Traders in Financial Futures- Futures Only Positions as of August 10, 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 105,543
Positions
2,571 69,264 851 9,643 8,687 360 43,473 8,694 1,520 5,127 2,206 10 41,988 13,951
Changes from: August 3, 2010 Total Change is: 6,281
-577 8,711 236 1,351 933 0 3,289 -3,665 522 119 948 0 1,341 -1,404
Percent of Open Interest Represented by Each Category of Trader
2.4 65.6 0.8 9.1 8.2 0.3 41.2 8.2 1.4 4.9 2.1 0.0 39.8 13.2
Number of Traders in Each Category Total Traders: 67
. 13 4 . . . 32 5 7 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 52,566
Positions
14,720 32,862 941 2,062 427 501 20,680 6,310 49 0 935 0 13,613 10,541
Changes from: August 3, 2010 Total Change is: -5,410
1,227 -11,843 48 -33 -7 13 -4,846 3,718 -2 0 500 0 -1,817 2,163
Percent of Open Interest Represented by Each Category of Trader
28.0 62.5 1.8 3.9 0.8 1.0 39.3 12.0 0.1 0.0 1.8 0.0 25.9 20.1
Number of Traders in Each Category Total Traders: 41
5 8 . . . . 18 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 142,227
Positions
63,168 69,886 802 17,724 12,481 899 34,687 16,326 367 865 17,322 0 23,715 24,144
Changes from: August 3, 2010 Total Change is: 6,773
-236 7,240 -221 -491 -901 13 5,108 1,088 -144 60 1,024 0 2,684 -1,326
Percent of Open Interest Represented by Each Category of Trader
44.4 49.1 0.6 12.5 8.8 0.6 24.4 11.5 0.3 0.6 12.2 0.0 16.7 17.0
Number of Traders in Each Category Total Traders: 83
8 13 . 7 10 . 27 11 9 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 136,999
Positions
7,416 86,177 2,011 34,329 8,612 1,302 61,285 7,623 232 1,562 2,166 0 28,862 28,876
Changes from: August 3, 2010 Total Change is: 3,129
338 1,069 153 6 -257 -12 3,547 685 149 63 538 0 -1,115 804
Percent of Open Interest Represented by Each Category of Trader
5.4 62.9 1.5 25.1 6.3 1.0 44.7 5.6 0.2 1.1 1.6 0.0 21.1 21.1
Number of Traders in Each Category Total Traders: 102
6 18 5 11 9 4 35 17 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 234,276
Positions
108,615 94,031 2,991 22,811 22,275 3,093 33,402 49,230 1,695 16,922 15,026 263 44,484 45,672
Changes from: August 3, 2010 Total Change is: -1,825
418 12,695 -789 2,482 -929 -261 -746 -10,021 -323 -986 1,965 -25 -1,595 -4,137
Percent of Open Interest Represented by Each Category of Trader
46.4 40.1 1.3 9.7 9.5 1.3 14.3 21.0 0.7 7.2 6.4 0.1 19.0 19.5
Number of Traders in Each Category Total Traders: 158
23 14 7 15 16 7 39 32 21 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 114,049
Positions
10,411 79,745 1,736 10,672 4,220 411 61,852 6,847 57 2,607 5,019 0 26,303 16,014
Changes from: August 3, 2010 Total Change is: 14,900
-104 12,196 -190 3,950 -741 0 8,909 -144 17 495 1,808 0 1,823 1,954
Percent of Open Interest Represented by Each Category of Trader
9.1 69.9 1.5 9.4 3.7 0.4 54.2 6.0 0.0 2.3 4.4 0.0 23.1 14.0
Number of Traders in Each Category Total Traders: 70
6 13 6 5 4 . 25 9 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 34,319
Positions
3,706 22,444 7,396 0 0 0 8,671 420 3,320 5,368 20 602 5,256 117
Changes from: August 3, 2010 Total Change is: 1,053
244 916 -244 0 0 0 104 95 257 739 0 0 -47 29
Percent of Open Interest Represented by Each Category of Trader
10.8 65.4 21.6 0.0 0.0 0.0 25.3 1.2 9.7 15.6 0.1 1.8 15.3 0.3
Number of Traders in Each Category Total Traders: 21
6 7 5 0 0 0 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 110,281
Positions
8,453 92,770 275 17,862 245 517 75,595 10,872 263 1,591 4,284 0 5,725 1,055
Changes from: August 3, 2010 Total Change is: 18,032
19 15,496 0 194 0 0 17,310 2,802 110 439 -327 0 -40 -49
Percent of Open Interest Represented by Each Category of Trader
7.7 84.1 0.2 16.2 0.2 0.5 68.5 9.9 0.2 1.4 3.9 0.0 5.2 1.0
Number of Traders in Each Category Total Traders: 94
7 16 . 8 . . 37 13 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 25,036
Positions
2,970 16,336 124 618 241 25 16,863 5,198 744 281 1,280 0 3,411 1,088
Changes from: August 3, 2010 Total Change is: 637
748 -410 49 360 -175 18 -1,340 -103 744 -123 789 0 181 -275
Percent of Open Interest Represented by Each Category of Trader
11.9 65.3 0.5 2.5 1.0 0.1 67.4 20.8 3.0 1.1 5.1 0.0 13.6 4.3
Number of Traders in Each Category Total Traders: 45
. 13 . . . . 12 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 46,277
Positions
23,895 20,404 191 2,709 5,794 757 10,898 10,760 780 0 1,127 0 7,049 6,466
Changes from: August 3, 2010 Total Change is: 1,518
1,006 728 -53 8 36 -57 -646 -227 173 0 -144 0 1,088 1,061
Percent of Open Interest Represented by Each Category of Trader
51.6 44.1 0.4 5.9 12.5 1.6 23.5 23.3 1.7 0.0 2.4 0.0 15.2 14.0
Number of Traders in Each Category Total Traders: 84
16 17 . 4 5 . 30 10 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 92,553
Positions
47,789 40,807 381 5,417 11,587 1,513 21,795 21,520 1,560 0 2,253 0 14,098 12,932
Changes from: August 3, 2010 Total Change is: 3,035
2,011 1,456 -106 15 72 -114 -1,292 -453 345 0 -287 0 2,176 2,122
Percent of Open Interest Represented by Each Category of Trader
51.6 44.1 0.4 5.9 12.5 1.6 23.5 23.3 1.7 0.0 2.4 0.0 15.2 14.0
Number of Traders in Each Category Total Traders: 84
16 17 . 4 5 . 30 10 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 870,141
Positions
64,988 236,974 60,526 433,037 156,174 55,822 74,317 193,916 25,281 14,557 27,365 3,687 137,925 110,396
Changes from: August 3, 2010 Total Change is: 4,334
2,123 7,284 6,280 6,907 1,251 -2,324 1,286 -315 -3,927 -1,410 1,393 3,445 -8,047 -8,753
Percent of Open Interest Represented by Each Category of Trader
7.5 27.2 7.0 49.8 17.9 6.4 8.5 22.3 2.9 1.7 3.1 0.4 15.9 12.7
Number of Traders in Each Category Total Traders: 518
30 51 17 108 65 59 87 137 59 18 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 319,734
Positions
35,574 130,057 11,019 156,741 41,381 8,391 22,587 47,157 1,456 7,325 15,530 0 76,641 64,743
Changes from: August 3, 2010 Total Change is: 2,984
3,500 3,219 2,370 -1,827 -110 -568 -1,329 -225 -50 -43 4,363 0 931 -6,015
Percent of Open Interest Represented by Each Category of Trader
11.1 40.7 3.4 49.0 12.9 2.6 7.1 14.7 0.5 2.3 4.9 0.0 24.0 20.2
Number of Traders in Each Category Total Traders: 129
10 21 6 35 14 16 13 27 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 2,752,036
Positions
235,307 622,825 159,297 1,385,859 578,342 232,776 343,479 818,621 34,299 53,231 76,242 1,368 306,420 228,266
Changes from: August 3, 2010 Total Change is: 6,750
8,328 35,537 4,341 32,098 -4,765 2,788 -6,427 -19,955 120 10,236 2,219 156 -44,890 -13,691
Percent of Open Interest Represented by Each Category of Trader
8.6 22.6 5.8 50.4 21.0 8.5 12.5 29.7 1.2 1.9 2.8 0.0 11.1 8.3
Number of Traders in Each Category Total Traders: 476
29 49 10 88 58 49 88 129 44 15 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 89,146
Positions
4,427 17,563 4,143 52,075 44,460 3,686 13,646 14,730 0 0 0 0 11,169 4,564
Changes from: August 3, 2010 Total Change is: 1,924
-126 490 195 -122 85 -73 1,281 1,207 0 0 0 0 769 20
Percent of Open Interest Represented by Each Category of Trader
5.0 19.7 4.6 58.4 49.9 4.1 15.3 16.5 0.0 0.0 0.0 0.0 12.5 5.1
Number of Traders in Each Category Total Traders: 83
4 9 . 35 12 10 15 8 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 86,874
Positions
23,290 23,456 6,831 16,718 21,667 3,335 22,210 16,112 3,250 1,187 6,530 0 10,053 5,693
Changes from: August 3, 2010 Total Change is: 3,365
1,417 2,072 -964 489 -443 -63 1,881 1,589 975 16 -124 0 -386 322
Percent of Open Interest Represented by Each Category of Trader
26.8 27.0 7.9 19.2 24.9 3.8 25.6 18.5 3.7 1.4 7.5 0.0 11.6 6.6
Number of Traders in Each Category Total Traders: 222
22 23 9 33 21 10 54 47 13 13 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 14,399
Positions
4,670 8,399 492 1,305 485 0 2,338 1,373 0 0 2,497 0 5,594 1,153
Changes from: August 3, 2010 Total Change is: 450
0 0 0 21 0 0 492 492 0 0 0 0 -63 -42
Percent of Open Interest Represented by Each Category of Trader
32.4 58.3 3.4 9.1 3.4 0.0 16.2 9.5 0.0 0.0 17.3 0.0 38.8 8.0
Number of Traders in Each Category Total Traders: 23
6 7 . . . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 362,373
Positions
122,227 104,411 2,567 77,064 105,909 16,675 113,755 88,090 1,855 5,934 20,164 0 22,296 22,702
Changes from: August 3, 2010 Total Change is: 14,576
2,740 6,019 -476 2,338 -2,213 -315 11,387 9,925 436 81 -619 0 -1,615 1,819
Percent of Open Interest Represented by Each Category of Trader
33.7 28.8 0.7 21.3 29.2 4.6 31.4 24.3 0.5 1.6 5.6 0.0 6.2 6.3
Number of Traders in Each Category Total Traders: 218
22 22 . 31 20 10 54 47 10 13 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 421,124
Positions
182,174 58,865 9,231 136,318 144,223 23,172 44,012 150,818 6,757 1,755 9,730 86 17,619 18,242
Changes from: August 3, 2010 Total Change is: 2,606
-3,814 -2,675 1,982 -8,568 -5,203 2,574 7,028 2,582 1,708 266 952 4 1,426 682
Percent of Open Interest Represented by Each Category of Trader
43.3 14.0 2.2 32.4 34.2 5.5 10.5 35.8 1.6 0.4 2.3 0.0 4.2 4.3
Number of Traders in Each Category Total Traders: 249
17 21 7 54 42 23 32 71 18 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 30,327
Positions
8,884 9,145 158 8,665 1,040 131 2,746 3,511 0 610 975 0 9,133 15,367
Changes from: August 3, 2010 Total Change is: -1,623
-36 448 4 -707 93 -24 -297 -823 0 210 -422 0 -773 -899
Percent of Open Interest Represented by Each Category of Trader
29.3 30.2 0.5 28.6 3.4 0.4 9.1 11.6 0.0 2.0 3.2 0.0 30.1 50.7
Number of Traders in Each Category Total Traders: 51
13 9 . 8 . . 7 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 52,273
Positions
31,745 13,872 2,285 6,661 2,732 398 2,624 6,996 641 0 574 0 7,919 24,775
Changes from: August 3, 2010 Total Change is: 2,225
1,813 -680 600 12 83 21 -695 -1,627 84 0 350 0 390 3,394
Percent of Open Interest Represented by Each Category of Trader
60.7 26.5 4.4 12.7 5.2 0.8 5.0 13.4 1.2 0.0 1.1 0.0 15.1 47.4
Number of Traders in Each Category Total Traders: 59
15 10 4 7 . . 6 16 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 30,509
Positions
253 361 0 21,967 23,191 2,753 2,174 2,070 0 0 0 0 3,362 2,134
Changes from: August 3, 2010 Total Change is: -806
253 0 0 307 -152 -498 -665 -11 0 0 0 0 -203 -145
Percent of Open Interest Represented by Each Category of Trader
0.8 1.2 0.0 72.0 76.0 9.0 7.1 6.8 0.0 0.0 0.0 0.0 11.0 7.0
Number of Traders in Each Category Total Traders: 38
. . 0 16 13 7 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 27,515
Positions
1,444 9,260 0 14,254 2,256 638 3,371 12,542 0 2,001 204 0 5,807 2,615
Changes from: August 3, 2010 Total Change is: 411
-31 -25 0 847 -279 -283 -170 134 0 0 0 0 48 864
Percent of Open Interest Represented by Each Category of Trader
5.2 33.7 0.0 51.8 8.2 2.3 12.3 45.6 0.0 7.3 0.7 0.0 21.1 9.5
Number of Traders in Each Category Total Traders: 40
. 6 0 14 . 5 6 . 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 729,581
Positions
16,766 163,620 3,461 379,197 155,229 60,154 59,129 170,545 8,443 34,802 41,181 152 167,477 126,796
Changes from: August 3, 2010 Total Change is: 36,994
-2,400 -1,966 67 19,502 11,693 -4,091 -6,043 4,782 -2,388 3,336 4,327 -1,689 30,700 26,259
Percent of Open Interest Represented by Each Category of Trader
2.3 22.4 0.5 52.0 21.3 8.2 8.1 23.4 1.2 4.8 5.6 0.0 23.0 17.4
Number of Traders in Each Category Total Traders: 154
6 21 5 43 26 31 20 24 14 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 171,778
Positions
2,036 76,132 5,305 103,620 0 8,542 5,751 58,893 429 0 0 0 46,095 22,477
Changes from: August 3, 2010 Total Change is: 6,094
0 -6,013 3,610 782 -1,469 716 -2,729 4,001 -78 0 0 0 3,793 5,327
Percent of Open Interest Represented by Each Category of Trader
1.2 44.3 3.1 60.3 0.0 5.0 3.3 34.3 0.2 0.0 0.0 0.0 26.8 13.1
Number of Traders in Each Category Total Traders: 35
. 6 . 16 0 7 . 10 . 0 0 0
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Traders in Financial Futures- Futures Only Positions as of August 10, 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 829,947
Positions
35,548 88,636 13,585 260,466 204,709 97,712 218,539 124,293 30,949 54,372 150,029 4,386 114,390 115,648
Changes from: August 3, 2010 Total Change is: 29,549
3,189 1,700 918 -49,695 -3,213 6,319 7,214 -12,374 3,142 28,180 716 -287 30,569 32,628
Percent of Open Interest Represented by Each Category of Trader
4.3 10.7 1.6 31.4 24.7 11.8 26.3 15.0 3.7 6.6 18.1 0.5 13.8 13.9
Number of Traders in Each Category Total Traders: 218
13 28 8 33 44 34 31 32 17 8 28 5
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Traders in Financial Futures- Futures Only Positions as of August 10, 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 1,983,003
Positions
68,190 334,205 50,657 979,974 409,729 203,875 194,236 577,881 53,248 116,473 30,491 12,124 304,226 310,793
Changes from: August 3, 2010 Total Change is: 175,112
1,996 6,847 5,281 -24,799 15,749 21,263 22,485 55,401 17,010 44,617 -19,452 1,756 85,503 71,257
Percent of Open Interest Represented by Each Category of Trader
3.4 16.9 2.6 49.4 20.7 10.3 9.8 29.1 2.7 5.9 1.5 0.6 15.3 15.7
Number of Traders in Each Category Total Traders: 260
26 36 17 37 50 47 27 66 43 12 6 6
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Traders in Financial Futures- Futures Only Positions as of August 10, 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 1,073,819
Positions
55,350 177,551 22,721 316,437 322,250 143,010 256,368 78,740 26,502 50,087 50,965 1,270 202,074 250,810
Changes from: August 3, 2010 Total Change is: 56,553
27,316 -18,992 1,771 -14,094 32,318 9,741 -10,369 -1,249 2,346 12,390 6,072 726 26,726 23,820
Percent of Open Interest Represented by Each Category of Trader
5.2 16.5 2.1 29.5 30.0 13.3 23.9 7.3 2.5 4.7 4.7 0.1 18.8 23.4
Number of Traders in Each Category Total Traders: 165
11 22 10 23 36 38 28 25 20 9 11 .
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Traders in Financial Futures- Futures Only Positions as of August 10, 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 593,701
Positions
128,942 254,054 198,199 18,539 543 1,158 138,814 16,335 61,676 2,348 2,329 751 43,274 58,656
Changes from: August 3, 2010 Total Change is: 5,140
2,624 -9,354 14,235 -1,664 -2,607 0 -13,093 -3 3,930 -2,253 0 -28 1,389 -1,033
Percent of Open Interest Represented by Each Category of Trader
21.7 42.8 33.4 3.1 0.1 0.2 23.4 2.8 10.4 0.4 0.4 0.1 7.3 9.9
Number of Traders in Each Category Total Traders: 103
17 30 36 . . . 29 13 32 . . .
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Traders in Financial Futures- Futures Only Positions as of August 10, 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 7,941,964
Positions
1,804,771 3,164,335 1,420,804 1,028,102 345,730 114,757 1,396,381 596,456 1,008,469 174,457 301,941 48,831 945,392 940,641
Changes from: August 3, 2010 Total Change is: 118,504
-44,918 90,377 -9,561 778 68,859 7,136 114,414 -23,122 29,328 1,934 -5,137 2,359 17,034 -41,735
Percent of Open Interest Represented by Each Category of Trader
22.7 39.8 17.9 12.9 4.4 1.4 17.6 7.5 12.7 2.2 3.8 0.6 11.9 11.8
Number of Traders in Each Category Total Traders: 260
33 61 88 10 13 16 61 50 77 8 14 10
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Traders in Financial Futures- Futures Only Positions as of August 10, 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 14,773
Positions
6,522 8,858 717 1,043 1,654 401 1,865 2,191 156 3,800 661 0 269 135
Changes from: August 3, 2010 Total Change is: 942
394 812 147 0 -108 0 276 -16 0 0 -5 0 125 112
Percent of Open Interest Represented by Each Category of Trader
44.1 60.0 4.9 7.1 11.2 2.7 12.6 14.8 1.1 25.7 4.5 0.0 1.8 0.9
Number of Traders in Each Category Total Traders: 38
4 5 . . 6 . 8 6 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 41,353
Positions
37,479 24,160 48 1,249 1,110 77 2,121 9,129 20 0 6,694 0 359 115
Changes from: August 3, 2010 Total Change is: 2,762
2,445 1,137 48 0 165 0 163 1,358 0 0 0 0 106 54
Percent of Open Interest Represented by Each Category of Trader
90.6 58.4 0.1 3.0 2.7 0.2 5.1 22.1 0.0 0.0 16.2 0.0 0.9 0.3
Number of Traders in Each Category Total Traders: 32
. 6 . . 4 . 8 6 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 28,784
Positions
10,348 16,099 30 148 145 792 11,588 7,100 617 818 1,096 4 4,439 2,901
Changes from: August 3, 2010 Total Change is: 5,873
716 914 30 64 10 -47 4,938 4,352 -115 -96 177 0 383 552
Percent of Open Interest Represented by Each Category of Trader
36.0 55.9 0.1 0.5 0.5 2.8 40.3 24.7 2.1 2.8 3.8 0.0 15.4 10.1
Number of Traders in Each Category Total Traders: 58
5 5 . . . . 11 21 4 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 100,370
Positions
67,678 32,743 12,197 1,008 0 246 0 33,035 4,111 677 1,455 171 14,282 16,412
Changes from: August 3, 2010 Total Change is: 6,877
4,660 1,505 -171 92 0 246 0 1,950 531 81 271 171 1,267 2,374
Percent of Open Interest Represented by Each Category of Trader
67.4 32.6 12.2 1.0 0.0 0.2 0.0 32.9 4.1 0.7 1.4 0.2 14.2 16.4
Number of Traders in Each Category Total Traders: 47
. 12 8 4 0 . 0 25 17 . . .
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Traders in Financial Futures- Futures Only Positions as of August 10, 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 5,151
Positions
762 3,305 0 2,464 0 0 1,128 1,764 0 720 45 0 77 37
Changes from: August 3, 2010 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
14.8 64.2 0.0 47.8 0.0 0.0 21.9 34.2 0.0 14.0 0.9 0.0 1.5 0.7
Number of Traders in Each Category Total Traders: 21
. . 0 4 0 0 5 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 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 15,987
Positions
562 14,026 66 11,313 0 21 2,359 537 47 0 0 0 1,619 1,290
Changes from: August 3, 2010 Total Change is: -9
-239 218 66 61 0 0 -350 -681 44 0 0 0 409 344
Percent of Open Interest Represented by Each Category of Trader
3.5 87.7 0.4 70.8 0.0 0.1 14.8 3.4 0.3 0.0 0.0 0.0 10.1 8.1
Number of Traders in Each Category Total Traders: 25
. . . 9 0 . 7 4 . 0 0 0
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Updated August 13, 2010