Traders in Financial Futures - Options and Futures Combined 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 128,601 Positions 11,220 85,979 3,874 9,786 6,356 260 39,897 7,847 4,579 7,886 562 368 50,732 18,777 Changes from: May 3, 2011 Total Change is: -24,702 -81 -9,664 -4,874 -434 -100 -3 -15,116 -7,880 -2,329 -314 556 -143 -1,408 -265 Percent of Open Interest Represented by Each Category of Trader 8.7 66.9 3.0 7.6 4.9 0.2 31.0 6.1 3.6 6.1 0.4 0.3 39.4 14.6 Number of Traders in Each Category Total Traders: 86 8 11 6 4 . . 33 15 11 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 74,622 Positions 13,473 40,115 1,027 833 1,122 79 29,602 19,784 850 418 0 0 28,341 11,646 Changes from: May 3, 2011 Total Change is: -2,655 2,493 75 -2,814 -21 2 0 399 2,374 -855 0 0 0 -1,856 -1,437 Percent of Open Interest Represented by Each Category of Trader 18.1 53.8 1.4 1.1 1.5 0.1 39.7 26.5 1.1 0.6 0.0 0.0 38.0 15.6 Number of Traders in Each Category Total Traders: 48 7 6 6 . . . 22 9 8 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 115,315 Positions 9,326 43,729 4,192 5,912 23,057 1,358 50,987 16,978 2,325 3,770 3,403 0 37,445 20,273 Changes from: May 3, 2011 Total Change is: -19,695 3,597 -10,790 -2,766 -1,015 1,217 -10 -15,333 -7,132 -1,889 518 -499 -81 -2,715 2,256 Percent of Open Interest Represented by Each Category of Trader 8.1 37.9 3.6 5.1 20.0 1.2 44.2 14.7 2.0 3.3 3.0 0.0 32.5 17.6 Number of Traders in Each Category Total Traders: 98 10 12 11 . 13 5 32 21 9 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 115,716 Positions 16,838 30,904 9,005 26,324 7,465 386 30,280 19,636 5,010 901 2,903 88 26,883 40,319 Changes from: May 3, 2011 Total Change is: -9,551 -12,191 16,555 -3,577 1,467 -565 -135 9,500 -15,241 -3,228 -436 -467 -86 -866 -2,808 Percent of Open Interest Represented by Each Category of Trader 14.6 26.7 7.8 22.7 6.5 0.3 26.2 17.0 4.3 0.8 2.5 0.1 23.2 34.8 Number of Traders in Each Category Total Traders: 103 13 15 9 9 7 . 27 23 18 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 283,522 Positions 53,955 117,877 13,443 31,839 23,384 2,746 67,102 45,039 20,328 22,445 5,259 6,063 65,601 49,383 Changes from: May 3, 2011 Total Change is: -47,642 15,496 -16,916 -3,288 -526 1,288 74 -32,831 -3,380 -14,429 1,653 -596 -3,624 -10,167 -6,771 Percent of Open Interest Represented by Each Category of Trader 19.0 41.6 4.7 11.2 8.2 1.0 23.7 15.9 7.2 7.9 1.9 2.1 23.1 17.4 Number of Traders in Each Category Total Traders: 181 19 19 13 18 18 11 39 45 37 8 15 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 136,944 Positions 12,915 91,273 3,568 10,361 4,169 180 70,095 12,261 3,527 1,237 691 377 34,683 20,897 Changes from: May 3, 2011 Total Change is: -17,642 1,813 -11,431 -1,397 -1,102 714 22 -10,883 -2,970 -1,196 -939 -39 -143 -3,817 -1,202 Percent of Open Interest Represented by Each Category of Trader 9.4 66.6 2.6 7.6 3.0 0.1 51.2 9.0 2.6 0.9 0.5 0.3 25.3 15.3 Number of Traders in Each Category Total Traders: 80 6 11 6 6 6 . 33 12 11 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 100,005 Positions 14,960 34,052 53,236 0 0 0 28,648 11,526 934 1,645 0 0 582 257 Changes from: May 3, 2011 Total Change is: -2,728 -1,756 -2,089 -1,253 0 0 0 986 501 266 -930 0 0 -42 -154 Percent of Open Interest Represented by Each Category of Trader 15.0 34.1 53.2 0.0 0.0 0.0 28.6 11.5 0.9 1.6 0.0 0.0 0.6 0.3 Number of Traders in Each Category Total Traders: 24 5 10 13 0 0 0 5 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 62,563 Positions 20,000 34,713 274 3,832 1,507 474 26,773 16,147 1,849 1,190 744 406 7,766 6,449 Changes from: May 3, 2011 Total Change is: -5,036 -1,158 -2,437 -746 -374 242 -3 -3,527 -1,945 339 -48 -745 -176 657 435 Percent of Open Interest Represented by Each Category of Trader 32.0 55.5 0.4 6.1 2.4 0.8 42.8 25.8 3.0 1.9 1.2 0.6 12.4 10.3 Number of Traders in Each Category Total Traders: 107 18 16 6 8 4 . 40 17 9 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 125,126 Positions 39,999 69,426 549 7,664 3,013 947 53,546 32,294 3,697 2,379 1,489 812 15,533 12,899 Changes from: May 3, 2011 Total Change is: -10,072 -2,317 -4,875 -1,492 -748 483 -5 -7,054 -3,890 678 -96 -1,490 -352 1,314 870 Percent of Open Interest Represented by Each Category of Trader 32.0 55.5 0.4 6.1 2.4 0.8 42.8 25.8 3.0 1.9 1.2 0.6 12.4 10.3 Number of Traders in Each Category Total Traders: 107 18 16 6 8 4 . 40 17 9 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 1,008,433 Positions 51,621 266,930 52,891 402,466 111,842 60,182 81,369 166,382 132,424 22,539 60,690 22,790 182,152 134,303 Changes from: May 3, 2011 Total Change is: -23,556 733 -4,477 -14,123 4,068 -912 -6,816 -12,766 825 -2,427 -103 591 -512 8,391 4,297 Percent of Open Interest Represented by Each Category of Trader 5.1 26.5 5.2 39.9 11.1 6.0 8.1 16.5 13.1 2.2 6.0 2.3 18.1 13.3 Number of Traders in Each Category Total Traders: 571 35 54 35 124 51 65 92 139 101 38 37 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 420,857 Positions 14,397 158,140 21,269 131,661 34,167 11,978 29,034 29,434 68,989 5,130 35,247 13,409 124,990 48,224 Changes from: May 3, 2011 Total Change is: -2,963 4,748 -6,021 2,338 -955 825 -4,637 -5,846 4,153 1,966 -310 589 -354 87 -1,824 Percent of Open Interest Represented by Each Category of Trader 3.4 37.6 5.1 31.3 8.1 2.8 6.9 7.0 16.4 1.2 8.4 3.2 29.7 11.5 Number of Traders in Each Category Total Traders: 141 8 21 7 32 12 15 17 34 46 6 11 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 2,937,880 Positions 279,188 637,012 65,045 1,367,866 402,221 227,170 364,787 787,854 214,065 101,792 141,962 32,159 285,807 430,392 Changes from: May 3, 2011 Total Change is: -102,964 -17,927 9,866 -84,455 25,761 -8,040 -11,542 -53,751 -35,792 -2,816 790 -240 -546 41,523 30,601 Percent of Open Interest Represented by Each Category of Trader 9.5 21.7 2.2 46.6 13.7 7.7 12.4 26.8 7.3 3.5 4.8 1.1 9.7 14.6 Number of Traders in Each Category Total Traders: 516 33 49 30 105 48 55 90 126 87 34 31 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 115,034 Positions 18,767 46,669 0 57,676 35,732 5,709 22,080 18,797 4 1,466 5,051 0 9,332 3,073 Changes from: May 3, 2011 Total Change is: -4,562 -740 -733 -4,435 -1,462 1,523 -114 2,074 -570 -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 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 106,712 Positions 13,234 51,619 7,044 16,214 9,943 2,280 37,101 10,550 16,669 3,335 3,883 788 10,045 3,935 Changes from: May 3, 2011 Total Change is: -2,424 -170 351 -605 -1,189 260 -190 -29 -1,336 47 -618 -752 -33 363 -165 Percent of Open Interest Represented by Each Category of Trader 12.4 48.4 6.6 15.2 9.3 2.1 34.8 9.9 15.6 3.1 3.6 0.7 9.4 3.7 Number of Traders in Each Category Total Traders: 260 24 32 14 33 21 12 79 41 29 15 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 24,614 Positions 4,240 20,278 323 1,600 0 0 14,147 349 21 245 2,690 0 4,038 952 Changes from: May 3, 2011 Total Change is: 135 192 965 -250 -259 0 0 -223 83 17 25 -696 -2 635 19 Percent of Open Interest Represented by Each Category of Trader 17.2 82.4 1.3 6.5 0.0 0.0 57.5 1.4 0.1 1.0 10.9 0.0 16.4 3.9 Number of Traders in Each Category Total Traders: 30 5 12 . . 0 0 6 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 410,490 Positions 76,236 187,971 2,340 77,070 53,714 7,402 187,051 123,281 10,962 17,996 8,507 1,397 30,036 14,915 Changes from: May 3, 2011 Total Change is: -12,794 942 -316 -4,530 -4,648 1,300 -950 71 -7,995 1,049 -3,483 -549 114 -1,359 -918 Percent of Open Interest Represented by Each Category of Trader 18.6 45.8 0.6 18.8 13.1 1.8 45.6 30.0 2.7 4.4 2.1 0.3 7.3 3.6 Number of Traders in Each Category Total Traders: 257 24 30 7 33 21 12 78 44 25 15 12 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 400,183 Positions 166,086 36,536 13,391 109,761 136,754 33,384 48,576 131,867 6,652 2,238 23,550 337 19,758 17,712 Changes from: May 3, 2011 Total Change is: 510 8,154 -2,287 1,831 -3,582 2,386 -59 -6,181 -3,434 1,843 -63 1,435 328 -1,762 -1,534 Percent of Open Interest Represented by Each Category of Trader 41.5 9.1 3.3 27.4 34.2 8.3 12.1 33.0 1.7 0.6 5.9 0.1 4.9 4.4 Number of Traders in Each Category Total Traders: 261 18 20 . 50 46 28 41 63 25 5 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 751,535 Positions 5,676 87,094 31,266 284,149 142,083 79,427 100,783 125,031 60,237 14,838 62,326 3,755 171,403 160,316 Changes from: May 3, 2011 Total Change is: 77,288 1,867 14,788 10,273 14,519 7,232 4,508 17,792 6,374 21,776 -25 12,789 442 6,136 -894 Percent of Open Interest Represented by Each Category of Trader 0.8 11.6 4.2 37.8 18.9 10.6 13.4 16.6 8.0 2.0 8.3 0.5 22.8 21.3 Number of Traders in Each Category Total Traders: 164 5 21 16 42 22 39 29 31 31 5 9 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 325,447 Positions 2,492 135,683 1,600 235,114 5,133 18,241 2,000 114,006 1,709 1,700 2,100 0 62,591 46,975 Changes from: May 3, 2011 Total Change is: 2,634 2,477 2,645 -1,118 3,291 -456 -318 0 -1,202 163 0 2,100 0 -1,862 819 Percent of Open Interest Represented by Each Category of Trader 0.8 41.7 0.5 72.2 1.6 5.6 0.6 35.0 0.5 0.5 0.6 0.0 19.2 14.4 Number of Traders in Each Category Total Traders: 69 . 11 4 34 . 16 . 17 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 1,096,709 Positions 72,425 100,563 24,453 221,977 442,096 99,611 333,559 75,916 60,021 153,093 119,300 15,512 116,058 159,238 Changes from: May 3, 2011 Total Change is: -18,276 -21,470 2,829 -5,131 12,975 -5,629 -3,144 -4,975 -10,253 3,230 -3,189 4,847 1,960 1,468 -6,986 Percent of Open Interest Represented by Each Category of Trader 6.6 9.2 2.2 20.2 40.3 9.1 30.4 6.9 5.5 14.0 10.9 1.4 10.6 14.5 Number of Traders in Each Category Total Traders: 282 20 35 27 38 60 42 55 34 36 10 30 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 2,172,908 Positions 215,482 162,056 150,841 518,967 531,662 274,536 373,397 276,480 235,209 13,450 84,549 56,825 334,202 400,751 Changes from: May 3, 2011 Total Change is: 127,564 -1,148 -7,690 17,001 35,522 -221 16,455 -1,472 24,915 49,679 -25,312 30,160 13,304 23,535 -16,038 Percent of Open Interest Represented by Each Category of Trader 9.9 7.5 6.9 23.9 24.5 12.6 17.2 12.7 10.8 0.6 3.9 2.6 15.4 18.4 Number of Traders in Each Category Total Traders: 290 22 46 49 34 58 60 49 54 65 7 20 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 1,644,564 Positions 184,264 177,670 65,438 226,355 595,398 144,203 540,925 112,233 132,611 108,251 88,955 13,230 229,286 314,825 Changes from: May 3, 2011 Total Change is: 61,618 -3,625 13,127 7,213 23,413 -41,923 12,734 26,032 39,980 11,205 -1,568 11,828 2,769 -16,556 4,685 Percent of Open Interest Represented by Each Category of Trader 11.2 10.8 4.0 13.8 36.2 8.8 32.9 6.8 8.1 6.6 5.4 0.8 13.9 19.1 Number of Traders in Each Category Total Traders: 229 21 22 29 26 48 40 49 35 45 11 17 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 1,005,270 Positions 188,141 172,250 314,938 4,614 2,108 10,918 70,448 66,099 335,940 7,924 14,297 32,663 39,685 56,057 Changes from: May 3, 2011 Total Change is: 35,748 -4,869 -6,908 30,675 -1,683 201 -231 -6,172 -369 16,008 -83 283 -781 2,884 -3,130 Percent of Open Interest Represented by Each Category of Trader 18.7 17.1 31.3 0.5 0.2 1.1 7.0 6.6 33.4 0.8 1.4 3.2 3.9 5.6 Number of Traders in Each Category Total Traders: 144 25 37 58 4 . 4 24 28 41 . 11 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 is16,013,826 Positions 1,128,199 4,084,417 3,002,398 3,223,017 625,274 296,213 1,501,695 738,584 4,787,959 82,055 355,422 947,386 1,044,906 1,176,174 Changes from: May 3, 2011 Total Change is: 126,581 -37,054 826 -129,759 31,861 -94,378 3,881 61,847 106,227 130,357 11,779 49,354 89,357 -35,687 -29,283 Percent of Open Interest Represented by Each Category of Trader 7.0 25.5 18.7 20.1 3.9 1.8 9.4 4.6 29.9 0.5 2.2 5.9 6.5 7.3 Number of Traders in Each Category Total Traders: 312 29 73 99 8 23 25 60 78 110 13 22 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 53,535 Positions 26,765 11,697 40 50 145 810 12,516 32,201 1,761 3,827 2,203 297 7,470 4,381 Changes from: May 3, 2011 Total Change is: -2,000 1,294 3,642 -27 -33 -724 237 -2,889 -3,796 235 199 -585 -52 -965 -930 Percent of Open Interest Represented by Each Category of Trader 50.0 21.8 0.1 0.1 0.3 1.5 23.4 60.1 3.3 7.1 4.1 0.6 14.0 8.2 Number of Traders in Each Category Total Traders: 123 9 5 . . . . 14 45 8 32 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 228,069 Positions 71,656 71,235 42,247 14,048 2,809 4,889 11,844 38,629 22,606 7,044 2,914 23,100 30,634 19,640 Changes from: May 3, 2011 Total Change is: 13,018 2,592 6,892 4,095 2,351 -4 -333 -890 -3,018 -44 -615 918 1,256 4,606 3,256 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 - Options and Futures Combined 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 - Options and Futures Combined 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