Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 121,478 Positions 10,773 86,337 1,610 9,786 6,356 260 40,024 7,630 2,421 8,082 562 0 48,522 16,302 Changes from: May 3, 2011 Total Change is: -18,441 1,143 -9,605 -2,813 -434 -100 -3 -16,033 -7,887 662 -369 562 0 -594 743 Percent of Open Interest Represented by Each Category of Trader 8.9 71.1 1.3 8.1 5.2 0.2 32.9 6.3 2.0 6.7 0.5 0.0 39.9 13.4 Number of Traders in Each Category Total Traders: 84 8 11 6 4 . . 33 13 6 11 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 72,312 Positions 13,456 40,299 124 833 1,122 79 29,533 19,756 318 418 0 0 27,551 10,614 Changes from: May 3, 2011 Total Change is: -466 2,984 -108 -2,341 -21 2 0 194 2,295 300 0 0 0 -1,582 -614 Percent of Open Interest Represented by Each Category of Trader 18.6 55.7 0.2 1.2 1.6 0.1 40.8 27.3 0.4 0.6 0.0 0.0 38.1 14.7 Number of Traders in Each Category Total Traders: 47 7 6 . . . . 22 8 5 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 108,117 Positions 8,778 43,641 556 5,912 23,057 1,358 51,546 16,971 209 3,770 3,403 0 35,988 18,922 Changes from: May 3, 2011 Total Change is: -15,886 3,871 -11,466 -780 -1,015 1,217 -10 -15,711 -7,128 -8 566 -499 -27 -2,772 2,815 Percent of Open Interest Represented by Each Category of Trader 8.1 40.4 0.5 5.5 21.3 1.3 47.7 15.7 0.2 3.5 3.1 0.0 33.3 17.5 Number of Traders in Each Category Total Traders: 96 10 11 4 . 13 5 32 20 6 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 102,289 Positions 15,673 32,876 2,753 26,324 7,465 386 30,130 18,386 703 900 2,563 0 25,420 37,157 Changes from: May 3, 2011 Total Change is: -2,301 -12,174 16,374 -893 1,467 -565 -135 9,896 -15,769 290 -436 -403 0 -316 -1,200 Percent of Open Interest Represented by Each Category of Trader 15.3 32.1 2.7 25.7 7.3 0.4 29.5 18.0 0.7 0.9 2.5 0.0 24.9 36.3 Number of Traders in Each Category Total Traders: 96 9 18 4 9 7 . 22 24 7 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 242,927 Positions 54,015 119,834 1,232 32,066 23,352 2,405 68,986 45,937 949 22,689 6,918 221 60,364 42,079 Changes from: May 3, 2011 Total Change is: -21,410 27,751 -17,058 -231 -478 1,431 -53 -36,419 -1,690 -1,354 38 1,155 -93 -10,571 -3,517 Percent of Open Interest Represented by Each Category of Trader 22.2 49.3 0.5 13.2 9.6 1.0 28.4 18.9 0.4 9.3 2.8 0.1 24.8 17.3 Number of Traders in Each Category Total Traders: 167 20 18 7 18 17 10 36 39 15 8 11 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 128,314 Positions 11,962 92,210 484 10,361 3,369 158 70,755 12,541 398 1,237 612 0 32,959 18,542 Changes from: May 3, 2011 Total Change is: -14,014 1,351 -11,739 135 -1,102 30 0 -10,791 -2,648 89 -848 -44 0 -2,848 163 Percent of Open Interest Represented by Each Category of Trader 9.3 71.9 0.4 8.1 2.6 0.1 55.1 9.8 0.3 1.0 0.5 0.0 25.7 14.5 Number of Traders in Each Category Total Traders: 74 5 12 . 6 4 . 31 12 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 99,220 Positions 14,183 33,275 53,228 0 0 0 28,648 11,526 934 1,645 0 0 582 257 Changes from: May 3, 2011 Total Change is: -3,048 -2,072 -2,405 -1,256 0 0 0 986 501 266 -930 0 0 -42 -154 Percent of Open Interest Represented by Each Category of Trader 14.3 33.5 53.6 0.0 0.0 0.0 28.9 11.6 0.9 1.7 0.0 0.0 0.6 0.3 Number of Traders in Each Category Total Traders: 24 5 10 12 0 0 0 5 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 158,386 Positions 4,486 127,952 310 16,330 1,443 45 122,635 23,371 361 5,802 3,011 0 8,417 1,893 Changes from: May 3, 2011 Total Change is: -4,577 3,299 -3,027 50 -639 -300 0 -6,131 -1,490 246 -1,110 0 0 -292 -56 Percent of Open Interest Represented by Each Category of Trader 2.8 80.8 0.2 10.3 0.9 0.0 77.4 14.8 0.2 3.7 1.9 0.0 5.3 1.2 Number of Traders in Each Category Total Traders: 130 7 15 4 9 . . 66 12 4 15 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 30,504 Positions 1,591 19,539 20 577 150 0 23,438 9,315 5 1,028 139 0 3,845 1,336 Changes from: May 3, 2011 Total Change is: -1,116 -158 -399 2 -859 15 0 509 -557 -235 45 0 0 -420 58 Percent of Open Interest Represented by Each Category of Trader 5.2 64.1 0.1 1.9 0.5 0.0 76.8 30.5 0.0 3.4 0.5 0.0 12.6 4.4 Number of Traders in Each Category Total Traders: 47 . 13 . . . 0 14 11 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 60,500 Positions 19,944 34,730 204 3,832 1,507 474 26,977 16,473 217 1,190 643 0 7,664 6,255 Changes from: May 3, 2011 Total Change is: -5,025 -1,155 -2,453 -732 -374 242 -3 -3,507 -1,929 207 -123 -778 0 662 421 Percent of Open Interest Represented by Each Category of Trader 33.0 57.4 0.3 6.3 2.5 0.8 44.6 27.2 0.4 2.0 1.1 0.0 12.7 10.3 Number of Traders in Each Category Total Traders: 107 18 16 . 8 4 . 42 15 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 120,999 Positions 39,887 69,459 408 7,664 3,013 947 53,953 32,945 433 2,379 1,285 0 15,328 12,509 Changes from: May 3, 2011 Total Change is: -10,049 -2,310 -4,906 -1,463 -748 483 -5 -7,013 -3,857 413 -246 -1,555 0 1,323 841 Percent of Open Interest Represented by Each Category of Trader 33.0 57.4 0.3 6.3 2.5 0.8 44.6 27.2 0.4 2.0 1.1 0.0 12.7 10.3 Number of Traders in Each Category Total Traders: 107 18 16 . 8 4 . 42 15 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 863,175 Positions 53,866 268,413 34,788 403,444 113,535 56,975 82,038 171,171 29,734 22,817 59,956 7,397 172,117 121,208 Changes from: May 3, 2011 Total Change is: -21,903 2,766 -4,837 -15,404 -127 -816 -1,783 -12,609 1,157 -6,020 -66 -375 1,396 9,944 4,778 Percent of Open Interest Represented by Each Category of Trader 6.2 31.1 4.0 46.7 13.2 6.6 9.5 19.8 3.4 2.6 6.9 0.9 19.9 14.0 Number of Traders in Each Category Total Traders: 539 35 52 18 124 51 59 88 122 63 35 30 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 321,634 Positions 16,389 160,048 5,828 132,597 35,450 9,334 27,632 29,252 2,587 5,268 35,189 3,629 118,370 40,317 Changes from: May 3, 2011 Total Change is: -68 7,438 -6,040 300 -5,144 1,077 218 -5,869 3,925 232 -252 -254 1,570 1,439 -1,096 Percent of Open Interest Represented by Each Category of Trader 5.1 49.8 1.8 41.2 11.0 2.9 8.6 9.1 0.8 1.6 10.9 1.1 36.8 12.5 Number of Traders in Each Category Total Traders: 126 8 21 . 32 12 12 12 29 8 5 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 2,707,707 Positions 282,028 636,468 50,159 1,367,990 404,182 224,446 373,383 810,947 34,381 101,930 138,018 4,653 268,737 404,453 Changes from: May 3, 2011 Total Change is: -109,174 -17,983 11,393 -83,895 25,763 -8,786 -10,682 -53,846 -33,983 -11,116 122 -1,415 -60 42,523 29,370 Percent of Open Interest Represented by Each Category of Trader 10.4 23.5 1.9 50.5 14.9 8.3 13.8 29.9 1.3 3.8 5.1 0.2 9.9 14.9 Number of Traders in Each Category Total Traders: 498 32 48 12 105 48 51 90 114 43 32 28 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 115,028 Positions 18,767 46,669 0 57,676 35,732 5,709 22,080 18,798 0 1,466 5,051 0 9,330 3,069 Changes from: May 3, 2011 Total Change is: -4,562 -740 -733 -4,435 -1,462 1,523 -114 2,074 -569 -51 -96 0 0 262 -183 Percent of Open Interest Represented by Each Category of Trader 16.3 40.6 0.0 50.1 31.1 5.0 19.2 16.3 0.0 1.3 4.4 0.0 8.1 2.7 Number of Traders in Each Category Total Traders: 97 7 10 0 34 13 12 17 13 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 104,332 Positions 13,227 51,669 6,867 16,214 9,943 2,280 37,206 10,462 15,002 3,304 3,973 447 9,784 3,687 Changes from: May 3, 2011 Total Change is: -2,304 -172 311 -618 -1,189 260 -190 425 -1,289 -104 -999 -753 274 269 -196 Percent of Open Interest Represented by Each Category of Trader 12.7 49.5 6.6 15.5 9.5 2.2 35.7 10.0 14.4 3.2 3.8 0.4 9.4 3.5 Number of Traders in Each Category Total Traders: 254 24 32 14 33 21 12 81 37 18 13 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 24,455 Positions 4,240 20,278 323 1,600 0 0 14,168 242 0 245 2,669 0 3,879 943 Changes from: May 3, 2011 Total Change is: 335 192 965 -250 -259 0 0 107 -24 0 23 -369 0 522 13 Percent of Open Interest Represented by Each Category of Trader 17.3 82.9 1.3 6.5 0.0 0.0 57.9 1.0 0.0 1.0 10.9 0.0 15.9 3.9 Number of Traders in Each Category Total Traders: 29 5 12 . . 0 0 6 . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 399,383 Positions 76,236 188,257 1,418 77,070 53,714 7,402 187,038 122,951 3,162 17,244 8,472 287 29,526 13,720 Changes from: May 3, 2011 Total Change is: -13,193 942 -506 -4,601 -4,648 1,300 -950 1,806 -6,109 -733 -3,775 -584 33 -1,267 -1,043 Percent of Open Interest Represented by Each Category of Trader 19.1 47.1 0.4 19.3 13.4 1.9 46.8 30.8 0.8 4.3 2.1 0.1 7.4 3.4 Number of Traders in Each Category Total Traders: 251 24 30 6 33 21 12 80 40 13 13 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 398,552 Positions 166,086 36,536 13,391 109,761 136,754 33,384 48,292 131,709 5,722 2,188 23,533 225 19,503 17,298 Changes from: May 3, 2011 Total Change is: 480 8,154 -2,287 1,831 -3,582 2,386 -59 -6,205 -3,236 1,751 34 1,418 225 -1,669 -1,549 Percent of Open Interest Represented by Each Category of Trader 41.7 9.2 3.4 27.5 34.3 8.4 12.1 33.0 1.4 0.5 5.9 0.1 4.9 4.3 Number of Traders in Each Category Total Traders: 260 18 20 . 50 46 28 42 61 17 5 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 49,692 Positions 13,149 3,010 285 6,518 11,072 1,976 16,591 8,110 4,161 216 4,421 0 6,796 16,657 Changes from: May 3, 2011 Total Change is: -5,501 790 547 -5,530 595 122 0 -1,301 -33 30 0 -562 0 -85 -75 Percent of Open Interest Represented by Each Category of Trader 26.5 6.1 0.6 13.1 22.3 4.0 33.4 16.3 8.4 0.4 8.9 0.0 13.7 33.5 Number of Traders in Each Category Total Traders: 65 10 6 . 10 4 . 16 13 4 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 60,337 Positions 26,995 24,586 1,822 7,764 2,824 615 9,910 16,300 1,830 952 6,335 832 9,617 5,193 Changes from: May 3, 2011 Total Change is: -4,399 223 1,778 -6,029 204 51 0 -274 -594 41 0 -366 367 1,069 353 Percent of Open Interest Represented by Each Category of Trader 44.7 40.7 3.0 12.9 4.7 1.0 16.4 27.0 3.0 1.6 10.5 1.4 15.9 8.6 Number of Traders in Each Category Total Traders: 80 17 15 . 9 . . 13 17 . . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50) CFTC Code #244741 Open Interest is 31,418 Positions 256 7,332 0 20,017 11,636 3,412 3,530 6,706 4 419 0 0 3,780 2,328 Changes from: May 3, 2011 Total Change is: -1,470 0 -544 -901 59 683 0 -663 -755 -44 0 0 0 79 91 Percent of Open Interest Represented by Each Category of Trader 0.8 23.3 0.0 63.7 37.0 10.9 11.2 21.3 0.0 1.3 0.0 0.0 12.0 7.4 Number of Traders in Each Category Total Traders: 51 . . 0 21 13 7 5 7 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50) CFTC Code #244742 Open Interest is 40,234 Positions 5,974 17,844 742 14,346 4,265 1,050 8,600 12,528 484 1,518 798 17 7,503 2,506 Changes from: May 3, 2011 Total Change is: -1,673 -474 -504 -200 -426 32 -24 -709 -680 96 406 0 0 -342 -393 Percent of Open Interest Represented by Each Category of Trader 14.8 44.4 1.8 35.7 10.6 2.6 21.4 31.1 1.2 3.8 2.0 0.0 18.6 6.2 Number of Traders in Each Category Total Traders: 59 7 6 . 13 7 . 14 5 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 660,636 Positions 10,431 87,871 4,457 276,894 146,633 69,065 107,569 128,630 15,442 15,139 61,955 0 161,639 146,583 Changes from: May 3, 2011 Total Change is: 53,411 5,298 15,947 -1,205 13,407 7,367 1,096 19,700 9,711 7,590 -22 13,201 -218 7,765 -78 Percent of Open Interest Represented by Each Category of Trader 1.6 13.3 0.7 41.9 22.2 10.5 16.3 19.5 2.3 2.3 9.4 0.0 24.5 22.2 Number of Traders in Each Category Total Traders: 156 6 20 10 41 21 35 26 30 17 4 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 319,321 Positions 2,338 132,070 714 235,114 5,133 18,241 2,000 115,145 108 1,700 2,100 0 59,106 45,810 Changes from: May 3, 2011 Total Change is: 1,935 2,338 1,984 -988 3,291 -456 -318 0 -1,214 0 0 2,100 0 -2,388 827 Percent of Open Interest Represented by Each Category of Trader 0.7 41.4 0.2 73.6 1.6 5.7 0.6 36.1 0.0 0.5 0.7 0.0 18.5 14.3 Number of Traders in Each Category Total Traders: 69 . 12 . 34 . 16 . 17 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,046,874 Positions 75,949 99,973 9,645 223,796 441,260 97,697 333,212 84,514 27,875 153,048 117,412 11,132 114,520 157,366 Changes from: May 3, 2011 Total Change is: -20,178 -21,027 2,143 -5,757 13,110 -6,291 -3,275 -6,132 -9,996 2,873 -3,184 4,715 1,792 1,422 -6,382 Percent of Open Interest Represented by Each Category of Trader 7.3 9.5 0.9 21.4 42.2 9.3 31.8 8.1 2.7 14.6 11.2 1.1 10.9 15.0 Number of Traders in Each Category Total Traders: 274 19 35 10 38 59 40 48 35 25 9 30 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,751,566 Positions 207,315 158,866 25,428 528,622 461,596 239,968 371,170 328,658 46,005 13,228 112,494 14,355 305,475 364,196 Changes from: May 3, 2011 Total Change is: 47,384 2,944 1,356 -10,253 40,383 -26,363 10,092 -7,011 37,979 14,846 -22,114 41,331 4,499 13,998 -26,103 Percent of Open Interest Represented by Each Category of Trader 11.8 9.1 1.5 30.2 26.4 13.7 21.2 18.8 2.6 0.8 6.4 0.8 17.4 20.8 Number of Traders in Each Category Total Traders: 278 26 39 16 34 56 45 41 56 35 6 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,504,040 Positions 188,269 178,955 25,873 227,710 590,380 140,823 544,186 124,776 45,626 109,673 91,236 1,749 220,131 304,622 Changes from: May 3, 2011 Total Change is: 46,252 -1,596 9,225 2,389 24,434 -42,824 11,651 16,217 36,978 9,630 -1,766 12,394 1,041 -15,748 5,768 Percent of Open Interest Represented by Each Category of Trader 12.5 11.9 1.7 15.1 39.3 9.4 36.2 8.3 3.0 7.3 6.1 0.1 14.6 20.3 Number of Traders in Each Category Total Traders: 224 21 22 14 26 48 40 47 33 22 10 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 681,620 Positions 174,056 175,409 260,127 4,614 2,108 10,918 81,528 64,111 94,614 11,685 14,006 8,626 35,452 51,701 Changes from: May 3, 2011 Total Change is: 34,955 -5,134 -6,707 33,416 -1,683 201 -231 -4,103 1,271 10,642 -64 293 -423 2,535 -3,507 Percent of Open Interest Represented by Each Category of Trader 25.5 25.7 38.2 0.7 0.3 1.6 12.0 9.4 13.9 1.7 2.1 1.3 5.2 7.6 Number of Traders in Each Category Total Traders: 138 22 37 54 4 . 4 22 24 33 . 10 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 9,973,664 Positions 1,130,746 3,967,028 1,474,983 3,231,367 562,319 201,921 1,562,012 998,094 1,198,232 83,856 384,877 123,075 967,472 1,063,135 Changes from: May 3, 2011 Total Change is: -145,637 -22,728 687 -166,578 42,688 -100,216 -1,564 87,919 171,227 -26,228 11,044 47,985 -35,265 -34,925 -35,685 Percent of Open Interest Represented by Each Category of Trader 11.3 39.8 14.8 32.4 5.6 2.0 15.7 10.0 12.0 0.8 3.9 1.2 9.7 10.7 Number of Traders in Each Category Total Traders: 289 28 71 91 12 14 18 53 68 85 12 18 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 11,383 Positions 3,978 4,660 0 1,175 748 23 1,064 5,102 3 4,872 750 0 268 97 Changes from: May 3, 2011 Total Change is: 565 495 47 0 -73 0 0 146 577 -4 47 30 0 -46 -85 Percent of Open Interest Represented by Each Category of Trader 34.9 40.9 0.0 10.3 6.6 0.2 9.3 44.8 0.0 42.8 6.6 0.0 2.4 0.9 Number of Traders in Each Category Total Traders: 32 . . 0 . 5 . 4 8 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 28,229 Positions 22,980 13,937 0 1,305 2,339 58 3,528 6,295 0 79 5,537 0 279 63 Changes from: May 3, 2011 Total Change is: 294 -75 -124 0 0 374 0 339 -22 0 1 73 0 29 -7 Percent of Open Interest Represented by Each Category of Trader 81.4 49.4 0.0 4.6 8.3 0.2 12.5 22.3 0.0 0.3 19.6 0.0 1.0 0.2 Number of Traders in Each Category Total Traders: 33 . 4 0 . 5 . 7 6 0 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 52,362 Positions 26,761 11,607 0 50 145 810 12,286 32,046 1,093 3,816 2,133 264 7,282 4,264 Changes from: May 3, 2011 Total Change is: -1,539 1,460 3,556 0 -33 -724 237 -2,667 -3,526 259 123 -621 51 -969 -771 Percent of Open Interest Represented by Each Category of Trader 51.1 22.2 0.0 0.1 0.3 1.5 23.5 61.2 2.1 7.3 4.1 0.5 13.9 8.1 Number of Traders in Each Category Total Traders: 114 8 5 0 . . . 13 44 7 31 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 228,037 Positions 71,656 71,235 42,247 14,048 2,809 4,889 11,819 38,629 22,603 7,044 2,914 23,100 30,631 19,611 Changes from: May 3, 2011 Total Change is: 13,029 2,592 6,892 4,095 2,351 -4 -333 -883 -3,018 -42 -615 918 1,256 4,608 3,265 Percent of Open Interest Represented by Each Category of Trader 31.4 31.2 18.5 6.2 1.2 2.1 5.2 16.9 9.9 3.1 1.3 10.1 13.4 8.6 Number of Traders in Each Category Total Traders: 122 13 12 21 13 5 4 21 23 26 9 7 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 8,084 Positions 492 4,664 0 2,453 267 0 2,506 2,358 709 730 77 0 1,194 9 Changes from: May 3, 2011 Total Change is: 561 0 -202 0 6 -130 0 -97 212 672 0 0 0 -20 9 Percent of Open Interest Represented by Each Category of Trader 6.1 57.7 0.0 30.3 3.3 0.0 31.0 29.2 8.8 9.0 1.0 0.0 14.8 0.1 Number of Traders in Each Category Total Traders: 24 . 4 0 4 . 0 7 4 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of May 10, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 13,184 Positions 745 10,971 993 8,021 0 0 1,505 269 19 0 156 13 1,888 763 Changes from: May 3, 2011 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 5.7 83.2 7.5 60.8 0.0 0.0 11.4 2.0 0.1 0.0 1.2 0.1 14.3 5.8 Number of Traders in Each Category Total Traders: 24 . . . 10 0 0 5 . . 0 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 13, 2010