Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 148,819 Positions 24,472 79,113 8,074 10,925 6,596 231 29,960 20,053 15,164 10,460 1,042 247 49,285 18,298 Changes from: June 7, 2011 Total Change is: 12,960 1,085 5,994 1,506 877 -144 -13 -4,362 -3,211 10,944 87 1,042 52 2,784 -3,211 Percent of Open Interest Represented by Each Category of Trader 16.4 53.2 5.4 7.3 4.4 0.2 20.1 13.5 10.2 7.0 0.7 0.2 33.1 12.3 Number of Traders in Each Category Total Traders: 85 12 9 11 4 4 . 27 14 12 14 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 56,001 Positions 1,076 30,214 473 1,415 1,199 69 25,522 11,590 324 418 0 0 26,703 12,131 Changes from: June 7, 2011 Total Change is: -20,100 -12,493 -6,263 -4,849 -478 -3 -15 -1,408 -6,200 -504 0 0 0 -354 -2,267 Percent of Open Interest Represented by Each Category of Trader 1.9 54.0 0.8 2.5 2.1 0.1 45.6 20.7 0.6 0.7 0.0 0.0 47.7 21.7 Number of Traders in Each Category Total Traders: 44 . 9 . . . . 20 7 4 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 96,320 Positions 7,735 18,235 2,472 6,278 23,787 1,136 45,151 22,115 2,822 1,429 4,001 25 29,271 21,727 Changes from: June 7, 2011 Total Change is: -22,668 -14,763 -11,602 -6,294 -980 -43 -153 150 -5,734 -114 -749 -427 19 217 1,681 Percent of Open Interest Represented by Each Category of Trader 8.0 18.9 2.6 6.5 24.7 1.2 46.9 23.0 2.9 1.5 4.2 0.0 30.4 22.6 Number of Traders in Each Category Total Traders: 78 7 8 7 4 12 5 23 17 8 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 102,138 Positions 7,156 39,067 2,746 25,475 8,565 353 32,814 9,824 2,304 1,425 3,422 25 29,839 35,831 Changes from: June 7, 2011 Total Change is: -11,550 -9,655 989 -2,230 -1,733 -183 5 4,493 -7,296 -1,183 25 -485 25 -1,296 -1,192 Percent of Open Interest Represented by Each Category of Trader 7.0 38.2 2.7 24.9 8.4 0.3 32.1 9.6 2.3 1.4 3.4 0.0 29.2 35.1 Number of Traders in Each Category Total Traders: 92 7 14 9 8 7 . 31 15 12 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 224,792 Positions 17,305 70,984 8,741 31,352 26,738 2,150 68,175 42,521 16,649 14,459 4,080 5,369 60,591 47,560 Changes from: June 7, 2011 Total Change is: -101,249 -69,900 -50,409 -15,403 -2,972 2,529 -273 -2,731 -20,913 -2,339 -1,578 -470 1,421 -7,473 -15,393 Percent of Open Interest Represented by Each Category of Trader 7.7 31.6 3.9 13.9 11.9 1.0 30.3 18.9 7.4 6.4 1.8 2.4 27.0 21.2 Number of Traders in Each Category Total Traders: 174 16 17 15 13 20 12 40 51 42 7 10 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 120,184 Positions 2,403 80,992 1,406 4,003 3,745 134 71,578 14,381 1,852 6,585 871 168 32,054 16,636 Changes from: June 7, 2011 Total Change is: -29,856 -3,672 -13,038 -13,001 -874 12 0 -7,243 4,480 -4,347 2,132 -98 -3 -2,850 -3,863 Percent of Open Interest Represented by Each Category of Trader 2.0 67.4 1.2 3.3 3.1 0.1 59.6 12.0 1.5 5.5 0.7 0.1 26.7 13.8 Number of Traders in Each Category Total Traders: 73 5 12 5 4 5 . 25 15 12 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 111,595 Positions 17,984 35,125 61,210 0 0 0 29,236 14,066 448 1,645 0 0 1,072 746 Changes from: June 7, 2011 Total Change is: 1,602 781 915 134 0 0 0 612 498 -117 0 0 0 192 172 Percent of Open Interest Represented by Each Category of Trader 16.1 31.5 54.9 0.0 0.0 0.0 26.2 12.6 0.4 1.5 0.0 0.0 1.0 0.7 Number of Traders in Each Category Total Traders: 25 7 11 15 0 0 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 110,231 Positions 13,662 77,782 354 14,014 402 274 72,062 25,810 328 2,548 2,341 0 6,989 2,940 Changes from: June 7, 2011 Total Change is: -39,836 6,752 -38,308 -7,750 -1,791 -1,453 274 -26,907 14,126 -6,610 -1,499 42 0 -2,305 -157 Percent of Open Interest Represented by Each Category of Trader 12.4 70.6 0.3 12.7 0.4 0.2 65.4 23.4 0.3 2.3 2.1 0.0 6.3 2.7 Number of Traders in Each Category Total Traders: 103 8 10 . 7 . . 46 19 . 6 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 38,596 Positions 27,060 25,576 2,483 2,094 0 0 2,682 130 13 423 7,806 2,417 1,424 171 Changes from: June 7, 2011 Total Change is: -2,625 -109 377 -2,607 58 0 0 394 -359 2 28 205 -80 -311 -163 Percent of Open Interest Represented by Each Category of Trader 70.1 66.3 6.4 5.4 0.0 0.0 6.9 0.3 0.0 1.1 20.2 6.3 3.7 0.4 Number of Traders in Each Category Total Traders: 21 . 5 . . 0 0 8 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 31,432 Positions 2,084 24,345 0 227 317 0 23,686 5,452 0 1,030 239 0 4,405 1,079 Changes from: June 7, 2011 Total Change is: -5,795 307 1,926 -4,830 4 151 0 -447 -1,998 -446 147 -271 0 -530 -327 Percent of Open Interest Represented by Each Category of Trader 6.6 77.5 0.0 0.7 1.0 0.0 75.4 17.3 0.0 3.3 0.8 0.0 14.0 3.4 Number of Traders in Each Category Total Traders: 50 . 10 0 . . 0 18 10 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 83,670 Positions 24,631 32,532 13,335 3,226 2,126 125 10,530 7,294 12,920 1,811 259 296 16,797 14,783 Changes from: June 7, 2011 Total Change is: 11,407 -321 169 8,595 169 -90 -143 -1,576 -2,161 3,512 106 -92 26 1,040 1,591 Percent of Open Interest Represented by Each Category of Trader 29.4 38.9 15.9 3.9 2.5 0.1 12.6 8.7 15.4 2.2 0.3 0.4 20.1 17.7 Number of Traders in Each Category Total Traders: 97 19 17 18 4 5 . 32 10 22 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #124601 Open Interest is 26,271 Positions 3,740 16,638 4,095 699 0 0 7,189 1,169 1,239 0 0 0 9,309 3,130 Changes from: June 7, 2011 Total Change is: 5,643 169 169 4,074 240 0 0 -126 -250 1,223 0 0 0 63 427 Percent of Open Interest Represented by Each Category of Trader 14.2 63.3 15.6 2.7 0.0 0.0 27.4 4.4 4.7 0.0 0.0 0.0 35.4 11.9 Number of Traders in Each Category Total Traders: 25 6 7 5 . 0 0 6 5 6 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 114,799 Positions 49,290 39,296 10,973 5,053 4,252 249 21,591 27,159 8,452 3,621 518 593 14,977 23,307 Changes from: June 7, 2011 Total Change is: 11,527 -2,357 -1,376 10,418 -143 -180 -286 -3,152 -4,074 4,829 211 -183 51 1,955 2,328 Percent of Open Interest Represented by Each Category of Trader 42.9 34.2 9.6 4.4 3.7 0.2 18.8 23.7 7.4 3.2 0.5 0.5 13.0 20.3 Number of Traders in Each Category Total Traders: 96 20 16 13 . 5 . 33 15 21 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 1,233,493 Positions 50,460 239,078 91,187 407,049 125,186 69,544 80,734 183,606 217,780 23,087 49,541 61,473 232,178 196,097 Changes from: June 7, 2011 Total Change is: 129,526 -4,453 -719 30,588 7,617 2,579 1,458 -567 -7,013 43,614 -1,681 -3,249 25,616 27,334 36,652 Percent of Open Interest Represented by Each Category of Trader 4.1 19.4 7.4 33.0 10.1 5.6 6.5 14.9 17.7 1.9 4.0 5.0 18.8 15.9 Number of Traders in Each Category Total Traders: 600 35 51 60 120 59 82 97 159 136 42 37 37 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 489,657 Positions 18,101 133,339 21,888 127,751 35,888 11,366 37,733 66,735 82,273 4,222 29,809 25,534 160,789 82,825 Changes from: June 7, 2011 Total Change is: 43,188 1,023 -2,528 2,502 3,352 1,548 -711 7,407 6,341 11,700 722 -2,858 7,122 10,070 20,072 Percent of Open Interest Represented by Each Category of Trader 3.7 27.2 4.5 26.1 7.3 2.3 7.7 13.6 16.8 0.9 6.1 5.2 32.8 16.9 Number of Traders in Each Category Total Traders: 144 9 22 12 32 11 17 18 37 49 6 9 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 3,719,182 Positions 283,167 650,064 225,128 1,417,812 467,809 269,573 514,348 883,702 378,190 115,692 120,032 158,325 356,947 566,360 Changes from: June 7, 2011 Total Change is: 431,691 -19,242 17,185 132,291 18,154 1,980 14,017 1,659 -25,237 118,039 -22,476 -12,415 102,931 86,318 82,899 Percent of Open Interest Represented by Each Category of Trader 7.6 17.5 6.1 38.1 12.6 7.2 13.8 23.8 10.2 3.1 3.2 4.3 9.6 15.2 Number of Traders in Each Category Total Traders: 550 37 45 53 101 56 72 102 139 121 40 30 32 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 123,493 Positions 18,605 40,436 8,361 62,147 40,348 5,239 15,916 16,199 1,568 1,262 5,091 0 10,395 6,251 Changes from: June 7, 2011 Total Change is: 11,804 -427 1,083 8,123 3,015 1,239 -38 -185 -1,279 221 0 0 0 1,095 2,455 Percent of Open Interest Represented by Each Category of Trader 15.1 32.7 6.8 50.3 32.7 4.2 12.9 13.1 1.3 1.0 4.1 0.0 8.4 5.1 Number of Traders in Each Category Total Traders: 90 7 15 9 31 13 10 12 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 102,782 Positions 19,185 28,282 14,505 13,810 18,630 2,045 19,329 13,400 13,245 2,970 1,637 2,893 14,800 8,144 Changes from: June 7, 2011 Total Change is: 14,931 2,061 -1,936 7,459 -1,776 3,494 119 -2,826 2,022 4,030 -48 -2,629 639 5,273 1,733 Percent of Open Interest Represented by Each Category of Trader 18.7 27.5 14.1 13.4 18.1 2.0 18.8 13.0 12.9 2.9 1.6 2.8 14.4 7.9 Number of Traders in Each Category Total Traders: 225 22 26 24 26 22 13 61 43 35 17 5 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 20,332 Positions 4,948 11,313 1,317 1,600 0 0 6,532 3,380 113 688 1,742 0 5,134 2,467 Changes from: June 7, 2011 Total Change is: 2,606 316 726 996 0 0 0 137 1,866 113 688 -1,914 0 356 819 Percent of Open Interest Represented by Each Category of Trader 24.3 55.6 6.5 7.9 0.0 0.0 32.1 16.6 0.6 3.4 8.6 0.0 25.3 12.1 Number of Traders in Each Category Total Traders: 26 4 10 4 . 0 0 5 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 412,248 Positions 102,261 115,922 34,861 65,050 97,152 6,224 98,846 84,962 30,800 20,809 8,878 5,065 48,331 28,383 Changes from: June 7, 2011 Total Change is: 61,625 11,890 -10,145 29,154 -8,880 17,468 595 -6,789 8,806 11,556 -834 -731 351 24,582 4,571 Percent of Open Interest Represented by Each Category of Trader 24.8 28.1 8.5 15.8 23.6 1.5 24.0 20.6 7.5 5.0 2.2 1.2 11.7 6.9 Number of Traders in Each Category Total Traders: 225 25 23 21 26 22 13 59 46 32 18 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 482,640 Positions 213,086 45,447 50,622 112,806 156,882 33,669 35,027 137,985 12,798 2,931 19,639 529 21,172 25,069 Changes from: June 7, 2011 Total Change is: 49,867 2,688 -4,973 34,165 5,767 6,833 1,488 -7,223 -1,385 9,412 110 -387 128 3,332 4,586 Percent of Open Interest Represented by Each Category of Trader 44.2 9.4 10.5 23.4 32.5 7.0 7.3 28.6 2.7 0.6 4.1 0.1 4.4 5.2 Number of Traders in Each Category Total Traders: 270 18 18 10 48 52 28 40 73 27 6 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 27,641 Positions 2,929 7,887 51 8,270 1,343 1,637 7,227 6,391 0 961 3,663 0 6,566 6,669 Changes from: June 7, 2011 Total Change is: -33,430 -6,176 -713 -4,435 561 -156 -143 -8,015 -2,267 -13,062 745 -449 -281 -2,624 -11,924 Percent of Open Interest Represented by Each Category of Trader 10.6 28.5 0.2 29.9 4.9 5.9 26.1 23.1 0.0 3.5 13.3 0.0 23.8 24.1 Number of Traders in Each Category Total Traders: 48 7 6 . 9 . . 12 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 40,774 Positions 15,131 12,471 974 7,012 1,749 569 9,216 5,260 107 2,483 968 0 5,282 18,676 Changes from: June 7, 2011 Total Change is: -41,053 -9,428 -9,819 -2,860 -953 -2,235 -350 -804 -7,162 -9,108 667 -2,844 -818 -17,399 -5,857 Percent of Open Interest Represented by Each Category of Trader 37.1 30.6 2.4 17.2 4.3 1.4 22.6 12.9 0.3 6.1 2.4 0.0 13.0 45.8 Number of Traders in Each Category Total Traders: 59 15 11 4 6 . . 10 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 46,300 Positions 0 5,461 3,071 10,183 643 25,557 344 4,509 3,759 0 4 415 2,971 2,881 Changes from: June 7, 2011 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 0.0 11.8 6.6 22.0 1.4 55.2 0.7 9.7 8.1 0.0 0.0 0.9 6.4 6.2 Number of Traders in Each Category Total Traders: 44 0 . 4 17 4 20 . 4 4 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 42,040 Positions 2,891 2,106 9,225 7,009 4,127 9,312 858 3,829 10,256 433 822 325 1,731 2,038 Changes from: June 7, 2011 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 6.9 5.0 21.9 16.7 9.8 22.2 2.0 9.1 24.4 1.0 2.0 0.8 4.1 4.8 Number of Traders in Each Category Total Traders: 42 7 4 8 6 4 4 . 7 7 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 21,786 Positions 355 988 123 12,778 14,014 1,328 2,693 3,434 3 419 0 0 4,087 1,896 Changes from: June 7, 2011 Total Change is: -8,874 99 -4,852 123 -6,819 232 -2,291 585 -2,051 -312 0 0 0 -259 277 Percent of Open Interest Represented by Each Category of Trader 1.6 4.5 0.6 58.7 64.3 6.1 12.4 15.8 0.0 1.9 0.0 0.0 18.8 8.7 Number of Traders in Each Category Total Traders: 35 . . . 9 11 . 6 5 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 28,269 Positions 4,971 10,979 544 8,666 3,674 923 6,540 9,459 437 464 250 0 5,724 2,003 Changes from: June 7, 2011 Total Change is: -10,531 -889 -4,188 -105 -6,282 -2,152 -287 447 -2,845 -12 -1,257 -579 -17 -2,129 -346 Percent of Open Interest Represented by Each Category of Trader 17.6 38.8 1.9 30.7 13.0 3.3 23.1 33.5 1.5 1.6 0.9 0.0 20.2 7.1 Number of Traders in Each Category Total Traders: 39 5 6 . 6 5 . 11 4 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 751,183 Positions 22,410 92,530 29,456 287,220 138,732 79,895 85,334 105,779 56,322 14,226 83,566 10,438 165,881 154,465 Changes from: June 7, 2011 Total Change is: -22,474 11,901 -11,863 -2,099 -6,302 -3,518 -2,858 -15,805 -8,605 -1,267 698 2,735 -93 -6,648 5,096 Percent of Open Interest Represented by Each Category of Trader 3.0 12.3 3.9 38.2 18.5 10.6 11.4 14.1 7.5 1.9 11.1 1.4 22.1 20.6 Number of Traders in Each Category Total Traders: 167 7 19 16 40 21 38 26 38 34 6 10 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 383,929 Positions 18,313 154,236 7,079 262,383 8,317 22,140 2,000 141,587 7,521 1,500 2,040 0 62,994 41,009 Changes from: June 7, 2011 Total Change is: 11,284 15,160 7,335 1,222 -7,124 689 5,376 0 3,439 -1,054 0 2,040 0 -2,296 -7,763 Percent of Open Interest Represented by Each Category of Trader 4.8 40.2 1.8 68.3 2.2 5.8 0.5 36.9 2.0 0.4 0.5 0.0 16.4 10.7 Number of Traders in Each Category Total Traders: 73 4 9 8 32 7 19 . 18 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 1,041,535 Positions 69,941 117,071 15,549 189,769 412,012 97,152 349,571 71,395 51,506 127,536 97,558 15,959 124,551 163,332 Changes from: June 7, 2011 Total Change is: -1,667 28,323 7,025 1,083 -7,610 34,295 -3,214 -13,973 -11,707 -11,074 -2,903 -19,679 481 7,219 1,122 Percent of Open Interest Represented by Each Category of Trader 6.7 11.2 1.5 18.2 39.6 9.3 33.6 6.9 4.9 12.2 9.4 1.5 12.0 15.7 Number of Traders in Each Category Total Traders: 264 14 43 20 28 59 41 54 31 35 9 26 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 2,289,733 Positions 246,303 164,356 198,681 564,292 505,685 254,163 352,441 385,740 258,240 46,958 98,024 28,400 340,255 396,443 Changes from: June 7, 2011 Total Change is: 60,356 35,886 41,199 19,289 -8,344 -22,905 -181 8,289 -3,960 2,823 8,368 3,228 3,568 -9,344 17,294 Percent of Open Interest Represented by Each Category of Trader 10.8 7.2 8.7 24.6 22.1 11.1 15.4 16.8 11.3 2.1 4.3 1.2 14.9 17.3 Number of Traders in Each Category Total Traders: 289 31 30 52 35 59 55 54 52 68 11 17 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 1,728,063 Positions 131,762 236,118 60,734 250,040 700,595 118,527 572,392 70,147 121,686 168,881 76,609 12,886 291,156 330,760 Changes from: June 7, 2011 Total Change is: 101,609 -6,133 40,717 -14,362 -20,465 46,696 -2,004 51,034 -226 4,857 53,351 5,100 3,708 31,624 17,124 Percent of Open Interest Represented by Each Category of Trader 7.6 13.7 3.5 14.5 40.5 6.9 33.1 4.1 7.0 9.8 4.4 0.7 16.8 19.1 Number of Traders in Each Category Total Traders: 214 15 28 31 17 51 36 50 29 46 7 17 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 999,647 Positions 232,362 183,429 307,757 3,270 11,076 14,288 73,255 90,635 294,908 7,756 14,700 27,933 38,119 54,922 Changes from: June 7, 2011 Total Change is: 30,709 -4,576 7,021 21,642 1,907 1 2,430 9,046 -4,840 2,326 -79 4,223 253 -2,239 -2,346 Percent of Open Interest Represented by Each Category of Trader 23.2 18.3 30.8 0.3 1.1 1.4 7.3 9.1 29.5 0.8 1.5 2.8 3.8 5.5 Number of Traders in Each Category Total Traders: 155 24 44 58 4 7 7 27 30 44 . 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 is15,666,535 Positions 631,959 4,089,726 3,101,350 3,300,859 320,363 281,059 1,554,520 581,911 4,651,879 36,372 425,580 1,068,924 1,039,613 1,145,742 Changes from: June 7, 2011 Total Change is:-1,767,066 -326,450 -304,399 -336,521 19,619 -21,184 2,707 -53,543 -70,999 -969,729 -7,966 -5,535 -82,322 -12,860 20,917 Percent of Open Interest Represented by Each Category of Trader 4.0 26.1 19.8 21.1 2.0 1.8 9.9 3.7 29.7 0.2 2.7 6.8 6.6 7.3 Number of Traders in Each Category Total Traders: 299 28 62 87 8 22 23 68 68 114 10 27 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 14,175 Positions 5,176 5,629 0 1,311 638 39 3,754 7,243 3 3,526 545 0 366 78 Changes from: June 7, 2011 Total Change is: -773 369 537 -1,101 22 -84 16 -37 -167 0 0 49 0 -42 -23 Percent of Open Interest Represented by Each Category of Trader 36.5 39.7 0.0 9.2 4.5 0.3 26.5 51.1 0.0 24.9 3.8 0.0 2.6 0.6 Number of Traders in Each Category Total Traders: 31 . . 0 . 4 . 6 7 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 25,616 Positions 20,289 10,288 0 1,199 2,699 58 3,638 7,005 0 79 5,455 0 353 111 Changes from: June 7, 2011 Total Change is: -3,067 -1,950 -1,512 0 -11 -290 0 318 63 -1,393 -96 0 0 65 65 Percent of Open Interest Represented by Each Category of Trader 79.2 40.2 0.0 4.7 10.5 0.2 14.2 27.3 0.0 0.3 21.3 0.0 1.4 0.4 Number of Traders in Each Category Total Traders: 32 4 4 0 . 5 . 7 6 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 54,172 Positions 13,088 14,225 220 0 880 1,066 27,320 30,837 1,191 4,096 1,709 0 7,191 4,044 Changes from: June 7, 2011 Total Change is: -9,030 -14,291 2,996 -290 -419 325 149 7,769 -9,672 -1,620 69 -371 -432 36 -115 Percent of Open Interest Represented by Each Category of Trader 24.2 26.3 0.4 0.0 1.6 2.0 50.4 56.9 2.2 7.6 3.2 0.0 13.3 7.5 Number of Traders in Each Category Total Traders: 105 5 5 . 0 5 . 23 31 10 26 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 248,976 Positions 89,220 80,236 35,542 10,469 2,609 6,032 13,494 36,728 28,692 7,954 4,049 31,502 26,071 23,586 Changes from: June 7, 2011 Total Change is: 4,313 7,540 2,322 -3,338 -5,948 -551 415 1,469 2,101 -2,412 1,126 362 2,016 3,445 3,398 Percent of Open Interest Represented by Each Category of Trader 35.8 32.2 14.3 4.2 1.0 2.4 5.4 14.8 11.5 3.2 1.6 12.7 10.5 9.5 Number of Traders in Each Category Total Traders: 137 14 12 20 12 4 7 28 25 36 12 9 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 9,072 Positions 617 4,384 531 2,400 324 10 2,410 2,474 487 640 0 0 1,977 862 Changes from: June 7, 2011 Total Change is: 1,106 19 -45 523 0 49 10 -29 -17 -185 0 0 0 768 771 Percent of Open Interest Represented by Each Category of Trader 6.8 48.3 5.9 26.5 3.6 0.1 26.6 27.3 5.4 7.1 0.0 0.0 21.8 9.5 Number of Traders in Each Category Total Traders: 21 . . . 4 . . 6 4 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated Jun 17, 2011