Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 109,116
Positions
24,305 8,887 5,199 20,868 34,304 294 10,842 21,521 7,650 8,454 541 693 30,811 30,027
Changes from: July 3, 2012 Total Change is: 1,766
4,191 555 -2,221 358 -21 13 2,876 8,355 -2,308 1,310 410 -2,032 -420 -985
Percent of Open Interest Represented by Each Category of Trader
22.3 8.1 4.8 19.1 31.4 0.3 9.9 19.7 7.0 7.7 0.5 0.6 28.2 27.5
Number of Traders in Each Category Total Traders: 76
5 7 7 6 5 4 16 24 14 9 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 58,994
Positions
22,276 8,786 0 1,954 1,539 183 23,962 21,587 81 1,171 0 0 9,366 26,817
Changes from: July 3, 2012 Total Change is: 4,445
3,105 714 -505 0 75 -64 541 -1,018 -153 0 0 0 1,521 5,397
Percent of Open Interest Represented by Each Category of Trader
37.8 14.9 0.0 3.3 2.6 0.3 40.6 36.6 0.1 2.0 0.0 0.0 15.9 45.5
Number of Traders in Each Category Total Traders: 37
5 4 0 . . . 6 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 122,780
Positions
29,364 3,295 3,422 8,832 33,579 10,096 36,842 32,969 2,790 11,949 3,270 500 18,985 32,859
Changes from: July 3, 2012 Total Change is: 7,352
13,228 -2,055 123 -960 -44 -108 -6,808 6,268 -188 1,105 -277 -257 1,218 3,890
Percent of Open Interest Represented by Each Category of Trader
23.9 2.7 2.8 7.2 27.3 8.2 30.0 26.9 2.3 9.7 2.7 0.4 15.5 26.8
Number of Traders in Each Category Total Traders: 91
12 . 7 5 16 6 18 29 11 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 123,010
Positions
10,008 23,773 2,776 59,183 7,930 726 29,367 29,166 2,234 538 17,610 861 17,317 37,934
Changes from: July 3, 2012 Total Change is: -4,049
572 7,581 -359 385 -122 -34 -3,677 -8,546 -1,459 -625 -65 -266 1,415 -779
Percent of Open Interest Represented by Each Category of Trader
8.1 19.3 2.3 48.1 6.4 0.6 23.9 23.7 1.8 0.4 14.3 0.7 14.1 30.8
Number of Traders in Each Category Total Traders: 83
7 11 5 9 7 5 17 24 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 375,187
Positions
113,801 7,781 10,582 39,628 38,279 4,953 72,996 192,949 25,446 61,408 11,172 4,843 41,530 79,181
Changes from: July 3, 2012 Total Change is: 25,271
21,066 -6,278 -3,302 -9,952 558 446 10,660 31,082 -2,791 2,967 -2,254 1,333 4,845 6,477
Percent of Open Interest Represented by Each Category of Trader
30.3 2.1 2.8 10.6 10.2 1.3 19.5 51.4 6.8 16.4 3.0 1.3 11.1 21.1
Number of Traders in Each Category Total Traders: 203
26 9 11 18 25 19 28 67 31 14 16 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 130,767
Positions
32,390 15,594 4,836 2,405 43,655 1,203 63,448 32,164 3,056 2,569 3,060 1,472 19,389 25,728
Changes from: July 3, 2012 Total Change is: -10,491
-8,773 1,352 -2,196 106 -877 -39 3,883 -5,865 -3,121 -507 953 -247 402 -452
Percent of Open Interest Represented by Each Category of Trader
24.8 11.9 3.7 1.8 33.4 0.9 48.5 24.6 2.3 2.0 2.3 1.1 14.8 19.7
Number of Traders in Each Category Total Traders: 82
10 5 6 . 9 5 20 25 10 4 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 105,237
Positions
52,015 57,978 36,143 1,759 0 144 3,069 1,324 6,050 2,964 0 2,855 238 743
Changes from: July 3, 2012 Total Change is: -503
-121 499 -596 -204 0 -339 251 71 -265 755 0 0 16 127
Percent of Open Interest Represented by Each Category of Trader
49.4 55.1 34.3 1.7 0.0 0.1 2.9 1.3 5.7 2.8 0.0 2.7 0.2 0.7
Number of Traders in Each Category Total Traders: 22
7 10 11 . 0 . . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 142,469
Positions
63,253 51,941 11 23,604 764 1,555 48,265 64,638 1,028 882 18,190 99 3,772 4,243
Changes from: July 3, 2012 Total Change is: 9,800
13 2,759 10 3,321 -491 0 5,973 8,166 420 38 -877 -3 28 -184
Percent of Open Interest Represented by Each Category of Trader
44.4 36.5 0.0 16.6 0.5 1.1 33.9 45.4 0.7 0.6 12.8 0.1 2.6 3.0
Number of Traders in Each Category Total Traders: 97
5 11 . 9 . . 29 28 6 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 17,476
Positions
15,671 1,356 65 404 528 82 735 1,241 29 100 13,428 0 390 747
Changes from: July 3, 2012 Total Change is: -429
-529 -145 0 0 -417 82 0 273 -64 0 0 0 82 -158
Percent of Open Interest Represented by Each Category of Trader
89.7 7.8 0.4 2.3 3.0 0.5 4.2 7.1 0.2 0.6 76.8 0.0 2.2 4.3
Number of Traders in Each Category Total Traders: 21
6 4 . . . . . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 22,356
Positions
5,011 13,635 0 210 232 0 12,973 5,683 134 297 1,064 0 3,731 1,608
Changes from: July 3, 2012 Total Change is: 1,873
-410 1,896 0 -217 -29 0 2,098 439 0 0 -201 0 402 -232
Percent of Open Interest Represented by Each Category of Trader
22.4 61.0 0.0 0.9 1.0 0.0 58.0 25.4 0.6 1.3 4.8 0.0 16.7 7.2
Number of Traders in Each Category Total Traders: 45
4 7 0 . . 0 9 16 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 44,743
Positions
13,514 29,893 71 3,798 574 440 15,822 8,360 922 2,481 395 157 7,539 3,933
Changes from: July 3, 2012 Total Change is: -2,150
-514 -761 -5 -140 210 -13 -1,801 -1,827 108 292 376 18 -96 -256
Percent of Open Interest Represented by Each Category of Trader
30.2 66.8 0.2 8.5 1.3 1.0 35.4 18.7 2.1 5.5 0.9 0.4 16.8 8.8
Number of Traders in Each Category Total Traders: 87
16 16 . 6 . . 27 11 11 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 89,485
Positions
27,027 59,785 142 7,596 1,147 879 31,643 16,720 1,844 4,962 789 314 15,078 7,865
Changes from: July 3, 2012 Total Change is: -4,301
-1,027 -1,522 -10 -279 420 -26 -3,601 -3,655 216 584 753 36 -192 -512
Percent of Open Interest Represented by Each Category of Trader
30.2 66.8 0.2 8.5 1.3 1.0 35.4 18.7 2.1 5.5 0.9 0.4 16.8 8.8
Number of Traders in Each Category Total Traders: 87
16 16 . 6 . . 27 11 11 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 942,154
Positions
50,448 129,130 47,732 361,099 188,074 55,702 67,744 185,542 147,856 27,248 30,386 24,446 159,879 133,286
Changes from: July 3, 2012 Total Change is: 22,192
2,557 -17,301 9,792 104 8,334 564 -9,141 12,543 13,703 -395 -6,905 2,541 2,469 -1,078
Percent of Open Interest Represented by Each Category of Trader
5.4 13.7 5.1 38.3 20.0 5.9 7.2 19.7 15.7 2.9 3.2 2.6 17.0 14.1
Number of Traders in Each Category Total Traders: 581
35 45 40 120 61 63 85 140 110 47 47 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 310,821
Positions
27,954 59,113 10,431 100,926 30,342 9,465 14,122 36,290 58,663 1,141 8,236 15,237 72,882 83,044
Changes from: July 3, 2012 Total Change is: 5,562
5,865 -3,177 869 -1,613 1,295 -516 -694 6,099 -814 23 723 1,242 1,201 -158
Percent of Open Interest Represented by Each Category of Trader
9.0 19.0 3.4 32.5 9.8 3.0 4.5 11.7 18.9 0.4 2.6 4.9 23.4 26.7
Number of Traders in Each Category Total Traders: 115
12 10 9 25 8 14 14 31 39 7 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 3,156,665
Positions
255,336 492,952 43,636 1,327,875 815,668 204,178 357,386 835,537 356,686 131,738 111,955 44,844 434,986 251,209
Changes from: July 3, 2012 Total Change is: 83,148
29,641 -24,439 -1,569 8,496 35,109 5,488 -6,298 68,157 36,648 -1,484 -37,533 5,885 6,342 -4,597
Percent of Open Interest Represented by Each Category of Trader
8.1 15.6 1.4 42.1 25.8 6.5 11.3 26.5 11.3 4.2 3.5 1.4 13.8 8.0
Number of Traders in Each Category Total Traders: 541
34 42 35 105 58 55 89 129 100 42 42 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 105,140
Positions
17,027 22,090 0 60,625 60,479 1,859 13,727 12,638 969 2,748 2,810 0 8,184 4,294
Changes from: July 3, 2012 Total Change is: 2,537
943 -468 -31 -759 1,318 33 565 -24 868 526 -3 0 392 844
Percent of Open Interest Represented by Each Category of Trader
16.2 21.0 0.0 57.7 57.5 1.8 13.1 12.0 0.9 2.6 2.7 0.0 7.8 4.1
Number of Traders in Each Category Total Traders: 95
10 9 0 34 12 10 14 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 71,173
Positions
4,548 44,633 353 36,677 8,856 1,217 19,092 8,552 1,429 1,947 2,913 231 5,679 2,989
Changes from: July 3, 2012 Total Change is: -1,210
52 -1,572 71 2,272 351 281 -3,085 -693 465 -1,125 -223 10 -151 99
Percent of Open Interest Represented by Each Category of Trader
6.4 62.7 0.5 51.5 12.4 1.7 26.8 12.0 2.0 2.7 4.1 0.3 8.0 4.2
Number of Traders in Each Category Total Traders: 218
15 33 6 34 22 12 56 37 20 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 355,863
Positions
22,739 223,165 1,764 183,385 44,282 6,083 95,459 42,758 7,145 9,737 14,566 1,154 28,397 14,945
Changes from: July 3, 2012 Total Change is: -6,051
261 -7,858 355 11,360 1,757 1,404 -15,425 -3,466 2,327 -5,627 -1,114 48 -754 496
Percent of Open Interest Represented by Each Category of Trader
6.4 62.7 0.5 51.5 12.4 1.7 26.8 12.0 2.0 2.7 4.1 0.3 8.0 4.2
Number of Traders in Each Category Total Traders: 218
15 33 6 34 22 12 56 37 20 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 436,756
Positions
175,415 33,051 13,034 138,293 228,481 23,563 60,120 102,841 3,336 3,526 16,555 223 19,246 15,672
Changes from: July 3, 2012 Total Change is: -5,777
-9,034 -1,999 -157 1,836 2,929 550 1,344 -5,664 -34 907 -672 12 -1,200 -742
Percent of Open Interest Represented by Each Category of Trader
40.2 7.6 3.0 31.7 52.3 5.4 13.8 23.5 0.8 0.8 3.8 0.1 4.4 3.6
Number of Traders in Each Category Total Traders: 247
21 13 4 52 42 27 45 53 18 4 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 29,680
Positions
9,291 220 0 9,265 754 473 2,978 7,101 0 1,662 6,255 0 6,011 14,877
Changes from: July 3, 2012 Total Change is: 1,183
1,491 0 0 -46 -227 27 -326 84 0 200 -155 0 -163 1,454
Percent of Open Interest Represented by Each Category of Trader
31.3 0.7 0.0 31.2 2.5 1.6 10.0 23.9 0.0 5.6 21.1 0.0 20.3 50.1
Number of Traders in Each Category Total Traders: 37
6 . 0 12 . . 5 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 41,067
Positions
14,943 6,793 1,878 5,748 2,600 829 7,561 1,907 809 4,644 3,531 0 4,655 22,720
Changes from: July 3, 2012 Total Change is: 4,820
2,259 -1,073 725 108 81 65 582 -4,691 -150 649 515 0 582 9,348
Percent of Open Interest Represented by Each Category of Trader
36.4 16.5 4.6 14.0 6.3 2.0 18.4 4.6 2.0 11.3 8.6 0.0 11.3 55.3
Number of Traders in Each Category Total Traders: 52
16 8 4 6 . . 10 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 66,793
Positions
1,334 13,295 2,126 47,424 29,468 5,720 6,301 13,300 4 208 0 0 3,676 2,880
Changes from: July 3, 2012 Total Change is: 311
-12 818 -269 -852 1,485 67 1,140 -1,927 0 208 0 0 29 137
Percent of Open Interest Represented by Each Category of Trader
2.0 19.9 3.2 71.0 44.1 8.6 9.4 19.9 0.0 0.3 0.0 0.0 5.5 4.3
Number of Traders in Each Category Total Traders: 64
4 . . 22 21 8 8 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 117,230
Positions
13,718 58,481 1,807 69,891 11,953 4,263 10,693 29,893 369 3,965 1,706 240 12,284 8,518
Changes from: July 3, 2012 Total Change is: 3,709
-1,082 2,260 93 7,180 -162 -164 -494 -568 0 -2,116 705 0 292 1,545
Percent of Open Interest Represented by Each Category of Trader
11.7 49.9 1.5 59.6 10.2 3.6 9.1 25.5 0.3 3.4 1.5 0.2 10.5 7.3
Number of Traders in Each Category Total Traders: 95
10 19 5 24 11 9 13 7 . 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 758,251
Positions
6,671 157,799 34,125 282,701 143,221 72,087 71,748 95,488 70,640 26,341 32,021 5,044 188,895 147,827
Changes from: July 3, 2012 Total Change is: 27,637
1,289 -2,440 1,512 6,534 -3,236 -5,351 2,285 21,925 3,156 1,909 662 -940 17,244 12,349
Percent of Open Interest Represented by Each Category of Trader
0.9 20.8 4.5 37.3 18.9 9.5 9.5 12.6 9.3 3.5 4.2 0.7 24.9 19.5
Number of Traders in Each Category Total Traders: 165
4 23 22 42 20 32 35 23 42 9 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 354,011
Positions
2,484 131,750 323 232,380 13,882 35,726 5,930 100,611 1,415 8,594 20,356 0 67,160 49,948
Changes from: July 3, 2012 Total Change is: 5,925
-119 -950 -295 -989 -7 2,414 2,169 3,668 -82 206 -2,121 0 2,620 3,296
Percent of Open Interest Represented by Each Category of Trader
0.7 37.2 0.1 65.6 3.9 10.1 1.7 28.4 0.4 2.4 5.8 0.0 19.0 14.1
Number of Traders in Each Category Total Traders: 68
. 10 . 32 6 18 . 11 4 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 929,737
Positions
50,869 66,437 26,551 187,694 92,623 62,146 248,572 490,960 45,181 166,085 39,385 15,628 127,011 90,826
Changes from: July 3, 2012 Total Change is: 90,263
-18,284 9,402 12,449 19,695 -2,082 -7,121 54,815 67,754 6,695 21,297 2,190 964 -247 12
Percent of Open Interest Represented by Each Category of Trader
5.5 7.1 2.9 20.2 10.0 6.7 26.7 52.8 4.9 17.9 4.2 1.7 13.7 9.8
Number of Traders in Each Category Total Traders: 229
17 20 11 42 27 36 43 39 35 22 19 6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 2,188,693
Positions
89,511 194,986 185,205 715,023 501,722 215,923 272,499 370,973 262,385 95,213 94,868 41,853 311,080 320,777
Changes from: July 3, 2012 Total Change is: 62,337
6,173 -17,532 7,538 -14,354 1,961 -8,014 31,615 49,074 16,782 10,307 -5,762 16,002 -3,713 2,285
Percent of Open Interest Represented by Each Category of Trader
4.1 8.9 8.5 32.7 22.9 9.9 12.5 16.9 12.0 4.4 4.3 1.9 14.2 14.7
Number of Traders in Each Category Total Traders: 267
20 36 50 21 55 47 54 50 69 14 17 14
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,230,325
Positions
141,463 76,509 22,766 250,987 504,693 94,446 346,470 139,024 73,712 60,285 76,019 7,476 232,718 235,679
Changes from: July 3, 2012 Total Change is: 8,970
-17,914 6,944 5,703 6,343 5,083 -12,705 17,571 -5,694 8,442 -2,707 -1,353 425 3,812 2,125
Percent of Open Interest Represented by Each Category of Trader
11.5 6.2 1.9 20.4 41.0 7.7 28.2 11.3 6.0 4.9 6.2 0.6 18.9 19.2
Number of Traders in Each Category Total Traders: 202
16 19 17 28 39 38 43 31 39 8 18 6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 527,097
Positions
201,210 145,142 163,416 2,174 2,199 3,999 33,625 60,087 89,075 1 13,559 11,635 21,961 37,984
Changes from: July 3, 2012 Total Change is: -87
7,858 7,850 -1,027 -2 -23 0 -3,948 -716 -1,487 1 -410 914 -2,396 -5,190
Percent of Open Interest Represented by Each Category of Trader
38.2 27.5 31.0 0.4 0.4 0.8 6.4 11.4 16.9 0.0 2.6 2.2 4.2 7.2
Number of Traders in Each Category Total Traders: 100
23 27 45 . . . 16 21 29 . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 is12,240,540
Positions
1,571,810 2,624,809 2,740,336 524,893 58,308 217,540 1,195,010 316,139 3,789,744 129,382 329,686 1,157,614 914,209 1,006,363
Changes from: July 3, 2012 Total Change is: 387,808
-8,490 33,841 23,258 6,718 -3,689 2,617 8,890 -4,614 128,039 -67,720 -73,712 314,696 -20,198 -32,626
Percent of Open Interest Represented by Each Category of Trader
12.8 21.4 22.4 4.3 0.5 1.8 9.8 2.6 31.0 1.1 2.7 9.5 7.5 8.2
Number of Traders in Each Category Total Traders: 252
28 54 81 12 12 21 42 61 85 17 18 25
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,132
Positions
6,817 217 0 586 802 6 1,038 8,758 50 1,339 255 0 296 44
Changes from: July 3, 2012 Total Change is: 137
234 28 0 5 0 0 -118 111 0 -20 0 0 36 -2
Percent of Open Interest Represented by Each Category of Trader
67.3 2.1 0.0 5.8 7.9 0.1 10.2 86.4 0.5 13.2 2.5 0.0 2.9 0.4
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 6 8 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 12,084
Positions
9,257 6,307 0 1,028 1,058 46 1,377 4,511 0 0 100 0 376 62
Changes from: July 3, 2012 Total Change is: -229
-9 284 0 0 -11 0 -245 -496 0 0 0 0 25 -6
Percent of Open Interest Represented by Each Category of Trader
76.6 52.2 0.0 8.5 8.8 0.4 11.4 37.3 0.0 0.0 0.8 0.0 3.1 0.5
Number of Traders in Each Category Total Traders: 32
. 6 0 . 5 . 4 12 0 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 65,412
Positions
13,408 33,346 528 5,903 60 228 31,882 28,669 887 5,576 370 15 6,984 1,309
Changes from: July 3, 2012 Total Change is: -256
-253 4,662 12 106 -40 -79 -925 -4,440 -204 260 4 15 813 -185
Percent of Open Interest Represented by Each Category of Trader
20.5 51.0 0.8 9.0 0.1 0.3 48.7 43.8 1.4 8.5 0.6 0.0 10.7 2.0
Number of Traders in Each Category Total Traders: 116
4 6 . 7 . . 55 11 7 26 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 334,343
Positions
127,820 47,334 35,245 42,288 8,496 6,867 23,934 111,806 32,080 2,669 27,653 41,814 21,626 23,048
Changes from: July 3, 2012 Total Change is: -291
-4,705 -4,272 3,330 -642 852 3,013 -470 3,523 2,554 608 -6,374 611 -4,590 -3,528
Percent of Open Interest Represented by Each Category of Trader
38.2 14.2 10.5 12.6 2.5 2.1 7.2 33.4 9.6 0.8 8.3 12.5 6.5 6.9
Number of Traders in Each Category Total Traders: 141
18 11 20 8 10 10 22 44 45 9 11 14
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Updated July 13, 2012