Traders in Financial Futures- Futures Only Positions as of August 17, 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 94,908
Positions
4,800 59,570 1,420 10,225 9,292 334 34,215 4,698 1,766 5,552 2,215 40 36,556 15,573
Changes from: August 10, 2010 Total Change is: -10,635
2,229 -9,694 569 582 605 -26 -9,258 -3,996 246 425 9 30 -5,432 1,622
Percent of Open Interest Represented by Each Category of Trader
5.1 62.8 1.5 10.8 9.8 0.4 36.1 5.0 1.9 5.8 2.3 0.0 38.5 16.4
Number of Traders in Each Category Total Traders: 63
. 11 5 . . . 30 4 7 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 54,560
Positions
13,502 34,344 948 2,254 393 472 21,676 7,048 26 0 1,189 0 15,682 10,140
Changes from: August 10, 2010 Total Change is: 1,994
-1,218 1,482 7 192 -34 -29 996 738 -23 0 254 0 2,069 -401
Percent of Open Interest Represented by Each Category of Trader
24.7 62.9 1.7 4.1 0.7 0.9 39.7 12.9 0.0 0.0 2.2 0.0 28.7 18.6
Number of Traders in Each Category Total Traders: 40
5 8 . . . . 14 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 141,441
Positions
64,836 71,690 814 18,278 12,832 805 28,986 14,742 587 1,293 17,072 0 25,842 22,899
Changes from: August 10, 2010 Total Change is: -786
1,668 1,804 12 554 351 -94 -5,701 -1,584 220 428 -250 0 2,127 -1,245
Percent of Open Interest Represented by Each Category of Trader
45.8 50.7 0.6 12.9 9.1 0.6 20.5 10.4 0.4 0.9 12.1 0.0 18.3 16.2
Number of Traders in Each Category Total Traders: 84
8 14 . 7 10 4 24 14 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 137,645
Positions
7,831 85,995 2,265 36,544 8,212 1,357 58,420 6,111 261 1,803 2,636 50 29,114 30,758
Changes from: August 10, 2010 Total Change is: 646
415 -182 254 2,215 -400 55 -2,865 -1,512 29 241 470 50 252 1,882
Percent of Open Interest Represented by Each Category of Trader
5.7 62.5 1.6 26.5 6.0 1.0 42.4 4.4 0.2 1.3 1.9 0.0 21.2 22.3
Number of Traders in Each Category Total Traders: 98
6 18 4 11 10 . 31 15 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 250,090
Positions
115,540 92,408 2,771 22,842 24,813 2,913 35,139 63,817 1,665 18,699 12,667 263 50,258 48,773
Changes from: August 10, 2010 Total Change is: 15,814
6,925 -1,623 -220 31 2,538 -180 1,737 14,587 -30 1,777 -2,359 0 5,774 3,101
Percent of Open Interest Represented by Each Category of Trader
46.2 36.9 1.1 9.1 9.9 1.2 14.1 25.5 0.7 7.5 5.1 0.1 20.1 19.5
Number of Traders in Each Category Total Traders: 156
22 15 7 14 17 7 35 36 19 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 120,329
Positions
12,759 86,097 1,734 12,059 3,856 327 64,033 7,861 472 2,225 4,373 24 26,696 15,585
Changes from: August 10, 2010 Total Change is: 6,280
2,348 6,352 -2 1,387 -364 -84 2,181 1,014 415 -382 -646 24 393 -429
Percent of Open Interest Represented by Each Category of Trader
10.6 71.6 1.4 10.0 3.2 0.3 53.2 6.5 0.4 1.8 3.6 0.0 22.2 13.0
Number of Traders in Each Category Total Traders: 74
6 14 5 5 . . 28 11 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 34,736
Positions
4,350 21,905 7,547 0 0 0 7,532 1,206 3,320 5,368 20 602 6,017 136
Changes from: August 10, 2010 Total Change is: 417
644 -539 151 0 0 0 -1,139 786 0 0 0 0 761 19
Percent of Open Interest Represented by Each Category of Trader
12.5 63.1 21.7 0.0 0.0 0.0 21.7 3.5 9.6 15.5 0.1 1.7 17.3 0.4
Number of Traders in Each Category Total Traders: 20
6 6 5 0 0 0 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 111,732
Positions
8,486 93,220 278 18,608 245 371 76,134 11,582 131 1,530 4,259 0 6,194 1,646
Changes from: August 10, 2010 Total Change is: 1,451
33 450 3 746 0 -146 539 710 -132 -61 -25 0 469 591
Percent of Open Interest Represented by Each Category of Trader
7.6 83.4 0.2 16.7 0.2 0.3 68.1 10.4 0.1 1.4 3.8 0.0 5.5 1.5
Number of Traders in Each Category Total Traders: 91
8 13 . 7 . . 37 13 . 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 23,627
Positions
3,400 14,727 124 1,461 120 0 14,480 6,342 0 1,359 549 0 2,803 1,765
Changes from: August 10, 2010 Total Change is: -1,409
430 -1,609 0 843 -121 -25 -2,383 1,144 -744 1,078 -731 0 -608 677
Percent of Open Interest Represented by Each Category of Trader
14.4 62.3 0.5 6.2 0.5 0.0 61.3 26.8 0.0 5.8 2.3 0.0 11.9 7.5
Number of Traders in Each Category Total Traders: 42
4 11 . . . 0 9 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 48,402
Positions
22,208 22,356 260 2,944 6,493 718 14,429 11,745 349 0 1,157 0 7,496 5,326
Changes from: August 10, 2010 Total Change is: 2,126
-1,687 1,953 69 235 699 -39 3,532 985 -431 0 30 0 447 -1,140
Percent of Open Interest Represented by Each Category of Trader
45.9 46.2 0.5 6.1 13.4 1.5 29.8 24.3 0.7 0.0 2.4 0.0 15.5 11.0
Number of Traders in Each Category Total Traders: 98
15 19 4 5 7 . 39 10 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 96,804
Positions
44,416 44,712 519 5,887 12,985 1,435 28,858 23,490 698 0 2,313 0 14,991 10,652
Changes from: August 10, 2010 Total Change is: 4,251
-3,373 3,905 138 470 1,398 -78 7,063 1,970 -862 0 60 0 893 -2,280
Percent of Open Interest Represented by Each Category of Trader
45.9 46.2 0.5 6.1 13.4 1.5 29.8 24.3 0.7 0.0 2.4 0.0 15.5 11.0
Number of Traders in Each Category Total Traders: 98
15 19 4 5 7 . 39 10 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 884,624
Positions
69,690 215,444 61,147 425,661 169,158 57,574 80,856 196,286 38,481 16,120 29,793 3,288 131,808 113,453
Changes from: August 10, 2010 Total Change is: 14,483
4,703 -21,530 621 -7,376 12,984 1,752 6,539 2,371 13,199 1,562 2,428 -399 -6,117 3,057
Percent of Open Interest Represented by Each Category of Trader
7.9 24.4 6.9 48.1 19.1 6.5 9.1 22.2 4.3 1.8 3.4 0.4 14.9 12.8
Number of Traders in Each Category Total Traders: 536
30 51 18 110 65 62 93 138 63 22 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 319,279
Positions
35,743 116,614 12,103 157,075 42,478 8,402 22,680 57,688 1,606 7,649 14,214 0 74,021 66,174
Changes from: August 10, 2010 Total Change is: -455
169 -13,443 1,084 334 1,097 11 93 10,531 150 324 -1,316 0 -2,620 1,431
Percent of Open Interest Represented by Each Category of Trader
11.2 36.5 3.8 49.2 13.3 2.6 7.1 18.1 0.5 2.4 4.5 0.0 23.2 20.7
Number of Traders in Each Category Total Traders: 134
12 21 7 35 14 16 17 27 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 2,826,725
Positions
257,235 581,648 157,721 1,359,950 650,420 228,840 430,577 832,689 44,676 57,418 92,960 1,375 288,933 236,396
Changes from: August 10, 2010 Total Change is: 74,689
21,928 -41,177 -1,576 -25,909 72,078 -3,936 87,098 14,068 10,377 4,187 16,718 7 -17,487 8,130
Percent of Open Interest Represented by Each Category of Trader
9.1 20.6 5.6 48.1 23.0 8.1 15.2 29.5 1.6 2.0 3.3 0.0 10.2 8.4
Number of Traders in Each Category Total Traders: 493
30 48 10 88 59 52 94 130 45 19 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 87,942
Positions
3,989 11,785 4,309 52,692 48,806 3,971 11,951 14,409 31 0 0 0 10,999 4,631
Changes from: August 10, 2010 Total Change is: -1,204
-438 -5,778 166 617 4,346 285 -1,695 -321 31 0 0 0 -170 67
Percent of Open Interest Represented by Each Category of Trader
4.5 13.4 4.9 59.9 55.5 4.5 13.6 16.4 0.0 0.0 0.0 0.0 12.5 5.3
Number of Traders in Each Category Total Traders: 81
. 10 . 34 12 10 14 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 86,763
Positions
25,425 18,712 7,835 13,123 22,623 3,343 20,764 15,299 4,965 1,593 7,050 0 9,715 6,937
Changes from: August 10, 2010 Total Change is: -111
2,135 -4,744 1,004 -3,594 956 8 -1,445 -813 1,714 406 520 0 -339 1,244
Percent of Open Interest Represented by Each Category of Trader
29.3 21.6 9.0 15.1 26.1 3.9 23.9 17.6 5.7 1.8 8.1 0.0 11.2 8.0
Number of Traders in Each Category Total Traders: 226
22 25 8 28 24 11 60 45 18 13 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 17,354
Positions
5,899 10,857 492 1,243 485 0 3,812 1,619 0 0 2,497 0 5,908 1,404
Changes from: August 10, 2010 Total Change is: 2,955
1,229 2,458 0 -62 0 0 1,474 246 0 0 0 0 314 251
Percent of Open Interest Represented by Each Category of Trader
34.0 62.6 2.8 7.2 2.8 0.0 22.0 9.3 0.0 0.0 14.4 0.0 34.0 8.1
Number of Traders in Each Category Total Traders: 23
6 8 . . . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 347,043
Positions
131,785 73,429 2,561 59,402 110,689 16,713 107,082 90,719 2,502 7,965 22,763 0 19,033 27,667
Changes from: August 10, 2010 Total Change is: -15,330
9,558 -30,982 -6 -17,662 4,780 38 -6,673 2,629 647 2,031 2,599 0 -3,263 4,965
Percent of Open Interest Represented by Each Category of Trader
38.0 21.2 0.7 17.1 31.9 4.8 30.9 26.1 0.7 2.3 6.6 0.0 5.5 8.0
Number of Traders in Each Category Total Traders: 222
22 24 . 26 23 11 60 45 15 13 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 430,837
Positions
200,077 46,166 12,414 134,393 156,823 20,036 37,930 152,416 8,648 1,745 15,930 79 15,515 18,325
Changes from: August 10, 2010 Total Change is: 9,713
17,903 -12,699 3,183 -1,925 12,600 -3,136 -6,082 1,598 1,891 -10 6,200 -7 -2,104 83
Percent of Open Interest Represented by Each Category of Trader
46.4 10.7 2.9 31.2 36.4 4.7 8.8 35.4 2.0 0.4 3.7 0.0 3.6 4.3
Number of Traders in Each Category Total Traders: 256
16 20 7 52 45 23 36 70 20 4 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 29,751
Positions
7,746 8,611 602 8,712 1,488 253 3,385 3,121 0 400 975 0 8,653 14,701
Changes from: August 10, 2010 Total Change is: -576
-1,138 -534 444 47 448 122 639 -390 0 -210 0 0 -480 -666
Percent of Open Interest Represented by Each Category of Trader
26.0 28.9 2.0 29.3 5.0 0.9 11.4 10.5 0.0 1.3 3.3 0.0 29.1 49.4
Number of Traders in Each Category Total Traders: 54
14 9 . 9 . . 8 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 52,569
Positions
30,129 17,483 2,229 7,105 3,355 410 2,809 8,804 736 0 304 0 9,151 19,248
Changes from: August 10, 2010 Total Change is: 296
-1,616 3,611 -56 444 623 12 185 1,808 95 0 -270 0 1,232 -5,527
Percent of Open Interest Represented by Each Category of Trader
57.3 33.3 4.2 13.5 6.4 0.8 5.3 16.7 1.4 0.0 0.6 0.0 17.4 36.6
Number of Traders in Each Category Total Traders: 59
13 10 . 8 . . 8 16 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 34,762
Positions
1,816 361 0 22,093 28,212 2,773 4,890 1,653 0 0 0 0 3,190 1,763
Changes from: August 10, 2010 Total Change is: 4,253
1,563 0 0 126 5,021 20 2,716 -417 0 0 0 0 -172 -371
Percent of Open Interest Represented by Each Category of Trader
5.2 1.0 0.0 63.6 81.2 8.0 14.1 4.8 0.0 0.0 0.0 0.0 9.2 5.1
Number of Traders in Each Category Total Traders: 43
. . 0 17 13 7 9 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 27,095
Positions
957 9,248 0 13,740 2,497 694 3,446 12,159 0 2,001 204 0 6,257 2,293
Changes from: August 10, 2010 Total Change is: -420
-487 -12 0 -514 241 56 75 -383 0 0 0 0 450 -322
Percent of Open Interest Represented by Each Category of Trader
3.5 34.1 0.0 50.7 9.2 2.6 12.7 44.9 0.0 7.4 0.8 0.0 23.1 8.5
Number of Traders in Each Category Total Traders: 38
. 6 0 13 . 5 6 . 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 715,278
Positions
22,065 174,330 6,104 367,455 148,536 52,763 47,222 161,717 11,638 35,053 30,422 242 172,736 129,526
Changes from: August 10, 2010 Total Change is: -14,303
5,299 10,710 2,643 -11,742 -6,693 -7,391 -11,907 -8,828 3,195 251 -10,759 90 5,259 2,730
Percent of Open Interest Represented by Each Category of Trader
3.1 24.4 0.9 51.4 20.8 7.4 6.6 22.6 1.6 4.9 4.3 0.0 24.1 18.1
Number of Traders in Each Category Total Traders: 164
9 24 7 44 25 31 25 23 18 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 197,029
Positions
2,036 86,310 1,478 130,847 0 8,009 5,727 64,990 445 0 2,250 0 48,487 33,547
Changes from: August 10, 2010 Total Change is: 25,251
0 10,178 -3,827 27,227 0 -533 -24 6,097 16 0 2,250 0 2,392 11,070
Percent of Open Interest Represented by Each Category of Trader
1.0 43.8 0.8 66.4 0.0 4.1 2.9 33.0 0.2 0.0 1.1 0.0 24.6 17.0
Number of Traders in Each Category Total Traders: 40
. 7 . 19 0 9 . 10 . 0 . 0
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Traders in Financial Futures- Futures Only Positions as of August 17, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 822,184
Positions
50,725 85,234 13,280 236,424 203,965 92,375 228,586 107,886 31,832 53,699 172,262 4,416 110,847 110,934
Changes from: August 10, 2010 Total Change is: -7,763
15,177 -3,402 -305 -24,042 -744 -5,337 10,047 -16,407 883 -673 22,233 30 -3,543 -4,714
Percent of Open Interest Represented by Each Category of Trader
6.2 10.4 1.6 28.8 24.8 11.2 27.8 13.1 3.9 6.5 21.0 0.5 13.5 13.5
Number of Traders in Each Category Total Traders: 223
17 26 8 34 42 37 35 32 19 8 28 5
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Traders in Financial Futures- Futures Only Positions as of August 17, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,992,026
Positions
68,969 320,421 57,747 995,036 409,073 195,051 199,418 585,964 53,614 116,107 54,838 12,548 293,536 302,770
Changes from: August 10, 2010 Total Change is: 9,023
779 -13,784 7,090 15,062 -656 -8,824 5,182 8,083 366 -366 24,347 424 -10,690 -8,023
Percent of Open Interest Represented by Each Category of Trader
3.5 16.1 2.9 50.0 20.5 9.8 10.0 29.4 2.7 5.8 2.8 0.6 14.7 15.2
Number of Traders in Each Category Total Traders: 259
25 36 22 39 50 48 25 66 42 12 6 6
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Traders in Financial Futures- Futures Only Positions as of August 17, 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 1,093,081
Positions
56,549 169,716 27,762 299,438 356,522 127,305 288,229 79,575 38,802 50,554 49,726 1,513 202,929 242,160
Changes from: August 10, 2010 Total Change is: 19,262
1,199 -7,835 5,041 -16,999 34,272 -15,705 31,861 835 12,300 467 -1,239 243 855 -8,650
Percent of Open Interest Represented by Each Category of Trader
5.2 15.5 2.5 27.4 32.6 11.6 26.4 7.3 3.5 4.6 4.5 0.1 18.6 22.2
Number of Traders in Each Category Total Traders: 159
10 21 10 22 39 36 23 26 25 8 10 4
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Traders in Financial Futures- Futures Only Positions as of August 17, 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 597,316
Positions
127,045 255,229 202,520 16,912 885 1,158 138,318 18,438 58,608 7,225 2,329 1,029 44,501 57,120
Changes from: August 10, 2010 Total Change is: 3,615
-1,897 1,175 4,321 -1,627 342 0 -496 2,103 -3,068 4,877 0 278 1,227 -1,536
Percent of Open Interest Represented by Each Category of Trader
21.3 42.7 33.9 2.8 0.1 0.2 23.2 3.1 9.8 1.2 0.4 0.2 7.5 9.6
Number of Traders in Each Category Total Traders: 106
19 29 37 . . . 31 11 31 5 . .
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Traders in Financial Futures- Futures Only Positions as of August 17, 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 7,860,333
Positions
1,823,993 3,160,334 1,425,983 1,030,395 327,581 122,022 1,369,854 568,796 994,396 178,694 311,435 51,293 863,703 898,493
Changes from: August 10, 2010 Total Change is: -81,631
19,222 -4,001 5,179 2,293 -18,149 7,265 -26,527 -27,660 -14,073 4,237 9,494 2,462 -81,689 -42,148
Percent of Open Interest Represented by Each Category of Trader
23.2 40.2 18.1 13.1 4.2 1.6 17.4 7.2 12.7 2.3 4.0 0.7 11.0 11.4
Number of Traders in Each Category Total Traders: 263
40 57 89 11 10 13 66 48 84 8 14 9
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Traders in Financial Futures- Futures Only Positions as of August 17, 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 11,857
Positions
3,693 5,894 848 952 1,786 282 1,894 2,050 156 3,800 661 0 232 180
Changes from: August 10, 2010 Total Change is: -2,916
-2,829 -2,964 131 -91 132 -119 29 -141 0 0 0 0 -37 45
Percent of Open Interest Represented by Each Category of Trader
31.1 49.7 7.2 8.0 15.1 2.4 16.0 17.3 1.3 32.0 5.6 0.0 2.0 1.5
Number of Traders in Each Category Total Traders: 36
4 5 . . 7 . 6 6 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 40,560
Positions
36,440 22,892 533 1,249 1,317 77 1,766 8,965 250 0 6,444 0 245 82
Changes from: August 10, 2010 Total Change is: -793
-1,039 -1,268 485 0 207 0 -355 -164 230 0 -250 0 -114 -33
Percent of Open Interest Represented by Each Category of Trader
89.8 56.4 1.3 3.1 3.2 0.2 4.4 22.1 0.6 0.0 15.9 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 32
. 5 . . 5 . 8 6 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 31,979
Positions
11,163 16,923 30 313 0 797 14,130 10,773 655 640 652 4 4,247 2,145
Changes from: August 10, 2010 Total Change is: 3,195
815 824 0 165 -145 5 2,542 3,673 38 -178 -444 0 -192 -756
Percent of Open Interest Represented by Each Category of Trader
34.9 52.9 0.1 1.0 0.0 2.5 44.2 33.7 2.0 2.0 2.0 0.0 13.3 6.7
Number of Traders in Each Category Total Traders: 58
6 5 . . 0 . 14 17 4 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 105,469
Positions
70,238 30,672 13,905 1,008 0 246 15 34,754 5,088 774 2,371 33 14,162 18,400
Changes from: August 10, 2010 Total Change is: 5,099
2,560 -2,071 1,708 0 0 0 15 1,719 977 97 916 -138 -120 1,988
Percent of Open Interest Represented by Each Category of Trader
66.6 29.1 13.2 1.0 0.0 0.2 0.0 33.0 4.8 0.7 2.2 0.0 13.4 17.4
Number of Traders in Each Category Total Traders: 52
. 12 12 4 0 . . 28 20 . . .
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Traders in Financial Futures- Futures Only Positions as of August 17, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 5,155
Positions
762 3,723 0 2,437 0 0 1,148 1,350 0 720 45 0 88 37
Changes from: August 10, 2010 Total Change is: 4
0 418 0 -27 0 0 20 -414 0 0 0 0 11 0
Percent of Open Interest Represented by Each Category of Trader
14.8 72.2 0.0 47.3 0.0 0.0 22.3 26.2 0.0 14.0 0.9 0.0 1.7 0.7
Number of Traders in Each Category Total Traders: 20
. . 0 . 0 0 5 . 0 . . 0
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Updated August 20, 2010