Traders in Financial Futures- Futures Only Positions as of July 5, 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 105,967
Positions
8,524 46,700 22 9,857 6,392 262 27,711 30,403 3,383 7,061 953 0 49,147 17,852
Changes from: June 28, 2011 Total Change is: 13,607
-667 13,023 -129 -1,235 -103 0 12,219 4,158 -266 -3,588 953 0 7,273 -4,029
Percent of Open Interest Represented by Each Category of Trader
8.0 44.1 0.0 9.3 6.0 0.2 26.2 28.7 3.2 6.7 0.9 0.0 46.4 16.8
Number of Traders in Each Category Total Traders: 85
6 14 . 4 4 . 28 19 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 47,566
Positions
3,647 24,935 32 1,246 1,122 158 17,594 9,634 3 418 0 0 24,468 11,682
Changes from: June 28, 2011 Total Change is: -3,661
1,517 -2,579 30 -249 8 14 -4,155 -861 2 0 0 0 -820 -275
Percent of Open Interest Represented by Each Category of Trader
7.7 52.4 0.1 2.6 2.4 0.3 37.0 20.3 0.0 0.9 0.0 0.0 51.4 24.6
Number of Traders in Each Category Total Traders: 43
5 10 . . . . 15 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 118,359
Positions
52,854 1,544 1,147 4,476 29,292 956 32,737 54,116 877 2,105 5,073 0 23,207 25,354
Changes from: June 28, 2011 Total Change is: 15,945
12,153 -1,051 859 -1,165 -725 21 1,019 15,705 -194 722 0 0 2,530 1,330
Percent of Open Interest Represented by Each Category of Trader
44.7 1.3 1.0 3.8 24.7 0.8 27.7 45.7 0.7 1.8 4.3 0.0 19.6 21.4
Number of Traders in Each Category Total Traders: 87
13 . . 4 13 4 21 25 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 94,901
Positions
10,846 37,814 291 25,474 8,146 424 33,112 13,120 34 1,449 3,832 0 23,271 31,240
Changes from: June 28, 2011 Total Change is: 615
1,626 3,287 141 -1,324 -531 32 279 -750 0 -941 -285 0 802 -1,279
Percent of Open Interest Represented by Each Category of Trader
11.4 39.8 0.3 26.8 8.6 0.4 34.9 13.8 0.0 1.5 4.0 0.0 24.5 32.9
Number of Traders in Each Category Total Traders: 94
11 11 . 9 7 . 23 25 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 194,329
Positions
23,399 65,753 1,139 30,071 27,142 2,413 64,555 47,296 814 14,634 5,905 273 57,031 43,594
Changes from: June 28, 2011 Total Change is: 11,123
640 10,803 -423 -1,842 -1,043 -74 11,249 5,750 201 202 -2,183 1 1,169 -1,909
Percent of Open Interest Represented by Each Category of Trader
12.0 33.8 0.6 15.5 14.0 1.2 33.2 24.3 0.4 7.5 3.0 0.1 29.3 22.4
Number of Traders in Each Category Total Traders: 161
17 18 5 15 19 11 39 36 11 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 121,626
Positions
2,611 81,152 150 2,866 3,927 179 78,148 18,765 105 2,236 2,028 0 35,331 15,320
Changes from: June 28, 2011 Total Change is: 27,842
58 25,685 39 -439 96 22 19,822 4,334 -47 1,230 1,601 0 7,157 -3,888
Percent of Open Interest Represented by Each Category of Trader
2.1 66.7 0.1 2.4 3.2 0.1 64.3 15.4 0.1 1.8 1.7 0.0 29.0 12.6
Number of Traders in Each Category Total Traders: 80
5 16 . . 5 . 27 17 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 102,168
Positions
42,616 59,829 26,531 0 0 0 29,227 14,213 476 1,645 0 0 1,673 1,119
Changes from: June 28, 2011 Total Change is: 892
118 1,090 98 0 0 0 570 -298 0 0 0 0 106 2
Percent of Open Interest Represented by Each Category of Trader
41.7 58.6 26.0 0.0 0.0 0.0 28.6 13.9 0.5 1.6 0.0 0.0 1.6 1.1
Number of Traders in Each Category Total Traders: 26
7 12 13 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 125,229
Positions
9,745 85,082 444 13,611 1,302 111 88,332 33,456 247 4,213 2,164 0 8,526 2,423
Changes from: June 28, 2011 Total Change is: 26,299
-4,184 16,761 196 -886 200 57 27,520 9,178 0 1,558 -146 0 2,038 53
Percent of Open Interest Represented by Each Category of Trader
7.8 67.9 0.4 10.9 1.0 0.1 70.5 26.7 0.2 3.4 1.7 0.0 6.8 1.9
Number of Traders in Each Category Total Traders: 116
8 13 . 9 . . 55 13 . 11 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 38,168
Positions
29,477 27,533 66 2,311 0 0 4,359 138 11 493 10,098 0 1,451 322
Changes from: June 28, 2011 Total Change is: -476
2,417 2,016 -2,417 200 0 0 1,697 -2 0 20 2,417 -2,417 24 -73
Percent of Open Interest Represented by Each Category of Trader
77.2 72.1 0.2 6.1 0.0 0.0 11.4 0.4 0.0 1.3 26.5 0.0 3.8 0.8
Number of Traders in Each Category Total Traders: 22
. 6 . . 0 0 9 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 30,520
Positions
2,480 24,889 1 215 229 0 22,179 4,125 0 1,154 105 0 4,491 1,171
Changes from: June 28, 2011 Total Change is: 868
93 1,406 0 -2 -55 0 501 -317 0 197 0 0 79 -166
Percent of Open Interest Represented by Each Category of Trader
8.1 81.5 0.0 0.7 0.8 0.0 72.7 13.5 0.0 3.8 0.3 0.0 14.7 3.8
Number of Traders in Each Category Total Traders: 42
. 7 . . . 0 16 8 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 49,758
Positions
15,530 29,667 211 3,188 1,873 712 20,546 11,810 258 2,961 1,298 0 6,354 3,931
Changes from: June 28, 2011 Total Change is: 10,162
-267 6,787 -2 525 -578 260 9,184 2,992 -15 88 823 0 389 -105
Percent of Open Interest Represented by Each Category of Trader
31.2 59.6 0.4 6.4 3.8 1.4 41.3 23.7 0.5 6.0 2.6 0.0 12.8 7.9
Number of Traders in Each Category Total Traders: 91
19 13 . 6 4 . 25 19 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 99,515
Positions
31,060 59,333 421 6,376 3,745 1,423 41,091 23,620 515 5,922 2,596 0 12,707 7,862
Changes from: June 28, 2011 Total Change is: 20,324
-533 13,574 -4 1,050 -1,156 520 18,367 5,983 -29 175 1,646 0 778 -210
Percent of Open Interest Represented by Each Category of Trader
31.2 59.6 0.4 6.4 3.8 1.4 41.3 23.7 0.5 6.0 2.6 0.0 12.8 7.9
Number of Traders in Each Category Total Traders: 91
19 13 . 6 4 . 25 19 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 767,993
Positions
48,588 216,084 22,192 389,584 115,276 58,028 76,677 156,078 25,010 23,962 78,904 10,745 113,207 85,676
Changes from: June 28, 2011 Total Change is: 676
8,963 11,054 -661 -10,549 -9,431 -2,643 6,042 -6,677 -38 1,184 6,695 1,742 -3,364 635
Percent of Open Interest Represented by Each Category of Trader
6.3 28.1 2.9 50.7 15.0 7.6 10.0 20.3 3.3 3.1 10.3 1.4 14.7 11.2
Number of Traders in Each Category Total Traders: 538
29 58 18 116 50 60 83 132 58 33 37 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 269,155
Positions
21,034 114,481 2,178 125,739 36,636 9,236 27,169 26,702 1,292 5,108 35,096 8,211 69,188 35,323
Changes from: June 28, 2011 Total Change is: 5,125
805 10,247 76 2 -947 -452 3,450 -7,391 -22 2,048 1,401 463 -1,245 1,750
Percent of Open Interest Represented by Each Category of Trader
7.8 42.5 0.8 46.7 13.6 3.4 10.1 9.9 0.5 1.9 13.0 3.1 25.7 13.1
Number of Traders in Each Category Total Traders: 117
9 16 5 29 13 14 14 24 7 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 2,494,190
Positions
174,702 544,946 63,140 1,328,909 402,882 234,277 329,216 728,560 36,913 95,973 220,745 10,964 220,096 251,763
Changes from: June 28, 2011 Total Change is: -22,244
43,311 6,558 -6,208 -54,916 -44,581 -8,794 18,267 8,875 -5,387 -3,599 27,189 5,677 -10,595 -5,573
Percent of Open Interest Represented by Each Category of Trader
7.0 21.8 2.5 53.3 16.2 9.4 13.2 29.2 1.5 3.8 8.9 0.4 8.8 10.1
Number of Traders in Each Category Total Traders: 501
28 53 12 101 44 54 85 126 46 29 35 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 105,079
Positions
12,095 40,623 66 57,400 37,585 2,990 21,541 14,416 0 1,690 3,655 0 9,297 5,744
Changes from: June 28, 2011 Total Change is: -1,659
60 613 -13 -5,855 -2,350 17 3,688 340 0 217 0 0 227 -266
Percent of Open Interest Represented by Each Category of Trader
11.5 38.7 0.1 54.6 35.8 2.8 20.5 13.7 0.0 1.6 3.5 0.0 8.8 5.5
Number of Traders in Each Category Total Traders: 91
9 12 . 32 12 10 12 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 58,531
Positions
16,958 23,043 431 12,000 6,965 1,539 18,538 18,747 1,102 2,332 3,359 0 5,631 3,345
Changes from: June 28, 2011 Total Change is: 4,957
-1,633 3,666 103 348 -1,054 -87 5,380 2,022 33 -47 342 0 859 -69
Percent of Open Interest Represented by Each Category of Trader
29.0 39.4 0.7 20.5 11.9 2.6 31.7 32.0 1.9 4.0 5.7 0.0 9.6 5.7
Number of Traders in Each Category Total Traders: 234
26 32 . 26 18 10 50 58 17 12 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 292,653
Positions
84,790 115,214 2,153 59,999 34,827 7,693 92,692 93,737 5,509 11,660 16,794 0 28,157 16,726
Changes from: June 28, 2011 Total Change is: 24,783
-8,167 18,332 516 1,738 -5,270 -434 26,902 10,109 165 -234 1,712 0 4,297 -347
Percent of Open Interest Represented by Each Category of Trader
29.0 39.4 0.7 20.5 11.9 2.6 31.7 32.0 1.9 4.0 5.7 0.0 9.6 5.7
Number of Traders in Each Category Total Traders: 234
26 32 . 26 18 10 50 58 17 12 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 416,009
Positions
197,069 39,248 9,872 112,365 156,469 31,470 42,212 137,127 3,973 2,495 21,846 0 16,553 16,004
Changes from: June 28, 2011 Total Change is: -19,527
-15,545 4,493 180 -2,084 -9,564 -1,786 8,619 -2,258 -1,321 -76 903 0 -7,514 -10,174
Percent of Open Interest Represented by Each Category of Trader
47.4 9.4 2.4 27.0 37.6 7.6 10.1 33.0 1.0 0.6 5.3 0.0 4.0 3.8
Number of Traders in Each Category Total Traders: 252
17 17 . 50 46 28 32 69 13 4 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 35,341
Positions
8,938 7,894 35 8,438 0 2,680 7,526 12,757 1 1,162 4,075 0 6,561 7,899
Changes from: June 28, 2011 Total Change is: 4,328
3,277 -176 0 53 -543 169 728 4,222 0 326 50 0 -225 606
Percent of Open Interest Represented by Each Category of Trader
25.3 22.3 0.1 23.9 0.0 7.6 21.3 36.1 0.0 3.3 11.5 0.0 18.6 22.4
Number of Traders in Each Category Total Traders: 54
10 5 . 10 0 . 10 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 47,706
Positions
15,759 18,488 1,702 6,979 1,660 569 14,853 2,476 29 1,001 1,205 0 6,814 21,577
Changes from: June 28, 2011 Total Change is: 6,867
3,806 -1,623 483 -464 -109 0 3,002 -250 28 -531 237 0 543 8,101
Percent of Open Interest Represented by Each Category of Trader
33.0 38.8 3.6 14.6 3.5 1.2 31.1 5.2 0.1 2.1 2.5 0.0 14.3 45.2
Number of Traders in Each Category Total Traders: 60
14 12 5 6 . . 14 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 31,268
Positions
0 5,953 491 20,360 12,025 4,173 2,997 7,904 3 415 0 0 2,829 719
Changes from: June 28, 2011 Total Change is: -526
-200 357 42 -734 -1,602 -131 476 1,039 0 0 0 0 21 -231
Percent of Open Interest Represented by Each Category of Trader
0.0 19.0 1.6 65.1 38.5 13.3 9.6 25.3 0.0 1.3 0.0 0.0 9.0 2.3
Number of Traders in Each Category Total Traders: 49
0 4 . 18 14 9 5 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 44,725
Positions
8,229 15,004 1,141 17,683 4,342 1,805 8,475 18,483 528 1,156 922 187 5,521 2,313
Changes from: June 28, 2011 Total Change is: 3,612
481 972 0 1,588 -1,960 7 995 4,140 84 3 -236 6 448 599
Percent of Open Interest Represented by Each Category of Trader
18.4 33.5 2.6 39.5 9.7 4.0 18.9 41.3 1.2 2.6 2.1 0.4 12.3 5.2
Number of Traders in Each Category Total Traders: 62
7 6 . 14 8 5 13 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 598,632
Positions
17,087 72,245 1,786 277,458 129,371 71,036 58,453 71,932 16,412 14,108 97,529 50 142,242 138,271
Changes from: June 28, 2011 Total Change is: -43,122
489 -21,597 -2,841 -7,314 -8,916 -7,859 -23,844 -12,624 5,389 388 1,950 50 -7,580 3,326
Percent of Open Interest Represented by Each Category of Trader
2.9 12.1 0.3 46.3 21.6 11.9 9.8 12.0 2.7 2.4 16.3 0.0 23.8 23.1
Number of Traders in Each Category Total Traders: 147
7 17 4 40 21 33 23 28 10 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 380,405
Positions
8,545 158,828 0 279,911 12,390 20,898 9,858 138,929 0 1,500 5,535 0 59,693 43,825
Changes from: June 28, 2011 Total Change is: -6,814
-15,734 5,877 -1,960 15,988 2,005 727 0 -14,510 -1,922 0 2,140 0 -3,913 829
Percent of Open Interest Represented by Each Category of Trader
2.2 41.8 0.0 73.6 3.3 5.5 2.6 36.5 0.0 0.4 1.5 0.0 15.7 11.5
Number of Traders in Each Category Total Traders: 76
. 11 0 36 5 16 . 17 0 . . 0
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Traders in Financial Futures- Futures Only Positions as of July 5, 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 987,654
Positions
49,132 114,765 1,118 301,219 370,802 99,075 348,208 98,018 42,593 34,947 105,953 6,549 104,813 148,781
Changes from: June 28, 2011 Total Change is: -38,544
-6,069 -21,652 -1,925 8,659 -25,352 14,275 -53,257 -14,397 11,582 -4,134 4,880 -6,204 -1,471 249
Percent of Open Interest Represented by Each Category of Trader
5.0 11.6 0.1 30.5 37.5 10.0 35.3 9.9 4.3 3.5 10.7 0.7 10.6 15.1
Number of Traders in Each Category Total Traders: 258
14 37 7 30 60 42 49 34 19 7 27 5
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Traders in Financial Futures- Futures Only Positions as of July 5, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,764,483
Positions
211,400 168,525 31,089 587,198 458,396 217,365 354,241 406,988 37,894 25,172 99,908 10,872 289,252 333,446
Changes from: June 28, 2011 Total Change is: -41,190
-43,303 16,489 -4,869 -7,329 -8,078 22,034 -14,523 -56,737 12,758 1,416 -5,898 2,833 -10,207 -19,722
Percent of Open Interest Represented by Each Category of Trader
12.0 9.6 1.8 33.3 26.0 12.3 20.1 23.1 2.1 1.4 5.7 0.6 16.4 18.9
Number of Traders in Each Category Total Traders: 280
26 38 12 35 57 48 45 51 33 7 21 4
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Traders in Financial Futures- Futures Only Positions as of July 5, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,454,271
Positions
142,117 156,775 11,906 266,648 628,289 123,437 474,827 142,475 21,137 191,101 75,547 5,332 217,766 289,373
Changes from: June 28, 2011 Total Change is: -110,325
27,411 -65,376 -11,763 -5,086 -41,586 12,760 -126,813 8,017 -7,055 16,085 -6,979 -902 -14,962 2,559
Percent of Open Interest Represented by Each Category of Trader
9.8 10.8 0.8 18.3 43.2 8.5 32.7 9.8 1.5 13.1 5.2 0.4 15.0 19.9
Number of Traders in Each Category Total Traders: 201
14 26 7 17 51 36 35 34 19 8 15 .
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Traders in Financial Futures- Futures Only Positions as of July 5, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 718,588
Positions
226,016 194,244 245,880 3,573 12,809 13,989 62,695 54,413 116,713 2,338 15,807 16,489 30,895 48,244
Changes from: June 28, 2011 Total Change is: -56,662
-200 -16,887 -13,433 715 50 -68 -25,278 -3,663 -6,420 248 -2,260 -5,555 -6,671 -8,426
Percent of Open Interest Represented by Each Category of Trader
31.5 27.0 34.2 0.5 1.8 1.9 8.7 7.6 16.2 0.3 2.2 2.3 4.3 6.7
Number of Traders in Each Category Total Traders: 136
21 37 51 4 8 7 20 27 33 . 9 4
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Traders in Financial Futures- Futures Only Positions as of July 5, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,713,587
Positions
803,509 3,794,788 1,629,180 3,416,849 444,204 159,690 1,294,166 835,641 1,368,966 46,455 412,171 144,420 850,352 924,527
Changes from: June 28, 2011 Total Change is: -219,081
-91,863 -108,909 -9,213 1,195 -57,544 -14,292 -81,348 31,317 -21,976 4,912 -31,434 -25 -6,471 -7,005
Percent of Open Interest Represented by Each Category of Trader
8.3 39.1 16.8 35.2 4.6 1.6 13.3 8.6 14.1 0.5 4.2 1.5 8.8 9.5
Number of Traders in Each Category Total Traders: 279
36 58 85 10 17 20 52 65 90 9 18 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 13,911
Positions
7,461 5,904 0 1,238 861 12 1,402 6,518 16 3,500 550 0 282 50
Changes from: June 28, 2011 Total Change is: 507
2,802 401 0 -309 -5 3 -1,890 129 4 -26 -21 0 -77 -4
Percent of Open Interest Represented by Each Category of Trader
53.6 42.4 0.0 8.9 6.2 0.1 10.1 46.9 0.1 25.2 4.0 0.0 2.0 0.4
Number of Traders in Each Category Total Traders: 29
4 . 0 . 4 . 5 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 25,408
Positions
19,012 10,565 0 1,244 2,659 58 4,796 6,610 0 40 5,446 0 258 70
Changes from: June 28, 2011 Total Change is: -158
502 -875 0 43 72 0 -606 655 0 -39 0 0 -58 -10
Percent of Open Interest Represented by Each Category of Trader
74.8 41.6 0.0 4.9 10.5 0.2 18.9 26.0 0.0 0.2 21.4 0.0 1.0 0.3
Number of Traders in Each Category Total Traders: 32
5 4 0 . 5 . 5 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 47,393
Positions
12,399 14,813 330 314 922 918 21,838 25,023 922 3,807 1,259 0 6,865 3,206
Changes from: June 28, 2011 Total Change is: -3,026
-86 -2,669 330 0 230 -135 -2,978 -1,581 311 100 -88 0 -568 576
Percent of Open Interest Represented by Each Category of Trader
26.2 31.3 0.7 0.7 1.9 1.9 46.1 52.8 1.9 8.0 2.7 0.0 14.5 6.8
Number of Traders in Each Category Total Traders: 102
. 5 . . . . 26 33 5 26 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 212,295
Positions
71,265 56,208 31,074 13,231 3,029 6,406 14,648 48,203 23,365 8,068 3,791 19,755 24,483 20,464
Changes from: June 28, 2011 Total Change is: 176
-6,911 -18,340 2,580 3,120 987 161 6,512 20,669 -2,433 -746 -385 -3,527 1,420 464
Percent of Open Interest Represented by Each Category of Trader
33.6 26.5 14.6 6.2 1.4 3.0 6.9 22.7 11.0 3.8 1.8 9.3 11.5 9.6
Number of Traders in Each Category Total Traders: 126
12 11 18 13 4 7 24 25 34 12 7 23
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Traders in Financial Futures- Futures Only Positions as of July 5, 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 6,219
Positions
98 4,320 0 2,352 363 0 1,722 913 486 640 0 0 921 137
Changes from: June 28, 2011 Total Change is: 58
-7 0 0 0 0 0 63 30 0 0 0 0 2 28
Percent of Open Interest Represented by Each Category of Trader
1.6 69.5 0.0 37.8 5.8 0.0 27.7 14.7 7.8 10.3 0.0 0.0 14.8 2.2
Number of Traders in Each Category Total Traders: 20
. . 0 4 . 0 6 . . . 0 0
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Updated July 8, 2011