Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 85,121
Positions
3,978 51,381 743 8,916 8,224 226 27,201 6,961 998 5,795 292 98 37,166 16,198
Changes from: July 20, 2010 Total Change is: 1,804
-1,229 7,251 -86 284 28 -2 6,539 -6,226 5 -2,731 145 84 -1,060 605
Percent of Open Interest Represented by Each Category of Trader
4.7 60.4 0.9 10.5 9.7 0.3 32.0 8.2 1.2 6.8 0.3 0.1 43.7 19.0
Number of Traders in Each Category Total Traders: 64
4 11 4 . 4 . 21 11 6 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 55,722
Positions
15,717 37,255 528 1,879 438 407 20,681 7,957 34 634 435 0 15,842 8,668
Changes from: July 20, 2010 Total Change is: 804
1,883 -2,978 -1 -1 -64 65 -2,878 3,526 13 634 435 0 1,089 -192
Percent of Open Interest Represented by Each Category of Trader
28.2 66.9 0.9 3.4 0.8 0.7 37.1 14.3 0.1 1.1 0.8 0.0 28.4 15.6
Number of Traders in Each Category Total Traders: 41
5 9 . . . . 16 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 122,570
Positions
71,801 48,137 797 16,725 13,548 572 15,346 15,478 538 500 17,058 0 16,291 26,442
Changes from: July 20, 2010 Total Change is: -2,334
-4,210 8,056 -767 1,455 -997 1 417 -11,810 -97 0 -808 0 867 4,088
Percent of Open Interest Represented by Each Category of Trader
58.6 39.3 0.7 13.6 11.1 0.5 12.5 12.6 0.4 0.4 13.9 0.0 13.3 21.6
Number of Traders in Each Category Total Traders: 81
8 13 . 5 11 . 20 17 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 124,595
Positions
7,079 71,422 2,845 35,593 8,845 1,304 47,766 10,100 132 1,858 2,607 0 28,018 27,340
Changes from: July 20, 2010 Total Change is: -3,063
646 -12,207 1,150 -691 -514 -58 -2,859 5,344 -12 452 -1,145 0 -1,691 4,379
Percent of Open Interest Represented by Each Category of Trader
5.7 57.3 2.3 28.6 7.1 1.0 38.3 8.1 0.1 1.5 2.1 0.0 22.5 21.9
Number of Traders in Each Category Total Traders: 97
6 19 . 11 9 . 29 16 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 232,193
Positions
110,445 70,501 4,006 19,448 21,677 3,294 34,118 67,984 1,491 15,832 11,761 287 43,272 51,192
Changes from: July 20, 2010 Total Change is: 2,075
-1,827 5,733 73 -1,129 -1,430 -116 3,820 -3,065 -198 422 931 -1 1,031 148
Percent of Open Interest Represented by Each Category of Trader
47.6 30.4 1.7 8.4 9.3 1.4 14.7 29.3 0.6 6.8 5.1 0.1 18.6 22.0
Number of Traders in Each Category Total Traders: 152
22 12 6 13 16 7 35 38 24 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 89,389
Positions
8,684 60,618 2,072 4,660 5,024 374 46,343 2,844 57 2,147 2,790 0 25,052 15,610
Changes from: July 20, 2010 Total Change is: 9,087
-383 13,826 -146 1,998 -435 -318 8,300 -3,263 46 -2,403 562 0 1,993 -1,185
Percent of Open Interest Represented by Each Category of Trader
9.7 67.8 2.3 5.2 5.6 0.4 51.8 3.2 0.1 2.4 3.1 0.0 28.0 17.5
Number of Traders in Each Category Total Traders: 63
5 13 5 . 5 . 24 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 32,110
Positions
4,161 20,926 7,342 0 0 0 7,484 355 2,766 4,480 20 602 5,275 99
Changes from: July 20, 2010 Total Change is: 1,569
97 1,461 149 0 0 0 947 58 -105 445 0 0 36 6
Percent of Open Interest Represented by Each Category of Trader
13.0 65.2 22.9 0.0 0.0 0.0 23.3 1.1 8.6 14.0 0.1 1.9 16.4 0.3
Number of Traders in Each Category Total Traders: 21
6 6 5 0 0 0 5 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 80,209
Positions
8,264 64,215 275 17,186 245 281 47,227 10,423 7 999 2,987 0 5,970 1,776
Changes from: July 20, 2010 Total Change is: 8,137
63 6,101 -128 -585 0 0 7,711 1,587 0 -186 336 0 1,262 241
Percent of Open Interest Represented by Each Category of Trader
10.3 80.1 0.3 21.4 0.3 0.4 58.9 13.0 0.0 1.2 3.7 0.0 7.4 2.2
Number of Traders in Each Category Total Traders: 82
7 15 . 7 . . 27 17 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 22,919
Positions
2,211 15,400 75 867 100 0 16,253 5,486 0 399 700 0 3,114 1,158
Changes from: July 20, 2010 Total Change is: 4,288
-40 5,114 0 -108 0 0 5,006 -878 0 -1,087 88 0 517 -36
Percent of Open Interest Represented by Each Category of Trader
9.6 67.2 0.3 3.8 0.4 0.0 70.9 23.9 0.0 1.7 3.1 0.0 13.6 5.1
Number of Traders in Each Category Total Traders: 39
. 11 . . . 0 12 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 43,524
Positions
23,865 16,354 208 2,720 5,048 842 8,714 11,017 570 110 1,142 0 6,496 8,345
Changes from: July 20, 2010 Total Change is: 2,279
-426 1,155 -310 -67 472 -2 1,850 573 -15 0 -55 0 1,247 461
Percent of Open Interest Represented by Each Category of Trader
54.8 37.6 0.5 6.2 11.6 1.9 20.0 25.3 1.3 0.3 2.6 0.0 14.9 19.2
Number of Traders in Each Category Total Traders: 82
15 18 . 5 5 . 24 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 87,047
Positions
47,729 32,707 415 5,440 10,095 1,684 17,428 22,034 1,139 220 2,284 0 12,992 16,689
Changes from: July 20, 2010 Total Change is: 4,558
-851 2,309 -619 -133 944 -4 3,700 1,146 -29 0 -110 0 2,494 921
Percent of Open Interest Represented by Each Category of Trader
54.8 37.6 0.5 6.2 11.6 1.9 20.0 25.3 1.3 0.3 2.6 0.0 14.9 19.2
Number of Traders in Each Category Total Traders: 82
15 18 . 5 5 . 24 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 868,087
Positions
64,249 221,794 46,345 436,528 160,962 55,894 74,295 198,835 35,228 14,351 25,817 264 140,933 122,949
Changes from: July 20, 2010 Total Change is: -2,803
-5,076 8,261 7,659 -3,269 -2,924 725 3,218 -8,832 -4,570 -1,429 -222 -144 83 -2,756
Percent of Open Interest Represented by Each Category of Trader
7.4 25.5 5.3 50.3 18.5 6.4 8.6 22.9 4.1 1.7 3.0 0.0 16.2 14.2
Number of Traders in Each Category Total Traders: 506
29 52 18 113 66 62 79 131 62 16 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 311,996
Positions
28,179 116,998 8,005 161,235 41,762 7,785 24,663 51,231 1,507 7,348 11,746 0 73,274 72,962
Changes from: July 20, 2010 Total Change is: 4,033
-3,480 8,330 3,663 707 -53 -226 3,455 -8,893 -114 174 -412 -20 -126 1,758
Percent of Open Interest Represented by Each Category of Trader
9.0 37.5 2.6 51.7 13.4 2.5 7.9 16.4 0.5 2.4 3.8 0.0 23.5 23.4
Number of Traders in Each Category Total Traders: 129
10 22 6 35 15 17 13 28 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,780,454
Positions
225,442 569,071 146,606 1,385,586 605,119 231,428 372,016 861,874 44,751 35,013 70,353 1,319 338,293 249,933
Changes from: July 20, 2010 Total Change is: -34,179
17,490 25,124 -5,490 -19,540 -14,013 4,416 -30,700 -29,210 7,234 -8,016 948 -618 1,045 -22,570
Percent of Open Interest Represented by Each Category of Trader
8.1 20.5 5.3 49.8 21.8 8.3 13.4 31.0 1.6 1.3 2.5 0.0 12.2 9.0
Number of Traders in Each Category Total Traders: 466
28 49 10 93 59 52 80 125 47 14 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 88,815
Positions
3,991 18,353 3,367 55,664 44,200 3,550 12,087 15,016 163 202 0 0 9,791 4,166
Changes from: July 20, 2010 Total Change is: 4,369
-209 8,643 95 2,602 -3,917 89 2,773 -93 -406 -133 0 0 -442 -42
Percent of Open Interest Represented by Each Category of Trader
4.5 20.7 3.8 62.7 49.8 4.0 13.6 16.9 0.2 0.2 0.0 0.0 11.0 4.7
Number of Traders in Each Category Total Traders: 87
. 10 . 37 12 10 15 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 78,205
Positions
25,053 18,901 4,668 18,009 20,737 3,228 14,431 15,302 2,098 1,038 7,031 0 9,680 6,240
Changes from: July 20, 2010 Total Change is: 1,393
-1,522 2,000 1,409 1,306 -403 -208 1,054 -137 -302 -20 543 0 -322 -1,509
Percent of Open Interest Represented by Each Category of Trader
32.0 24.2 6.0 23.0 26.5 4.1 18.5 19.6 2.7 1.3 9.0 0.0 12.4 8.0
Number of Traders in Each Category Total Traders: 213
21 24 9 34 22 12 48 44 15 12 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,419
Positions
4,916 7,907 246 1,390 485 188 1,108 881 0 0 2,497 0 5,571 1,215
Changes from: July 20, 2010 Total Change is: -388
-946 283 245 373 0 188 247 -947 0 0 0 0 -495 -157
Percent of Open Interest Represented by Each Category of Trader
36.6 58.9 1.8 10.4 3.6 1.4 8.3 6.6 0.0 0.0 18.6 0.0 41.5 9.1
Number of Traders in Each Category Total Traders: 24
7 7 . 4 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 323,932
Positions
119,963 74,250 2,831 83,094 101,260 15,201 73,387 78,876 3,719 5,190 22,671 0 20,547 25,124
Changes from: July 20, 2010 Total Change is: 8,906
3,444 14,909 -507 4,663 -2,015 -1,978 2,679 2,695 -157 -102 2,717 0 864 -6,758
Percent of Open Interest Represented by Each Category of Trader
37.0 22.9 0.9 25.7 31.3 4.7 22.7 24.3 1.1 1.6 7.0 0.0 6.3 7.8
Number of Traders in Each Category Total Traders: 210
20 24 . 33 21 12 48 44 12 12 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 413,832
Positions
187,961 52,775 8,127 143,530 147,515 18,429 32,977 148,320 8,536 1,292 9,625 519 12,461 19,986
Changes from: July 20, 2010 Total Change is: 7,559
4,496 10,019 -5,110 5,034 -12,330 -543 -260 7,261 4,861 -20 1,953 -74 -825 1,522
Percent of Open Interest Represented by Each Category of Trader
45.4 12.8 2.0 34.7 35.6 4.5 8.0 35.8 2.1 0.3 2.3 0.1 3.0 4.8
Number of Traders in Each Category Total Traders: 236
17 18 6 49 42 22 25 75 14 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 30,599
Positions
8,377 8,090 244 9,853 1,148 183 3,450 4,191 0 614 1,483 0 7,878 15,260
Changes from: July 20, 2010 Total Change is: 956
1,157 701 -308 279 165 -26 -823 -284 0 414 0 0 263 708
Percent of Open Interest Represented by Each Category of Trader
27.4 26.4 0.8 32.2 3.8 0.6 11.3 13.7 0.0 2.0 4.8 0.0 25.7 49.9
Number of Traders in Each Category Total Traders: 47
12 8 . 8 . . 4 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 48,003
Positions
28,125 13,786 2,223 6,618 2,590 435 2,334 8,160 978 0 575 0 7,290 19,256
Changes from: July 20, 2010 Total Change is: 2,477
794 481 335 -110 -1,737 -37 639 -1,556 142 0 145 0 714 4,704
Percent of Open Interest Represented by Each Category of Trader
58.6 28.7 4.6 13.8 5.4 0.9 4.9 17.0 2.0 0.0 1.2 0.0 15.2 40.1
Number of Traders in Each Category Total Traders: 57
11 12 4 9 . . 4 16 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,528
Positions
0 1,030 0 25,578 23,939 3,436 1,452 2,151 0 0 265 0 3,062 2,707
Changes from: July 20, 2010 Total Change is: -2,416
-254 392 0 7 -3,761 111 -1,890 -168 0 0 265 0 -390 745
Percent of Open Interest Represented by Each Category of Trader
0.0 3.1 0.0 76.3 71.4 10.2 4.3 6.4 0.0 0.0 0.8 0.0 9.1 8.1
Number of Traders in Each Category Total Traders: 39
0 . 0 16 14 9 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,227
Positions
1,483 9,303 0 14,187 2,780 1,024 3,537 12,116 24 1,966 204 0 5,006 1,776
Changes from: July 20, 2010 Total Change is: 517
187 52 0 252 375 72 320 338 24 45 0 0 -383 -344
Percent of Open Interest Represented by Each Category of Trader
5.4 34.2 0.0 52.1 10.2 3.8 13.0 44.5 0.1 7.2 0.7 0.0 18.4 6.5
Number of Traders in Each Category Total Traders: 42
. 6 0 13 5 5 6 4 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 691,590
Positions
23,611 151,869 3,179 367,419 153,836 53,118 56,050 152,170 11,871 27,944 43,111 1 148,397 122,435
Changes from: July 20, 2010 Total Change is: 9,073
161 -7,056 -859 2,111 7,978 -1,033 5,234 19,271 709 375 -2,369 1 2,374 -7,569
Percent of Open Interest Represented by Each Category of Trader
3.4 22.0 0.5 53.1 22.2 7.7 8.1 22.0 1.7 4.0 6.2 0.0 21.5 17.7
Number of Traders in Each Category Total Traders: 151
8 20 6 43 26 30 22 21 12 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 158,482
Positions
2,036 80,662 1,796 99,473 1,779 7,091 4,385 48,257 326 0 0 0 43,375 18,571
Changes from: July 20, 2010 Total Change is: -1,173
0 1,205 -1,590 -2,852 -48 287 0 -2,354 0 0 0 0 2,982 1,327
Percent of Open Interest Represented by Each Category of Trader
1.3 50.9 1.1 62.8 1.1 4.5 2.8 30.4 0.2 0.0 0.0 0.0 27.4 11.7
Number of Traders in Each Category Total Traders: 38
. 8 . 16 . 8 . 10 . 0 0 0
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010
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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 801,340
Positions
36,385 94,941 10,744 306,837 192,349 101,416 186,358 136,983 20,206 32,531 127,910 3,923 102,940 112,868
Changes from: July 20, 2010 Total Change is: -60,582
22,699 -31,274 485 -102,581 -21,468 18,572 -9,082 -23,218 5,506 1,641 -545 -163 2,341 -8,477
Percent of Open Interest Represented by Each Category of Trader
4.5 11.8 1.3 38.3 24.0 12.7 23.3 17.1 2.5 4.1 16.0 0.5 12.8 14.1
Number of Traders in Each Category Total Traders: 225
12 31 9 30 48 38 29 38 18 8 29 6
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010
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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 1,831,973
Positions
80,085 306,255 39,805 962,674 435,274 195,294 183,594 451,001 28,772 47,545 53,864 9,187 285,017 312,521
Changes from: July 20, 2010 Total Change is: -11,877
-37,506 -10,792 4,706 -2,257 22,566 7,930 2,164 -36,296 -1,733 7,725 6,504 1,734 5,360 -6,496
Percent of Open Interest Represented by Each Category of Trader
4.4 16.7 2.2 52.5 23.8 10.7 10.0 24.6 1.6 2.6 2.9 0.5 15.6 17.1
Number of Traders in Each Category Total Traders: 248
28 31 13 33 53 51 25 65 29 5 7 4
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 938,142
Positions
29,631 154,877 10,411 289,492 263,762 126,837 218,073 62,777 13,688 43,710 60,349 236 206,064 245,205
Changes from: July 20, 2010 Total Change is: 5,100
5,601 2,336 -773 1,013 33,366 -22,147 26,936 -1,412 -2,988 1,479 -10,576 -44 -3,977 7,338
Percent of Open Interest Represented by Each Category of Trader
3.2 16.5 1.1 30.9 28.1 13.5 23.2 6.7 1.5 4.7 6.4 0.0 22.0 26.1
Number of Traders in Each Category Total Traders: 157
8 21 7 23 38 36 25 23 13 9 10 .
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 632,595
Positions
131,015 279,317 202,847 14,349 2,007 1,701 169,036 17,501 58,113 7,710 2,817 762 47,062 67,530
Changes from: July 20, 2010 Total Change is: 15,817
-1,877 13,090 1,551 9,553 -1,061 500 -1,951 -4,261 718 588 -260 427 6,308 5,113
Percent of Open Interest Represented by Each Category of Trader
20.7 44.2 32.1 2.3 0.3 0.3 26.7 2.8 9.2 1.2 0.4 0.1 7.4 10.7
Number of Traders in Each Category Total Traders: 108
23 26 37 4 . . 29 13 34 4 . .
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 7,772,472
Positions
1,749,609 3,032,812 1,488,168 1,074,743 254,579 118,358 1,256,426 614,782 943,776 183,136 297,735 61,636 896,620 960,626
Changes from: July 20, 2010 Total Change is: 43,150
-124,017 -86,259 -799 -28,825 -27,995 7,899 72,130 68,917 24,066 20,021 3,297 -2,813 75,488 56,837
Percent of Open Interest Represented by Each Category of Trader
22.5 39.0 19.1 13.8 3.3 1.5 16.2 7.9 12.1 2.4 3.8 0.8 11.5 12.4
Number of Traders in Each Category Total Traders: 262
33 61 89 8 12 16 56 56 77 10 14 12
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 12,620
Positions
5,619 7,143 138 1,096 1,735 414 1,155 2,207 156 3,800 661 0 242 166
Changes from: July 20, 2010 Total Change is: -315
802 -691 138 0 46 0 -1,247 -4 0 0 186 0 -8 10
Percent of Open Interest Represented by Each Category of Trader
44.5 56.6 1.1 8.7 13.7 3.3 9.2 17.5 1.2 30.1 5.2 0.0 1.9 1.3
Number of Traders in Each Category Total Traders: 35
4 4 . . 6 . 6 6 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,982
Positions
29,693 18,552 0 1,300 1,091 77 3,609 8,578 20 0 6,582 0 283 82
Changes from: July 20, 2010 Total Change is: 1,655
917 1,948 0 -8 70 0 735 -335 0 0 0 0 11 -28
Percent of Open Interest Represented by Each Category of Trader
84.9 53.0 0.0 3.7 3.1 0.2 10.3 24.5 0.1 0.0 18.8 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 31
. 4 0 . 4 . 9 6 . 0 4 0
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 22,557
Positions
10,123 15,301 0 90 50 828 6,387 3,049 532 500 722 4 4,093 2,071
Changes from: July 20, 2010 Total Change is: -1,619
-104 -129 0 -173 0 -17 -990 -1,200 -625 -80 194 0 370 158
Percent of Open Interest Represented by Each Category of Trader
44.9 67.8 0.0 0.4 0.2 3.7 28.3 13.5 2.4 2.2 3.2 0.0 18.1 9.2
Number of Traders in Each Category Total Traders: 51
8 . 0 . . . 17 14 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 84,826
Positions
56,893 28,337 11,559 200 0 0 1,185 29,088 2,697 495 934 0 11,797 12,211
Changes from: July 20, 2010 Total Change is: -11,357
-8,564 -1,283 -99 0 -1,993 -100 -883 -3,671 142 0 -881 -270 -1,583 -3,202
Percent of Open Interest Represented by Each Category of Trader
67.1 33.4 13.6 0.2 0.0 0.0 1.4 34.3 3.2 0.6 1.1 0.0 13.9 14.4
Number of Traders in Each Category Total Traders: 40
. 12 10 . 0 0 . 21 14 . . 0
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,001
Positions
971 13,486 1 11,292 279 0 2,637 1,329 0 0 0 0 1,100 906
Changes from: July 20, 2010 Total Change is: -222
-213 0 0 -76 -9 0 -7 -127 0 0 0 0 74 -86
Percent of Open Interest Represented by Each Category of Trader
6.1 84.3 0.0 70.6 1.7 0.0 16.5 8.3 0.0 0.0 0.0 0.0 6.9 5.7
Number of Traders in Each Category Total Traders: 25
. . . 9 . 0 5 5 0 0 0 0
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Updated July 30, 2010