Traders in Financial Futures- Futures Only Positions as of May 24, 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 120,245
Positions
19,725 78,045 2,086 9,663 7,205 239 30,921 13,858 2,878 7,363 562 0 47,370 15,372
Changes from: May 17, 2011 Total Change is: -3,141
3,119 -4,266 351 -228 167 -1 -6,901 628 396 -337 0 0 460 -416
Percent of Open Interest Represented by Each Category of Trader
16.4 64.9 1.7 8.0 6.0 0.2 25.7 11.5 2.4 6.1 0.5 0.0 39.4 12.8
Number of Traders in Each Category Total Traders: 77
10 10 7 4 4 . 24 14 7 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 66,776
Positions
15,005 38,172 49 1,002 1,215 69 24,856 15,432 3 418 0 0 25,374 11,836
Changes from: May 17, 2011 Total Change is: -1,528
1,970 -2,114 -92 0 11 0 -101 -821 -16 0 0 0 -3,289 1,504
Percent of Open Interest Represented by Each Category of Trader
22.5 57.2 0.1 1.5 1.8 0.1 37.2 23.1 0.0 0.6 0.0 0.0 38.0 17.7
Number of Traders in Each Category Total Traders: 42
6 7 . . . . 17 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 110,336
Positions
33,458 23,313 2,582 7,133 23,772 1,331 40,112 35,157 543 2,681 3,056 0 22,496 20,582
Changes from: May 17, 2011 Total Change is: 6,583
16,978 -5,856 2,102 -830 -51 2 -2,694 12,584 80 -658 -350 0 -8,397 -1,928
Percent of Open Interest Represented by Each Category of Trader
30.3 21.1 2.3 6.5 21.5 1.2 36.4 31.9 0.5 2.4 2.8 0.0 20.4 18.7
Number of Traders in Each Category Total Traders: 89
11 9 . 4 13 5 28 18 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 99,264
Positions
16,519 33,987 2,485 26,736 8,514 348 25,818 17,780 1,091 900 1,969 0 25,367 33,090
Changes from: May 17, 2011 Total Change is: -4,189
834 -509 -337 -358 214 0 -5,115 953 -2 0 -439 0 789 -4,069
Percent of Open Interest Represented by Each Category of Trader
16.6 34.2 2.5 26.9 8.6 0.4 26.0 17.9 1.1 0.9 2.0 0.0 25.6 33.3
Number of Traders in Each Category Total Traders: 97
10 16 6 9 8 . 21 25 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 258,663
Positions
101,914 110,343 853 34,845 24,340 2,537 51,375 59,617 2,017 16,478 14,001 127 48,517 44,828
Changes from: May 17, 2011 Total Change is: 8,130
25,231 -1,788 184 1,620 228 69 -9,520 6,220 1,232 -5,523 679 -174 -4,989 1,480
Percent of Open Interest Represented by Each Category of Trader
39.4 42.7 0.3 13.5 9.4 1.0 19.9 23.0 0.8 6.4 5.4 0.0 18.8 17.3
Number of Traders in Each Category Total Traders: 182
23 20 8 18 17 10 38 47 17 7 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 110,968
Positions
10,483 81,263 393 6,258 3,462 134 60,936 8,036 479 877 570 0 31,408 16,631
Changes from: May 17, 2011 Total Change is: -4,122
-1,548 -3,458 -106 -2,141 97 -10 1,447 -270 37 80 -471 0 -1,881 59
Percent of Open Interest Represented by Each Category of Trader
9.4 73.2 0.4 5.6 3.1 0.1 54.9 7.2 0.4 0.8 0.5 0.0 28.3 15.0
Number of Traders in Each Category Total Traders: 68
5 13 . 5 5 . 25 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 102,869
Positions
15,759 33,736 55,841 0 0 0 27,422 12,027 834 1,645 0 0 1,368 431
Changes from: May 17, 2011 Total Change is: 3,050
1,075 725 1,526 0 0 0 -243 700 0 0 0 0 692 99
Percent of Open Interest Represented by Each Category of Trader
15.3 32.8 54.3 0.0 0.0 0.0 26.7 11.7 0.8 1.6 0.0 0.0 1.3 0.4
Number of Traders in Each Category Total Traders: 23
5 11 11 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 147,410
Positions
5,665 125,662 387 15,448 1,668 0 114,207 14,813 324 4,090 2,565 0 7,289 1,991
Changes from: May 17, 2011 Total Change is: -172
-2,706 3,583 89 -101 691 0 2,917 -4,405 75 -199 -227 0 -247 22
Percent of Open Interest Represented by Each Category of Trader
3.8 85.2 0.3 10.5 1.1 0.0 77.5 10.0 0.2 2.8 1.7 0.0 4.9 1.4
Number of Traders in Each Category Total Traders: 122
8 15 4 10 . 0 59 11 4 11 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 32,498
Positions
26,241 24,849 356 2,029 0 0 2,295 376 11 370 6,777 0 1,196 129
Changes from: May 17, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
80.7 76.5 1.1 6.2 0.0 0.0 7.1 1.2 0.0 1.1 20.9 0.0 3.7 0.4
Number of Traders in Each Category Total Traders: 21
. 6 . . 0 0 7 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 30,930
Positions
1,612 19,540 0 317 204 0 24,474 9,613 0 854 139 0 3,673 1,434
Changes from: May 17, 2011 Total Change is: 1,294
0 1,726 -24 -92 -152 0 1,040 -391 0 -12 0 0 382 135
Percent of Open Interest Represented by Each Category of Trader
5.2 63.2 0.0 1.0 0.7 0.0 79.1 31.1 0.0 2.8 0.4 0.0 11.9 4.6
Number of Traders in Each Category Total Traders: 43
. 11 0 . . 0 15 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 77,677
Positions
19,766 36,750 9,902 3,664 1,935 636 17,637 6,789 8,231 1,520 310 1 16,322 13,124
Changes from: May 17, 2011 Total Change is: 199
-48 -415 -53 17 552 -30 -330 -380 615 263 -40 1 -236 -51
Percent of Open Interest Represented by Each Category of Trader
25.4 47.3 12.7 4.7 2.5 0.8 22.7 8.7 10.6 2.0 0.4 0.0 21.0 16.9
Number of Traders in Each Category Total Traders: 106
21 19 7 7 6 . 32 11 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 24,441
Positions
7,265 20,231 263 459 0 0 7,220 1,452 9 0 0 0 9,225 2,486
Changes from: May 17, 2011 Total Change is: 84
0 -2 0 0 0 0 265 397 1 0 -350 0 -182 38
Percent of Open Interest Represented by Each Category of Trader
29.7 82.8 1.1 1.9 0.0 0.0 29.5 5.9 0.0 0.0 0.0 0.0 37.7 10.2
Number of Traders in Each Category Total Traders: 23
5 6 . . 0 0 6 5 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 106,471
Positions
43,795 51,831 485 6,409 3,870 1,271 36,798 26,638 479 3,039 620 2 14,193 21,275
Changes from: May 17, 2011 Total Change is: 230
-323 -1,053 122 33 1,103 -59 -69 -433 106 525 620 2 -107 -178
Percent of Open Interest Represented by Each Category of Trader
41.1 48.7 0.5 6.0 3.6 1.2 34.6 25.0 0.4 2.9 0.6 0.0 13.3 20.0
Number of Traders in Each Category Total Traders: 102
20 18 . 6 6 . 34 14 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 896,257
Positions
57,404 251,970 43,090 410,614 122,425 58,657 80,774 176,847 29,687 24,876 61,783 12,669 178,486 139,129
Changes from: May 17, 2011 Total Change is: 25,788
1,724 -5,025 4,527 4,472 2,267 1,096 2,980 4,563 -1,974 529 2,353 3,541 8,892 14,439
Percent of Open Interest Represented by Each Category of Trader
6.4 28.1 4.8 45.8 13.7 6.5 9.0 19.7 3.3 2.8 6.9 1.4 19.9 15.5
Number of Traders in Each Category Total Traders: 550
35 53 22 127 52 60 91 130 63 33 28 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 335,533
Positions
21,623 156,067 6,064 130,611 35,576 9,627 24,678 35,371 2,774 3,809 36,542 8,162 128,185 45,350
Changes from: May 17, 2011 Total Change is: 10,173
1,615 1,986 400 -868 -335 381 -1,592 2,163 149 -129 -232 2,864 7,353 2,797
Percent of Open Interest Represented by Each Category of Trader
6.4 46.5 1.8 38.9 10.6 2.9 7.4 10.5 0.8 1.1 10.9 2.4 38.2 13.5
Number of Traders in Each Category Total Traders: 120
9 21 4 31 13 12 8 30 10 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 2,803,618
Positions
302,189 602,799 61,846 1,411,195 445,423 233,969 386,110 813,007 28,935 122,218 143,091 5,652 251,504 468,896
Changes from: May 17, 2011 Total Change is: 78,074
22,010 -13,592 -829 24,191 10,502 6,083 19,598 8,736 -7,350 6,518 16,157 156 7,697 58,211
Percent of Open Interest Represented by Each Category of Trader
10.8 21.5 2.2 50.3 15.9 8.3 13.8 29.0 1.0 4.4 5.1 0.2 9.0 16.7
Number of Traders in Each Category Total Traders: 515
36 47 16 107 49 53 96 121 48 31 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 110,011
Positions
20,479 41,838 96 56,512 36,990 5,793 17,177 16,335 0 1,257 5,091 0 8,697 3,868
Changes from: May 17, 2011 Total Change is: -4,135
389 -1,363 96 -3,425 9 -25 -937 -2,438 -621 0 0 0 388 207
Percent of Open Interest Represented by Each Category of Trader
18.6 38.0 0.1 51.4 33.6 5.3 15.6 14.8 0.0 1.1 4.6 0.0 7.9 3.5
Number of Traders in Each Category Total Traders: 93
9 10 . 32 14 10 15 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 87,582
Positions
15,281 37,651 5,800 15,467 13,531 2,534 26,975 10,553 7,599 2,918 4,295 1,044 9,964 4,574
Changes from: May 17, 2011 Total Change is: -5,496
508 -4,120 -384 -1,435 139 84 -1,745 413 -3,195 -224 794 299 595 474
Percent of Open Interest Represented by Each Category of Trader
17.4 43.0 6.6 17.7 15.4 2.9 30.8 12.0 8.7 3.3 4.9 1.2 11.4 5.2
Number of Traders in Each Category Total Traders: 234
18 35 13 29 22 12 64 43 26 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 18,634
Positions
3,843 13,168 320 1,600 0 0 8,051 469 0 0 3,581 0 4,820 1,096
Changes from: May 17, 2011 Total Change is: -1,879
-457 -3,167 -1 0 0 0 -2,075 246 0 -216 912 0 870 131
Percent of Open Interest Represented by Each Category of Trader
20.6 70.7 1.7 8.6 0.0 0.0 43.2 2.5 0.0 0.0 19.2 0.0 25.9 5.9
Number of Traders in Each Category Total Traders: 28
5 10 . . 0 0 7 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 344,740
Positions
83,565 148,792 1,025 73,334 71,656 8,671 128,571 84,374 4,042 19,581 8,563 229 25,722 17,388
Changes from: May 17, 2011 Total Change is: -18,083
3,232 -6,360 -322 -7,173 697 421 -13,587 -14,401 -738 1,458 907 0 -1,374 1,713
Percent of Open Interest Represented by Each Category of Trader
24.2 43.2 0.3 21.3 20.8 2.5 37.3 24.5 1.2 5.7 2.5 0.1 7.5 5.0
Number of Traders in Each Category Total Traders: 233
20 32 5 29 22 12 62 47 18 13 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 417,473
Positions
184,797 41,483 17,325 107,383 143,579 33,924 48,144 135,407 4,656 2,670 19,908 0 18,574 21,191
Changes from: May 17, 2011 Total Change is: 1,680
4,196 -1,264 1,158 -3,777 3,915 135 -1,843 -3,640 2,491 473 -2,498 0 -1,153 1,383
Percent of Open Interest Represented by Each Category of Trader
44.3 9.9 4.1 25.7 34.4 8.1 11.5 32.4 1.1 0.6 4.8 0.0 4.4 5.1
Number of Traders in Each Category Total Traders: 260
19 17 . 49 51 26 42 62 17 4 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 46,675
Positions
9,576 7,625 1,758 7,182 1,123 1,960 14,489 9,197 4,235 436 4,409 0 7,039 16,368
Changes from: May 17, 2011 Total Change is: -1,536
-250 1,174 -227 -669 -297 -10 -282 -731 62 220 52 0 -380 -1,559
Percent of Open Interest Represented by Each Category of Trader
20.5 16.3 3.8 15.4 2.4 4.2 31.0 19.7 9.1 0.9 9.4 0.0 15.1 35.1
Number of Traders in Each Category Total Traders: 59
8 7 . 9 . . 13 13 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 55,377
Positions
24,964 25,225 1,706 7,418 2,900 569 8,575 13,839 2,525 1,800 3,875 409 7,411 4,329
Changes from: May 17, 2011 Total Change is: -1,895
-965 196 -91 -259 50 -91 -1,066 920 -42 848 453 -973 744 -2,317
Percent of Open Interest Represented by Each Category of Trader
45.1 45.6 3.1 13.4 5.2 1.0 15.5 25.0 4.6 3.3 7.0 0.7 13.4 7.8
Number of Traders in Each Category Total Traders: 74
16 16 4 8 . . 11 14 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 30,909
Positions
256 6,090 0 19,563 12,896 3,830 2,354 6,007 179 419 0 0 4,308 1,907
Changes from: May 17, 2011 Total Change is: 181
0 -748 0 -500 577 369 -319 15 6 0 0 0 625 -38
Percent of Open Interest Represented by Each Category of Trader
0.8 19.7 0.0 63.3 41.7 12.4 7.6 19.4 0.6 1.4 0.0 0.0 13.9 6.2
Number of Traders in Each Category Total Traders: 47
. . 0 18 14 7 5 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 39,065
Positions
5,632 16,891 623 14,270 3,792 909 7,187 12,675 421 2,140 798 17 7,866 2,939
Changes from: May 17, 2011 Total Change is: -753
189 -848 -102 -1,307 -308 -135 223 578 -63 16 0 0 426 125
Percent of Open Interest Represented by Each Category of Trader
14.4 43.2 1.6 36.5 9.7 2.3 18.4 32.4 1.1 5.5 2.0 0.0 20.1 7.5
Number of Traders in Each Category Total Traders: 58
6 7 . 14 6 . 12 5 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 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 :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 774,703
Positions
15,760 109,234 41,213 299,476 146,285 74,663 116,274 133,574 30,187 17,255 81,680 3,952 175,923 153,915
Changes from: May 17, 2011 Total Change is: 53,650
-1,318 9,433 32,664 805 -11,179 6,227 -1,754 -9,336 6,347 2,335 12,456 3,472 4,872 3,566
Percent of Open Interest Represented by Each Category of Trader
2.0 14.1 5.3 38.7 18.9 9.6 15.0 17.2 3.9 2.2 10.5 0.5 22.7 19.9
Number of Traders in Each Category Total Traders: 158
10 18 11 39 21 35 25 30 19 . 12 .
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 363,360
Positions
2,500 152,670 2,121 245,599 5,639 17,961 2,000 126,163 8,303 1,700 0 0 83,176 50,503
Changes from: May 17, 2011 Total Change is: 18,861
-2,935 3,791 -216 -3,293 2,225 1,008 0 1,537 8,195 0 -2,015 0 16,102 4,336
Percent of Open Interest Represented by Each Category of Trader
0.7 42.0 0.6 67.6 1.6 4.9 0.6 34.7 2.3 0.5 0.0 0.0 22.9 13.9
Number of Traders in Each Category Total Traders: 60
. 9 . 28 . 15 . 17 5 . 0 0
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,103,772
Positions
63,484 111,418 32,970 189,346 443,435 110,609 366,994 76,240 32,316 174,698 120,066 13,944 119,411 162,774
Changes from: May 17, 2011 Total Change is: 43,705
-3,136 6,437 15,156 -14,182 19,025 1,566 12,530 -6,748 4,753 31,400 16,385 -3,352 -1,030 -9,517
Percent of Open Interest Represented by Each Category of Trader
5.8 10.1 3.0 17.2 40.2 10.0 33.2 6.9 2.9 15.8 10.9 1.3 10.8 14.7
Number of Traders in Each Category Total Traders: 261
16 37 16 32 60 41 48 32 29 8 28 7
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,943,353
Positions
211,858 134,755 35,537 638,152 586,978 216,553 360,091 365,716 90,146 12,697 90,210 33,695 344,624 389,763
Changes from: May 17, 2011 Total Change is: 49,340
-27,057 -57,522 4,176 17,848 120,080 -10,233 341 -55,072 13,073 -2,291 -14,490 13,706 39,777 35,622
Percent of Open Interest Represented by Each Category of Trader
10.9 6.9 1.8 32.8 30.2 11.1 18.5 18.8 4.6 0.7 4.6 1.7 17.7 20.1
Number of Traders in Each Category Total Traders: 256
23 32 24 36 56 44 34 50 35 5 19 7
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,515,861
Positions
183,734 197,695 27,316 267,958 634,850 116,428 503,536 92,522 54,312 113,117 67,890 1,089 248,371 323,759
Changes from: May 17, 2011 Total Change is: -44,588
11,965 -18,091 3,614 -2,122 17,041 -11,479 -29,013 -28,959 -32,831 655 4,149 -7,426 22,049 29,394
Percent of Open Interest Represented by Each Category of Trader
12.1 13.0 1.8 17.7 41.9 7.7 33.2 6.1 3.6 7.5 4.5 0.1 16.4 21.4
Number of Traders in Each Category Total Traders: 202
14 24 16 22 46 38 39 31 24 9 17 4
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 714,235
Positions
195,366 169,877 281,559 1,873 6,016 11,617 74,344 76,629 92,547 12,165 15,111 6,164 38,600 54,715
Changes from: May 17, 2011 Total Change is: 14,858
15,662 6,061 2,055 -2,275 2,407 887 -8 5,920 -4,916 1,444 -213 -65 2,074 2,722
Percent of Open Interest Represented by Each Category of Trader
27.4 23.8 39.4 0.3 0.8 1.6 10.4 10.7 13.0 1.7 2.1 0.9 5.4 7.7
Number of Traders in Each Category Total Traders: 145
20 41 54 . 5 5 23 27 34 . 10 4
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,168,262
Positions
922,834 4,004,635 1,611,949 3,207,375 294,359 221,737 1,755,890 1,131,389 1,297,968 44,707 435,851 120,540 985,262 1,049,834
Changes from: May 17, 2011 Total Change is: 136,281
-40,814 21,410 87,019 40,592 -136,455 14,499 40,848 93,630 14,965 -36,829 30,987 5,390 10,611 4,836
Percent of Open Interest Represented by Each Category of Trader
9.1 39.4 15.9 31.5 2.9 2.2 17.3 11.1 12.8 0.4 4.3 1.2 9.7 10.3
Number of Traders in Each Category Total Traders: 299
29 70 91 12 15 18 57 72 88 9 23 20
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 13,907
Positions
4,534 4,911 142 1,077 748 23 3,946 7,385 3 3,826 604 0 356 91
Changes from: May 17, 2011 Total Change is: 2,338
826 458 142 -105 0 0 1,539 1,854 0 -46 -116 0 -18 0
Percent of Open Interest Represented by Each Category of Trader
32.6 35.3 1.0 7.7 5.4 0.2 28.4 53.1 0.0 27.5 4.3 0.0 2.6 0.7
Number of Traders in Each Category Total Traders: 32
. . . . 5 . 6 8 . . 4 0
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 28,745
Positions
23,469 12,644 249 1,338 2,896 58 3,134 7,361 38 79 5,448 0 380 51
Changes from: May 17, 2011 Total Change is: 181
352 -250 249 33 685 0 -476 -545 38 0 -16 0 -15 20
Percent of Open Interest Represented by Each Category of Trader
81.6 44.0 0.9 4.7 10.1 0.2 10.9 25.6 0.1 0.3 19.0 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 35
4 4 . . 5 . 9 6 . . 4 0
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 61,833
Positions
27,430 14,059 0 527 57 747 19,492 41,241 1,128 4,469 1,523 1 8,039 3,077
Changes from: May 17, 2011 Total Change is: 6,042
81 517 -17 182 6 -56 3,806 5,743 245 1,236 -232 1 564 -165
Percent of Open Interest Represented by Each Category of Trader
44.4 22.7 0.0 0.9 0.1 1.2 31.5 66.7 1.8 7.2 2.5 0.0 13.0 5.0
Number of Traders in Each Category Total Traders: 101
7 5 0 . . . 22 30 7 25 7 .
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Traders in Financial Futures- Futures Only Positions as of May 24, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 235,635
Positions
80,002 72,963 40,578 13,528 2,748 5,378 12,081 36,679 25,010 7,076 4,024 29,719 22,263 18,536
Changes from: May 17, 2011 Total Change is: -8,511
10,695 3,574 -10,785 -1,160 148 188 -1,263 -1,878 -1,322 81 1,657 1,233 -6,178 -1,326
Percent of Open Interest Represented by Each Category of Trader
34.0 31.0 17.2 5.7 1.2 2.3 5.1 15.6 10.6 3.0 1.7 12.6 9.4 7.9
Number of Traders in Each Category Total Traders: 124
11 13 20 13 4 5 22 22 29 8 10 26
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Traders in Financial Futures- Futures Only Positions as of May 24, 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 :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,057
Positions
492 4,552 0 2,432 200 0 2,531 2,508 672 730 0 0 1,200 125
Changes from: May 17, 2011 Total Change is: 56
0 -44 0 -25 0 0 2 52 0 0 -77 0 79 125
Percent of Open Interest Represented by Each Category of Trader
6.1 56.5 0.0 30.2 2.5 0.0 31.4 31.1 8.3 9.1 0.0 0.0 14.9 1.6
Number of Traders in Each Category Total Traders: 22
. . 0 4 . 0 7 4 . . 0 0
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Traders in Financial Futures- Futures Only Positions as of May 24, 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 :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 10,671
Positions
406 9,798 0 7,924 0 0 888 341 0 0 92 77 1,376 363
Changes from: May 17, 2011 Total Change is: 74
-6 29 0 -96 0 0 189 126 0 0 -64 64 -77 -81
Percent of Open Interest Represented by Each Category of Trader
3.8 91.8 0.0 74.3 0.0 0.0 8.3 3.2 0.0 0.0 0.9 0.7 12.9 3.4
Number of Traders in Each Category Total Traders: 21
. . 0 10 0 0 4 . 0 0 . .
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Updated May 27, 2011