.9 4.7 8.8 17.6 0.0 0.0 0.0 0.0 7.1 4.0
Number of Traders in Each Category Total Traders: 59
. . . 21 20 8 7 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 110,487
Positions
15,122 50,304 1,472 64,138 7,976 3,914 8,262 36,292 243 6,011 1,656 223 11,102 8,407
Changes from: June 12, 2012 Total Change is: -25,650
173 7,779 -15,103 2,599 -137 -502 -2,222 -1,778 -7,772 1,821 -2,111 -384 -4,260 -5,642
Percent of Open Interest Represented by Each Category of Trader
13.7 45.5 1.3 58.1 7.2 3.5 7.5 32.8 0.2 5.4 1.5 0.2 10.0 7.6
Number of Traders in Each Category Total Traders: 88
12 18 5 23 9 7 10 6 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 812,015
Positions
13,066 173,742 40,935 285,979 145,376 84,672 75,304 68,215 101,233 24,815 35,264 12,898 173,112 149,679
Changes from: June 12, 2012 Total Change is: -22,480
6,627 -3,792 1,115 -8,104 2,943 -2,359 -17,079 -17,878 -7,311 -1,445 -88 -465 6,540 5,355
Percent of Open Interest Represented by Each Category of Trader
1.6 21.4 5.0 35.2 17.9 10.4 9.3 8.4 12.5 3.1 4.3 1.6 21.3 18.4
Number of Traders in Each Category Total Traders: 169
8 24 29 39 24 35 23 30 43 8 13 10
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 347,636
Positions
6,989 139,858 2,326 225,951 7,359 32,508 4,843 90,500 1,217 8,535 19,054 0 65,266 54,814
Changes from: June 12, 2012 Total Change is: -11,453
3,062 -3,948 -2,435 -23 -1,914 -1,289 1,652 1,221 -6,764 0 1,554 0 -5,657 2,121
Percent of Open Interest Represented by Each Category of Trader
2.0 40.2 0.7 65.0 2.1 9.4 1.4 26.0 0.4 2.5 5.5 0.0 18.8 15.8
Number of Traders in Each Category Total Traders: 67
. 10 7 30 4 18 . 11 . . 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 964,373
Positions
62,418 132,960 24,755 175,030 92,864 74,178 232,553 415,154 99,686 156,281 37,478 5,866 133,606 81,432
Changes from: June 12, 2012 Total Change is: -59,221
-7,185 -22,061 5,559 -24,824 4,853 6,212 -25,798 -39,757 -12,845 -228 -3,989 1,099 -1,211 1,708
Percent of Open Interest Represented by Each Category of Trader
6.5 13.8 2.6 18.1 9.6 7.7 24.1 43.0 10.3 16.2 3.9 0.6 13.9 8.4
Number of Traders in Each Category Total Traders: 216
21 19 19 41 27 36 32 39 34 21 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,237,466
Positions
70,830 196,548 225,177 671,143 545,711 228,371 305,839 287,172 290,595 97,683 97,846 49,208 298,621 316,838
Changes from: June 12, 2012 Total Change is: -62,727
-62 3,697 -5,803 -51,196 3,876 1,136 41,388 -54,703 -1,267 -22,101 -3,178 -6,063 -18,758 -421
Percent of Open Interest Represented by Each Category of Trader
3.2 8.8 10.1 30.0 24.4 10.2 13.7 12.8 13.0 4.4 4.4 2.2 13.3 14.2
Number of Traders in Each Category Total Traders: 271
22 41 52 23 57 49 44 52 65 12 20 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 1,211,342
Positions
140,084 110,741 28,170 244,683 469,155 108,135 318,669 108,064 67,448 67,255 67,901 9,785 227,114 241,943
Changes from: June 12, 2012 Total Change is: -14,654
24,101 1,338 224 3,746 7,263 -5,884 3,542 4,166 -7,675 -27,751 -176 3 -4,958 -13,913
Percent of Open Interest Represented by Each Category of Trader
11.6 9.1 2.3 20.2 38.7 8.9 26.3 8.9 5.6 5.6 5.6 0.8 18.7 20.0
Number of Traders in Each Category Total Traders: 190
14 22 21 26 39 32 31 32 36 8 18 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 577,147
Positions
206,825 138,676 179,776 554 2,912 4,065 31,448 57,314 114,781 128 15,883 14,293 25,277 49,448
Changes from: June 12, 2012 Total Change is: 15,414
12,405 8,181 79 -646 -4,362 0 -1,891 8,085 5,282 128 2,506 -1,798 1,856 -2,558
Percent of Open Interest Represented by Each Category of Trader
35.8 24.0 31.1 0.1 0.5 0.7 5.4 9.9 19.9 0.0 2.8 2.5 4.4 8.6
Number of Traders in Each Category Total Traders: 98
24 26 46 . . . 18 15 29 . 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,817,112
Positions
1,761,398 2,543,482 2,652,109 463,884 60,162 201,637 1,093,135 352,482 3,659,547 203,373 452,006 911,909 870,121 983,778
Changes from: June 12, 2012 Total Change is:-2,326,535
-423,347 9,283 -555,160 38,652 -366 -35,420 146,142 -94,518 -1,397,097 12,694 -88,086 -122,439 9,441 -42,732
Percent of Open Interest Represented by Each Category of Trader
14.9 21.5 22.4 3.9 0.5 1.7 9.3 3.0 31.0 1.7 3.8 7.7 7.4 8.3
Number of Traders in Each Category Total Traders: 248
29 50 78 11 13 21 44 63 90 14 15 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 9,430
Positions
6,092 530 0 605 866 6 1,134 7,661 45 1,347 255 0 201 67
Changes from: June 12, 2012 Total Change is: -3,089
-742 47 0 7 -107 0 -54 -697 -2,104 10 -40 0 -206 -188
Percent of Open Interest Represented by Each Category of Trader
64.6 5.6 0.0 6.4 9.2 0.1 12.0 81.2 0.5 14.3 2.7 0.0 2.1 0.7
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 9,308
Positions
6,226 4,905 0 1,058 1,036 46 1,691 3,204 0 0 70 0 287 47
Changes from: June 12, 2012 Total Change is: -2,065
-1,904 -303 0 0 -973 0 307 -203 -461 -40 -40 0 33 -85
Percent of Open Interest Represented by Each Category of Trader
66.9 52.7 0.0 11.4 11.1 0.5 18.2 34.4 0.0 0.0 0.8 0.0 3.1 0.5
Number of Traders in Each Category Total Traders: 31
. 6 0 . 5 . 6 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 70,563
Positions
14,573 29,859 519 6,731 0 381 36,926 37,005 1,009 4,597 504 67 5,761 1,220
Changes from: June 12, 2012 Total Change is: -11,195
-280 -18,448 -58 -241 0 135 -9,791 7,805 -384 188 58 -63 -701 -239
Percent of Open Interest Represented by Each Category of Trader
20.7 42.3 0.7 9.5 0.0 0.5 52.3 52.4 1.4 6.5 0.7 0.1 8.2 1.7
Number of Traders in Each Category Total Traders: 97
5 4 . 8 0 . 44 11 7 18 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 343,374
Positions
122,283 54,879 46,395 43,602 5,489 4,845 25,035 107,323 30,976 5,312 26,766 38,687 26,239 28,014
Changes from: June 12, 2012 Total Change is: 35,870
-484 -2,537 5,959 7,604 1,571 -939 8,201 15,850 -389 4,239 4,986 8,368 3,311 3,001
Percent of Open Interest Represented by Each Category of Trader
35.6 16.0 13.5 12.7 1.6 1.4 7.3 31.3 9.0 1.5 7.8 11.3 7.6 8.2
Number of Traders in Each Category Total Traders: 141
18 12 24 9 7 8 21 44 45 7 14 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 10,591
Positions
1,186 735 2,729 2,111 898 0 3,730 3,989 723 0 1,410 0 112 107
Changes from: June 12, 2012 Total Change is: 2,368
-172 -41 2,729 100 19 0 -227 -35 19 0 -328 0 -81 5
Percent of Open Interest Represented by Each Category of Trader
11.2 6.9 25.8 19.9 8.5 0.0 35.2 37.7 6.8 0.0 13.3 0.0 1.1 1.0
Number of Traders in Each Category Total Traders: 22
. . 4 4 . 0 4 5 . 0 . 0
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Updated June 22, 2012